jspurefix 2.2.0 → 2.2.1

package/src/types/FIX4.3/quickfix/quote_status_report.ts

@@ -0,0 +1,52 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IInstrument } from './set/instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IQuoteStatusReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  QuoteStatusReqID?: string// [2] 649 (String)
+  QuoteReqID?: string// [3] 131 (String)
+  QuoteID: string// [4] 117 (String)
+  QuoteType?: number// [5] 537 (Int)
+  Parties?: IParties// [6] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Account?: string// [7] 1 (String)
+  AccountType?: number// [8] 581 (Int)
+  TradingSessionID?: string// [9] 336 (String)
+  TradingSessionSubID?: string// [10] 625 (String)
+  Instrument?: IInstrument// [11] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  BidPx?: number// [12] 132 (Float)
+  OfferPx?: number// [13] 133 (Float)
+  MktBidPx?: number// [14] 645 (Float)
+  MktOfferPx?: number// [15] 646 (Float)
+  MinBidSize?: number// [16] 647 (Float)
+  BidSize?: number// [17] 134 (Float)
+  MinOfferSize?: number// [18] 648 (Float)
+  OfferSize?: number// [19] 135 (Float)
+  ValidUntilTime?: Date// [20] 62 (UtcTimestamp)
+  BidSpotRate?: number// [21] 188 (Float)
+  OfferSpotRate?: number// [22] 190 (Float)
+  BidForwardPoints?: number// [23] 189 (Float)
+  OfferForwardPoints?: number// [24] 191 (Float)
+  MidPx?: number// [25] 631 (Float)
+  BidYield?: number// [26] 632 (Float)
+  MidYield?: number// [27] 633 (Float)
+  OfferYield?: number// [28] 634 (Float)
+  TransactTime?: Date// [29] 60 (UtcTimestamp)
+  FutSettDate?: Date// [30] 64 (LocalDate)
+  OrdType?: string// [31] 40 (String)
+  FutSettDate2?: Date// [32] 193 (LocalDate)
+  OrderQty2?: number// [33] 192 (Float)
+  BidForwardPoints2?: number// [34] 642 (Float)
+  OfferForwardPoints2?: number// [35] 643 (Float)
+  Currency?: string// [36] 15 (String)
+  SettlCurrBidFxRate?: number// [37] 656 (Float)
+  SettlCurrOfferFxRate?: number// [38] 657 (Float)
+  SettlCurrFxRateCalc?: string// [39] 156 (String)
+  Commission?: number// [40] 12 (Float)
+  CommType?: string// [41] 13 (String)
+  CustOrderCapacity?: number// [42] 582 (Int)
+  ExDestination?: string// [43] 100 (String)
+  QuoteStatus?: number// [44] 297 (Int)
+  StandardTrailer: IStandardTrailer// [45] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/quote_status_request.ts

@@ -0,0 +1,18 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IParties } from './set/parties'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IQuoteStatusRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  QuoteStatusReqID?: string// [2] 649 (String)
+  QuoteID?: string// [3] 117 (String)
+  Instrument?: IInstrument// [4] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Parties?: IParties// [5] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Account?: string// [6] 1 (String)
+  AccountType?: number// [7] 581 (Int)
+  TradingSessionID?: string// [8] 336 (String)
+  TradingSessionSubID?: string// [9] 625 (String)
+  SubscriptionRequestType?: string// [10] 263 (String)
+  StandardTrailer: IStandardTrailer// [11] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/registration_instructions.ts

@@ -0,0 +1,21 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IRegistrationInstructionsNoRegistDtls } from './set/registration_instructions_no_regist_dtls'
+import { IRegistrationInstructionsNoDistribInsts } from './set/registration_instructions_no_distrib_insts'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IRegistrationInstructions {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  RegistID: string// [2] 513 (String)
+  RegistTransType: string// [3] 514 (String)
+  RegistRefID: string// [4] 508 (String)
+  ClOrdID?: string// [5] 11 (String)
+  Parties?: IParties// [6] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Account?: string// [7] 1 (String)
+  RegistAcctType?: string// [8] 493 (String)
+  TaxAdvantageType?: number// [9] 495 (Int)
+  OwnershipType?: string// [10] 517 (String)
+  NoRegistDtls?: IRegistrationInstructionsNoRegistDtls[]// [11] RegistDetls.509, RegistEmail.511 .. InvestorCountryOfResidence.475
+  NoDistribInsts?: IRegistrationInstructionsNoDistribInsts[]// [12] DistribPaymentMethod.477, DistribPercentage.512 .. CashDistribPayRef.501
+  StandardTrailer: IStandardTrailer// [13] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/registration_instructions_response.ts

@@ -0,0 +1,17 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IRegistrationInstructionsResponse {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  RegistID: string// [2] 513 (String)
+  RegistTransType: string// [3] 514 (String)
+  RegistRefID: string// [4] 508 (String)
+  ClOrdID?: string// [5] 11 (String)
+  Parties?: IParties// [6] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  Account?: string// [7] 1 (String)
+  RegistStatus: string// [8] 506 (String)
+  RegistRejReasonCode?: number// [9] 507 (Int)
+  RegistRejReasonText?: string// [10] 496 (String)
+  StandardTrailer: IStandardTrailer// [11] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/reject.ts

@@ -0,0 +1,14 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IReject {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  RefSeqNum: number// [2] 45 (Int)
+  RefTagID?: number// [3] 371 (Int)
+  RefMsgType?: string// [4] 372 (String)
+  SessionRejectReason?: number// [5] 373 (Int)
+  Text?: string// [6] 58 (String)
+  EncodedTextLen?: number// [7] 354 (Length)
+  EncodedText?: Buffer// [8] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [9] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/resend_request.ts

@@ -0,0 +1,9 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IResendRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  BeginSeqNo: number// [2] 7 (Int)
+  EndSeqNo: number// [3] 16 (Int)
+  StandardTrailer: IStandardTrailer// [4] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/rfq_request.ts

@@ -0,0 +1,11 @@
+import { IStandardHeader } from './set/standard_header'
+import { IRFQRequestNoRelatedSym } from './set/rfq_request_no_related_sym'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IRFQRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  RFQReqID: string// [2] 644 (String)
+  NoRelatedSym: IRFQRequestNoRelatedSym[]// [3] Symbol.55, SymbolSfx.65 .. TradingSessionSubID.625
+  SubscriptionRequestType?: string// [4] 263 (String)
+  StandardTrailer: IStandardTrailer// [5] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/security_definition.ts

@@ -0,0 +1,22 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { ISecurityDefinitionNoLegs } from './set/security_definition_no_legs'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISecurityDefinition {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  SecurityReqID: string// [2] 320 (String)
+  SecurityResponseID: string// [3] 322 (String)
+  SecurityResponseType: number// [4] 323 (Int)
+  Instrument?: IInstrument// [5] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Currency?: string// [6] 15 (String)
+  TradingSessionID?: string// [7] 336 (String)
+  TradingSessionSubID?: string// [8] 625 (String)
+  Text?: string// [9] 58 (String)
+  EncodedTextLen?: number// [10] 354 (Length)
+  EncodedText?: Buffer// [11] 355 (RawData)
+  NoLegs?: ISecurityDefinitionNoLegs[]// [12] LegSymbol.600, LegSymbolSfx.601 .. LegCurrency.556
+  RoundLot?: number// [13] 561 (Float)
+  MinTradeVol?: number// [14] 562 (Float)
+  StandardTrailer: IStandardTrailer// [15] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/security_definition_request.ts

@@ -0,0 +1,20 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { ISecurityDefinitionRequestNoLegs } from './set/security_definition_request_no_legs'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISecurityDefinitionRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  SecurityReqID: string// [2] 320 (String)
+  SecurityRequestType: number// [3] 321 (Int)
+  Instrument?: IInstrument// [4] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Currency?: string// [5] 15 (String)
+  Text?: string// [6] 58 (String)
+  EncodedTextLen?: number// [7] 354 (Length)
+  EncodedText?: Buffer// [8] 355 (RawData)
+  TradingSessionID?: string// [9] 336 (String)
+  TradingSessionSubID?: string// [10] 625 (String)
+  NoLegs?: ISecurityDefinitionRequestNoLegs[]// [11] LegSymbol.600, LegSymbolSfx.601 .. LegCurrency.556
+  SubscriptionRequestType?: string// [12] 263 (String)
+  StandardTrailer: IStandardTrailer// [13] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/security_list.ts

@@ -0,0 +1,13 @@
+import { IStandardHeader } from './set/standard_header'
+import { ISecurityListNoRelatedSym } from './set/security_list_no_related_sym'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISecurityList {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  SecurityReqID: string// [2] 320 (String)
+  SecurityResponseID: string// [3] 322 (String)
+  SecurityRequestResult: number// [4] 560 (Int)
+  TotalNumSecurities?: number// [5] 393 (Int)
+  NoRelatedSym?: ISecurityListNoRelatedSym[]// [6] Symbol.55, SymbolSfx.65 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [7] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/security_list_request.ts

@@ -0,0 +1,18 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISecurityListRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  SecurityReqID: string// [2] 320 (String)
+  SecurityListRequestType: number// [3] 559 (Int)
+  Instrument?: IInstrument// [4] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Currency?: string// [5] 15 (String)
+  Text?: string// [6] 58 (String)
+  EncodedTextLen?: number// [7] 354 (Length)
+  EncodedText?: Buffer// [8] 355 (RawData)
+  TradingSessionID?: string// [9] 336 (String)
+  TradingSessionSubID?: string// [10] 625 (String)
+  SubscriptionRequestType?: string// [11] 263 (String)
+  StandardTrailer: IStandardTrailer// [12] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/security_status.ts

@@ -0,0 +1,30 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISecurityStatus {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  SecurityStatusReqID?: string// [2] 324 (String)
+  Instrument?: IInstrument// [3] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Currency?: string// [4] 15 (String)
+  TradingSessionID?: string// [5] 336 (String)
+  TradingSessionSubID?: string// [6] 625 (String)
+  UnsolicitedIndicator?: boolean// [7] 325 (Boolean)
+  SecurityTradingStatus?: number// [8] 326 (Int)
+  FinancialStatus?: string// [9] 291 (String)
+  CorporateAction?: string// [10] 292 (String)
+  HaltReasonChar?: string// [11] 327 (String)
+  InViewOfCommon?: boolean// [12] 328 (Boolean)
+  DueToRelated?: boolean// [13] 329 (Boolean)
+  BuyVolume?: number// [14] 330 (Float)
+  SellVolume?: number// [15] 331 (Float)
+  HighPx?: number// [16] 332 (Float)
+  LowPx?: number// [17] 333 (Float)
+  LastPx?: number// [18] 31 (Float)
+  TransactTime?: Date// [19] 60 (UtcTimestamp)
+  Adjustment?: number// [20] 334 (Int)
+  Text?: string// [21] 58 (String)
+  EncodedTextLen?: number// [22] 354 (Length)
+  EncodedText?: Buffer// [23] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [24] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/security_status_request.ts

@@ -0,0 +1,14 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISecurityStatusRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  SecurityStatusReqID: string// [2] 324 (String)
+  Instrument?: IInstrument// [3] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Currency?: string// [4] 15 (String)
+  SubscriptionRequestType: string// [5] 263 (String)
+  TradingSessionID?: string// [6] 336 (String)
+  TradingSessionSubID?: string// [7] 625 (String)
+  StandardTrailer: IStandardTrailer// [8] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/security_type_request.ts

@@ -0,0 +1,13 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISecurityTypeRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  SecurityReqID: string// [2] 320 (String)
+  Text?: string// [3] 58 (String)
+  EncodedTextLen?: number// [4] 354 (Length)
+  EncodedText?: Buffer// [5] 355 (RawData)
+  TradingSessionID?: string// [6] 336 (String)
+  TradingSessionSubID?: string// [7] 625 (String)
+  StandardTrailer: IStandardTrailer// [8] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/security_types.ts

@@ -0,0 +1,19 @@
+import { IStandardHeader } from './set/standard_header'
+import { ISecurityTypesNoSecurityTypes } from './set/security_types_no_security_types'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISecurityTypes {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  SecurityReqID: string// [2] 320 (String)
+  SecurityResponseID: string// [3] 322 (String)
+  SecurityResponseType: number// [4] 323 (Int)
+  TotalNumSecurityTypes?: number// [5] 557 (Int)
+  NoSecurityTypes?: ISecurityTypesNoSecurityTypes[]// [6] SecurityType.167, Product.460, CFICode.461
+  Text?: string// [7] 58 (String)
+  EncodedTextLen?: number// [8] 354 (Length)
+  EncodedText?: Buffer// [9] 355 (RawData)
+  TradingSessionID?: string// [10] 336 (String)
+  TradingSessionSubID?: string// [11] 625 (String)
+  SubscriptionRequestType?: string// [12] 263 (String)
+  StandardTrailer: IStandardTrailer// [13] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/sequence_reset.ts

@@ -0,0 +1,9 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISequenceReset {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  GapFillFlag?: boolean// [2] 123 (Boolean)
+  NewSeqNo: number// [3] 36 (Int)
+  StandardTrailer: IStandardTrailer// [4] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX4.3/quickfix/set/allocation_no_allocs.ts

@@ -0,0 +1,27 @@
+import { INestedParties } from './nested_parties'
+import { ICommissionData } from './commission_data'
+import { IAllocationNoAllocsNoMiscFees } from './allocation_no_allocs_no_misc_fees'
+
+export interface IAllocationNoAllocs {
+  AllocAccount?: string// [1] 79 (String)
+  AllocPrice?: number// [2] 366 (Float)
+  AllocQty?: number// [3] 80 (Float)
+  IndividualAllocID?: string// [4] 467 (String)
+  ProcessCode?: string// [5] 81 (String)
+  NestedParties?: INestedParties// [6] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubID.545
+  NotifyBrokerOfCredit?: boolean// [7] 208 (Boolean)
+  AllocHandlInst?: number// [8] 209 (Int)
+  AllocText?: string// [9] 161 (String)
+  EncodedAllocTextLen?: number// [10] 360 (Length)
+  EncodedAllocText?: Buffer// [11] 361 (RawData)
+  CommissionData?: ICommissionData// [12] Commission.12, CommType.13 .. FundRenewWaiv.497
+  AllocAvgPx?: number// [13] 153 (Float)
+  AllocNetMoney?: number// [14] 154 (Float)
+  SettlCurrAmt?: number// [15] 119 (Float)
+  SettlCurrency?: string// [16] 120 (String)
+  SettlCurrFxRate?: number// [17] 155 (Float)
+  SettlCurrFxRateCalc?: string// [18] 156 (String)
+  AccruedInterestAmt?: number// [19] 159 (Float)
+  SettlInstMode?: string// [20] 160 (String)
+  NoMiscFees?: IAllocationNoAllocsNoMiscFees[]// [21] MiscFeeAmt.137, MiscFeeCurr.138, MiscFeeType.139
+}

package/src/types/FIX4.3/quickfix/set/allocation_no_allocs_no_misc_fees.ts

@@ -0,0 +1,5 @@
+export interface IAllocationNoAllocsNoMiscFees {
+  MiscFeeAmt?: number// [1] 137 (Float)
+  MiscFeeCurr?: string// [2] 138 (String)
+  MiscFeeType?: string// [3] 139 (String)
+}

package/src/types/FIX4.3/quickfix/set/allocation_no_execs.ts

@@ -0,0 +1,7 @@
+export interface IAllocationNoExecs {
+  LastQty?: number// [1] 32 (Float)
+  ExecID?: string// [2] 17 (String)
+  SecondaryExecID?: string// [3] 527 (String)
+  LastPx?: number// [4] 31 (Float)
+  LastCapacity?: string// [5] 29 (String)
+}

package/src/types/FIX4.3/quickfix/set/allocation_no_orders.ts

@@ -0,0 +1,7 @@
+export interface IAllocationNoOrders {
+  ClOrdID?: string// [1] 11 (String)
+  OrderID?: string// [2] 37 (String)
+  SecondaryOrderID?: string// [3] 198 (String)
+  SecondaryClOrdID?: string// [4] 526 (String)
+  ListID?: string// [5] 66 (String)
+}

package/src/types/FIX4.3/quickfix/set/bid_request_no_bid_components.ts

@@ -0,0 +1,10 @@
+export interface IBidRequestNoBidComponents {
+  ListID?: string// [1] 66 (String)
+  Side?: string// [2] 54 (String)
+  TradingSessionID?: string// [3] 336 (String)
+  TradingSessionSubID?: string// [4] 625 (String)
+  NetGrossInd?: number// [5] 430 (Int)
+  SettlmntTyp?: string// [6] 63 (String)
+  FutSettDate?: Date// [7] 64 (LocalDate)
+  Account?: string// [8] 1 (String)
+}

package/src/types/FIX4.3/quickfix/set/bid_request_no_bid_descriptors.ts

@@ -0,0 +1,13 @@
+export interface IBidRequestNoBidDescriptors {
+  BidDescriptorType?: number// [1] 399 (Int)
+  BidDescriptor?: string// [2] 400 (String)
+  SideValueInd?: number// [3] 401 (Int)
+  LiquidityValue?: number// [4] 404 (Float)
+  LiquidityNumSecurities?: number// [5] 441 (Int)
+  LiquidityPctLow?: number// [6] 402 (Float)
+  LiquidityPctHigh?: number// [7] 403 (Float)
+  EFPTrackingError?: number// [8] 405 (Float)
+  FairValue?: number// [9] 406 (Float)
+  OutsideIndexPct?: number// [10] 407 (Float)
+  ValueOfFutures?: number// [11] 408 (Float)
+}

package/src/types/FIX4.3/quickfix/set/bid_response_no_bid_components.ts

@@ -0,0 +1,19 @@
+import { ICommissionData } from './commission_data'
+
+export interface IBidResponseNoBidComponents {
+  CommissionData: ICommissionData// [1] Commission.12, CommType.13 .. FundRenewWaiv.497
+  ListID?: string// [2] 66 (String)
+  Country?: string// [3] 421 (String)
+  Side?: string// [4] 54 (String)
+  Price?: number// [5] 44 (Float)
+  PriceType?: number// [6] 423 (Int)
+  FairValue?: number// [7] 406 (Float)
+  NetGrossInd?: number// [8] 430 (Int)
+  SettlmntTyp?: string// [9] 63 (String)
+  FutSettDate?: Date// [10] 64 (LocalDate)
+  TradingSessionID?: string// [11] 336 (String)
+  TradingSessionSubID?: string// [12] 625 (String)
+  Text?: string// [13] 58 (String)
+  EncodedTextLen?: number// [14] 354 (Length)
+  EncodedText?: Buffer// [15] 355 (RawData)
+}

package/src/types/FIX4.3/quickfix/set/commission_data.ts

@@ -0,0 +1,6 @@
+export interface ICommissionData {
+  Commission?: number// [1] 12 (Float)
+  CommType?: string// [2] 13 (String)
+  CommCurrency?: string// [3] 479 (String)
+  FundRenewWaiv?: string// [4] 497 (String)
+}

package/src/types/FIX4.3/quickfix/set/cross_order_cancel_replace_request_no_sides.ts

@@ -0,0 +1,38 @@
+import { IParties } from './parties'
+import { ICrossOrderCancelReplaceRequestNoSidesNoAllocs } from './cross_order_cancel_replace_request_no_sides_no_allocs'
+import { IOrderQtyData } from './order_qty_data'
+import { ICommissionData } from './commission_data'
+
+export interface ICrossOrderCancelReplaceRequestNoSides {
+  Side: string// [1] 54 (String)
+  OrigClOrdID: string// [2] 41 (String)
+  ClOrdID: string// [3] 11 (String)
+  SecondaryClOrdID?: string// [4] 526 (String)
+  ClOrdLinkID?: string// [5] 583 (String)
+  OrigOrdModTime?: Date// [6] 586 (UtcTimestamp)
+  Parties: IParties// [7] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  TradeOriginationDate?: string// [8] 229 (String)
+  Account?: string// [9] 1 (String)
+  AccountType?: number// [10] 581 (Int)
+  DayBookingInst?: string// [11] 589 (String)
+  BookingUnit?: string// [12] 590 (String)
+  PreallocMethod?: string// [13] 591 (String)
+  NoAllocs?: ICrossOrderCancelReplaceRequestNoSidesNoAllocs[]// [14] AllocAccount.79, IndividualAllocID.467 .. AllocQty.80
+  QuantityType?: number// [15] 465 (Int)
+  OrderQtyData: IOrderQtyData// [16] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  CommissionData: ICommissionData// [17] Commission.12, CommType.13 .. FundRenewWaiv.497
+  OrderCapacity?: string// [18] 528 (String)
+  OrderRestrictions?: string// [19] 529 (String)
+  CustOrderCapacity?: number// [20] 582 (Int)
+  ForexReq?: boolean// [21] 121 (Boolean)
+  SettlCurrency?: string// [22] 120 (String)
+  Text?: string// [23] 58 (String)
+  EncodedTextLen?: number// [24] 354 (Length)
+  EncodedText?: Buffer// [25] 355 (RawData)
+  PositionEffect?: string// [26] 77 (String)
+  CoveredOrUncovered?: number// [27] 203 (Int)
+  CashMargin?: string// [28] 544 (String)
+  ClearingFeeIndicator?: string// [29] 635 (String)
+  SolicitedFlag?: boolean// [30] 377 (Boolean)
+  SideComplianceID?: string// [31] 659 (String)
+}

package/src/types/FIX4.3/quickfix/set/cross_order_cancel_replace_request_no_sides_no_allocs.ts

@@ -0,0 +1,8 @@
+import { INestedParties } from './nested_parties'
+
+export interface ICrossOrderCancelReplaceRequestNoSidesNoAllocs {
+  AllocAccount?: string// [1] 79 (String)
+  IndividualAllocID?: string// [2] 467 (String)
+  NestedParties?: INestedParties// [3] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubID.545
+  AllocQty?: number// [4] 80 (Float)
+}

package/src/types/FIX4.3/quickfix/set/cross_order_cancel_replace_request_no_trading_sessions.ts

@@ -0,0 +1,4 @@
+export interface ICrossOrderCancelReplaceRequestNoTradingSessions {
+  TradingSessionID?: string// [1] 336 (String)
+  TradingSessionSubID?: string// [2] 625 (String)
+}

package/src/types/FIX4.3/quickfix/set/cross_order_cancel_request_no_sides.ts

@@ -0,0 +1,18 @@
+import { IParties } from './parties'
+import { IOrderQtyData } from './order_qty_data'
+
+export interface ICrossOrderCancelRequestNoSides {
+  Side: string// [1] 54 (String)
+  OrigClOrdID: string// [2] 41 (String)
+  ClOrdID: string// [3] 11 (String)
+  SecondaryClOrdID?: string// [4] 526 (String)
+  ClOrdLinkID?: string// [5] 583 (String)
+  OrigOrdModTime?: Date// [6] 586 (UtcTimestamp)
+  Parties: IParties// [7] NoPartyIDs.453, PartyID.448 .. PartySubID.523
+  TradeOriginationDate?: string// [8] 229 (String)
+  OrderQtyData: IOrderQtyData// [9] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  ComplianceID?: string// [10] 376 (String)
+  Text?: string// [11] 58 (String)
+  EncodedTextLen?: number// [12] 354 (Length)
+  EncodedText?: Buffer// [13] 355 (RawData)
+}

package/src/types/FIX4.3/quickfix/set/derivative_security_list_no_related_sym.ts

@@ -0,0 +1,13 @@
+import { IInstrument } from './instrument'
+import { IDerivativeSecurityListNoRelatedSymNoLegs } from './derivative_security_list_no_related_sym_no_legs'
+
+export interface IDerivativeSecurityListNoRelatedSym {
+  Instrument?: IInstrument// [1] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+  Currency?: string// [2] 15 (String)
+  NoLegs?: IDerivativeSecurityListNoRelatedSymNoLegs[]// [3] LegSymbol.600, LegSymbolSfx.601 .. LegCurrency.556
+  TradingSessionID?: string// [4] 336 (String)
+  TradingSessionSubID?: string// [5] 625 (String)
+  Text?: string// [6] 58 (String)
+  EncodedTextLen?: number// [7] 354 (Length)
+  EncodedText?: Buffer// [8] 355 (RawData)
+}

package/src/types/FIX4.3/quickfix/set/derivative_security_list_no_related_sym_no_legs.ts

@@ -0,0 +1,6 @@
+import { IInstrumentLeg } from './instrument_leg'
+
+export interface IDerivativeSecurityListNoRelatedSymNoLegs {
+  InstrumentLeg?: IInstrumentLeg// [1] LegSymbol.600, LegSymbolSfx.601 .. LegSide.624
+  LegCurrency?: string// [2] 556 (String)
+}

package/src/types/FIX4.3/quickfix/set/email_lines_of_text.ts

@@ -0,0 +1,5 @@
+export interface IEmailLinesOfText {
+  Text: string// [1] 58 (String)
+  EncodedTextLen?: number// [2] 354 (Length)
+  EncodedText?: Buffer// [3] 355 (RawData)
+}

package/src/types/FIX4.3/quickfix/set/email_no_related_sym.ts

@@ -0,0 +1,5 @@
+import { IInstrument } from './instrument'
+
+export interface IEmailNoRelatedSym {
+  Instrument?: IInstrument// [1] Symbol.55, SymbolSfx.65 .. EncodedSecurityDesc.351
+}

package/src/types/FIX4.3/quickfix/set/email_no_routing_i_ds.ts

@@ -0,0 +1,4 @@
+export interface IEmailNoRoutingIDs {
+  RoutingType?: number// [1] 216 (Int)
+  RoutingID?: string// [2] 217 (String)
+}

package/src/types/FIX4.3/quickfix/set/execution_report_no_cont_amts.ts

@@ -0,0 +1,5 @@
+export interface IExecutionReportNoContAmts {
+  ContAmtType?: number// [1] 519 (Int)
+  ContAmtValue?: number// [2] 520 (Float)
+  ContAmtCurr?: string// [3] 521 (String)
+}

package/src/types/FIX4.3/quickfix/set/execution_report_no_contra_brokers.ts

@@ -0,0 +1,7 @@
+export interface IExecutionReportNoContraBrokers {
+  ContraBroker?: string// [1] 375 (String)
+  ContraTrader?: string// [2] 337 (String)
+  ContraTradeQty?: number// [3] 437 (Float)
+  ContraTradeTime?: Date// [4] 438 (UtcTimestamp)
+  ContraLegRefID?: string// [5] 655 (String)
+}

package/src/types/FIX4.3/quickfix/set/execution_report_no_legs.ts

@@ -0,0 +1,14 @@
+import { IInstrumentLeg } from './instrument_leg'
+import { INestedParties } from './nested_parties'
+
+export interface IExecutionReportNoLegs {
+  InstrumentLeg?: IInstrumentLeg// [1] LegSymbol.600, LegSymbolSfx.601 .. LegSide.624
+  LegPositionEffect?: string// [2] 564 (String)
+  LegCoveredOrUncovered?: number// [3] 565 (Int)
+  NestedParties?: INestedParties// [4] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubID.545
+  LegRefID?: string// [5] 654 (String)
+  LegPrice?: number// [6] 566 (Float)
+  LegSettlmntTyp?: string// [7] 587 (String)
+  LegFutSettDate?: Date// [8] 588 (LocalDate)
+  LegLastPx?: number// [9] 637 (Float)
+}

package/src/types/FIX4.3/quickfix/set/instrument.ts

@@ -0,0 +1,37 @@
+import { IInstrumentNoSecurityAltID } from './instrument_no_security_alt_id'
+
+export interface IInstrument {
+  Symbol?: string// [1] 55 (String)
+  SymbolSfx?: string// [2] 65 (String)
+  SecurityID?: string// [3] 48 (String)
+  SecurityIDSource?: string// [4] 22 (String)
+  NoSecurityAltID?: IInstrumentNoSecurityAltID[]// [5] SecurityAltID.455, SecurityAltIDSource.456
+  Product?: number// [6] 460 (Int)
+  CFICode?: string// [7] 461 (String)
+  SecurityType?: string// [8] 167 (String)
+  MaturityMonthYear?: string// [9] 200 (String)
+  MaturityDate?: Date// [10] 541 (LocalDate)
+  CouponPaymentDate?: string// [11] 224 (String)
+  IssueDate?: string// [12] 225 (String)
+  RepoCollateralSecurityType?: string// [13] 239 (String)
+  RepurchaseTerm?: number// [14] 226 (Int)
+  RepurchaseRate?: number// [15] 227 (Float)
+  Factor?: number// [16] 228 (Float)
+  CreditRating?: string// [17] 255 (String)
+  InstrRegistry?: string// [18] 543 (String)
+  CountryOfIssue?: string// [19] 470 (String)
+  StateOrProvinceOfIssue?: string// [20] 471 (String)
+  LocaleOfIssue?: string// [21] 472 (String)
+  RedemptionDate?: string// [22] 240 (String)
+  StrikePrice?: number// [23] 202 (Float)
+  OptAttribute?: string// [24] 206 (String)
+  ContractMultiplier?: number// [25] 231 (Float)
+  CouponRate?: number// [26] 223 (Float)
+  SecurityExchange?: string// [27] 207 (String)
+  Issuer?: string// [28] 106 (String)
+  EncodedIssuerLen?: number// [29] 348 (Length)
+  EncodedIssuer?: Buffer// [30] 349 (RawData)
+  SecurityDesc?: string// [31] 107 (String)
+  EncodedSecurityDescLen?: number// [32] 350 (Length)
+  EncodedSecurityDesc?: Buffer// [33] 351 (RawData)
+}