jspurefix 3.1.0 → 3.2.0

package/src/types/FIX.5.0SP2/quickfix/collateral_inquiry_ack.ts

@@ -0,0 +1,48 @@
+import { IStandardHeader } from './set/standard_header'
+import { ICollInqQualGrp } from './set/coll_inq_qual_grp'
+import { IParties } from './set/parties'
+import { IExecCollGrp } from './set/exec_coll_grp'
+import { ITrdCollGrp } from './set/trd_coll_grp'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICollateralInquiryAck {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  CollInquiryID: string// [2] 909 (String)
+  CollInquiryStatus: number// [3] 945 (Int)
+  CollInquiryResult?: number// [4] 946 (Int)
+  CollInqQualGrp?: ICollInqQualGrp// [5] NoCollInquiryQualifier.938, CollInquiryQualifier.896
+  TotNumReports?: number// [6] 911 (Int)
+  Parties?: IParties// [7] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [8] 1 (String)
+  AccountType?: number// [9] 581 (Int)
+  ClOrdID?: string// [10] 11 (String)
+  OrderID?: string// [11] 37 (String)
+  SecondaryOrderID?: string// [12] 198 (String)
+  SecondaryClOrdID?: string// [13] 526 (String)
+  ExecCollGrp?: IExecCollGrp// [14] NoExecs.124, ExecID.17
+  TrdCollGrp?: ITrdCollGrp// [15] NoTrades.897, TradeReportID.571, SecondaryTradeReportID.818
+  Instrument?: IInstrument// [16] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  FinancingDetails?: IFinancingDetails// [17] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  SettlDate?: Date// [18] 64 (LocalDate)
+  Quantity?: number// [19] 53 (Float)
+  QtyType?: number// [20] 854 (Int)
+  Currency?: string// [21] 15 (String)
+  CurrencyCodeSource?: string// [22] 2897 (String)
+  InstrmtLegGrp?: IInstrmtLegGrp// [23] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
+  UndInstrmtGrp?: IUndInstrmtGrp// [24] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  TradingSessionID?: string// [25] 336 (String)
+  TradingSessionSubID?: string// [26] 625 (String)
+  SettlSessID?: string// [27] 716 (String)
+  SettlSessSubID?: string// [28] 717 (String)
+  ClearingBusinessDate?: Date// [29] 715 (LocalDate)
+  ResponseTransportType?: number// [30] 725 (Int)
+  ResponseDestination?: string// [31] 726 (String)
+  Text?: string// [32] 58 (String)
+  EncodedTextLen?: number// [33] 354 (Length)
+  EncodedText?: Buffer// [34] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [35] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/collateral_report.ts

@@ -0,0 +1,84 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IExecCollGrp } from './set/exec_coll_grp'
+import { ITrdCollGrp } from './set/trd_coll_grp'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { ICollateralAmountGrp } from './set/collateral_amount_grp'
+import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IMiscFeesGrp } from './set/misc_fees_grp'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IStipulations } from './set/stipulations'
+import { ISettlInstructionsData } from './set/settl_instructions_data'
+import { IFundingSourceGrp } from './set/funding_source_grp'
+import { ITransactionAttributeGrp } from './set/transaction_attribute_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICollateralReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  CollRptID: string// [2] 908 (String)
+  CollInquiryID?: string// [3] 909 (String)
+  TransactTime?: Date// [4] 60 (UtcTimestamp)
+  CollApplType?: number// [5] 1043 (Int)
+  FinancialStatus?: string// [6] 291 (String)
+  CollStatus: number// [7] 910 (Int)
+  TotNumReports?: number// [8] 911 (Int)
+  LastRptRequested?: boolean// [9] 912 (Boolean)
+  Parties?: IParties// [10] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [11] 1 (String)
+  AccountType?: number// [12] 581 (Int)
+  ClOrdID?: string// [13] 11 (String)
+  OrderID?: string// [14] 37 (String)
+  SecondaryOrderID?: string// [15] 198 (String)
+  SecondaryClOrdID?: string// [16] 526 (String)
+  ExecCollGrp?: IExecCollGrp// [17] NoExecs.124, ExecID.17
+  TrdCollGrp?: ITrdCollGrp// [18] NoTrades.897, TradeReportID.571, SecondaryTradeReportID.818
+  Instrument?: IInstrument// [19] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  FinancingDetails?: IFinancingDetails// [20] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  SettlDate?: Date// [21] 64 (LocalDate)
+  Quantity?: number// [22] 53 (Float)
+  QtyType?: number// [23] 854 (Int)
+  Currency?: string// [24] 15 (String)
+  CurrencyCodeSource?: string// [25] 2897 (String)
+  InstrmtLegGrp?: IInstrmtLegGrp// [26] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
+  UndInstrmtGrp?: IUndInstrmtGrp// [27] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  MarginExcess?: number// [28] 899 (Float)
+  TotalNetValue?: number// [29] 900 (Float)
+  CashOutstanding?: number// [30] 901 (Float)
+  CollateralAmountGrp?: ICollateralAmountGrp// [31] NoCollateralAmounts.1703, CurrentCollateralAmount.1704 .. UnderlyingRefID.2841
+  CollateralizationValueDate?: Date// [32] 2868 (LocalDate)
+  TradeCollateralization?: number// [33] 1936 (Int)
+  RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp// [34] NoRegulatoryTradeIDs.1907, RegulatoryTradeID.1903 .. RegulatoryTradeIDScope.2397
+  TrdRegTimestamps?: ITrdRegTimestamps// [35] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. NBBOSource.2834
+  Side?: string// [36] 54 (String)
+  MiscFeesGrp?: IMiscFeesGrp// [37] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeDesc.2713
+  Price?: number// [38] 44 (Float)
+  PriceType?: number// [39] 423 (Int)
+  AccruedInterestAmt?: number// [40] 159 (Float)
+  EndAccruedInterestAmt?: number// [41] 920 (Float)
+  StartCash?: number// [42] 921 (Float)
+  EndCash?: number// [43] 922 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [44] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  Stipulations?: IStipulations// [45] NoStipulations.232, StipulationType.233, StipulationValue.234
+  SettlInstructionsData?: ISettlInstructionsData// [46] SettlDeliveryType.172, StandInstDbType.169 .. SettlPartySubIDType.786
+  TradingSessionID?: string// [47] 336 (String)
+  TradingSessionSubID?: string// [48] 625 (String)
+  SettlSessID?: string// [49] 716 (String)
+  SettlSessSubID?: string// [50] 717 (String)
+  RegulatoryReportType?: number// [51] 1934 (Int)
+  RegulatoryReportTypeBusinessDate?: Date// [52] 2869 (LocalDate)
+  ClearingBusinessDate?: Date// [53] 715 (LocalDate)
+  WireReference?: string// [54] 2486 (String)
+  TradeDate?: Date// [55] 75 (LocalDate)
+  TransactionID?: string// [56] 2485 (String)
+  FirmTransactionID?: string// [57] 2484 (String)
+  FundingSourceGrp?: IFundingSourceGrp// [58] NoFundingSources.2849, FundingSource.2846 .. FundingSourceCurrencyCodeSource.2954
+  TransactionAttributeGrp?: ITransactionAttributeGrp// [59] NoTransactionAttributes.2871, TransactionAttributeType.2872, TransactionAttributeValue.2873
+  Text?: string// [60] 58 (String)
+  EncodedTextLen?: number// [61] 354 (Length)
+  EncodedText?: Buffer// [62] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [63] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/collateral_report_ack.ts

@@ -0,0 +1,19 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICollateralReportAck {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  CollRptID: string// [2] 908 (String)
+  TransactTime?: Date// [3] 60 (UtcTimestamp)
+  CollRptStatus: number// [4] 2488 (Int)
+  CollRptRejectReason?: number// [5] 2487 (Int)
+  RejectText?: string// [6] 1328 (String)
+  EncodedRejectTextLen?: number// [7] 1664 (Length)
+  EncodedRejectText?: Buffer// [8] 1665 (RawData)
+  Parties?: IParties// [9] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Text?: string// [10] 58 (String)
+  EncodedTextLen?: number// [11] 354 (Length)
+  EncodedText?: Buffer// [12] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [13] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/collateral_request.ts

@@ -0,0 +1,62 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IExecCollGrp } from './set/exec_coll_grp'
+import { ITrdCollGrp } from './set/trd_coll_grp'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IMiscFeesGrp } from './set/misc_fees_grp'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IStipulations } from './set/stipulations'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICollateralRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  CollReqID: string// [2] 894 (String)
+  CollAsgnReason: number// [3] 895 (Int)
+  TransactTime: Date// [4] 60 (UtcTimestamp)
+  ExpireTime?: Date// [5] 126 (UtcTimestamp)
+  Parties?: IParties// [6] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [7] 1 (String)
+  AccountType?: number// [8] 581 (Int)
+  ClOrdID?: string// [9] 11 (String)
+  OrderID?: string// [10] 37 (String)
+  SecondaryOrderID?: string// [11] 198 (String)
+  SecondaryClOrdID?: string// [12] 526 (String)
+  ExecCollGrp?: IExecCollGrp// [13] NoExecs.124, ExecID.17
+  TrdCollGrp?: ITrdCollGrp// [14] NoTrades.897, TradeReportID.571, SecondaryTradeReportID.818
+  Instrument?: IInstrument// [15] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  FinancingDetails?: IFinancingDetails// [16] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  SettlDate?: Date// [17] 64 (LocalDate)
+  Quantity?: number// [18] 53 (Float)
+  QtyType?: number// [19] 854 (Int)
+  Currency?: string// [20] 15 (String)
+  CurrencyCodeSource?: string// [21] 2897 (String)
+  InstrmtLegGrp?: IInstrmtLegGrp// [22] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
+  UndInstrmtCollGrp?: IUndInstrmtCollGrp// [23] NoUnderlyings.711, UnderlyingSymbol.311 .. CollAction.944
+  MarginExcess?: number// [24] 899 (Float)
+  TotalNetValue?: number// [25] 900 (Float)
+  CashOutstanding?: number// [26] 901 (Float)
+  TrdRegTimestamps?: ITrdRegTimestamps// [27] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. NBBOSource.2834
+  Side?: string// [28] 54 (String)
+  MiscFeesGrp?: IMiscFeesGrp// [29] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeDesc.2713
+  Price?: number// [30] 44 (Float)
+  PriceType?: number// [31] 423 (Int)
+  AccruedInterestAmt?: number// [32] 159 (Float)
+  EndAccruedInterestAmt?: number// [33] 920 (Float)
+  StartCash?: number// [34] 921 (Float)
+  EndCash?: number// [35] 922 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [36] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  Stipulations?: IStipulations// [37] NoStipulations.232, StipulationType.233, StipulationValue.234
+  TradingSessionID?: string// [38] 336 (String)
+  TradingSessionSubID?: string// [39] 625 (String)
+  SettlSessID?: string// [40] 716 (String)
+  SettlSessSubID?: string// [41] 717 (String)
+  ClearingBusinessDate?: Date// [42] 715 (LocalDate)
+  Text?: string// [43] 58 (String)
+  EncodedTextLen?: number// [44] 354 (Length)
+  EncodedText?: Buffer// [45] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [46] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/collateral_response.ts

@@ -0,0 +1,80 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IExecCollGrp } from './set/exec_coll_grp'
+import { ITrdCollGrp } from './set/trd_coll_grp'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'
+import { ICollateralAmountGrp } from './set/collateral_amount_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IMiscFeesGrp } from './set/misc_fees_grp'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IStipulations } from './set/stipulations'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICollateralResponse {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  CollRespID: string// [2] 904 (String)
+  CollAsgnID?: string// [3] 902 (String)
+  CollReqID?: string// [4] 894 (String)
+  CollAsgnReason?: number// [5] 895 (Int)
+  CollAsgnTransType?: number// [6] 903 (Int)
+  CollAsgnRespType: number// [7] 905 (Int)
+  CollAsgnRejectReason?: number// [8] 906 (Int)
+  TransactTime: Date// [9] 60 (UtcTimestamp)
+  CollApplType?: number// [10] 1043 (Int)
+  FinancialStatus?: string// [11] 291 (String)
+  ClearingBusinessDate?: Date// [12] 715 (LocalDate)
+  Parties?: IParties// [13] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [14] 1 (String)
+  AccountType?: number// [15] 581 (Int)
+  ClOrdID?: string// [16] 11 (String)
+  OrderID?: string// [17] 37 (String)
+  SecondaryOrderID?: string// [18] 198 (String)
+  SecondaryClOrdID?: string// [19] 526 (String)
+  ExecCollGrp?: IExecCollGrp// [20] NoExecs.124, ExecID.17
+  TrdCollGrp?: ITrdCollGrp// [21] NoTrades.897, TradeReportID.571, SecondaryTradeReportID.818
+  Instrument?: IInstrument// [22] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  FinancingDetails?: IFinancingDetails// [23] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  SettlDate?: Date// [24] 64 (LocalDate)
+  Quantity?: number// [25] 53 (Float)
+  QtyType?: number// [26] 854 (Int)
+  Currency?: string// [27] 15 (String)
+  CurrencyCodeSource?: string// [28] 2897 (String)
+  InstrmtLegGrp?: IInstrmtLegGrp// [29] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
+  UndInstrmtCollGrp?: IUndInstrmtCollGrp// [30] NoUnderlyings.711, UnderlyingSymbol.311 .. CollAction.944
+  MarginExcess?: number// [31] 899 (Float)
+  TotalNetValue?: number// [32] 900 (Float)
+  CashOutstanding?: number// [33] 901 (Float)
+  CollateralAmountGrp?: ICollateralAmountGrp// [34] NoCollateralAmounts.1703, CurrentCollateralAmount.1704 .. UnderlyingRefID.2841
+  TrdRegTimestamps?: ITrdRegTimestamps// [35] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. NBBOSource.2834
+  Side?: string// [36] 54 (String)
+  MiscFeesGrp?: IMiscFeesGrp// [37] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeDesc.2713
+  Price?: number// [38] 44 (Float)
+  PriceType?: number// [39] 423 (Int)
+  AccruedInterestAmt?: number// [40] 159 (Float)
+  EndAccruedInterestAmt?: number// [41] 920 (Float)
+  StartCash?: number// [42] 921 (Float)
+  EndCash?: number// [43] 922 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [44] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  Stipulations?: IStipulations// [45] NoStipulations.232, StipulationType.233, StipulationValue.234
+  WireReference?: string// [46] 2486 (String)
+  TradeDate?: Date// [47] 75 (LocalDate)
+  TransactionID?: string// [48] 2485 (String)
+  FirmTransactionID?: string// [49] 2484 (String)
+  CollateralRequestLinkID?: string// [50] 2517 (String)
+  TotNumCollateralRequests?: number// [51] 2519 (Int)
+  CollateralRequestNumber?: number// [52] 2518 (Int)
+  CollateralRequestInstruction?: string// [53] 2516 (String)
+  Text?: string// [54] 58 (String)
+  EncodedTextLen?: number// [55] 354 (Length)
+  EncodedText?: Buffer// [56] 355 (RawData)
+  WarningText?: string// [57] 2520 (String)
+  EncodedWarningTextLen?: number// [58] 2522 (Length)
+  EncodedWarningText?: Buffer// [59] 2521 (RawData)
+  RejectText?: string// [60] 1328 (String)
+  EncodedRejectTextLen?: number// [61] 1664 (Length)
+  EncodedRejectText?: Buffer// [62] 1665 (RawData)
+  StandardTrailer: IStandardTrailer// [63] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/confirmation.ts

@@ -0,0 +1,113 @@
+import { IStandardHeader } from './set/standard_header'
+import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp'
+import { IParties } from './set/parties'
+import { IOrdAllocGrp } from './set/ord_alloc_grp'
+import { IExecAllocGrp } from './set/exec_alloc_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IInstrument } from './set/instrument'
+import { IInstrumentExtension } from './set/instrument_extension'
+import { IFinancingDetails } from './set/financing_details'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IYieldData } from './set/yield_data'
+import { ICpctyConfGrp } from './set/cpcty_conf_grp'
+import { IPriceQualifierGrp } from './set/price_qualifier_grp'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { ISettlInstructionsData } from './set/settl_instructions_data'
+import { ICommissionData } from './set/commission_data'
+import { ICommissionDataGrp } from './set/commission_data_grp'
+import { IStipulations } from './set/stipulations'
+import { IMiscFeesGrp } from './set/misc_fees_grp'
+import { IMatchExceptionGrp } from './set/match_exception_grp'
+import { IMatchingDataPointGrp } from './set/matching_data_point_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IConfirmation {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ConfirmID: string// [2] 664 (String)
+  ConfirmRefID?: string// [3] 772 (String)
+  ConfirmReqID?: string// [4] 859 (String)
+  ConfirmTransType: number// [5] 666 (Int)
+  ConfirmType: number// [6] 773 (Int)
+  CopyMsgIndicator?: boolean// [7] 797 (Boolean)
+  LegalConfirm?: boolean// [8] 650 (Boolean)
+  ConfirmStatus: number// [9] 665 (Int)
+  MatchStatus?: string// [10] 573 (String)
+  AffirmStatus?: number// [11] 940 (Int)
+  RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp// [12] NoRegulatoryTradeIDs.1907, RegulatoryTradeID.1903 .. RegulatoryTradeIDScope.2397
+  TradeConfirmationReferenceID?: string// [13] 2390 (String)
+  ClearedIndicator?: number// [14] 1832 (Int)
+  Parties?: IParties// [15] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  OrdAllocGrp?: IOrdAllocGrp// [16] NoOrders.73, ClOrdID.11 .. OrdType.40
+  ExecAllocGrp?: IExecAllocGrp// [17] NoExecs.124, LastQty.32 .. TradePriceCondition.1839
+  AllocID?: string// [18] 70 (String)
+  SecondaryAllocID?: string// [19] 793 (String)
+  IndividualAllocID?: string// [20] 467 (String)
+  TrdType?: number// [21] 828 (Int)
+  TrdSubType?: number// [22] 829 (Int)
+  SecondaryTrdType?: number// [23] 855 (Int)
+  TradeContinuation?: number// [24] 1937 (Int)
+  TradeContinuationText?: string// [25] 2374 (String)
+  EncodedTradeContinuationTextLen?: number// [26] 2372 (Length)
+  EncodedTradeContinuationText?: Buffer// [27] 2371 (RawData)
+  MatchType?: string// [28] 574 (String)
+  TransactTime: Date// [29] 60 (UtcTimestamp)
+  TradeDate: Date// [30] 75 (LocalDate)
+  TrdRegTimestamps?: ITrdRegTimestamps// [31] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. NBBOSource.2834
+  Instrument?: IInstrument// [32] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  InstrumentExtension?: IInstrumentExtension// [33] DeliveryForm.668, PctAtRisk.869 .. ReferenceDataDateType.2748
+  FinancingDetails?: IFinancingDetails// [34] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [35] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  InstrmtLegGrp?: IInstrmtLegGrp// [36] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
+  YieldData?: IYieldData// [37] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  AllocQty: number// [38] 80 (Float)
+  QtyType?: number// [39] 854 (Int)
+  Side: string// [40] 54 (String)
+  Currency?: string// [41] 15 (String)
+  CurrencyCodeSource?: string// [42] 2897 (String)
+  LastMkt?: string// [43] 30 (String)
+  CpctyConfGrp?: ICpctyConfGrp// [44] NoCapacities.862, OrderCapacity.528 .. OrderCapacityQty.863
+  AllocAccount: string// [45] 79 (String)
+  AllocAcctIDSource?: number// [46] 661 (Int)
+  AllocAccountType?: number// [47] 798 (Int)
+  AvgPx: number// [48] 6 (Float)
+  AvgPxPrecision?: number// [49] 74 (Int)
+  PriceType?: number// [50] 423 (Int)
+  PriceQualifierGrp?: IPriceQualifierGrp// [51] NoPriceQualifiers.2709, PriceQualifier.2710
+  AvgParPx?: number// [52] 860 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [53] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  ReportedPx?: number// [54] 861 (Float)
+  Text?: string// [55] 58 (String)
+  EncodedTextLen?: number// [56] 354 (Length)
+  EncodedText?: Buffer// [57] 355 (RawData)
+  ProcessCode?: string// [58] 81 (String)
+  GrossTradeAmt: number// [59] 381 (Float)
+  NumDaysInterest?: number// [60] 157 (Int)
+  ExDate?: Date// [61] 230 (LocalDate)
+  AccruedInterestRate?: number// [62] 158 (Float)
+  AccruedInterestAmt?: number// [63] 159 (Float)
+  InterestAtMaturity?: number// [64] 738 (Float)
+  EndAccruedInterestAmt?: number// [65] 920 (Float)
+  StartCash?: number// [66] 921 (Float)
+  EndCash?: number// [67] 922 (Float)
+  Concession?: number// [68] 238 (Float)
+  TotalTakedown?: number// [69] 237 (Float)
+  NetMoney: number// [70] 118 (Float)
+  MaturityNetMoney?: number// [71] 890 (Float)
+  SettlCurrAmt?: number// [72] 119 (Float)
+  SettlCurrency?: string// [73] 120 (String)
+  SettlCurrencyCodeSource?: string// [74] 2899 (String)
+  SettlCurrFxRate?: number// [75] 155 (Float)
+  SettlCurrFxRateCalc?: string// [76] 156 (String)
+  SettlType?: string// [77] 63 (String)
+  SettlDate?: Date// [78] 64 (LocalDate)
+  SettlInstructionsData?: ISettlInstructionsData// [79] SettlDeliveryType.172, StandInstDbType.169 .. SettlPartySubIDType.786
+  CommissionData?: ICommissionData// [80] Commission.12, CommType.13 .. FundRenewWaiv.497
+  SharedCommission?: number// [81] 858 (Float)
+  CommissionDataGrp?: ICommissionDataGrp// [82] NoCommissions.2639, CommissionAmount.2640 .. EncodedCommissionDesc.2652
+  Stipulations?: IStipulations// [83] NoStipulations.232, StipulationType.233, StipulationValue.234
+  MiscFeesGrp?: IMiscFeesGrp// [84] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeDesc.2713
+  MatchExceptionGrp?: IMatchExceptionGrp// [85] NoMatchExceptions.2772, MatchExceptionType.2773 .. EncodedMatchExceptionText.2798
+  MatchingDataPointGrp?: IMatchingDataPointGrp// [86] NoMatchingDataPoints.2781, MatchingDataPointIndicator.2782 .. MatchingDataPointName.2785
+  StandardTrailer: IStandardTrailer// [87] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/confirmation_ack.ts

@@ -0,0 +1,23 @@
+import { IStandardHeader } from './set/standard_header'
+import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp'
+import { IMatchExceptionGrp } from './set/match_exception_grp'
+import { IMatchingDataPointGrp } from './set/matching_data_point_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IConfirmationAck {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ConfirmID: string// [2] 664 (String)
+  TradeDate: Date// [3] 75 (LocalDate)
+  TransactTime: Date// [4] 60 (UtcTimestamp)
+  AffirmStatus: number// [5] 940 (Int)
+  RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp// [6] NoRegulatoryTradeIDs.1907, RegulatoryTradeID.1903 .. RegulatoryTradeIDScope.2397
+  TradeConfirmationReferenceID?: string// [7] 2390 (String)
+  ConfirmRejReason?: number// [8] 774 (Int)
+  MatchStatus?: string// [9] 573 (String)
+  MatchExceptionGrp?: IMatchExceptionGrp// [10] NoMatchExceptions.2772, MatchExceptionType.2773 .. EncodedMatchExceptionText.2798
+  MatchingDataPointGrp?: IMatchingDataPointGrp// [11] NoMatchingDataPoints.2781, MatchingDataPointIndicator.2782 .. MatchingDataPointName.2785
+  Text?: string// [12] 58 (String)
+  EncodedTextLen?: number// [13] 354 (Length)
+  EncodedText?: Buffer// [14] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [15] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/confirmation_request.ts

@@ -0,0 +1,21 @@
+import { IStandardHeader } from './set/standard_header'
+import { IOrdAllocGrp } from './set/ord_alloc_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IConfirmationRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ConfirmReqID: string// [2] 859 (String)
+  ConfirmType: number// [3] 773 (Int)
+  OrdAllocGrp?: IOrdAllocGrp// [4] NoOrders.73, ClOrdID.11 .. OrdType.40
+  AllocID?: string// [5] 70 (String)
+  SecondaryAllocID?: string// [6] 793 (String)
+  IndividualAllocID?: string// [7] 467 (String)
+  TransactTime: Date// [8] 60 (UtcTimestamp)
+  AllocAccount?: string// [9] 79 (String)
+  AllocAcctIDSource?: number// [10] 661 (Int)
+  AllocAccountType?: number// [11] 798 (Int)
+  Text?: string// [12] 58 (String)
+  EncodedTextLen?: number// [13] 354 (Length)
+  EncodedText?: Buffer// [14] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [15] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/contrary_intention_report.ts

@@ -0,0 +1,25 @@
+import { IStandardHeader } from './set/standard_header'
+import { IApplicationSequenceControl } from './set/application_sequence_control'
+import { IParties } from './set/parties'
+import { IExpirationQty } from './set/expiration_qty'
+import { IInstrument } from './set/instrument'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IContraryIntentionReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ApplicationSequenceControl?: IApplicationSequenceControl// [2] ApplID.1180, ApplSeqNum.1181 .. ApplResendFlag.1352
+  ContIntRptID: string// [3] 977 (String)
+  TransactTime?: Date// [4] 60 (UtcTimestamp)
+  LateIndicator?: boolean// [5] 978 (Boolean)
+  InputSource?: string// [6] 979 (String)
+  ClearingBusinessDate: Date// [7] 715 (LocalDate)
+  Parties?: IParties// [8] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  ExpirationQty?: IExpirationQty// [9] NoExpiration.981, ExpirationQtyType.982, ExpQty.983
+  Instrument?: IInstrument// [10] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  UndInstrmtGrp?: IUndInstrmtGrp// [11] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  Text?: string// [12] 58 (String)
+  EncodedTextLen?: number// [13] 354 (Length)
+  EncodedText?: Buffer// [14] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [15] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/cross_order_cancel_replace_request.ts

@@ -0,0 +1,86 @@
+import { IStandardHeader } from './set/standard_header'
+import { IRootParties } from './set/root_parties'
+import { ISideCrossOrdModGrp } from './set/side_cross_ord_mod_grp'
+import { IInstrument } from './set/instrument'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IDisplayInstruction } from './set/display_instruction'
+import { ITrdgSesGrp } from './set/trdg_ses_grp'
+import { IStipulations } from './set/stipulations'
+import { ITriggeringInstruction } from './set/triggering_instruction'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IYieldData } from './set/yield_data'
+import { IPegInstructions } from './set/peg_instructions'
+import { IDiscretionInstructions } from './set/discretion_instructions'
+import { IStrategyParametersGrp } from './set/strategy_parameters_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICrossOrderCancelReplaceRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  OrderID?: string// [2] 37 (String)
+  OrderRequestID?: number// [3] 2422 (Int)
+  CrossID: string// [4] 548 (String)
+  OrigCrossID: string// [5] 551 (String)
+  HostCrossID?: string// [6] 961 (String)
+  CrossType: number// [7] 549 (Int)
+  CrossPrioritization: number// [8] 550 (Int)
+  RootParties?: IRootParties// [9] NoRootPartyIDs.1116, RootPartyID.1117 .. RootPartySubIDType.1122
+  SideCrossOrdModGrp?: ISideCrossOrdModGrp// [10] NoSides.552, Side.54 .. SideTimeInForce.962
+  Instrument?: IInstrument// [11] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  UndInstrmtGrp?: IUndInstrmtGrp// [12] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  InstrmtLegGrp?: IInstrmtLegGrp// [13] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
+  SettlType?: string// [14] 63 (String)
+  SettlDate?: Date// [15] 64 (LocalDate)
+  HandlInst?: string// [16] 21 (String)
+  ExecInst?: string// [17] 18 (String)
+  MinQty?: number// [18] 110 (Float)
+  MinQtyMethod?: number// [19] 1822 (Int)
+  MatchIncrement?: number// [20] 1089 (Float)
+  MaxPriceLevels?: number// [21] 1090 (Int)
+  DisplayInstruction?: IDisplayInstruction// [22] DisplayQty.1138, SecondaryDisplayQty.1082 .. RefreshQty.1088
+  MaxFloor?: number// [23] 111 (Float)
+  MarketSegmentID?: string// [24] 1300 (String)
+  ExDestination?: string// [25] 100 (String)
+  ExDestinationIDSource?: string// [26] 1133 (String)
+  TrdgSesGrp?: ITrdgSesGrp// [27] NoTradingSessions.386, TradingSessionID.336, TradingSessionSubID.625
+  ProcessCode?: string// [28] 81 (String)
+  PrevClosePx?: number// [29] 140 (Float)
+  LocateReqd?: boolean// [30] 114 (Boolean)
+  TransactTime: Date// [31] 60 (UtcTimestamp)
+  TransBkdTime?: Date// [32] 483 (UtcTimestamp)
+  Stipulations?: IStipulations// [33] NoStipulations.232, StipulationType.233, StipulationValue.234
+  OrdType: string// [34] 40 (String)
+  PriceType?: number// [35] 423 (Int)
+  Price?: number// [36] 44 (Float)
+  PriceProtectionScope?: string// [37] 1092 (String)
+  StopPx?: number// [38] 99 (Float)
+  TriggeringInstruction?: ITriggeringInstruction// [39] TriggerType.1100, TriggerAction.1101 .. TriggerTradingSessionSubID.1114
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [40] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData?: IYieldData// [41] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  Currency?: string// [42] 15 (String)
+  CurrencyCodeSource?: string// [43] 2897 (String)
+  ComplianceID?: string// [44] 376 (String)
+  IOIID?: string// [45] 23 (String)
+  QuoteID?: string// [46] 117 (String)
+  TimeInForce?: string// [47] 59 (String)
+  EffectiveTime?: Date// [48] 168 (UtcTimestamp)
+  ExpireDate?: Date// [49] 432 (LocalDate)
+  ExpireTime?: Date// [50] 126 (UtcTimestamp)
+  GTBookingInst?: number// [51] 427 (Int)
+  ExposureDuration?: number// [52] 1629 (Int)
+  ExposureDurationUnit?: number// [53] 1916 (Int)
+  TradingCapacity?: number// [54] 1815 (Int)
+  MaxShow?: number// [55] 210 (Float)
+  PegInstructions?: IPegInstructions// [56] PegOffsetValue.211, PegPriceType.1094 .. PegSecurityDesc.1099
+  DiscretionInstructions?: IDiscretionInstructions// [57] DiscretionInst.388, DiscretionOffsetValue.389 .. DiscretionScope.846
+  TargetStrategy?: number// [58] 847 (Int)
+  StrategyParametersGrp?: IStrategyParametersGrp// [59] NoStrategyParameters.957, StrategyParameterName.958 .. StrategyParameterValue.960
+  TargetStrategyParameters?: string// [60] 848 (String)
+  ParticipationRate?: number// [61] 849 (Float)
+  CancellationRights?: string// [62] 480 (String)
+  MoneyLaunderingStatus?: string// [63] 481 (String)
+  RegistID?: string// [64] 513 (String)
+  Designation?: string// [65] 494 (String)
+  ThrottleInst?: number// [66] 1685 (Int)
+  StandardTrailer: IStandardTrailer// [67] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/cross_order_cancel_request.ts

@@ -0,0 +1,26 @@
+import { IStandardHeader } from './set/standard_header'
+import { IRootParties } from './set/root_parties'
+import { ISideCrossOrdCxlGrp } from './set/side_cross_ord_cxl_grp'
+import { IInstrument } from './set/instrument'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICrossOrderCancelRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  OrderID?: string// [2] 37 (String)
+  OrderRequestID?: number// [3] 2422 (Int)
+  CrossID: string// [4] 548 (String)
+  OrigCrossID: string// [5] 551 (String)
+  HostCrossID?: string// [6] 961 (String)
+  CrossType: number// [7] 549 (Int)
+  CrossPrioritization: number// [8] 550 (Int)
+  RootParties?: IRootParties// [9] NoRootPartyIDs.1116, RootPartyID.1117 .. RootPartySubIDType.1122
+  SideCrossOrdCxlGrp?: ISideCrossOrdCxlGrp// [10] NoSides.552, Side.54 .. EncodedText.355
+  Instrument?: IInstrument// [11] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  UndInstrmtGrp?: IUndInstrmtGrp// [12] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  InstrmtLegGrp?: IInstrmtLegGrp// [13] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
+  MarketSegmentID?: string// [14] 1300 (String)
+  TransactTime: Date// [15] 60 (UtcTimestamp)
+  StandardTrailer: IStandardTrailer// [16] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/cross_request.ts

@@ -0,0 +1,15 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICrossRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  CrossRequestID: string// [2] 2672 (String)
+  MarketID?: string// [3] 1301 (String)
+  MarketSegmentID?: string// [4] 1300 (String)
+  Instrument?: IInstrument// [5] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  OrderQty?: number// [6] 38 (Float)
+  ComplianceID?: string// [7] 376 (String)
+  ComplianceText?: string// [8] 2404 (String)
+  StandardTrailer: IStandardTrailer// [9] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.0SP2/quickfix/cross_request_ack.ts

@@ -0,0 +1,15 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICrossRequestAck {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  CrossRequestID: string// [2] 2672 (String)
+  MarketID?: string// [3] 1301 (String)
+  MarketSegmentID?: string// [4] 1300 (String)
+  Instrument?: IInstrument// [5] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  OrderQty?: number// [6] 38 (Float)
+  ComplianceID?: string// [7] 376 (String)
+  ComplianceText?: string// [8] 2404 (String)
+  StandardTrailer: IStandardTrailer// [9] SignatureLength.93, Signature.89, CheckSum.10
+}