jspurefix 3.1.0 → 3.2.0

package/src/types/FIX.5.0SP2/quickfix/set/market_disruption_event_grp.ts

@@ -0,0 +1,5 @@
+import { IMarketDisruptionEventGrpNoMarketDisruptionEvents } from './market_disruption_event_grp_no_market_disruption_events'
+
+export interface IMarketDisruptionEventGrp {
+  NoMarketDisruptionEvents?: IMarketDisruptionEventGrpNoMarketDisruptionEvents[]// [1] MarketDisruptionEvent.41093, MarketDisruptionValue.40991
+}

package/src/types/FIX.5.0SP2/quickfix/set/market_disruption_event_grp_no_market_disruption_events.ts

@@ -0,0 +1,4 @@
+export interface IMarketDisruptionEventGrpNoMarketDisruptionEvents {
+  MarketDisruptionEvent?: string// [1] 41093 (String)
+  MarketDisruptionValue?: string// [2] 40991 (String)
+}

package/src/types/FIX.5.0SP2/quickfix/set/market_disruption_fallback_grp.ts

@@ -0,0 +1,5 @@
+import { IMarketDisruptionFallbackGrpNoMarketDisruptionFallbacks } from './market_disruption_fallback_grp_no_market_disruption_fallbacks'
+
+export interface IMarketDisruptionFallbackGrp {
+  NoMarketDisruptionFallbacks?: IMarketDisruptionFallbackGrpNoMarketDisruptionFallbacks[]// [1] MarketDisruptionFallbackType.41095, MarketDisruptionFallbackValue.40992
+}

package/src/types/FIX.5.0SP2/quickfix/set/market_disruption_fallback_grp_no_market_disruption_fallbacks.ts

@@ -0,0 +1,4 @@
+export interface IMarketDisruptionFallbackGrpNoMarketDisruptionFallbacks {
+  MarketDisruptionFallbackType?: string// [1] 41095 (String)
+  MarketDisruptionFallbackValue?: string// [2] 40992 (String)
+}

package/src/types/FIX.5.0SP2/quickfix/set/market_disruption_fallback_reference_price_grp.ts

@@ -0,0 +1,5 @@
+import { IMarketDisruptionFallbackReferencePriceGrpNoMarketDisruptionFallbackReferencePrices } from './market_disruption_fallback_reference_price_grp_no_market_disruption_fallback_reference_prices'
+
+export interface IMarketDisruptionFallbackReferencePriceGrp {
+  NoMarketDisruptionFallbackReferencePrices?: IMarketDisruptionFallbackReferencePriceGrpNoMarketDisruptionFallbackReferencePrices[]// [1] MarketDisruptionFallbackUnderlierType.41097, MarketDisruptionFallbackUnderlierSecurityID.41098 .. MarketDisruptionFallbackBasketDivisor.41105
+}

package/src/types/FIX.5.0SP2/quickfix/set/market_disruption_fallback_reference_price_grp_no_market_disruption_fallback_reference_prices.ts

@@ -0,0 +1,11 @@
+export interface IMarketDisruptionFallbackReferencePriceGrpNoMarketDisruptionFallbackReferencePrices {
+  MarketDisruptionFallbackUnderlierType?: number// [1] 41097 (Int)
+  MarketDisruptionFallbackUnderlierSecurityID?: string// [2] 41098 (String)
+  MarketDisruptionFallbackUnderlierSecurityIDSource?: string// [3] 41099 (String)
+  MarketDisruptionFallbackUnderlierSecurityDesc?: string// [4] 41100 (String)
+  EncodedMarketDisruptionFallbackUnderlierSecurityDescLen?: number// [5] 41101 (Length)
+  EncodedMarketDisruptionFallbackUnderlierSecurityDesc?: Buffer// [6] 41102 (RawData)
+  MarketDisruptionFallbackOpenUnits?: number// [7] 41103 (Float)
+  MarketDisruptionFallbackBasketCurrency?: string// [8] 41104 (String)
+  MarketDisruptionFallbackBasketDivisor?: number// [9] 41105 (Float)
+}

package/src/types/FIX.5.0SP2/quickfix/set/market_segment_grp.ts

@@ -0,0 +1,5 @@
+import { IMarketSegmentGrpNoMarketSegments } from './market_segment_grp_no_market_segments'
+
+export interface IMarketSegmentGrp {
+  NoMarketSegments?: IMarketSegmentGrpNoMarketSegments[]// [1] MarketID.1301, MarketSegmentID.1300 .. MaturityMonthYearIncrement.1229
+}

package/src/types/FIX.5.0SP2/quickfix/set/market_segment_grp_no_market_segments.ts

@@ -0,0 +1,9 @@
+import { ISecurityTradingRules } from './security_trading_rules'
+import { IStrikeRules } from './strike_rules'
+
+export interface IMarketSegmentGrpNoMarketSegments {
+  MarketID?: string// [1] 1301 (String)
+  MarketSegmentID?: string// [2] 1300 (String)
+  SecurityTradingRules?: ISecurityTradingRules// [3] BaseTradingRules.1205, StartTickPriceRange.1206 .. NestedInstrAttribValue.1211
+  StrikeRules?: IStrikeRules// [4] NoStrikeRules.1201, StrikeRuleID.1223 .. MaturityMonthYearIncrement.1229
+}

package/src/types/FIX.5.0SP2/quickfix/set/market_segment_scope_grp.ts

@@ -0,0 +1,5 @@
+import { IMarketSegmentScopeGrpNoMarketSegments } from './market_segment_scope_grp_no_market_segments'
+
+export interface IMarketSegmentScopeGrp {
+  NoMarketSegments?: IMarketSegmentScopeGrpNoMarketSegments[]// [1] MarketID.1301, MarketSegmentID.1300
+}

package/src/types/FIX.5.0SP2/quickfix/set/market_segment_scope_grp_no_market_segments.ts

@@ -0,0 +1,4 @@
+export interface IMarketSegmentScopeGrpNoMarketSegments {
+  MarketID?: string// [1] 1301 (String)
+  MarketSegmentID?: string// [2] 1300 (String)
+}

package/src/types/FIX.5.0SP2/quickfix/set/match_exception_grp.ts

@@ -0,0 +1,5 @@
+import { IMatchExceptionGrpNoMatchExceptions } from './match_exception_grp_no_match_exceptions'
+
+export interface IMatchExceptionGrp {
+  NoMatchExceptions?: IMatchExceptionGrpNoMatchExceptions[]// [1] MatchExceptionType.2773, MatchExceptionElementType.2774 .. EncodedMatchExceptionText.2798
+}

package/src/types/FIX.5.0SP2/quickfix/set/match_exception_grp_no_match_exceptions.ts

@@ -0,0 +1,12 @@
+export interface IMatchExceptionGrpNoMatchExceptions {
+  MatchExceptionType?: number// [1] 2773 (Int)
+  MatchExceptionElementType?: number// [2] 2774 (Int)
+  MatchExceptionElementName?: string// [3] 2775 (String)
+  MatchExceptionAllocValue?: string// [4] 2776 (String)
+  MatchExceptionConfirmValue?: string// [5] 2777 (String)
+  MatchExceptionToleranceValue?: number// [6] 2778 (Float)
+  MatchExceptionToleranceValueType?: number// [7] 2779 (Int)
+  MatchExceptionText?: string// [8] 2780 (String)
+  EncodedMatchExceptionTextLen?: number// [9] 2797 (Length)
+  EncodedMatchExceptionText?: Buffer// [10] 2798 (RawData)
+}

package/src/types/FIX.5.0SP2/quickfix/set/match_rules.ts

@@ -0,0 +1,5 @@
+import { IMatchRulesNoMatchRules } from './match_rules_no_match_rules'
+
+export interface IMatchRules {
+  NoMatchRules?: IMatchRulesNoMatchRules[]// [1] MatchAlgorithm.1142, MatchType.574 .. CustomerPriority.2570
+}

package/src/types/FIX.5.0SP2/quickfix/set/match_rules_no_match_rules.ts

@@ -0,0 +1,6 @@
+export interface IMatchRulesNoMatchRules {
+  MatchAlgorithm?: string// [1] 1142 (String)
+  MatchType?: string// [2] 574 (String)
+  MatchRuleProductComplex?: string// [3] 2569 (String)
+  CustomerPriority?: number// [4] 2570 (Int)
+}

package/src/types/FIX.5.0SP2/quickfix/set/matching_data_point_grp.ts

@@ -0,0 +1,5 @@
+import { IMatchingDataPointGrpNoMatchingDataPoints } from './matching_data_point_grp_no_matching_data_points'
+
+export interface IMatchingDataPointGrp {
+  NoMatchingDataPoints?: IMatchingDataPointGrpNoMatchingDataPoints[]// [1] MatchingDataPointIndicator.2782, MatchingDataPointValue.2783 .. MatchingDataPointName.2785
+}

package/src/types/FIX.5.0SP2/quickfix/set/matching_data_point_grp_no_matching_data_points.ts

@@ -0,0 +1,6 @@
+export interface IMatchingDataPointGrpNoMatchingDataPoints {
+  MatchingDataPointIndicator?: number// [1] 2782 (Int)
+  MatchingDataPointValue?: string// [2] 2783 (String)
+  MatchingDataPointType?: number// [3] 2784 (Int)
+  MatchingDataPointName?: string// [4] 2785 (String)
+}

package/src/types/FIX.5.0SP2/quickfix/set/matching_instructions.ts

@@ -0,0 +1,5 @@
+import { IMatchingInstructionsNoMatchInst } from './matching_instructions_no_match_inst'
+
+export interface IMatchingInstructions {
+  NoMatchInst?: IMatchingInstructionsNoMatchInst[]// [1] MatchInst.1625, MatchInstMarketID.1673 .. MatchAttribValue.1627
+}

package/src/types/FIX.5.0SP2/quickfix/set/matching_instructions_no_match_inst.ts

@@ -0,0 +1,6 @@
+export interface IMatchingInstructionsNoMatchInst {
+  MatchInst?: number// [1] 1625 (Int)
+  MatchInstMarketID?: string// [2] 1673 (String)
+  MatchAttribTagID?: string// [3] 1626 (String)
+  MatchAttribValue?: string// [4] 1627 (String)
+}

package/src/types/FIX.5.0SP2/quickfix/set/maturity_rules.ts

@@ -0,0 +1,5 @@
+import { IMaturityRulesNoMaturityRules } from './maturity_rules_no_maturity_rules'
+
+export interface IMaturityRules {
+  NoMaturityRules?: IMaturityRulesNoMaturityRules[]// [1] MaturityRuleID.1222, MaturityMonthYearFormat.1303 .. MaturityMonthYearIncrement.1229
+}

package/src/types/FIX.5.0SP2/quickfix/set/maturity_rules_no_maturity_rules.ts

@@ -0,0 +1,8 @@
+export interface IMaturityRulesNoMaturityRules {
+  MaturityRuleID?: string// [1] 1222 (String)
+  MaturityMonthYearFormat?: number// [2] 1303 (Int)
+  MaturityMonthYearIncrementUnits?: number// [3] 1302 (Int)
+  StartMaturityMonthYear?: string// [4] 1241 (String)
+  EndMaturityMonthYear?: string// [5] 1226 (String)
+  MaturityMonthYearIncrement?: number// [6] 1229 (Int)
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_full_grp.ts

@@ -0,0 +1,5 @@
+import { IMDFullGrpNoMDEntries } from './md_full_grp_no_md_entries'
+
+export interface IMDFullGrp {
+  NoMDEntries?: IMDFullGrpNoMDEntries[]// [1] MDEntryType.269, MDEntryID.278 .. LegRefID.654
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_full_grp_no_md_entries.ts

@@ -0,0 +1,111 @@
+import { IPriceQualifierGrp } from './price_qualifier_grp'
+import { IYieldData } from './yield_data'
+import { ISpreadOrBenchmarkCurveData } from './spread_or_benchmark_curve_data'
+import { IRateSource } from './rate_source'
+import { ISecSizesGrp } from './sec_sizes_grp'
+import { ITradePriceConditionGrp } from './trade_price_condition_grp'
+import { ITrdRegPublicationGrp } from './trd_reg_publication_grp'
+import { IRelatedTradeGrp } from './related_trade_grp'
+import { IPriceLimits } from './price_limits'
+import { IParties } from './parties'
+
+export interface IMDFullGrpNoMDEntries {
+  MDEntryType: string// [1] 269 (String)
+  MDEntryID?: string// [2] 278 (String)
+  MDEntryPx?: number// [3] 270 (Float)
+  PriceType?: number// [4] 423 (Int)
+  PriceQualifierGrp?: IPriceQualifierGrp// [5] NoPriceQualifiers.2709, PriceQualifier.2710
+  AvgPxIndicator?: number// [6] 819 (Int)
+  YieldData?: IYieldData// [7] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [8] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  OrdType?: string// [9] 40 (String)
+  Currency?: string// [10] 15 (String)
+  CurrencyCodeSource?: string// [11] 2897 (String)
+  SettlCurrency?: string// [12] 120 (String)
+  SettlCurrencyCodeSource?: string// [13] 2899 (String)
+  RateSource?: IRateSource// [14] NoRateSources.1445, RateSource.1446 .. FXBenchmarkRateFix.2796
+  MDEntrySize?: number// [15] 271 (Float)
+  SecSizesGrp?: ISecSizesGrp// [16] NoOfSecSizes.1177, MDSecSizeType.1178, MDSecSize.1179
+  LotType?: string// [17] 1093 (String)
+  MDEntryDate?: Date// [18] 272 (UtcDateOnly)
+  MDEntryTime?: Date// [19] 273 (UtcTimeOnly)
+  TickDirection?: string// [20] 274 (String)
+  MDMkt?: string// [21] 275 (String)
+  TradingSessionID?: string// [22] 336 (String)
+  TradingSessionSubID?: string// [23] 625 (String)
+  SecurityTradingStatus?: number// [24] 326 (Int)
+  HaltReasonInt?: number// [25] 327 (Int)
+  FastMarketIndicator?: boolean// [26] 2447 (Boolean)
+  MarketCondition?: number// [27] 2705 (Int)
+  QuoteCondition?: string// [28] 276 (String)
+  TradeCondition?: string// [29] 277 (String)
+  TradePriceConditionGrp?: ITradePriceConditionGrp// [30] NoTradePriceConditions.1838, TradePriceCondition.1839
+  AnonymousTradeIndicator?: boolean// [31] 2961 (Boolean)
+  AlgorithmicTradeIndicator?: number// [32] 2667 (Int)
+  MDEntryOriginator?: string// [33] 282 (String)
+  LocationID?: string// [34] 283 (String)
+  DeskID?: string// [35] 284 (String)
+  OpenCloseSettlFlag?: string// [36] 286 (String)
+  TimeInForce?: string// [37] 59 (String)
+  ExpireDate?: Date// [38] 432 (LocalDate)
+  ExpireTime?: Date// [39] 126 (UtcTimestamp)
+  ExposureDuration?: number// [40] 1629 (Int)
+  ExposureDurationUnit?: number// [41] 1916 (Int)
+  MinQty?: number// [42] 110 (Float)
+  ExecInst?: string// [43] 18 (String)
+  SellerDays?: number// [44] 287 (Int)
+  OrderID?: string// [45] 37 (String)
+  SecondaryOrderID?: string// [46] 198 (String)
+  QuoteEntryID?: string// [47] 299 (String)
+  TradeID?: string// [48] 1003 (String)
+  StrategyLinkID?: string// [49] 1851 (String)
+  MDEntryBuyer?: string// [50] 288 (String)
+  MDEntrySeller?: string// [51] 289 (String)
+  NumberOfBuyOrders?: number// [52] 2449 (Int)
+  NumberOfSellOrders?: number// [53] 2450 (Int)
+  NumberOfOrders?: number// [54] 346 (Int)
+  MDEntryPositionNo?: number// [55] 290 (Int)
+  Scope?: string// [56] 546 (String)
+  PriceDelta?: number// [57] 811 (Float)
+  TrdType?: number// [58] 828 (Int)
+  TrdSubType?: number// [59] 829 (Int)
+  SecondaryTrdType?: number// [60] 855 (Int)
+  TertiaryTrdType?: number// [61] 2896 (Int)
+  RegulatoryReportType?: number// [62] 1934 (Int)
+  MultiJurisdictionReportingIndicator?: number// [63] 2963 (Int)
+  ExecMethod?: number// [64] 2405 (Int)
+  MatchType?: string// [65] 574 (String)
+  OrderCategory?: string// [66] 1115 (String)
+  TradePublishIndicator?: number// [67] 1390 (Int)
+  TrdRegPublicationGrp?: ITrdRegPublicationGrp// [68] NoTrdRegPublications.2668, TrdRegPublicationType.2669, TrdRegPublicationReason.2670
+  IntraFirmTradeIndicator?: boolean// [69] 2373 (Boolean)
+  PreviouslyReported?: boolean// [70] 570 (Boolean)
+  RelatedTradeGrp?: IRelatedTradeGrp// [71] NoRelatedTrades.1855, RelatedTradeID.1856 .. RelatedTradeQuantity.1860
+  Text?: string// [72] 58 (String)
+  EncodedTextLen?: number// [73] 354 (Length)
+  EncodedText?: Buffer// [74] 355 (RawData)
+  MDPriceLevel?: number// [75] 1023 (Int)
+  OrderCapacity?: string// [76] 528 (String)
+  MDOriginType?: number// [77] 1024 (Int)
+  HighPx?: number// [78] 332 (Float)
+  LowPx?: number// [79] 333 (Float)
+  FirstPx?: number// [80] 1025 (Float)
+  LastPx?: number// [81] 31 (Float)
+  DiscountFactor?: number// [82] 1592 (Float)
+  TradeVolume?: number// [83] 1020 (Float)
+  PriceLimits?: IPriceLimits// [84] PriceLimitType.1306, LowLimitPrice.1148 .. TradingReferencePrice.1150
+  MaxPriceVariation?: number// [85] 1143 (Float)
+  SettlPriceType?: number// [86] 731 (Int)
+  SettlPriceDeterminationMethod?: number// [87] 2451 (Int)
+  SettlType?: string// [88] 63 (String)
+  SettlDate?: Date// [89] 64 (LocalDate)
+  MDQuoteType?: number// [90] 1070 (Int)
+  RptSeq?: number// [91] 83 (Int)
+  DealingCapacity?: string// [92] 1048 (String)
+  MDEntrySpotRate?: number// [93] 1026 (Float)
+  MDEntryForwardPoints?: number// [94] 1027 (Float)
+  Parties?: IParties// [95] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  AggressorTime?: Date// [96] 2445 (UtcTimestamp)
+  AggressorSide?: string// [97] 2446 (String)
+  LegRefID?: string// [98] 654 (String)
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_inc_grp.ts

@@ -0,0 +1,5 @@
+import { IMDIncGrpNoMDEntries } from './md_inc_grp_no_md_entries'
+
+export interface IMDIncGrp {
+  NoMDEntries?: IMDIncGrpNoMDEntries[]// [1] MDUpdateAction.279, DeleteReason.285 .. PartySubIDType.803
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_inc_grp_no_md_entries.ts

@@ -0,0 +1,135 @@
+import { IInstrument } from './instrument'
+import { IInstrumentExtension } from './instrument_extension'
+import { IFinancingDetails } from './financing_details'
+import { IUndInstrmtGrp } from './und_instrmt_grp'
+import { IInstrmtLegGrp } from './instrmt_leg_grp'
+import { IRelatedInstrumentGrp } from './related_instrument_grp'
+import { IPriceQualifierGrp } from './price_qualifier_grp'
+import { IYieldData } from './yield_data'
+import { ISpreadOrBenchmarkCurveData } from './spread_or_benchmark_curve_data'
+import { IRateSource } from './rate_source'
+import { ISecSizesGrp } from './sec_sizes_grp'
+import { ITradePriceConditionGrp } from './trade_price_condition_grp'
+import { ITrdRegPublicationGrp } from './trd_reg_publication_grp'
+import { IRelatedTradeGrp } from './related_trade_grp'
+import { IPriceLimits } from './price_limits'
+import { IStatsIndGrp } from './stats_ind_grp'
+import { IParties } from './parties'
+
+export interface IMDIncGrpNoMDEntries {
+  MDUpdateAction: string// [1] 279 (String)
+  DeleteReason?: string// [2] 285 (String)
+  MDSubBookType?: number// [3] 1173 (Int)
+  MarketDepth?: number// [4] 264 (Int)
+  MDEntryType?: string// [5] 269 (String)
+  MDEntryID?: string// [6] 278 (String)
+  MDEntryRefID?: string// [7] 280 (String)
+  MDStreamID?: string// [8] 1500 (String)
+  Instrument?: IInstrument// [9] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  InstrumentExtension?: IInstrumentExtension// [10] DeliveryForm.668, PctAtRisk.869 .. ReferenceDataDateType.2748
+  FinancingDetails?: IFinancingDetails// [11] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [12] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  InstrmtLegGrp?: IInstrmtLegGrp// [13] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
+  RelatedInstrumentGrp?: IRelatedInstrumentGrp// [14] NoRelatedInstruments.1647, RelatedInstrumentType.1648 .. RelatedToDividendPeriodXIDRef.2417
+  FinancialStatus?: string// [15] 291 (String)
+  CorporateAction?: string// [16] 292 (String)
+  MDEntryPx?: number// [17] 270 (Float)
+  PriceType?: number// [18] 423 (Int)
+  PriceQualifierGrp?: IPriceQualifierGrp// [19] NoPriceQualifiers.2709, PriceQualifier.2710
+  AvgPxIndicator?: number// [20] 819 (Int)
+  YieldData?: IYieldData// [21] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [22] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  OrdType?: string// [23] 40 (String)
+  Currency?: string// [24] 15 (String)
+  CurrencyCodeSource?: string// [25] 2897 (String)
+  SettlCurrency?: string// [26] 120 (String)
+  SettlCurrencyCodeSource?: string// [27] 2899 (String)
+  RateSource?: IRateSource// [28] NoRateSources.1445, RateSource.1446 .. FXBenchmarkRateFix.2796
+  MDEntrySize?: number// [29] 271 (Float)
+  SecSizesGrp?: ISecSizesGrp// [30] NoOfSecSizes.1177, MDSecSizeType.1178, MDSecSize.1179
+  LotType?: string// [31] 1093 (String)
+  MDEntryDate?: Date// [32] 272 (UtcDateOnly)
+  MDEntryTime?: Date// [33] 273 (UtcTimeOnly)
+  TickDirection?: string// [34] 274 (String)
+  MDMkt?: string// [35] 275 (String)
+  TradingSessionID?: string// [36] 336 (String)
+  TradingSessionSubID?: string// [37] 625 (String)
+  SecurityTradingStatus?: number// [38] 326 (Int)
+  HaltReasonInt?: number// [39] 327 (Int)
+  FastMarketIndicator?: boolean// [40] 2447 (Boolean)
+  MarketCondition?: number// [41] 2705 (Int)
+  QuoteCondition?: string// [42] 276 (String)
+  TradeCondition?: string// [43] 277 (String)
+  TradePriceConditionGrp?: ITradePriceConditionGrp// [44] NoTradePriceConditions.1838, TradePriceCondition.1839
+  AnonymousTradeIndicator?: boolean// [45] 2961 (Boolean)
+  AlgorithmicTradeIndicator?: number// [46] 2667 (Int)
+  RegulatoryReportType?: number// [47] 1934 (Int)
+  MultiJurisdictionReportingIndicator?: number// [48] 2963 (Int)
+  TrdType?: number// [49] 828 (Int)
+  TrdSubType?: number// [50] 829 (Int)
+  SecondaryTrdType?: number// [51] 855 (Int)
+  TertiaryTrdType?: number// [52] 2896 (Int)
+  ExecMethod?: number// [53] 2405 (Int)
+  MatchType?: string// [54] 574 (String)
+  OrderCategory?: string// [55] 1115 (String)
+  TradePublishIndicator?: number// [56] 1390 (Int)
+  TrdRegPublicationGrp?: ITrdRegPublicationGrp// [57] NoTrdRegPublications.2668, TrdRegPublicationType.2669, TrdRegPublicationReason.2670
+  IntraFirmTradeIndicator?: boolean// [58] 2373 (Boolean)
+  PreviouslyReported?: boolean// [59] 570 (Boolean)
+  RelatedTradeGrp?: IRelatedTradeGrp// [60] NoRelatedTrades.1855, RelatedTradeID.1856 .. RelatedTradeQuantity.1860
+  MDEntryOriginator?: string// [61] 282 (String)
+  LocationID?: string// [62] 283 (String)
+  DeskID?: string// [63] 284 (String)
+  OpenCloseSettlFlag?: string// [64] 286 (String)
+  TimeInForce?: string// [65] 59 (String)
+  ExpireDate?: Date// [66] 432 (LocalDate)
+  ExpireTime?: Date// [67] 126 (UtcTimestamp)
+  ExposureDuration?: number// [68] 1629 (Int)
+  ExposureDurationUnit?: number// [69] 1916 (Int)
+  MinQty?: number// [70] 110 (Float)
+  ExecInst?: string// [71] 18 (String)
+  SellerDays?: number// [72] 287 (Int)
+  OrderID?: string// [73] 37 (String)
+  SecondaryOrderID?: string// [74] 198 (String)
+  QuoteEntryID?: string// [75] 299 (String)
+  TradeID?: string// [76] 1003 (String)
+  StrategyLinkID?: string// [77] 1851 (String)
+  MDEntryBuyer?: string// [78] 288 (String)
+  MDEntrySeller?: string// [79] 289 (String)
+  NumberOfBuyOrders?: number// [80] 2449 (Int)
+  NumberOfSellOrders?: number// [81] 2450 (Int)
+  NumberOfOrders?: number// [82] 346 (Int)
+  MDEntryPositionNo?: number// [83] 290 (Int)
+  Scope?: string// [84] 546 (String)
+  PriceDelta?: number// [85] 811 (Float)
+  NetChgPrevDay?: number// [86] 451 (Float)
+  Text?: string// [87] 58 (String)
+  EncodedTextLen?: number// [88] 354 (Length)
+  EncodedText?: Buffer// [89] 355 (RawData)
+  MDPriceLevel?: number// [90] 1023 (Int)
+  OrderCapacity?: string// [91] 528 (String)
+  MDOriginType?: number// [92] 1024 (Int)
+  HighPx?: number// [93] 332 (Float)
+  LowPx?: number// [94] 333 (Float)
+  FirstPx?: number// [95] 1025 (Float)
+  LastPx?: number// [96] 31 (Float)
+  DiscountFactor?: number// [97] 1592 (Float)
+  TradeVolume?: number// [98] 1020 (Float)
+  PriceLimits?: IPriceLimits// [99] PriceLimitType.1306, LowLimitPrice.1148 .. TradingReferencePrice.1150
+  MaxPriceVariation?: number// [100] 1143 (Float)
+  SettlPriceType?: number// [101] 731 (Int)
+  SettlPriceDeterminationMethod?: number// [102] 2451 (Int)
+  SettlType?: string// [103] 63 (String)
+  SettlDate?: Date// [104] 64 (LocalDate)
+  TransBkdTime?: Date// [105] 483 (UtcTimestamp)
+  TransactTime?: Date// [106] 60 (UtcTimestamp)
+  AggressorTime?: Date// [107] 2445 (UtcTimestamp)
+  AggressorSide?: string// [108] 2446 (String)
+  MDQuoteType?: number// [109] 1070 (Int)
+  RptSeq?: number// [110] 83 (Int)
+  DealingCapacity?: string// [111] 1048 (String)
+  MDEntrySpotRate?: number// [112] 1026 (Float)
+  MDEntryForwardPoints?: number// [113] 1027 (Float)
+  StatsIndGrp?: IStatsIndGrp// [114] NoStatsIndicators.1175, StatsType.1176
+  Parties?: IParties// [115] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_req_grp.ts

@@ -0,0 +1,5 @@
+import { IMDReqGrpNoMDEntryTypes } from './md_req_grp_no_md_entry_types'
+
+export interface IMDReqGrp {
+  NoMDEntryTypes?: IMDReqGrpNoMDEntryTypes[]// [1] MDEntryType.269
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_req_grp_no_md_entry_types.ts

@@ -0,0 +1,3 @@
+export interface IMDReqGrpNoMDEntryTypes {
+  MDEntryType: string// [1] 269 (String)
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_rjct_grp.ts

@@ -0,0 +1,5 @@
+import { IMDRjctGrpNoAltMDSource } from './md_rjct_grp_no_alt_md_source'
+
+export interface IMDRjctGrp {
+  NoAltMDSource?: IMDRjctGrpNoAltMDSource[]// [1] AltMDSourceID.817
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_rjct_grp_no_alt_md_source.ts

@@ -0,0 +1,3 @@
+export interface IMDRjctGrpNoAltMDSource {
+  AltMDSourceID?: string// [1] 817 (String)
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_statistic_parameters.ts

@@ -0,0 +1,44 @@
+import { INestedParties } from './nested_parties'
+
+export interface IMDStatisticParameters {
+  MDStatisticType: number// [1] 2456 (Int)
+  MDStatisticScope: number// [2] 2457 (Int)
+  MDStatisticSubScope?: number// [3] 2458 (Int)
+  MDStatisticScopeType?: number// [4] 2459 (Int)
+  MDStatisticName?: string// [5] 2454 (String)
+  MDStatisticDesc?: string// [6] 2455 (String)
+  EncodedMDStatisticDescLen?: number// [7] 2481 (Length)
+  EncodedMDStatisticDesc?: Buffer// [8] 2482 (RawData)
+  MarketDepth?: number// [9] 264 (Int)
+  MDStatisticFrequencyPeriod?: number// [10] 2460 (Int)
+  MDStatisticFrequencyUnit?: number// [11] 2461 (Int)
+  MDStatisticDelayPeriod?: number// [12] 2462 (Int)
+  MDStatisticDelayUnit?: number// [13] 2463 (Int)
+  MDStatisticIntervalType: number// [14] 2464 (Int)
+  MDStatisticIntervalTypeUnit?: string// [15] 2465 (String)
+  MDStatisticIntervalPeriod?: number// [16] 2466 (Int)
+  MDStatisticIntervalUnit?: number// [17] 2467 (Int)
+  MDStatisticStartDate?: Date// [18] 2468 (UtcTimestamp)
+  MDStatisticEndDate?: Date// [19] 2469 (UtcTimestamp)
+  MDStatisticStartTime?: Date// [20] 2470 (UtcTimeOnly)
+  MDStatisticEndTime?: Date// [21] 2471 (UtcTimeOnly)
+  MDStatisticRatioType?: number// [22] 2472 (Int)
+  NestedParties?: INestedParties// [23] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubIDType.805
+  AnnualTradingBusinessDays?: number// [24] 2584 (Int)
+  TradingCapacity?: number// [25] 1815 (Int)
+  OrdType?: string// [26] 40 (String)
+  TimeInForce?: string// [27] 59 (String)
+  QuoteCondition?: string// [28] 276 (String)
+  TradeCondition?: string// [29] 277 (String)
+  Side?: string// [30] 54 (String)
+  TradeInputSource?: string// [31] 578 (String)
+  TradingSessionID?: string// [32] 336 (String)
+  TradingSessionSubID?: string// [33] 625 (String)
+  MDOriginType?: number// [34] 1024 (Int)
+  MDValueTier?: number// [35] 2711 (Int)
+  TradSesMethod?: number// [36] 338 (Int)
+  MDFeedType?: string// [37] 1022 (String)
+  ExposureDuration?: number// [38] 1629 (Int)
+  ExposureDurationUnit?: number// [39] 1916 (Int)
+  AggressorIndicator?: boolean// [40] 1057 (Boolean)
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_statistic_req_grp.ts

@@ -0,0 +1,5 @@
+import { IMDStatisticReqGrpNoMDStatistics } from './md_statistic_req_grp_no_md_statistics'
+
+export interface IMDStatisticReqGrp {
+  NoMDStatistics?: IMDStatisticReqGrpNoMDStatistics[]// [1] MDStatisticID.2475, MDStatisticType.2456 .. AggressorIndicator.1057
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_statistic_req_grp_no_md_statistics.ts

@@ -0,0 +1,6 @@
+import { IMDStatisticParameters } from './md_statistic_parameters'
+
+export interface IMDStatisticReqGrpNoMDStatistics {
+  MDStatisticID?: string// [1] 2475 (String)
+  MDStatisticParameters?: IMDStatisticParameters// [2] MDStatisticType.2456, MDStatisticScope.2457 .. AggressorIndicator.1057
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_statistic_rpt_grp.ts

@@ -0,0 +1,5 @@
+import { IMDStatisticRptGrpNoMDStatistics } from './md_statistic_rpt_grp_no_md_statistics'
+
+export interface IMDStatisticRptGrp {
+  NoMDStatistics?: IMDStatisticRptGrpNoMDStatistics[]// [1] MDStatisticType.2456, MDStatisticScope.2457 .. MDStatisticValueUnit.2480
+}

package/src/types/FIX.5.0SP2/quickfix/set/md_statistic_rpt_grp_no_md_statistics.ts

@@ -0,0 +1,11 @@
+import { IMDStatisticParameters } from './md_statistic_parameters'
+
+export interface IMDStatisticRptGrpNoMDStatistics {
+  MDStatisticParameters?: IMDStatisticParameters// [1] MDStatisticType.2456, MDStatisticScope.2457 .. AggressorIndicator.1057
+  MDStatisticID?: string// [2] 2475 (String)
+  MDStatisticTime?: Date// [3] 2476 (UtcTimestamp)
+  MDStatisticStatus?: number// [4] 2477 (Int)
+  MDStatisticValue?: number// [5] 2478 (Float)
+  MDStatisticValueType?: number// [6] 2479 (Int)
+  MDStatisticValueUnit?: number// [7] 2480 (Int)
+}

package/src/types/FIX.5.0SP2/quickfix/set/misc_fees_grp.ts

@@ -0,0 +1,5 @@
+import { IMiscFeesGrpNoMiscFees } from './misc_fees_grp_no_misc_fees'
+
+export interface IMiscFeesGrp {
+  NoMiscFees?: IMiscFeesGrpNoMiscFees[]// [1] MiscFeeAmt.137, MiscFeeCurr.138 .. MiscFeeDesc.2713
+}

package/src/types/FIX.5.0SP2/quickfix/set/misc_fees_grp_no_misc_fees.ts

@@ -0,0 +1,13 @@
+import { IMiscFeesSubGrp } from './misc_fees_sub_grp'
+
+export interface IMiscFeesGrpNoMiscFees {
+  MiscFeeAmt?: number// [1] 137 (Float)
+  MiscFeeCurr?: string// [2] 138 (String)
+  MiscFeeType?: string// [3] 139 (String)
+  MiscFeeQualifier?: number// [4] 2712 (Int)
+  MiscFeesSubGrp?: IMiscFeesSubGrp// [5] NoMiscFeeSubTypes.2633, MiscFeeSubType.2634 .. EncodedMiscFeeSubTypeDesc.2638
+  MiscFeeBasis?: number// [6] 891 (Int)
+  MiscFeeRate?: number// [7] 2216 (Float)
+  MiscFeeAmountDue?: number// [8] 2217 (Float)
+  MiscFeeDesc?: string// [9] 2713 (String)
+}

package/src/types/FIX.5.0SP2/quickfix/set/misc_fees_sub_grp.ts

@@ -0,0 +1,5 @@
+import { IMiscFeesSubGrpNoMiscFeeSubTypes } from './misc_fees_sub_grp_no_misc_fee_sub_types'
+
+export interface IMiscFeesSubGrp {
+  NoMiscFeeSubTypes?: IMiscFeesSubGrpNoMiscFeeSubTypes[]// [1] MiscFeeSubType.2634, MiscFeeSubTypeAmt.2635 .. EncodedMiscFeeSubTypeDesc.2638
+}

package/src/types/FIX.5.0SP2/quickfix/set/misc_fees_sub_grp_no_misc_fee_sub_types.ts

@@ -0,0 +1,7 @@
+export interface IMiscFeesSubGrpNoMiscFeeSubTypes {
+  MiscFeeSubType?: string// [1] 2634 (String)
+  MiscFeeSubTypeAmt?: number// [2] 2635 (Float)
+  MiscFeeSubTypeDesc?: string// [3] 2636 (String)
+  EncodedMiscFeeSubTypeDescLen?: number// [4] 2637 (Length)
+  EncodedMiscFeeSubTypeDesc?: Buffer// [5] 2638 (RawData)
+}

package/src/types/FIX.5.0SP2/quickfix/set/nested_instrument_attribute.ts

@@ -0,0 +1,5 @@
+import { INestedInstrumentAttributeNoNestedInstrAttrib } from './nested_instrument_attribute_no_nested_instr_attrib'
+
+export interface INestedInstrumentAttribute {
+  NoNestedInstrAttrib?: INestedInstrumentAttributeNoNestedInstrAttrib[]// [1] NestedInstrAttribType.1210, NestedInstrAttribValue.1211
+}

package/src/types/FIX.5.0SP2/quickfix/set/nested_instrument_attribute_no_nested_instr_attrib.ts

@@ -0,0 +1,4 @@
+export interface INestedInstrumentAttributeNoNestedInstrAttrib {
+  NestedInstrAttribType?: number// [1] 1210 (Int)
+  NestedInstrAttribValue?: string// [2] 1211 (String)
+}

package/src/types/FIX.5.0SP2/quickfix/set/nested_parties.ts

@@ -0,0 +1,5 @@
+import { INestedPartiesNoNestedPartyIDs } from './nested_parties_no_nested_party_i_ds'
+
+export interface INestedParties {
+  NoNestedPartyIDs?: INestedPartiesNoNestedPartyIDs[]// [1] NestedPartyID.524, NestedPartyIDSource.525 .. NestedPartySubIDType.805
+}

package/src/types/FIX.5.0SP2/quickfix/set/nested_parties_2.ts

@@ -0,0 +1,5 @@
+import { INestedParties2NoNested2PartyIDs } from './nested_parties_2_no_nested_2_party_i_ds'
+
+export interface INestedParties2 {
+  NoNested2PartyIDs?: INestedParties2NoNested2PartyIDs[]// [1] Nested2PartyID.757, Nested2PartyIDSource.758 .. Nested2PartySubIDType.807
+}

package/src/types/FIX.5.0SP2/quickfix/set/nested_parties_2_no_nested_2_party_i_ds.ts

@@ -0,0 +1,9 @@
+import { INstdPtys2SubGrp } from './nstd_ptys_2_sub_grp'
+
+export interface INestedParties2NoNested2PartyIDs {
+  Nested2PartyID?: string// [1] 757 (String)
+  Nested2PartyIDSource?: string// [2] 758 (String)
+  Nested2PartyRole?: number// [3] 759 (Int)
+  Nested2PartyRoleQualifier?: number// [4] 2381 (Int)
+  NstdPtys2SubGrp?: INstdPtys2SubGrp// [5] NoNested2PartySubIDs.806, Nested2PartySubID.760, Nested2PartySubIDType.807
+}

package/src/types/FIX.5.0SP2/quickfix/set/nested_parties_3.ts

@@ -0,0 +1,5 @@
+import { INestedParties3NoNested3PartyIDs } from './nested_parties_3_no_nested_3_party_i_ds'
+
+export interface INestedParties3 {
+  NoNested3PartyIDs?: INestedParties3NoNested3PartyIDs[]// [1] Nested3PartyID.949, Nested3PartyIDSource.950 .. Nested3PartySubIDType.954
+}

package/src/types/FIX.5.0SP2/quickfix/set/nested_parties_3_no_nested_3_party_i_ds.ts

@@ -0,0 +1,9 @@
+import { INstdPtys3SubGrp } from './nstd_ptys_3_sub_grp'
+
+export interface INestedParties3NoNested3PartyIDs {
+  Nested3PartyID?: string// [1] 949 (String)
+  Nested3PartyIDSource?: string// [2] 950 (String)
+  Nested3PartyRole?: number// [3] 951 (Int)
+  Nested3PartyRoleQualifier?: number// [4] 2382 (Int)
+  NstdPtys3SubGrp?: INstdPtys3SubGrp// [5] NoNested3PartySubIDs.952, Nested3PartySubID.953, Nested3PartySubIDType.954
+}

package/src/types/FIX.5.0SP2/quickfix/set/nested_parties_4.ts

@@ -0,0 +1,5 @@
+import { INestedParties4NoNested4PartyIDs } from './nested_parties_4_no_nested_4_party_i_ds'
+
+export interface INestedParties4 {
+  NoNested4PartyIDs?: INestedParties4NoNested4PartyIDs[]// [1] Nested4PartyID.1415, Nested4PartyIDSource.1416 .. Nested4PartySubIDType.1411
+}