jspurefix 3.1.0 → 3.4.0

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

@@ -0,0 +1,195 @@
+import { ISecAltIDGrp } from './sec_alt_id_grp'
+import { ISecondaryAssetGrp } from './secondary_asset_grp'
+import { IAssetAttributeGrp } from './asset_attribute_grp'
+import { ISecurityXML } from './security_xml'
+import { IEvntGrp } from './evnt_grp'
+import { IInstrumentParties } from './instrument_parties'
+import { IComplexEvents } from './complex_events'
+import { IDateAdjustment } from './date_adjustment'
+import { IPricingDateTime } from './pricing_date_time'
+import { IMarketDisruption } from './market_disruption'
+import { IOptionExercise } from './option_exercise'
+import { IStreamGrp } from './stream_grp'
+import { IProvisionGrp } from './provision_grp'
+import { IAdditionalTermGrp } from './additional_term_grp'
+import { IProtectionTermGrp } from './protection_term_grp'
+import { ICashSettlTermGrp } from './cash_settl_term_grp'
+import { IPhysicalSettlTermGrp } from './physical_settl_term_grp'
+import { IExtraordinaryEventGrp } from './extraordinary_event_grp'
+
+export interface IInstrument {
+  Symbol?: string// [1] 55 (String)
+  SymbolSfx?: string// [2] 65 (String)
+  SecurityID?: string// [3] 48 (String)
+  SecurityIDSource?: string// [4] 22 (String)
+  SecAltIDGrp?: ISecAltIDGrp// [5] NoSecurityAltID.454, SecurityAltID.455 .. SymbolPositionNumber.2957
+  Product?: number// [6] 460 (Int)
+  ProductComplex?: string// [7] 1227 (String)
+  SecurityGroup?: string// [8] 1151 (String)
+  CFICode?: string// [9] 461 (String)
+  UPICode?: string// [10] 2891 (String)
+  SecurityType?: string// [11] 167 (String)
+  SecuritySubType?: string// [12] 762 (String)
+  Currency?: string// [13] 15 (String)
+  InstrumentCustom?: string// [14] 20460 (String)
+  MaturityMonthYear?: string// [15] 200 (String)
+  MaturityDate?: Date// [16] 541 (LocalDate)
+  MaturityTime?: string// [17] 1079 (String)
+  SettleOnOpenFlag?: string// [18] 966 (String)
+  InstrmtAssignmentMethod?: string// [19] 1049 (String)
+  SecurityStatus?: string// [20] 965 (String)
+  CouponPaymentDate?: Date// [21] 224 (LocalDate)
+  RestructuringType?: string// [22] 1449 (String)
+  Seniority?: string// [23] 1450 (String)
+  NotionalPercentageOutstanding?: number// [24] 1451 (Float)
+  OriginalNotionalPercentageOutstanding?: number// [25] 1452 (Float)
+  AttachmentPoint?: number// [26] 1457 (Float)
+  DetachmentPoint?: number// [27] 1458 (Float)
+  ObligationType?: string// [28] 1739 (String)
+  AssetGroup?: number// [29] 2210 (Int)
+  AssetClass?: number// [30] 1938 (Int)
+  AssetSubClass?: number// [31] 1939 (Int)
+  AssetType?: string// [32] 1940 (String)
+  AssetSubType?: string// [33] 2735 (String)
+  SecondaryAssetGrp?: ISecondaryAssetGrp// [34] NoSecondaryAssetClasses.1976, SecondaryAssetClass.1977 .. SecondaryAssetSubType.2741
+  AssetAttributeGrp?: IAssetAttributeGrp// [35] NoAssetAttributes.2304, AssetAttributeType.2305 .. AssetAttributeLimit.2307
+  SwapClass?: string// [36] 1941 (String)
+  SwapSubClass?: string// [37] 1575 (String)
+  NthToDefault?: number// [38] 1942 (Int)
+  MthToDefault?: number// [39] 1943 (Int)
+  SettledEntityMatrixSource?: string// [40] 1944 (String)
+  SettledEntityMatrixPublicationDate?: Date// [41] 1945 (LocalDate)
+  CouponType?: number// [42] 1946 (Int)
+  TotalIssuedAmount?: number// [43] 1947 (Float)
+  CouponFrequencyPeriod?: number// [44] 1948 (Int)
+  CouponFrequencyUnit?: string// [45] 1949 (String)
+  CouponDayCount?: number// [46] 1950 (Int)
+  CouponOtherDayCount?: string// [47] 2879 (String)
+  ConvertibleBondEquityID?: string// [48] 1951 (String)
+  ConvertibleBondEquityIDSource?: string// [49] 1952 (String)
+  ContractPriceRefMonth?: string// [50] 1953 (String)
+  LienSeniority?: number// [51] 1954 (Int)
+  LoanFacility?: number// [52] 1955 (Int)
+  ReferenceEntityType?: number// [53] 1956 (Int)
+  IndexSeries?: number// [54] 1957 (Int)
+  IndexAnnexVersion?: number// [55] 1958 (Int)
+  IndexAnnexDate?: Date// [56] 1959 (LocalDate)
+  IndexAnnexSource?: string// [57] 1960 (String)
+  SettlRateIndex?: string// [58] 1577 (String)
+  SettlRateIndexLocation?: string// [59] 1580 (String)
+  OptionExpirationDesc?: string// [60] 1581 (String)
+  EncodedOptionExpirationDescLen?: number// [61] 1678 (Length)
+  EncodedOptionExpirationDesc?: Buffer// [62] 1697 (RawData)
+  IssueDate?: Date// [63] 225 (LocalDate)
+  RepoCollateralSecurityType?: string// [64] 239 (String)
+  RepurchaseTerm?: number// [65] 226 (Int)
+  RepurchaseRate?: number// [66] 227 (Float)
+  Factor?: number// [67] 228 (Float)
+  CreditRating?: string// [68] 255 (String)
+  InstrRegistry?: string// [69] 543 (String)
+  CountryOfIssue?: string// [70] 470 (String)
+  StateOrProvinceOfIssue?: string// [71] 471 (String)
+  LocaleOfIssue?: string// [72] 472 (String)
+  RedemptionDate?: Date// [73] 240 (LocalDate)
+  StrikePrice?: number// [74] 202 (Float)
+  OrigStrikePrice?: number// [75] 2578 (Float)
+  StrikePricePrecision?: number// [76] 2577 (Int)
+  StrikeCurrency?: string// [77] 947 (String)
+  StrikeCurrencyCodeSource?: string// [78] 2904 (String)
+  StrikeMultiplier?: number// [79] 967 (Float)
+  StrikeValue?: number// [80] 968 (Float)
+  StrikeUnitOfMeasure?: string// [81] 1698 (String)
+  StrikeIndex?: string// [82] 1866 (String)
+  StrikeIndexCurvePoint?: string// [83] 2600 (String)
+  StrikeIndexSpread?: number// [84] 2001 (Float)
+  StrikeIndexQuote?: number// [85] 2601 (Int)
+  StrikePriceDeterminationMethod?: number// [86] 1478 (Int)
+  StrikePriceBoundaryMethod?: number// [87] 1479 (Int)
+  StrikePriceBoundaryPrecision?: number// [88] 1480 (Float)
+  UnderlyingPriceDeterminationMethod?: number// [89] 1481 (Int)
+  OptAttribute?: string// [90] 206 (String)
+  ContractMultiplier?: number// [91] 231 (Float)
+  ContractMultiplierUnit?: number// [92] 1435 (Int)
+  TradingUnitPeriodMultiplier?: number// [93] 2353 (Int)
+  FlowScheduleType?: number// [94] 1439 (Int)
+  MinPriceIncrement?: number// [95] 969 (Float)
+  MinPriceIncrementAmount?: number// [96] 1146 (Float)
+  UnitOfMeasure?: string// [97] 996 (String)
+  UnitOfMeasureQty?: number// [98] 1147 (Float)
+  UnitOfMeasureCurrency?: string// [99] 1716 (String)
+  UnitOfMeasureCurrencyCodeSource?: string// [100] 2905 (String)
+  PriceUnitOfMeasure?: string// [101] 1191 (String)
+  PriceUnitOfMeasureQty?: number// [102] 1192 (Float)
+  PriceUnitOfMeasureCurrency?: string// [103] 1717 (String)
+  PriceUnitOfMeasureCurrencyCodeSource?: string// [104] 2906 (String)
+  SettlMethod?: string// [105] 1193 (String)
+  SettlSubMethod?: number// [106] 2579 (Int)
+  ExerciseStyle?: number// [107] 1194 (Int)
+  OptPayoutType?: number// [108] 1482 (Int)
+  OptPayoutAmount?: number// [109] 1195 (Float)
+  ReturnTrigger?: number// [110] 2753 (Int)
+  PriceQuoteMethod?: string// [111] 1196 (String)
+  ValuationMethod?: string// [112] 1197 (String)
+  ValuationSource?: string// [113] 2002 (String)
+  ValuationReferenceModel?: string// [114] 2140 (String)
+  PriceQuoteCurrency?: string// [115] 1524 (String)
+  PriceQuoteCurrencyCodeSource?: string// [116] 2907 (String)
+  ListMethod?: number// [117] 1198 (Int)
+  CapPrice?: number// [118] 1199 (Float)
+  FloorPrice?: number// [119] 1200 (Float)
+  PutOrCall?: number// [120] 201 (Int)
+  InTheMoneyCondition?: number// [121] 2681 (Int)
+  ContraryInstructionEligibilityIndicator?: boolean// [122] 2685 (Boolean)
+  FlexibleIndicator?: boolean// [123] 1244 (Boolean)
+  FlexProductEligibilityIndicator?: boolean// [124] 1242 (Boolean)
+  BlockTradeEligibilityIndicator?: boolean// [125] 2575 (Boolean)
+  LowExercisePriceOptionIndicator?: boolean// [126] 2574 (Boolean)
+  TimeUnit?: string// [127] 997 (String)
+  CouponRate?: number// [128] 223 (Float)
+  SecurityExchange?: string// [129] 207 (String)
+  PositionLimit?: number// [130] 970 (Int)
+  NTPositionLimit?: number// [131] 971 (Int)
+  Issuer?: string// [132] 106 (String)
+  EncodedIssuerLen?: number// [133] 348 (Length)
+  EncodedIssuer?: Buffer// [134] 349 (RawData)
+  FinancialInstrumentShortName?: string// [135] 2737 (String)
+  FinancialInstrumentFullName?: string// [136] 2714 (String)
+  EncodedFinancialInstrumentFullNameLen?: number// [137] 2715 (Length)
+  EncodedFinancialInstrumentFullName?: Buffer// [138] 2716 (RawData)
+  SecurityDesc?: string// [139] 107 (String)
+  EncodedSecurityDescLen?: number// [140] 350 (Length)
+  EncodedSecurityDesc?: Buffer// [141] 351 (RawData)
+  SecurityXML?: ISecurityXML// [142] SecurityXMLLen.1184, SecurityXML.1185, SecurityXMLSchema.1186
+  Pool?: string// [143] 691 (String)
+  ContractSettlMonth?: string// [144] 667 (String)
+  CPProgram?: number// [145] 875 (Int)
+  CPRegType?: string// [146] 876 (String)
+  EvntGrp?: IEvntGrp// [147] NoEvents.864, EventType.865 .. EncodedEventText.1579
+  DatedDate?: Date// [148] 873 (LocalDate)
+  InterestAccrualDate?: Date// [149] 874 (LocalDate)
+  InstrumentParties?: IInstrumentParties// [150] NoInstrumentParties.1018, InstrumentPartyID.1019 .. InstrumentPartySubIDType.1054
+  ShortSaleRestriction?: number// [151] 1687 (Int)
+  ComplexEvents?: IComplexEvents// [152] NoComplexEvents.1483, ComplexEventType.1484 .. ComplexEventXIDRef.2139
+  RefTickTableID?: number// [153] 1787 (Int)
+  StrategyType?: string// [154] 2141 (String)
+  CommonPricingIndicator?: boolean// [155] 2142 (Boolean)
+  SettlDisruptionProvision?: number// [156] 2143 (Int)
+  DeliveryRouteOrCharter?: string// [157] 2752 (String)
+  InstrumentRoundingDirection?: string// [158] 2144 (String)
+  InstrumentRoundingPrecision?: number// [159] 2145 (Int)
+  InstrumentPricePrecision?: number// [160] 2576 (Int)
+  SecurityReferenceDataSupplement?: string// [161] 2962 (String)
+  DateAdjustment?: IDateAdjustment// [162] BusinessDayConvention.40921, BusinessCenterGrp.40278 .. DateRollConvention.40922
+  PricingDateTime?: IPricingDateTime// [163] PricingDateUnadjusted.41232, PricingDateBusinessDayConvention.41233 .. PricingTimeBusinessCenter.41236
+  MarketDisruption?: IMarketDisruption// [164] MarketDisruptionProvision.41087, MarketDisruptionEventGrp.41092 .. MarketDisruptionMinimumFuturesContracts.41091
+  OptionExercise?: IOptionExercise// [165] ExerciseDesc.41106, EncodedExerciseDescLen.41107 .. MakeWholeInterpolationMethod.42597
+  StreamGrp?: IStreamGrp// [166] NoStreams.40049, StreamType.40050 .. EncodedStreamText.40983
+  ProvisionGrp?: IProvisionGrp// [167] NoProvisions.40090, ProvisionType.40091 .. ProvisionPartySubIDType.40180
+  AdditionalTermGrp?: IAdditionalTermGrp// [168] NoAdditionalTerms.40019, AdditionalTermConditionPrecedentBondIndicator.40020 .. AdditionalTermBondDayCount.40018
+  ProtectionTermGrp?: IProtectionTermGrp// [169] NoProtectionTerms.40181, ProtectionTermNotional.40182 .. ProtectionTermXID.40190
+  CashSettlTermGrp?: ICashSettlTermGrp// [170] NoCashSettlTerms.40022, CashSettlCurrency.40023 .. CashSettlTermXID.40039
+  PhysicalSettlTermGrp?: IPhysicalSettlTermGrp// [171] NoPhysicalSettlTerms.40204, NoPhysicalSettlTerms.40209 .. PhysicalSettlTermXID.40208
+  ExtraordinaryEventGrp?: IExtraordinaryEventGrp// [172] NoExtraordinaryEvents.42296, ExtraordinaryEventType.42297, ExtraordinaryEventValue.42298
+  ExtraordinaryEventAdjustmentMethod?: number// [173] 2602 (Int)
+  ExchangeLookAlike?: boolean// [174] 2603 (Boolean)
+}

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

@@ -0,0 +1,15 @@
+import { IAttrbGrp } from './attrb_grp'
+import { IIndexRollMonthGrp } from './index_roll_month_grp'
+import { IFloatingRateIndex } from './floating_rate_index'
+import { IReferenceDataDateGrp } from './reference_data_date_grp'
+
+export interface IInstrumentExtension {
+  DeliveryForm?: number// [1] 668 (Int)
+  PctAtRisk?: number// [2] 869 (Float)
+  AttrbGrp?: IAttrbGrp// [3] NoInstrAttrib.870, InstrAttribType.871, InstrAttribValue.872
+  CommodityFinalPriceType?: number// [4] 2736 (Int)
+  IndexRollMonthGrp?: IIndexRollMonthGrp// [5] NoIndexRollMonths.2734, IndexRollMonth.2733
+  NextIndexRollDate?: Date// [6] 2738 (LocalDate)
+  FloatingRateIndex?: IFloatingRateIndex// [7] FloatingRateIndexID.2731, FloatingRateIndexIDSource.2732 .. FloatingRateIndexCurveSpread.2729
+  ReferenceDataDateGrp?: IReferenceDataDateGrp// [8] NoReferenceDataDates.2746, ReferenceDataDate.2747, ReferenceDataDateType.2748
+}

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

@@ -0,0 +1,191 @@
+import { ILegSecAltIDGrp } from './leg_sec_alt_id_grp'
+import { ILegSecondaryAssetGrp } from './leg_secondary_asset_grp'
+import { ILegAssetAttributeGrp } from './leg_asset_attribute_grp'
+import { ILegSecurityXML } from './leg_security_xml'
+import { ILegEvntGrp } from './leg_evnt_grp'
+import { ILegInstrumentParties } from './leg_instrument_parties'
+import { ILegComplexEvents } from './leg_complex_events'
+import { ILegDateAdjustment } from './leg_date_adjustment'
+import { ILegPricingDateTime } from './leg_pricing_date_time'
+import { ILegMarketDisruption } from './leg_market_disruption'
+import { ILegOptionExercise } from './leg_option_exercise'
+import { ILegStreamGrp } from './leg_stream_grp'
+import { ILegProvisionGrp } from './leg_provision_grp'
+import { ILegAdditionalTermGrp } from './leg_additional_term_grp'
+import { ILegProtectionTermGrp } from './leg_protection_term_grp'
+import { ILegCashSettlTermGrp } from './leg_cash_settl_term_grp'
+import { ILegPhysicalSettlTermGrp } from './leg_physical_settl_term_grp'
+import { ILegExtraordinaryEventGrp } from './leg_extraordinary_event_grp'
+
+export interface IInstrumentLeg {
+  LegSymbol?: string// [1] 600 (String)
+  LegSymbolSfx?: string// [2] 601 (String)
+  LegSecurityID?: string// [3] 602 (String)
+  LegSecurityIDSource?: string// [4] 603 (String)
+  LegSecAltIDGrp?: ILegSecAltIDGrp// [5] NoLegSecurityAltID.604, LegSecurityAltID.605 .. LegSymbolPositionNumber.2958
+  LegID?: string// [6] 1788 (String)
+  LegProduct?: number// [7] 607 (Int)
+  LegSecurityGroup?: string// [8] 1594 (String)
+  LegCFICode?: string// [9] 608 (String)
+  LegUPICode?: string// [10] 2893 (String)
+  LegSecurityType?: string// [11] 609 (String)
+  LegSecuritySubType?: string// [12] 764 (String)
+  LegMaturityMonthYear?: string// [13] 610 (String)
+  LegMaturityDate?: Date// [14] 611 (LocalDate)
+  LegMaturityTime?: string// [15] 1212 (String)
+  LegSettleOnOpenFlag?: string// [16] 2146 (String)
+  LegInstrmtAssignmentMethod?: string// [17] 2147 (String)
+  LegSecurityStatus?: string// [18] 2148 (String)
+  LegCouponPaymentDate?: Date// [19] 248 (LocalDate)
+  LegRestructuringType?: string// [20] 2149 (String)
+  LegSeniority?: string// [21] 2150 (String)
+  LegNotionalPercentageOutstanding?: number// [22] 2151 (Float)
+  LegOriginalNotionalPercentageOutstanding?: number// [23] 2152 (Float)
+  LegAttachmentPoint?: number// [24] 2153 (Float)
+  LegDetachmentPoint?: number// [25] 2154 (Float)
+  LegObligationType?: string// [26] 2155 (String)
+  LegAssetGroup?: number// [27] 2348 (Int)
+  LegAssetClass?: number// [28] 2067 (Int)
+  LegAssetSubClass?: number// [29] 2068 (Int)
+  LegAssetType?: string// [30] 2069 (String)
+  LegAssetSubType?: string// [31] 2739 (String)
+  LegSecondaryAssetGrp?: ILegSecondaryAssetGrp// [32] NoLegSecondaryAssetClasses.2076, LegSecondaryAssetClass.2077 .. LegSecondaryAssetSubType.2743
+  LegAssetAttributeGrp?: ILegAssetAttributeGrp// [33] NoLegAssetAttributes.2308, LegAssetAttributeType.2309 .. LegAssetAttributeLimit.2311
+  LegSwapClass?: string// [34] 2070 (String)
+  LegSwapSubClass?: string// [35] 2156 (String)
+  LegNthToDefault?: number// [36] 2157 (Int)
+  LegMthToDefault?: number// [37] 2158 (Int)
+  LegSettledEntityMatrixSource?: string// [38] 2159 (String)
+  LegSettledEntityMatrixPublicationDate?: Date// [39] 2160 (LocalDate)
+  LegCouponType?: number// [40] 2161 (Int)
+  LegTotalIssuedAmount?: number// [41] 2162 (Float)
+  LegCouponFrequencyPeriod?: number// [42] 2163 (Int)
+  LegCouponFrequencyUnit?: string// [43] 2164 (String)
+  LegCouponDayCount?: number// [44] 2165 (Int)
+  LegCouponOtherDayCount?: string// [45] 2880 (String)
+  LegConvertibleBondEquityID?: string// [46] 2166 (String)
+  LegConvertibleBondEquityIDSource?: string// [47] 2167 (String)
+  LegContractPriceRefMonth?: string// [48] 2168 (String)
+  LegLienSeniority?: number// [49] 2169 (Int)
+  LegLoanFacility?: number// [50] 2170 (Int)
+  LegReferenceEntityType?: number// [51] 2171 (Int)
+  LegIndexSeries?: number// [52] 2172 (Int)
+  LegIndexAnnexVersion?: number// [53] 2173 (Int)
+  LegIndexAnnexDate?: Date// [54] 2174 (LocalDate)
+  LegIndexAnnexSource?: string// [55] 2175 (String)
+  LegSettlRateIndex?: string// [56] 2176 (String)
+  LegSettlRateIndexLocation?: string// [57] 2177 (String)
+  LegOptionExpirationDesc?: string// [58] 2178 (String)
+  EncodedLegOptionExpirationDescLen?: number// [59] 2179 (Length)
+  EncodedLegOptionExpirationDesc?: Buffer// [60] 2180 (RawData)
+  LegIssueDate?: Date// [61] 249 (LocalDate)
+  LegRepoCollateralSecurityType?: string// [62] 250 (String)
+  LegRepurchaseTerm?: number// [63] 251 (Int)
+  LegRepurchaseRate?: number// [64] 252 (Float)
+  LegFactor?: number// [65] 253 (Float)
+  LegCreditRating?: string// [66] 257 (String)
+  LegInstrRegistry?: string// [67] 599 (String)
+  LegCountryOfIssue?: string// [68] 596 (String)
+  LegStateOrProvinceOfIssue?: string// [69] 597 (String)
+  LegLocaleOfIssue?: string// [70] 598 (String)
+  LegRedemptionDate?: Date// [71] 254 (LocalDate)
+  LegStrikePrice?: number// [72] 612 (Float)
+  LegStrikeCurrency?: string// [73] 942 (String)
+  LegStrikeCurrencyCodeSource?: string// [74] 2908 (String)
+  LegStrikeMultiplier?: number// [75] 2181 (Float)
+  LegStrikeValue?: number// [76] 2182 (Float)
+  LegStrikeUnitOfMeasure?: string// [77] 2183 (String)
+  LegStrikeIndex?: string// [78] 2184 (String)
+  LegStrikeIndexCurvePoint?: string// [79] 2604 (String)
+  LegStrikeIndexSpread?: number// [80] 2185 (Float)
+  LegStrikeIndexQuote?: number// [81] 2605 (Int)
+  LegStrikePriceDeterminationMethod?: number// [82] 2186 (Int)
+  LegStrikePriceBoundaryMethod?: number// [83] 2187 (Int)
+  LegStrikePriceBoundaryPrecision?: number// [84] 2188 (Float)
+  LegUnderlyingPriceDeterminationMethod?: number// [85] 2189 (Int)
+  LegOptAttribute?: string// [86] 613 (String)
+  LegContractMultiplier?: number// [87] 614 (Float)
+  LegContractMultiplierUnit?: number// [88] 1436 (Int)
+  LegTradingUnitPeriodMultiplier?: number// [89] 2354 (Int)
+  LegFlowScheduleType?: number// [90] 1440 (Int)
+  LegMinPriceIncrement?: number// [91] 2190 (Float)
+  LegMinPriceIncrementAmount?: number// [92] 2191 (Float)
+  LegUnitOfMeasure?: string// [93] 999 (String)
+  LegUnitOfMeasureQty?: number// [94] 1224 (Float)
+  LegUnitOfMeasureCurrency?: string// [95] 1720 (String)
+  LegUnitOfMeasureCurrencyCodeSource?: string// [96] 2909 (String)
+  LegPriceUnitOfMeasure?: string// [97] 1421 (String)
+  LegPriceUnitOfMeasureQty?: number// [98] 1422 (Float)
+  LegPriceUnitOfMeasureCurrency?: string// [99] 1721 (String)
+  LegPriceUnitOfMeasureCurrencyCodeSource?: string// [100] 2910 (String)
+  LegSettlMethod?: string// [101] 2192 (String)
+  LegTimeUnit?: string// [102] 1001 (String)
+  LegExerciseStyle?: number// [103] 1420 (Int)
+  LegOptPayoutType?: number// [104] 2193 (Int)
+  LegOptPayoutAmount?: number// [105] 2194 (Float)
+  LegReturnTrigger?: number// [106] 2755 (Int)
+  LegPriceQuoteMethod?: string// [107] 2195 (String)
+  LegValuationMethod?: string// [108] 2196 (String)
+  LegValuationSource?: string// [109] 2197 (String)
+  LegValuationReferenceModel?: string// [110] 2198 (String)
+  LegPriceQuoteCurrency?: string// [111] 1528 (String)
+  LegPriceQuoteCurrencyCodeSource?: string// [112] 2911 (String)
+  LegListMethod?: number// [113] 2199 (Int)
+  LegCapPrice?: number// [114] 2200 (Float)
+  LegFloorPrice?: number// [115] 2201 (Float)
+  LegFlexibleIndicator?: boolean// [116] 2202 (Boolean)
+  LegFlexProductEligibilityIndicator?: boolean// [117] 2203 (Boolean)
+  LegCouponRate?: number// [118] 615 (Float)
+  LegSecurityExchange?: string// [119] 616 (String)
+  LegPositionLimit?: number// [120] 2205 (Int)
+  LegNTPositionLimit?: number// [121] 2206 (Int)
+  LegIssuer?: string// [122] 617 (String)
+  EncodedLegIssuerLen?: number// [123] 618 (Length)
+  EncodedLegIssuer?: Buffer// [124] 619 (RawData)
+  LegFinancialInstrumentShortName?: string// [125] 2740 (String)
+  LegFinancialInstrumentFullName?: string// [126] 2717 (String)
+  EncodedLegFinancialInstrumentFullNameLen?: number// [127] 2718 (Length)
+  EncodedLegFinancialInstrumentFullName?: Buffer// [128] 2719 (RawData)
+  LegSecurityDesc?: string// [129] 620 (String)
+  EncodedLegSecurityDescLen?: number// [130] 621 (Length)
+  EncodedLegSecurityDesc?: Buffer// [131] 622 (RawData)
+  LegSecurityXML?: ILegSecurityXML// [132] LegSecurityXMLLen.1871, LegSecurityXML.1872, LegSecurityXMLSchema.1873
+  LegCPProgram?: number// [133] 2207 (Int)
+  LegCPRegType?: string// [134] 2208 (String)
+  LegRatioQty?: number// [135] 623 (Float)
+  LegSide?: string// [136] 624 (String)
+  LegCurrency?: string// [137] 556 (String)
+  LegCurrencyCodeSource?: string// [138] 2898 (String)
+  LegPool?: string// [139] 740 (String)
+  LegDatedDate?: Date// [140] 739 (LocalDate)
+  LegContractSettlMonth?: string// [141] 955 (String)
+  LegInterestAccrualDate?: Date// [142] 956 (LocalDate)
+  LegPutOrCall?: number// [143] 1358 (Int)
+  LegInTheMoneyCondition?: number// [144] 2682 (Int)
+  LegContraryInstructionEligibilityIndicator?: boolean// [145] 2686 (Boolean)
+  LegOptionRatio?: number// [146] 1017 (Float)
+  LegPrice?: number// [147] 566 (Float)
+  LegEvntGrp?: ILegEvntGrp// [148] NoLegEvents.2059, LegEventType.2060 .. EncodedLegEventText.2075
+  LegInstrumentParties?: ILegInstrumentParties// [149] NoLegInstrumentParties.2254, LegInstrumentPartyID.2255 .. LegInstrumentPartySubIDType.2260
+  LegShortSaleRestriction?: number// [150] 2209 (Int)
+  LegComplexEvents?: ILegComplexEvents// [151] NoLegComplexEvents.2218, LegComplexEventType.2219 .. LegComplexEventXIDRef.2249
+  LegStrategyType?: string// [152] 2211 (String)
+  LegCommonPricingIndicator?: boolean// [153] 2212 (Boolean)
+  LegSettlDisruptionProvision?: number// [154] 2213 (Int)
+  LegDeliveryRouteOrCharter?: string// [155] 2754 (String)
+  LegInstrumentRoundingDirection?: string// [156] 2214 (String)
+  LegInstrumentRoundingPrecision?: number// [157] 2215 (Int)
+  LegDateAdjustment?: ILegDateAdjustment// [158] LegBusinessDayConvention.40925, LegBusinessCenterGrp.40923 .. LegDateRollConvention.40926
+  LegPricingDateTime?: ILegPricingDateTime// [159] LegPricingDateUnadjusted.41609, LegPricingDateBusinessDayConvention.41610 .. LegPricingTimeBusinessCenter.41613
+  LegMarketDisruption?: ILegMarketDisruption// [160] LegMarketDisruptionProvision.41462, LegMarketDisruptionEventGrp.41467 .. LegMarketDisruptionMinimumFuturesContracts.41466
+  LegOptionExercise?: ILegOptionExercise// [161] LegExerciseDesc.41481, EncodedLegExerciseDescLen.41482 .. LegMakeWholeInterpolationMethod.42398
+  LegStreamGrp?: ILegStreamGrp// [162] NoLegStreams.40241, LegStreamType.40242 .. EncodedLegStreamText.40979
+  LegProvisionGrp?: ILegProvisionGrp// [163] NoLegProvisions.40448, LegProvisionType.40449 .. LegProvisionPartySubIDType.40539
+  LegAdditionalTermGrp?: ILegAdditionalTermGrp// [164] NoLegAdditionalTerms.41335, LegAdditionalTermConditionPrecedentBondIndicator.41336 .. LegAdditionalTermBondDayCount.41334
+  LegProtectionTermGrp?: ILegProtectionTermGrp// [165] NoLegProtectionTerms.41616, LegProtectionTermNotional.41618 .. LegProtectionTermXID.41617
+  LegCashSettlTermGrp?: ILegCashSettlTermGrp// [166] NoLegCashSettlTerms.41344, LegCashSettlCurrency.41345 .. LegCashSettlTermXID.41362
+  LegPhysicalSettlTermGrp?: ILegPhysicalSettlTermGrp// [167] NoLegPhysicalSettlTerms.41599, NoLegPhysicalSettlTerms.41604 .. LegPhysicalSettlTermXID.41600
+  LegExtraordinaryEventGrp?: ILegExtraordinaryEventGrp// [168] NoLegExtraordinaryEvents.42388, LegExtraordinaryEventType.42389, LegExtraordinaryEventValue.42390
+  LegExtraordinaryEventAdjustmentMethod?: number// [169] 2606 (Int)
+  LegExchangeLookAlike?: boolean// [170] 2607 (Boolean)
+}

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

@@ -0,0 +1,5 @@
+import { IInstrumentPartiesNoInstrumentParties } from './instrument_parties_no_instrument_parties'
+
+export interface IInstrumentParties {
+  NoInstrumentParties?: IInstrumentPartiesNoInstrumentParties[]// [1] InstrumentPartyID.1019, InstrumentPartyIDSource.1050 .. InstrumentPartySubIDType.1054
+}

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

@@ -0,0 +1,9 @@
+import { IInstrumentPtysSubGrp } from './instrument_ptys_sub_grp'
+
+export interface IInstrumentPartiesNoInstrumentParties {
+  InstrumentPartyID?: string// [1] 1019 (String)
+  InstrumentPartyIDSource?: string// [2] 1050 (String)
+  InstrumentPartyRole?: number// [3] 1051 (Int)
+  InstrumentPartyRoleQualifier?: number// [4] 2378 (Int)
+  InstrumentPtysSubGrp?: IInstrumentPtysSubGrp// [5] NoInstrumentPartySubIDs.1052, InstrumentPartySubID.1053, InstrumentPartySubIDType.1054
+}

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

@@ -0,0 +1,5 @@
+import { IInstrumentPtysSubGrpNoInstrumentPartySubIDs } from './instrument_ptys_sub_grp_no_instrument_party_sub_i_ds'
+
+export interface IInstrumentPtysSubGrp {
+  NoInstrumentPartySubIDs?: IInstrumentPtysSubGrpNoInstrumentPartySubIDs[]// [1] InstrumentPartySubID.1053, InstrumentPartySubIDType.1054
+}

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

@@ -0,0 +1,4 @@
+export interface IInstrumentPtysSubGrpNoInstrumentPartySubIDs {
+  InstrumentPartySubID?: string// [1] 1053 (String)
+  InstrumentPartySubIDType?: number// [2] 1054 (Int)
+}

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

@@ -0,0 +1,28 @@
+import { IInstrumentScopeSecurityAltIDGrp } from './instrument_scope_security_alt_id_grp'
+
+export interface IInstrumentScope {
+  InstrumentScopeSymbol?: string// [1] 1536 (String)
+  InstrumentScopeSymbolSfx?: string// [2] 1537 (String)
+  InstrumentScopeSecurityID?: string// [3] 1538 (String)
+  InstrumentScopeSecurityIDSource?: string// [4] 1539 (String)
+  InstrumentScopeSecurityAltIDGrp?: IInstrumentScopeSecurityAltIDGrp// [5] NoInstrumentScopeSecurityAltID.1540, InstrumentScopeSecurityAltID.1541, InstrumentScopeSecurityAltIDSource.1542
+  InstrumentScopeProduct?: number// [6] 1543 (Int)
+  InstrumentScopeProductComplex?: string// [7] 1544 (String)
+  InstrumentScopeSecurityGroup?: string// [8] 1545 (String)
+  InstrumentScopeCFICode?: string// [9] 1546 (String)
+  InstrumentScopeUPICode?: string// [10] 2895 (String)
+  InstrumentScopeSecurityType?: string// [11] 1547 (String)
+  InstrumentScopeSecuritySubType?: string// [12] 1548 (String)
+  InstrumentScopeMaturityMonthYear?: string// [13] 1549 (String)
+  InstrumentScopeMaturityTime?: string// [14] 1550 (String)
+  InstrumentScopeRestructuringType?: string// [15] 1551 (String)
+  InstrumentScopeSeniority?: string// [16] 1552 (String)
+  InstrumentScopePutOrCall?: number// [17] 1553 (Int)
+  InstrumentScopeFlexibleIndicator?: boolean// [18] 1554 (Boolean)
+  InstrumentScopeCouponRate?: number// [19] 1555 (Float)
+  InstrumentScopeSecurityExchange?: string// [20] 1616 (String)
+  InstrumentScopeSecurityDesc?: string// [21] 1556 (String)
+  InstrumentScopeEncodedSecurityDescLen?: number// [22] 1620 (Length)
+  InstrumentScopeEncodedSecurityDesc?: Buffer// [23] 1621 (RawData)
+  InstrumentScopeSettlType?: string// [24] 1557 (String)
+}

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

@@ -0,0 +1,5 @@
+import { IInstrumentScopeGrpNoInstrumentScopes } from './instrument_scope_grp_no_instrument_scopes'
+
+export interface IInstrumentScopeGrp {
+  NoInstrumentScopes?: IInstrumentScopeGrpNoInstrumentScopes[]// [1] InstrumentScopeOperator.1535, InstrumentScopeSymbol.1536 .. InstrumentScopeSettlType.1557
+}

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

@@ -0,0 +1,6 @@
+import { IInstrumentScope } from './instrument_scope'
+
+export interface IInstrumentScopeGrpNoInstrumentScopes {
+  InstrumentScopeOperator?: number// [1] 1535 (Int)
+  InstrumentScope?: IInstrumentScope// [2] InstrumentScopeSymbol.1536, InstrumentScopeSymbolSfx.1537 .. InstrumentScopeSettlType.1557
+}

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

@@ -0,0 +1,5 @@
+import { IInstrumentScopeSecurityAltIDGrpNoInstrumentScopeSecurityAltID } from './instrument_scope_security_alt_id_grp_no_instrument_scope_security_alt_id'
+
+export interface IInstrumentScopeSecurityAltIDGrp {
+  NoInstrumentScopeSecurityAltID?: IInstrumentScopeSecurityAltIDGrpNoInstrumentScopeSecurityAltID[]// [1] InstrumentScopeSecurityAltID.1541, InstrumentScopeSecurityAltIDSource.1542
+}

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

@@ -0,0 +1,4 @@
+export interface IInstrumentScopeSecurityAltIDGrpNoInstrumentScopeSecurityAltID {
+  InstrumentScopeSecurityAltID?: string// [1] 1541 (String)
+  InstrumentScopeSecurityAltIDSource?: string// [2] 1542 (String)
+}

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

@@ -0,0 +1,5 @@
+import { IIOIQualGrpNoIOIQualifiers } from './ioi_qual_grp_no_ioi_qualifiers'
+
+export interface IIOIQualGrp {
+  NoIOIQualifiers?: IIOIQualGrpNoIOIQualifiers[]// [1] IOIQualifier.104
+}

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

@@ -0,0 +1,3 @@
+export interface IIOIQualGrpNoIOIQualifiers {
+  IOIQualifier?: string// [1] 104 (String)
+}

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

@@ -0,0 +1,5 @@
+import { ILegAdditionalTermBondRefGrpNoLegAdditionalTermBondRefs } from './leg_additional_term_bond_ref_grp_no_leg_additional_term_bond_refs'
+
+export interface ILegAdditionalTermBondRefGrp {
+  NoLegAdditionalTermBondRefs?: ILegAdditionalTermBondRefGrpNoLegAdditionalTermBondRefs[]// [1] LegAdditionalTermBondSecurityID.41317, LegAdditionalTermBondSecurityIDSource.41318 .. LegAdditionalTermBondDayCount.41334
+}

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

@@ -0,0 +1,20 @@
+export interface ILegAdditionalTermBondRefGrpNoLegAdditionalTermBondRefs {
+  LegAdditionalTermBondSecurityID?: string// [1] 41317 (String)
+  LegAdditionalTermBondSecurityIDSource?: string// [2] 41318 (String)
+  LegAdditionalTermBondDesc?: string// [3] 41319 (String)
+  EncodedLegAdditionalTermBondDescLen?: number// [4] 41320 (Length)
+  EncodedLegAdditionalTermBondDesc?: Buffer// [5] 41321 (RawData)
+  LegAdditionalTermBondCurrency?: string// [6] 41322 (String)
+  LegAdditionalTermBondIssuer?: string// [7] 41323 (String)
+  EncodedLegAdditionalTermBondIssuerLen?: number// [8] 41324 (Length)
+  EncodedLegAdditionalTermBondIssuer?: Buffer// [9] 41325 (RawData)
+  LegAdditionalTermBondSeniority?: string// [10] 41326 (String)
+  LegAdditionalTermBondCouponType?: number// [11] 41327 (Int)
+  LegAdditionalTermBondCouponRate?: number// [12] 41328 (Float)
+  LegAdditionalTermBondMaturityDate?: Date// [13] 41329 (LocalDate)
+  LegAdditionalTermBondParValue?: number// [14] 41330 (Float)
+  LegAdditionalTermBondCurrentTotalIssuedAmount?: number// [15] 41331 (Float)
+  LegAdditionalTermBondCouponFrequencyPeriod?: number// [16] 41332 (Int)
+  LegAdditionalTermBondCouponFrequencyUnit?: string// [17] 41333 (String)
+  LegAdditionalTermBondDayCount?: number// [18] 41334 (Int)
+}

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

@@ -0,0 +1,5 @@
+import { ILegAdditionalTermGrpNoLegAdditionalTerms } from './leg_additional_term_grp_no_leg_additional_terms'
+
+export interface ILegAdditionalTermGrp {
+  NoLegAdditionalTerms?: ILegAdditionalTermGrpNoLegAdditionalTerms[]// [1] LegAdditionalTermConditionPrecedentBondIndicator.41336, LegAdditionalTermDiscrepancyClauseIndicator.41337 .. LegAdditionalTermBondDayCount.41334
+}

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

@@ -0,0 +1,7 @@
+import { ILegAdditionalTermBondRefGrp } from './leg_additional_term_bond_ref_grp'
+
+export interface ILegAdditionalTermGrpNoLegAdditionalTerms {
+  LegAdditionalTermConditionPrecedentBondIndicator?: boolean// [1] 41336 (Boolean)
+  LegAdditionalTermDiscrepancyClauseIndicator?: boolean// [2] 41337 (Boolean)
+  LegAdditionalTermBondRefGrp?: ILegAdditionalTermBondRefGrp// [3] NoLegAdditionalTermBondRefs.41316, LegAdditionalTermBondSecurityID.41317 .. LegAdditionalTermBondDayCount.41334
+}

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

@@ -0,0 +1,5 @@
+import { ILegAssetAttributeGrpNoLegAssetAttributes } from './leg_asset_attribute_grp_no_leg_asset_attributes'
+
+export interface ILegAssetAttributeGrp {
+  NoLegAssetAttributes?: ILegAssetAttributeGrpNoLegAssetAttributes[]// [1] LegAssetAttributeType.2309, LegAssetAttributeValue.2310, LegAssetAttributeLimit.2311
+}

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

@@ -0,0 +1,5 @@
+export interface ILegAssetAttributeGrpNoLegAssetAttributes {
+  LegAssetAttributeType?: string// [1] 2309 (String)
+  LegAssetAttributeValue?: string// [2] 2310 (String)
+  LegAssetAttributeLimit?: string// [3] 2311 (String)
+}

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

@@ -0,0 +1,8 @@
+export interface ILegBenchmarkCurveData {
+  LegBenchmarkCurveCurrency?: string// [1] 676 (String)
+  LegBenchmarkCurveCurrencyCodeSource?: string// [2] 2951 (String)
+  LegBenchmarkCurveName?: string// [3] 677 (String)
+  LegBenchmarkCurvePoint?: string// [4] 678 (String)
+  LegBenchmarkPrice?: number// [5] 679 (Float)
+  LegBenchmarkPriceType?: number// [6] 680 (Int)
+}

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

@@ -0,0 +1,5 @@
+import { ILegBusinessCenterGrpNoLegBusinessCenters } from './leg_business_center_grp_no_leg_business_centers'
+
+export interface ILegBusinessCenterGrp {
+  NoLegBusinessCenters?: ILegBusinessCenterGrpNoLegBusinessCenters[]// [1] LegBusinessCenter.40924
+}

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

@@ -0,0 +1,3 @@
+export interface ILegBusinessCenterGrpNoLegBusinessCenters {
+  LegBusinessCenter?: string// [1] 40924 (String)
+}

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

@@ -0,0 +1,12 @@
+import { ILegCashSettlDateBusinessCenterGrp } from './leg_cash_settl_date_business_center_grp'
+
+export interface ILegCashSettlDate {
+  LegCashSettlDateUnadjusted?: Date// [1] 42299 (LocalDate)
+  LegCashSettlDateBusinessDayConvention?: number// [2] 42300 (Int)
+  LegCashSettlDateBusinessCenterGrp?: ILegCashSettlDateBusinessCenterGrp// [3] NoLegCashSettlDateBusinessCenters.42306, LegCashSettlDateBusinessCenter.42307
+  LegCashSettlDateRelativeTo?: number// [4] 42301 (Int)
+  LegCashSettlDateOffsetPeriod?: number// [5] 42302 (Int)
+  LegCashSettlDateOffsetUnit?: string// [6] 42303 (String)
+  LegCashSettlDateOffsetDayType?: number// [7] 42304 (Int)
+  LegCashSettlDateAdjusted?: Date// [8] 42305 (LocalDate)
+}

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

@@ -0,0 +1,5 @@
+import { ILegCashSettlDateBusinessCenterGrpNoLegCashSettlDateBusinessCenters } from './leg_cash_settl_date_business_center_grp_no_leg_cash_settl_date_business_centers'
+
+export interface ILegCashSettlDateBusinessCenterGrp {
+  NoLegCashSettlDateBusinessCenters?: ILegCashSettlDateBusinessCenterGrpNoLegCashSettlDateBusinessCenters[]// [1] LegCashSettlDateBusinessCenter.42307
+}

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

@@ -0,0 +1,3 @@
+export interface ILegCashSettlDateBusinessCenterGrpNoLegCashSettlDateBusinessCenters {
+  LegCashSettlDateBusinessCenter?: string// [1] 42307 (String)
+}

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

@@ -0,0 +1,5 @@
+import { ILegCashSettlDealerGrpNoLegCashSettlDealers } from './leg_cash_settl_dealer_grp_no_leg_cash_settl_dealers'
+
+export interface ILegCashSettlDealerGrp {
+  NoLegCashSettlDealers?: ILegCashSettlDealerGrpNoLegCashSettlDealers[]// [1] LegCashSettlDealer.41343
+}

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

@@ -0,0 +1,3 @@
+export interface ILegCashSettlDealerGrpNoLegCashSettlDealers {
+  LegCashSettlDealer?: string// [1] 41343 (String)
+}

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

@@ -0,0 +1,5 @@
+import { ILegCashSettlTermGrpNoLegCashSettlTerms } from './leg_cash_settl_term_grp_no_leg_cash_settl_terms'
+
+export interface ILegCashSettlTermGrp {
+  NoLegCashSettlTerms?: ILegCashSettlTermGrpNoLegCashSettlTerms[]// [1] LegCashSettlCurrency.41345, LegCasSettlValuationFirstBusinessDayOffset.41346 .. LegCashSettlTermXID.41362
+}