jspurefix 3.1.0 → 3.2.0

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

@@ -0,0 +1,12 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStrmAsgnRptGrp } from './set/strm_asgn_rpt_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IStreamAssignmentReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  StreamAsgnRptID: string// [2] 1501 (String)
+  StreamAsgnReqType?: number// [3] 1498 (Int)
+  StreamAsgnReqID?: string// [4] 1497 (String)
+  StrmAsgnRptGrp?: IStrmAsgnRptGrp// [5] NoAsgnReqs.1499, NoAsgnReqs.453 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [6] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,13 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IStreamAssignmentReportACK {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  StreamAsgnAckType: number// [2] 1503 (Int)
+  StreamAsgnRptID: string// [3] 1501 (String)
+  StreamAsgnRejReason?: number// [4] 1502 (Int)
+  Text?: string// [5] 58 (String)
+  EncodedTextLen?: number// [6] 354 (Length)
+  EncodedText?: Buffer// [7] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [8] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,11 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStrmAsgnReqGrp } from './set/strm_asgn_req_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IStreamAssignmentRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  StreamAsgnReqID: string// [2] 1497 (String)
+  StreamAsgnReqType: number// [3] 1498 (Int)
+  StrmAsgnReqGrp?: IStrmAsgnReqGrp// [4] NoAsgnReqs.1499, NoAsgnReqs.453 .. MDStreamID.1500
+  StandardTrailer: IStandardTrailer// [5] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,8 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITestRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  TestReqID: string// [2] 112 (String)
+  StandardTrailer: IStandardTrailer// [3] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,23 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradeAggregationReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  TradeAggregationReportID: string// [2] 2792 (String)
+  TradeAggregationRequestID?: string// [3] 2786 (String)
+  TradeAggregationRequestStatus: number// [4] 2790 (Int)
+  TradeID?: string// [5] 1003 (String)
+  TradeAggregationRejectReason?: number// [6] 2791 (Int)
+  AggregatedQty?: number// [7] 2789 (Float)
+  AvgPx?: number// [8] 6 (Float)
+  AvgSpotRate?: number// [9] 2793 (Float)
+  AvgForwardPoints?: number// [10] 2794 (Float)
+  SettlDate?: Date// [11] 64 (LocalDate)
+  Instrument?: IInstrument// [12] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  Side?: string// [13] 54 (String)
+  RejectText?: string// [14] 1328 (String)
+  EncodedRejectTextLen?: number// [15] 1664 (Length)
+  EncodedRejectText?: Buffer// [16] 1665 (RawData)
+  StandardTrailer: IStandardTrailer// [17] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,25 @@
+import { IStandardHeader } from './set/standard_header'
+import { IOrderAggregationGrp } from './set/order_aggregation_grp'
+import { IExecutionAggregationGrp } from './set/execution_aggregation_grp'
+import { IInstrument } from './set/instrument'
+import { IParties } from './set/parties'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradeAggregationRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  TradeAggregationRequestID: string// [2] 2786 (String)
+  TradeAggregationRequestRefID?: string// [3] 2787 (String)
+  TradeAggregationTransType: number// [4] 2788 (Int)
+  AggregatedQty?: number// [5] 2789 (Float)
+  Currency?: string// [6] 15 (String)
+  CurrencyCodeSource?: string// [7] 2897 (String)
+  AvgPx?: number// [8] 6 (Float)
+  Side: string// [9] 54 (String)
+  PricePrecision?: number// [10] 2349 (Int)
+  OrderAggregationGrp?: IOrderAggregationGrp// [11] NoOrders.73, ClOrdID.11 .. OrderAvgPx.799
+  ExecutionAggregationGrp?: IExecutionAggregationGrp// [12] NoExecs.124, LastQty.32 .. LastPx.31
+  Account?: string// [13] 1 (String)
+  Instrument?: IInstrument// [14] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  Parties?: IParties// [15] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  StandardTrailer: IStandardTrailer// [16] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,211 @@
+import { IStandardHeader } from './set/standard_header'
+import { IApplicationSequenceControl } from './set/application_sequence_control'
+import { ITradePriceConditionGrp } from './set/trade_price_condition_grp'
+import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp'
+import { IPriceQualifierGrp } from './set/price_qualifier_grp'
+import { IRootParties } from './set/root_parties'
+import { IInstrument } from './set/instrument'
+import { IInstrumentExtension } from './set/instrument_extension'
+import { IFinancingDetails } from './set/financing_details'
+import { IPaymentGrp } from './set/payment_grp'
+import { IYieldData } from './set/yield_data'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IRelatedInstrumentGrp } from './set/related_instrument_grp'
+import { ICollateralAmountGrp } from './set/collateral_amount_grp'
+import { IRateSource } from './set/rate_source'
+import { ITransactionAttributeGrp } from './set/transaction_attribute_grp'
+import { IAveragePriceDetail } from './set/average_price_detail'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IPositionAmountData } from './set/position_amount_data'
+import { ITrdInstrmtLegGrp } from './set/trd_instrmt_leg_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { ITradeQtyGrp } from './set/trade_qty_grp'
+import { ITrdCapRptSideGrp } from './set/trd_cap_rpt_side_grp'
+import { ITrdRepIndicatorsGrp } from './set/trd_rep_indicators_grp'
+import { ITrdRegPublicationGrp } from './set/trd_reg_publication_grp'
+import { IMandatoryClearingJurisdictionGrp } from './set/mandatory_clearing_jurisdiction_grp'
+import { IAttachmentGrp } from './set/attachment_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradeCaptureReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ApplicationSequenceControl?: IApplicationSequenceControl// [2] ApplID.1180, ApplSeqNum.1181 .. ApplResendFlag.1352
+  TradeReportID?: string// [3] 571 (String)
+  TradeID?: string// [4] 1003 (String)
+  SecondaryTradeID?: string// [5] 1040 (String)
+  FirmTradeID?: string// [6] 1041 (String)
+  SecondaryFirmTradeID?: string// [7] 1042 (String)
+  PackageID?: string// [8] 2489 (String)
+  TradeNumber?: number// [9] 2490 (Int)
+  TradeReportTransType?: number// [10] 487 (Int)
+  TradeReportType?: number// [11] 856 (Int)
+  TrdRptStatus?: number// [12] 939 (Int)
+  TradeRequestID?: string// [13] 568 (String)
+  TrdType?: number// [14] 828 (Int)
+  TrdSubType?: number// [15] 829 (Int)
+  SecondaryTrdType?: number// [16] 855 (Int)
+  TertiaryTrdType?: number// [17] 2896 (Int)
+  AnonymousTradeIndicator?: boolean// [18] 2961 (Boolean)
+  AlgorithmicTradeIndicator?: number// [19] 2667 (Int)
+  OffsetInstruction?: number// [20] 1849 (Int)
+  TradePriceConditionGrp?: ITradePriceConditionGrp// [21] NoTradePriceConditions.1838, TradePriceCondition.1839
+  TradeHandlingInstr?: string// [22] 1123 (String)
+  OrigTradeHandlingInstr?: string// [23] 1124 (String)
+  OrigTradeDate?: Date// [24] 1125 (LocalDate)
+  OrigTradeID?: string// [25] 1126 (String)
+  OrigSecondaryTradeID?: string// [26] 1127 (String)
+  TransferReason?: string// [27] 830 (String)
+  ExecType?: string// [28] 150 (String)
+  TotNumTradeReports?: number// [29] 748 (Int)
+  LastRptRequested?: boolean// [30] 912 (Boolean)
+  ManualOrderIndicator?: boolean// [31] 1028 (Boolean)
+  UnsolicitedIndicator?: boolean// [32] 325 (Boolean)
+  SubscriptionRequestType?: string// [33] 263 (String)
+  TradeReportRefID?: string// [34] 572 (String)
+  SecondaryTradeReportRefID?: string// [35] 881 (String)
+  SecondaryTradeReportID?: string// [36] 818 (String)
+  TradeLinkID?: string// [37] 820 (String)
+  TrdMatchID?: string// [38] 880 (String)
+  ExecID?: string// [39] 17 (String)
+  ExecRefID?: string// [40] 19 (String)
+  SecondaryExecID?: string// [41] 527 (String)
+  ExecRestatementReason?: number// [42] 378 (Int)
+  RegulatoryTransactionType?: number// [43] 2347 (Int)
+  RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp// [44] NoRegulatoryTradeIDs.1907, RegulatoryTradeID.1903 .. RegulatoryTradeIDScope.2397
+  PreviouslyReported?: boolean// [45] 570 (Boolean)
+  PriceType?: number// [46] 423 (Int)
+  PriceQualifierGrp?: IPriceQualifierGrp// [47] NoPriceQualifiers.2709, PriceQualifier.2710
+  CrossType?: number// [48] 549 (Int)
+  RootParties?: IRootParties// [49] NoRootPartyIDs.1116, RootPartyID.1117 .. RootPartySubIDType.1122
+  AsOfIndicator?: string// [50] 1015 (String)
+  SettlSessID?: string// [51] 716 (String)
+  SettlSessSubID?: string// [52] 717 (String)
+  VenueType?: string// [53] 1430 (String)
+  MarketSegmentID?: string// [54] 1300 (String)
+  MarketID?: string// [55] 1301 (String)
+  TaxonomyType?: string// [56] 2375 (String)
+  Instrument?: IInstrument// [57] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  InstrumentExtension?: IInstrumentExtension// [58] DeliveryForm.668, PctAtRisk.869 .. ReferenceDataDateType.2748
+  FinancingDetails?: IFinancingDetails// [59] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  PaymentGrp?: IPaymentGrp// [60] NoPayments.40212, PaymentType.40213 .. EncodedPaymentText.40985
+  QtyType?: number// [61] 854 (Int)
+  YieldData?: IYieldData// [62] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  UndInstrmtGrp?: IUndInstrmtGrp// [63] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  RelatedInstrumentGrp?: IRelatedInstrumentGrp// [64] NoRelatedInstruments.1647, RelatedInstrumentType.1648 .. RelatedToDividendPeriodXIDRef.2417
+  CollateralAmountGrp?: ICollateralAmountGrp// [65] NoCollateralAmounts.1703, CurrentCollateralAmount.1704 .. UnderlyingRefID.2841
+  CollateralizationValueDate?: Date// [66] 2868 (LocalDate)
+  RateSource?: IRateSource// [67] NoRateSources.1445, RateSource.1446 .. FXBenchmarkRateFix.2796
+  TransactionAttributeGrp?: ITransactionAttributeGrp// [68] NoTransactionAttributes.2871, TransactionAttributeType.2872, TransactionAttributeValue.2873
+  UnderlyingTradingSessionID?: string// [69] 822 (String)
+  UnderlyingTradingSessionSubID?: string// [70] 823 (String)
+  LastQty?: number// [71] 32 (Float)
+  LastQtyVariance?: number// [72] 1828 (Float)
+  LastQtyChanged?: number// [73] 2301 (Float)
+  LastMultipliedQty?: number// [74] 2368 (Float)
+  TotalTradeQty?: number// [75] 2367 (Float)
+  TotalTradeMultipliedQty?: number// [76] 2370 (Float)
+  LastPx?: number// [77] 31 (Float)
+  MidPx?: number// [78] 631 (Float)
+  DifferentialPrice?: number// [79] 1522 (Float)
+  CalculatedCcyLastQty?: number// [80] 1056 (Float)
+  PriceMarkup?: number// [81] 2762 (Float)
+  AveragePriceDetail?: IAveragePriceDetail// [82] AveragePriceType.2763, AveragePriceStartTime.2764, AveragePriceEndTime.2765
+  Currency?: string// [83] 15 (String)
+  CurrencyCodeSource?: string// [84] 2897 (String)
+  SettlCurrency?: string// [85] 120 (String)
+  SettlCurrencyCodeSource?: string// [86] 2899 (String)
+  SettlPriceFxRateCalc?: string// [87] 2366 (String)
+  LastParPx?: number// [88] 669 (Float)
+  LastSpotRate?: number// [89] 194 (Float)
+  LastForwardPoints?: number// [90] 195 (Float)
+  LastSwapPoints?: number// [91] 1071 (Float)
+  PricePrecision?: number// [92] 2349 (Int)
+  LastMkt?: string// [93] 30 (String)
+  ClearingTradePrice?: number// [94] 1596 (Float)
+  TradePriceNegotiationMethod?: number// [95] 1740 (Int)
+  LastUpfrontPrice?: number// [96] 1743 (Float)
+  UpfrontPriceType?: number// [97] 1741 (Int)
+  TradeDate?: Date// [98] 75 (LocalDate)
+  ClearingBusinessDate?: Date// [99] 715 (LocalDate)
+  ClearingPortfolioID?: string// [100] 2870 (String)
+  AvgPx?: number// [101] 6 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [102] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  AvgPxGroupID?: string// [103] 1731 (String)
+  AvgPxIndicator?: number// [104] 819 (Int)
+  ValuationDate?: Date// [105] 2085 (LocalDate)
+  ValuationTime?: string// [106] 2086 (String)
+  ValuationBusinessCenter?: string// [107] 2087 (String)
+  PositionAmountData?: IPositionAmountData// [108] NoPosAmt.753, PosAmtType.707 .. PosAmtPriceType.2877
+  MultiLegReportingType?: string// [109] 442 (String)
+  TradeLegRefID?: string// [110] 824 (String)
+  TrdInstrmtLegGrp?: ITrdInstrmtLegGrp// [111] NoLegs.555, LegSymbol.600 .. LegDifferentialPrice.2492
+  TransactTime?: Date// [112] 60 (UtcTimestamp)
+  TrdRegTimestamps?: ITrdRegTimestamps// [113] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. NBBOSource.2834
+  SettlType?: string// [114] 63 (String)
+  SettlDate?: Date// [115] 64 (LocalDate)
+  TerminationDate?: Date// [116] 2878 (LocalDate)
+  UnderlyingSettlementDate?: Date// [117] 987 (LocalDate)
+  MatchStatus?: string// [118] 573 (String)
+  ExecMethod?: number// [119] 2405 (Int)
+  MatchType?: string// [120] 574 (String)
+  TradeQtyGrp?: ITradeQtyGrp// [121] NoTradeQtys.1841, TradeQtyType.1842, TradeQty.1843
+  TrdCapRptSideGrp?: ITrdCapRptSideGrp// [122] NoSides.552, Side.54 .. SideUnderlyingRefID.2863
+  Volatility?: number// [123] 1188 (Float)
+  TimeToExpiration?: number// [124] 1189 (Float)
+  DividendYield?: number// [125] 1380 (Float)
+  RiskFreeRate?: number// [126] 1190 (Float)
+  PriceDelta?: number// [127] 811 (Float)
+  CurrencyRatio?: number// [128] 1382 (Float)
+  CopyMsgIndicator?: boolean// [129] 797 (Boolean)
+  TrdRepIndicatorsGrp?: ITrdRepIndicatorsGrp// [130] NoTrdRepIndicators.1387, TrdRepPartyRole.1388, TrdRepIndicator.1389
+  TradeReportingIndicator?: number// [131] 2524 (Int)
+  PublishTrdIndicator?: boolean// [132] 852 (Boolean)
+  TradePublishIndicator?: number// [133] 1390 (Int)
+  TrdRegPublicationGrp?: ITrdRegPublicationGrp// [134] NoTrdRegPublications.2668, TrdRegPublicationType.2669, TrdRegPublicationReason.2670
+  ShortSaleReason?: number// [135] 853 (Int)
+  TierCode?: string// [136] 994 (String)
+  MessageEventSource?: string// [137] 1011 (String)
+  LastUpdateTime?: Date// [138] 779 (UtcTimestamp)
+  RndPx?: number// [139] 991 (Float)
+  TZTransactTime?: string// [140] 1132 (String)
+  ReportedPxDiff?: boolean// [141] 1134 (Boolean)
+  GrossTradeAmt?: number// [142] 381 (Float)
+  TotalGrossTradeAmt?: number// [143] 2369 (Float)
+  TradeReportRejectReason?: number// [144] 751 (Int)
+  RejectText?: string// [145] 1328 (String)
+  EncodedRejectTextLen?: number// [146] 1664 (Length)
+  EncodedRejectText?: Buffer// [147] 1665 (RawData)
+  FeeMultiplier?: number// [148] 1329 (Float)
+  ClearedIndicator?: number// [149] 1832 (Int)
+  ClearingIntention?: number// [150] 1924 (Int)
+  TradeClearingInstruction?: number// [151] 1925 (Int)
+  BackloadedTradeIndicator?: boolean// [152] 1926 (Boolean)
+  ConfirmationMethod?: number// [153] 1927 (Int)
+  MandatoryClearingIndicator?: boolean// [154] 1928 (Boolean)
+  MandatoryClearingJurisdictionGrp?: IMandatoryClearingJurisdictionGrp// [155] NoMandatoryClearingJurisdictions.41312, MandatoryClearingJurisdiction.41313
+  MixedSwapIndicator?: boolean// [156] 1929 (Boolean)
+  MultiAssetSwapIndicator?: boolean// [157] 2527 (Boolean)
+  InternationalSwapIndicator?: boolean// [158] 2526 (Boolean)
+  OffMarketPriceIndicator?: boolean// [159] 1930 (Boolean)
+  VerificationMethod?: number// [160] 1931 (Int)
+  ClearingRequirementException?: number// [161] 1932 (Int)
+  IRSDirection?: string// [162] 1933 (String)
+  RegulatoryReportType?: number// [163] 1934 (Int)
+  RegulatoryReportTypeBusinessDate?: Date// [164] 2869 (LocalDate)
+  VoluntaryRegulatoryReport?: boolean// [165] 1935 (Boolean)
+  MultiJurisdictionReportingIndicator?: number// [166] 2963 (Int)
+  TradeCollateralization?: number// [167] 1936 (Int)
+  TradeContinuation?: number// [168] 1937 (Int)
+  TradeContingency?: number// [169] 2387 (Int)
+  TradeVersion?: string// [170] 2302 (String)
+  HistoricalReportIndicator?: boolean// [171] 2303 (Boolean)
+  DeltaCrossed?: boolean// [172] 2596 (Boolean)
+  TradeContinuationText?: string// [173] 2374 (String)
+  EncodedTradeContinuationTextLen?: number// [174] 2372 (Length)
+  EncodedTradeContinuationText?: Buffer// [175] 2371 (RawData)
+  IntraFirmTradeIndicator?: boolean// [176] 2373 (Boolean)
+  AffiliatedFirmsTradeIndicator?: boolean// [177] 2525 (Boolean)
+  AttachmentGrp?: IAttachmentGrp// [178] NoAttachments.2104, AttachmentName.2105 .. AttachmentKeyword.2114
+  RiskLimitCheckStatus?: number// [179] 2343 (Int)
+  StandardTrailer: IStandardTrailer// [180] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,121 @@
+import { IStandardHeader } from './set/standard_header'
+import { IRootParties } from './set/root_parties'
+import { IPriceQualifierGrp } from './set/price_qualifier_grp'
+import { IInstrument } from './set/instrument'
+import { IInstrumentExtension } from './set/instrument_extension'
+import { IFinancingDetails } from './set/financing_details'
+import { IAveragePriceDetail } from './set/average_price_detail'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { ITrdRepIndicatorsGrp } from './set/trd_rep_indicators_grp'
+import { ITrdInstrmtLegGrp } from './set/trd_instrmt_leg_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IPositionAmountData } from './set/position_amount_data'
+import { ITradeQtyGrp } from './set/trade_qty_grp'
+import { ITrdCapRptAckSideGrp } from './set/trd_cap_rpt_ack_side_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradeCaptureReportAck {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  TradeReportID?: string// [2] 571 (String)
+  TradeID?: string// [3] 1003 (String)
+  SecondaryTradeID?: string// [4] 1040 (String)
+  FirmTradeID?: string// [5] 1041 (String)
+  SecondaryFirmTradeID?: string// [6] 1042 (String)
+  TradeReportTransType?: number// [7] 487 (Int)
+  TradeReportType?: number// [8] 856 (Int)
+  TrdType?: number// [9] 828 (Int)
+  TrdSubType?: number// [10] 829 (Int)
+  SecondaryTrdType?: number// [11] 855 (Int)
+  OffsetInstruction?: number// [12] 1849 (Int)
+  TradeHandlingInstr?: string// [13] 1123 (String)
+  OrigTradeHandlingInstr?: string// [14] 1124 (String)
+  OrigTradeDate?: Date// [15] 1125 (LocalDate)
+  OrigTradeID?: string// [16] 1126 (String)
+  OrigSecondaryTradeID?: string// [17] 1127 (String)
+  TransferReason?: string// [18] 830 (String)
+  RootParties?: IRootParties// [19] NoRootPartyIDs.1116, RootPartyID.1117 .. RootPartySubIDType.1122
+  ExecType?: string// [20] 150 (String)
+  TradeReportRefID?: string// [21] 572 (String)
+  SecondaryTradeReportRefID?: string// [22] 881 (String)
+  TrdRptStatus?: number// [23] 939 (Int)
+  TrdAckStatus?: number// [24] 1523 (Int)
+  TradeReportRejectReason?: number// [25] 751 (Int)
+  RejectText?: string// [26] 1328 (String)
+  EncodedRejectTextLen?: number// [27] 1664 (Length)
+  EncodedRejectText?: Buffer// [28] 1665 (RawData)
+  SecondaryTradeReportID?: string// [29] 818 (String)
+  SubscriptionRequestType?: string// [30] 263 (String)
+  TradeLinkID?: string// [31] 820 (String)
+  TrdMatchID?: string// [32] 880 (String)
+  ExecID?: string// [33] 17 (String)
+  SecondaryExecID?: string// [34] 527 (String)
+  ExecRestatementReason?: number// [35] 378 (Int)
+  PreviouslyReported?: boolean// [36] 570 (Boolean)
+  PriceType?: number// [37] 423 (Int)
+  PriceQualifierGrp?: IPriceQualifierGrp// [38] NoPriceQualifiers.2709, PriceQualifier.2710
+  CrossType?: number// [39] 549 (Int)
+  UnderlyingTradingSessionID?: string// [40] 822 (String)
+  UnderlyingTradingSessionSubID?: string// [41] 823 (String)
+  SettlSessID?: string// [42] 716 (String)
+  SettlSessSubID?: string// [43] 717 (String)
+  QtyType?: number// [44] 854 (Int)
+  LastQty?: number// [45] 32 (Float)
+  LastPx?: number// [46] 31 (Float)
+  VenueType?: string// [47] 1430 (String)
+  MarketSegmentID?: string// [48] 1300 (String)
+  MarketID?: string// [49] 1301 (String)
+  Instrument?: IInstrument// [50] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  InstrumentExtension?: IInstrumentExtension// [51] DeliveryForm.668, PctAtRisk.869 .. ReferenceDataDateType.2748
+  FinancingDetails?: IFinancingDetails// [52] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  LastParPx?: number// [53] 669 (Float)
+  CalculatedCcyLastQty?: number// [54] 1056 (Float)
+  LastSwapPoints?: number// [55] 1071 (Float)
+  PriceMarkup?: number// [56] 2762 (Float)
+  AveragePriceDetail?: IAveragePriceDetail// [57] AveragePriceType.2763, AveragePriceStartTime.2764, AveragePriceEndTime.2765
+  Currency?: string// [58] 15 (String)
+  CurrencyCodeSource?: string// [59] 2897 (String)
+  SettlCurrency?: string// [60] 120 (String)
+  SettlCurrencyCodeSource?: string// [61] 2899 (String)
+  LastSpotRate?: number// [62] 194 (Float)
+  LastForwardPoints?: number// [63] 195 (Float)
+  LastMkt?: string// [64] 30 (String)
+  TradeDate?: Date// [65] 75 (LocalDate)
+  ClearingBusinessDate?: Date// [66] 715 (LocalDate)
+  AvgPx?: number// [67] 6 (Float)
+  AvgPxGroupID?: string// [68] 1731 (String)
+  AvgPxIndicator?: number// [69] 819 (Int)
+  MultiLegReportingType?: string// [70] 442 (String)
+  TradeLegRefID?: string// [71] 824 (String)
+  TransactTime?: Date// [72] 60 (UtcTimestamp)
+  SettlType?: string// [73] 63 (String)
+  UndInstrmtGrp?: IUndInstrmtGrp// [74] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  MatchStatus?: string// [75] 573 (String)
+  MatchType?: string// [76] 574 (String)
+  CopyMsgIndicator?: boolean// [77] 797 (Boolean)
+  TrdRepIndicatorsGrp?: ITrdRepIndicatorsGrp// [78] NoTrdRepIndicators.1387, TrdRepPartyRole.1388, TrdRepIndicator.1389
+  PublishTrdIndicator?: boolean// [79] 852 (Boolean)
+  TradePublishIndicator?: number// [80] 1390 (Int)
+  ShortSaleReason?: number// [81] 853 (Int)
+  TrdInstrmtLegGrp?: ITrdInstrmtLegGrp// [82] NoLegs.555, LegSymbol.600 .. LegDifferentialPrice.2492
+  TrdRegTimestamps?: ITrdRegTimestamps// [83] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. NBBOSource.2834
+  ResponseTransportType?: number// [84] 725 (Int)
+  ResponseDestination?: string// [85] 726 (String)
+  Text?: string// [86] 58 (String)
+  EncodedTextLen?: number// [87] 354 (Length)
+  EncodedText?: Buffer// [88] 355 (RawData)
+  AsOfIndicator?: string// [89] 1015 (String)
+  ClearingFeeIndicator?: string// [90] 635 (String)
+  PositionAmountData?: IPositionAmountData// [91] NoPosAmt.753, PosAmtType.707 .. PosAmtPriceType.2877
+  TierCode?: string// [92] 994 (String)
+  MessageEventSource?: string// [93] 1011 (String)
+  LastUpdateTime?: Date// [94] 779 (UtcTimestamp)
+  RndPx?: number// [95] 991 (Float)
+  TradeQtyGrp?: ITradeQtyGrp// [96] NoTradeQtys.1841, TradeQtyType.1842, TradeQty.1843
+  TrdCapRptAckSideGrp?: ITrdCapRptAckSideGrp// [97] NoSides.552, Side.54 .. SideRiskLimitCheckStatus.2344
+  RptSys?: string// [98] 1135 (String)
+  GrossTradeAmt?: number// [99] 381 (Float)
+  SettlDate?: Date// [100] 64 (LocalDate)
+  FeeMultiplier?: number// [101] 1329 (Float)
+  RiskLimitCheckStatus?: number// [102] 2343 (Int)
+  StandardTrailer: IStandardTrailer// [103] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,58 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+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 { ITrdCapDtGrp } from './set/trd_cap_dt_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradeCaptureReportRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  TradeRequestID: string// [2] 568 (String)
+  TradeID?: string// [3] 1003 (String)
+  SecondaryTradeID?: string// [4] 1040 (String)
+  FirmTradeID?: string// [5] 1041 (String)
+  SecondaryFirmTradeID?: string// [6] 1042 (String)
+  TradeRequestType: number// [7] 569 (Int)
+  SubscriptionRequestType?: string// [8] 263 (String)
+  TradeReportID?: string// [9] 571 (String)
+  SecondaryTradeReportID?: string// [10] 818 (String)
+  SecondaryExecID?: string// [11] 527 (String)
+  ExecID?: string// [12] 17 (String)
+  ExecType?: string// [13] 150 (String)
+  OrderID?: string// [14] 37 (String)
+  ClOrdID?: string// [15] 11 (String)
+  MatchStatus?: string// [16] 573 (String)
+  TrdType?: number// [17] 828 (Int)
+  TrdSubType?: number// [18] 829 (Int)
+  OffsetInstruction?: number// [19] 1849 (Int)
+  TradeHandlingInstr?: string// [20] 1123 (String)
+  TransferReason?: string// [21] 830 (String)
+  SecondaryTrdType?: number// [22] 855 (Int)
+  TradeLinkID?: string// [23] 820 (String)
+  TrdMatchID?: string// [24] 880 (String)
+  Parties?: IParties// [25] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Instrument?: IInstrument// [26] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  InstrumentExtension?: IInstrumentExtension// [27] DeliveryForm.668, PctAtRisk.869 .. ReferenceDataDateType.2748
+  FinancingDetails?: IFinancingDetails// [28] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [29] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  InstrmtLegGrp?: IInstrmtLegGrp// [30] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
+  TrdCapDtGrp?: ITrdCapDtGrp// [31] NoDates.580, TradeDate.75 .. TransactTime.60
+  ClearingBusinessDate?: Date// [32] 715 (LocalDate)
+  TradingSessionID?: string// [33] 336 (String)
+  TradingSessionSubID?: string// [34] 625 (String)
+  TimeBracket?: string// [35] 943 (String)
+  Side?: string// [36] 54 (String)
+  MultiLegReportingType?: string// [37] 442 (String)
+  TradeInputSource?: string// [38] 578 (String)
+  TradeInputDevice?: string// [39] 579 (String)
+  ResponseTransportType?: number// [40] 725 (Int)
+  ResponseDestination?: string// [41] 726 (String)
+  Text?: string// [42] 58 (String)
+  EncodedTextLen?: number// [43] 354 (Length)
+  EncodedText?: Buffer// [44] 355 (RawData)
+  MessageEventSource?: string// [45] 1011 (String)
+  StandardTrailer: IStandardTrailer// [46] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,32 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IInstrumentExtension } from './set/instrument_extension'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradeCaptureReportRequestAck {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  TradeRequestID: string// [2] 568 (String)
+  TradeID?: string// [3] 1003 (String)
+  SecondaryTradeID?: string// [4] 1040 (String)
+  FirmTradeID?: string// [5] 1041 (String)
+  SecondaryFirmTradeID?: string// [6] 1042 (String)
+  TradeRequestType: number// [7] 569 (Int)
+  SubscriptionRequestType?: string// [8] 263 (String)
+  TotNumTradeReports?: number// [9] 748 (Int)
+  TradeRequestResult: number// [10] 749 (Int)
+  TradeRequestStatus: number// [11] 750 (Int)
+  Instrument?: IInstrument// [12] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603
+  InstrumentExtension?: IInstrumentExtension// [13] DeliveryForm.668, PctAtRisk.869 .. ReferenceDataDateType.2748
+  UndInstrmtGrp?: IUndInstrmtGrp// [14] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631
+  InstrmtLegGrp?: IInstrmtLegGrp// [15] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508
+  MultiLegReportingType?: string// [16] 442 (String)
+  ResponseTransportType?: number// [17] 725 (Int)
+  ResponseDestination?: string// [18] 726 (String)
+  Text?: string// [19] 58 (String)
+  EncodedTextLen?: number// [20] 354 (Length)
+  EncodedText?: Buffer// [21] 355 (RawData)
+  MessageEventSource?: string// [22] 1011 (String)
+  StandardTrailer: IStandardTrailer// [23] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,26 @@
+import { IStandardHeader } from './set/standard_header'
+import { IApplicationSequenceControl } from './set/application_sequence_control'
+import { IInstrmtMatchSideGrp } from './set/instrmt_match_side_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradeMatchReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ApplicationSequenceControl?: IApplicationSequenceControl// [2] ApplID.1180, ApplSeqNum.1181 .. ApplResendFlag.1352
+  TrdMatchID: string// [3] 880 (String)
+  MatchType?: string// [4] 574 (String)
+  TradeReportType?: number// [5] 856 (Int)
+  ClearingBusinessDate?: Date// [6] 715 (LocalDate)
+  TrdType?: number// [7] 828 (Int)
+  TrdSubType?: number// [8] 829 (Int)
+  TradeDate?: Date// [9] 75 (LocalDate)
+  MarketID?: string// [10] 1301 (String)
+  MarketSegmentID?: string// [11] 1300 (String)
+  TradingSessionID?: string// [12] 336 (String)
+  TradingSessionSubID?: string// [13] 625 (String)
+  VenueType?: string// [14] 1430 (String)
+  TradeMatchTimestamp?: Date// [15] 1888 (UtcTimestamp)
+  TransactTime?: Date// [16] 60 (UtcTimestamp)
+  MultiLegReportingType?: string// [17] 442 (String)
+  InstrmtMatchSideGrp?: IInstrmtMatchSideGrp// [18] NoInstrmtMatchSides.1889, Symbol.55 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [19] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,18 @@
+import { IStandardHeader } from './set/standard_header'
+import { IApplicationSequenceControl } from './set/application_sequence_control'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradeMatchReportAck {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ApplicationSequenceControl?: IApplicationSequenceControl// [2] ApplID.1180, ApplSeqNum.1181 .. ApplResendFlag.1352
+  TrdMatchID: string// [3] 880 (String)
+  TradeMatchAckStatus: number// [4] 1896 (Int)
+  TradeMatchRejectReason?: number// [5] 1897 (Int)
+  RejectText?: string// [6] 1328 (String)
+  EncodedRejectTextLen?: number// [7] 1664 (Length)
+  EncodedRejectText?: Buffer// [8] 1665 (RawData)
+  Text?: string// [9] 58 (String)
+  EncodedTextLen?: number// [10] 354 (Length)
+  EncodedText?: Buffer// [11] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [12] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,12 @@
+import { IStandardHeader } from './set/standard_header'
+import { IApplicationSequenceControl } from './set/application_sequence_control'
+import { ITrdSessLstGrp } from './set/trd_sess_lst_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradingSessionList {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ApplicationSequenceControl?: IApplicationSequenceControl// [2] ApplID.1180, ApplSeqNum.1181 .. ApplResendFlag.1352
+  TradSesReqID?: string// [3] 335 (String)
+  TrdSessLstGrp?: ITrdSessLstGrp// [4] NoTradingSessions.386, TradingSessionID.336 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [5] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,16 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradingSessionListRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  TradSesReqID: string// [2] 335 (String)
+  MarketID?: string// [3] 1301 (String)
+  MarketSegmentID?: string// [4] 1300 (String)
+  TradingSessionID?: string// [5] 336 (String)
+  TradingSessionSubID?: string// [6] 625 (String)
+  SecurityExchange?: string// [7] 207 (String)
+  TradSesMethod?: number// [8] 338 (Int)
+  TradSesMode?: number// [9] 339 (Int)
+  SubscriptionRequestType: string// [10] 263 (String)
+  StandardTrailer: IStandardTrailer// [11] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,12 @@
+import { IStandardHeader } from './set/standard_header'
+import { IApplicationSequenceControl } from './set/application_sequence_control'
+import { ITrdSessLstGrp } from './set/trd_sess_lst_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ITradingSessionListUpdateReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630
+  ApplicationSequenceControl?: IApplicationSequenceControl// [2] ApplID.1180, ApplSeqNum.1181 .. ApplResendFlag.1352
+  TradSesReqID?: string// [3] 335 (String)
+  TrdSessLstGrp?: ITrdSessLstGrp// [4] NoTradingSessions.386, TradingSessionID.336 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [5] SignatureLength.93, Signature.89, CheckSum.10
+}