jspurefix 3.1.0 → 3.4.0

package/dist/types/FIX.5.0SP2/quickfix/execution_ack.d.ts

@@ -0,0 +1,35 @@
+/// <reference types="node" />
+import { IStandardHeader } from './set/standard_header';
+import { IInstrument } from './set/instrument';
+import { IUndInstrmtGrp } from './set/und_instrmt_grp';
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp';
+import { IOrderQtyData } from './set/order_qty_data';
+import { IPriceQualifierGrp } from './set/price_qualifier_grp';
+import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp';
+import { IStandardTrailer } from './set/standard_trailer';
+export interface IExecutionAck {
+    StandardHeader: IStandardHeader;
+    OrderID: string;
+    SecondaryOrderID?: string;
+    ClOrdID?: string;
+    ExecAckStatus: string;
+    ExecID: string;
+    DKReason?: string;
+    Instrument?: IInstrument;
+    UndInstrmtGrp?: IUndInstrmtGrp;
+    InstrmtLegGrp?: IInstrmtLegGrp;
+    Side: string;
+    OrderQtyData?: IOrderQtyData;
+    LastQty?: number;
+    LastPx?: number;
+    PriceType?: number;
+    PriceQualifierGrp?: IPriceQualifierGrp;
+    LastParPx?: number;
+    CumQty?: number;
+    AvgPx?: number;
+    RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp;
+    Text?: string;
+    EncodedTextLen?: number;
+    EncodedText?: Buffer;
+    StandardTrailer: IStandardTrailer;
+}

package/dist/types/FIX.5.0SP2/quickfix/execution_ack.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=execution_ack.js.map

package/dist/types/FIX.5.0SP2/quickfix/execution_ack.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"execution_ack.js","sourceRoot":"","sources":["../../../../src/types/FIX.5.0SP2/quickfix/execution_ack.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { IPriceQualifierGrp } from './set/price_qualifier_grp'\r\nimport { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IExecutionAck {\r\n  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630\r\n  OrderID: string// [2] 37 (String)\r\n  SecondaryOrderID?: string// [3] 198 (String)\r\n  ClOrdID?: string// [4] 11 (String)\r\n  ExecAckStatus: string// [5] 1036 (String)\r\n  ExecID: string// [6] 17 (String)\r\n  DKReason?: string// [7] 127 (String)\r\n  Instrument?: IInstrument// [8] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603\r\n  UndInstrmtGrp?: IUndInstrmtGrp// [9] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631\r\n  InstrmtLegGrp?: IInstrmtLegGrp// [10] NoLegs.555, LegSymbol.600 .. LegMarginRatio.2508\r\n  Side: string// [11] 54 (String)\r\n  OrderQtyData?: IOrderQtyData// [12] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469\r\n  LastQty?: number// [13] 32 (Float)\r\n  LastPx?: number// [14] 31 (Float)\r\n  PriceType?: number// [15] 423 (Int)\r\n  PriceQualifierGrp?: IPriceQualifierGrp// [16] NoPriceQualifiers.2709, PriceQualifier.2710\r\n  LastParPx?: number// [17] 669 (Float)\r\n  CumQty?: number// [18] 14 (Float)\r\n  AvgPx?: number// [19] 6 (Float)\r\n  RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp// [20] NoRegulatoryTradeIDs.1907, RegulatoryTradeID.1903 .. RegulatoryTradeIDScope.2397\r\n  Text?: string// [21] 58 (String)\r\n  EncodedTextLen?: number// [22] 354 (Length)\r\n  EncodedText?: Buffer// [23] 355 (RawData)\r\n  StandardTrailer: IStandardTrailer// [24] SignatureLength.93, Signature.89, CheckSum.10\r\n}\r\n"]}

package/dist/types/FIX.5.0SP2/quickfix/execution_acknowledgement.d.ts

@@ -0,0 +1,31 @@
+/// <reference types="node" />
+import { IStandardHeader } from './set/standard_header';
+import { IInstrument } from './set/instrument';
+import { IUndInstrmtGrp } from './set/und_instrmt_grp';
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp';
+import { IOrderQtyData } from './set/order_qty_data';
+import { IStandardTrailer } from './set/standard_trailer';
+export interface IExecutionAcknowledgement {
+    StandardHeader: IStandardHeader;
+    OrderID: string;
+    SecondaryOrderID?: string;
+    ClOrdID?: string;
+    ExecAckStatus: string;
+    ExecID: string;
+    DKReason?: string;
+    Instrument: IInstrument;
+    UndInstrmtGrp?: IUndInstrmtGrp;
+    InstrmtLegGrp?: IInstrmtLegGrp;
+    Side: string;
+    OrderQtyData: IOrderQtyData;
+    LastQty?: number;
+    LastPx?: number;
+    PriceType?: number;
+    LastParPx?: number;
+    CumQty?: number;
+    AvgPx?: number;
+    Text?: string;
+    EncodedTextLen?: number;
+    EncodedText?: Buffer;
+    StandardTrailer: IStandardTrailer;
+}

package/dist/types/FIX.5.0SP2/quickfix/execution_acknowledgement.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=execution_acknowledgement.js.map

package/dist/types/FIX.5.0SP2/quickfix/execution_acknowledgement.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"execution_acknowledgement.js","sourceRoot":"","sources":["../../../../src/types/FIX.5.0SP2/quickfix/execution_acknowledgement.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IInstrmtLegGrp } from './set/instrmt_leg_grp'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\n/*\r\n****************************************************************\r\n* The Execution Report Acknowledgement message is an optional  *\r\n* message that provides dual functionality to notify a trading *\r\n* partner that an electronically received execution has either *\r\n* been accepted or rejected (DK'd).                            *\r\n****************************************************************\r\n*/\r\nexport interface IExecutionAcknowledgement {\r\n  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630\r\n  OrderID: string// [2] 37 (String)\r\n  SecondaryOrderID?: string// [3] 198 (String)\r\n  ClOrdID?: string// [4] 11 (String)\r\n  ExecAckStatus: string// [5] 1036 (String)\r\n  ExecID: string// [6] 17 (String)\r\n  DKReason?: string// [7] 127 (String)\r\n  Instrument: IInstrument// [8] Symbol.55, SymbolSfx.65 .. ComplexEventEndTime.1496\r\n  UndInstrmtGrp?: IUndInstrmtGrp// [9] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingDetachmentPoint.1460\r\n  InstrmtLegGrp?: IInstrmtLegGrp// [10] NoLegs.555, LegSymbol.600 .. LegFlowScheduleType.1440\r\n  Side: string// [11] 54 (String)\r\n  OrderQtyData: IOrderQtyData// [12] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469\r\n  LastQty?: number// [13] 32 (Float)\r\n  LastPx?: number// [14] 31 (Float)\r\n  PriceType?: number// [15] 423 (Int)\r\n  LastParPx?: number// [16] 669 (Float)\r\n  CumQty?: number// [17] 14 (Float)\r\n  AvgPx?: number// [18] 6 (Float)\r\n  Text?: string// [19] 58 (String)\r\n  EncodedTextLen?: number// [20] 354 (Int)\r\n  EncodedText?: Buffer// [21] 355 (RawData)\r\n  StandardTrailer: IStandardTrailer// [22] SignatureLength.93, Signature.89, CheckSum.10\r\n}\r\n"]}

package/dist/types/FIX.5.0SP2/quickfix/execution_report.d.ts

@@ -0,0 +1,318 @@
+/// <reference types="node" />
+import { IStandardHeader } from './set/standard_header';
+import { IApplicationSequenceControl } from './set/application_sequence_control';
+import { IParties } from './set/parties';
+import { ITargetParties } from './set/target_parties';
+import { IContraGrp } from './set/contra_grp';
+import { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp';
+import { IPreAllocGrp } from './set/pre_alloc_grp';
+import { IInstrument } from './set/instrument';
+import { IFinancingDetails } from './set/financing_details';
+import { IUndInstrmtGrp } from './set/und_instrmt_grp';
+import { IPaymentGrp } from './set/payment_grp';
+import { IStipulations } from './set/stipulations';
+import { IOrderQtyData } from './set/order_qty_data';
+import { IPriceQualifierGrp } from './set/price_qualifier_grp';
+import { ITriggeringInstruction } from './set/triggering_instruction';
+import { IPegInstructions } from './set/peg_instructions';
+import { IDiscretionInstructions } from './set/discretion_instructions';
+import { IStrategyParametersGrp } from './set/strategy_parameters_grp';
+import { IOrderAttributeGrp } from './set/order_attribute_grp';
+import { ILimitAmts } from './set/limit_amts';
+import { IFillsGrp } from './set/fills_grp';
+import { IOrderEventGrp } from './set/order_event_grp';
+import { ICommissionData } from './set/commission_data';
+import { ICommissionDataGrp } from './set/commission_data_grp';
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data';
+import { IRelativeValueGrp } from './set/relative_value_grp';
+import { IYieldData } from './set/yield_data';
+import { IRateSource } from './set/rate_source';
+import { IValueChecksGrp } from './set/value_checks_grp';
+import { IMatchingInstructions } from './set/matching_instructions';
+import { IDisplayInstruction } from './set/display_instruction';
+import { IDisclosureInstructionGrp } from './set/disclosure_instruction_grp';
+import { IContAmtGrp } from './set/cont_amt_grp';
+import { IInstrmtLegExecGrp } from './set/instrmt_leg_exec_grp';
+import { IMiscFeesGrp } from './set/misc_fees_grp';
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps';
+import { ITrdRegPublicationGrp } from './set/trd_reg_publication_grp';
+import { ITradePriceConditionGrp } from './set/trade_price_condition_grp';
+import { IThrottleResponse } from './set/throttle_response';
+import { IRelatedOrderGrp } from './set/related_order_grp';
+import { IStandardTrailer } from './set/standard_trailer';
+export interface IExecutionReport {
+    StandardHeader: IStandardHeader;
+    ApplicationSequenceControl?: IApplicationSequenceControl;
+    OrderID: string;
+    OrderRequestID?: number;
+    MassOrderRequestID?: string;
+    SecondaryOrderID?: string;
+    SecondaryClOrdID?: string;
+    SecondaryExecID?: string;
+    ClOrdID?: string;
+    QuoteMsgID?: string;
+    OrigClOrdID?: string;
+    ClOrdLinkID?: string;
+    MDEntryID?: string;
+    QuoteRespID?: string;
+    OrdStatusReqID?: string;
+    MassStatusReqID?: string;
+    HostCrossID?: string;
+    TotNumReports?: number;
+    LastRptRequested?: boolean;
+    Parties?: IParties;
+    TargetParties?: ITargetParties;
+    TradeOriginationDate?: Date;
+    ContraGrp?: IContraGrp;
+    ListID?: string;
+    CrossID?: string;
+    OrigCrossID?: string;
+    CrossType?: number;
+    RefRiskLimitCheckID?: string;
+    RefRiskLimitCheckIDType?: number;
+    TrdMatchID?: string;
+    TrdMatchSubID?: string;
+    ExecID: string;
+    ExecRefID?: string;
+    ExecType: string;
+    ExecTypeReason?: number;
+    OrdStatus: string;
+    WorkingIndicator?: boolean;
+    CurrentWorkingPrice?: number;
+    OrdRejReason?: number;
+    RejectText?: string;
+    EncodedRejectTextLen?: number;
+    EncodedRejectText?: Buffer;
+    ExecRestatementReason?: number;
+    AnonymousTradeIndicator?: boolean;
+    AlgorithmicTradeIndicator?: number;
+    TrdType?: number;
+    TrdSubType?: number;
+    SecondaryTrdType?: number;
+    RegulatoryTransactionType?: number;
+    RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp;
+    PreviouslyReported?: boolean;
+    TradeReportingIndicator?: number;
+    Account?: string;
+    AcctIDSource?: number;
+    AccountType?: number;
+    DayBookingInst?: string;
+    BookingUnit?: string;
+    PreallocMethod?: string;
+    AllocID?: string;
+    PreAllocGrp?: IPreAllocGrp;
+    SettlType?: string;
+    SettlDate?: Date;
+    MatchType?: string;
+    OrderCategory?: string;
+    CashMargin?: string;
+    ClearingFeeIndicator?: string;
+    Instrument?: IInstrument;
+    FinancingDetails?: IFinancingDetails;
+    UndInstrmtGrp?: IUndInstrmtGrp;
+    PaymentGrp?: IPaymentGrp;
+    Side: string;
+    ShortMarkingExemptIndicator?: boolean;
+    ShortSaleExemptionReason?: number;
+    Stipulations?: IStipulations;
+    QtyType?: number;
+    OrderQtyData?: IOrderQtyData;
+    LotType?: string;
+    OrdType?: string;
+    PriceType?: number;
+    PriceQualifierGrp?: IPriceQualifierGrp;
+    Price?: number;
+    PriceProtectionScope?: string;
+    StopPx?: number;
+    TriggeringInstruction?: ITriggeringInstruction;
+    Triggered?: number;
+    PegInstructions?: IPegInstructions;
+    DiscretionInstructions?: IDiscretionInstructions;
+    PeggedPrice?: number;
+    PeggedRefPrice?: number;
+    DiscretionPrice?: number;
+    TradePriceNegotiationMethod?: number;
+    UpfrontPrice?: number;
+    UpfrontPriceType?: number;
+    TargetStrategy?: number;
+    StrategyParametersGrp?: IStrategyParametersGrp;
+    TargetStrategyParameters?: string;
+    ParticipationRate?: number;
+    TargetStrategyPerformance?: number;
+    Currency?: string;
+    CurrencyCodeSource?: string;
+    ComplianceID?: string;
+    ComplianceText?: string;
+    EncodedComplianceTextLen?: number;
+    EncodedComplianceText?: Buffer;
+    SolicitedFlag?: boolean;
+    TimeInForce?: string;
+    EffectiveTime?: Date;
+    ExpireDate?: Date;
+    ExpireTime?: Date;
+    ExposureDuration?: number;
+    ExposureDurationUnit?: number;
+    ExecInst?: string;
+    AuctionInstruction?: number;
+    AggressorIndicator?: boolean;
+    OrderCapacity?: string;
+    OrderRestrictions?: string;
+    TradingCapacity?: number;
+    RegulatoryReportType?: number;
+    PreTradeAnonymity?: boolean;
+    TradePublishIndicator?: number;
+    CustOrderCapacity?: number;
+    OrderAttributeGrp?: IOrderAttributeGrp;
+    LastQty?: number;
+    CalculatedCcyLastQty?: number;
+    LastSwapPoints?: number;
+    UnderlyingLastQty?: number;
+    LastQtyVariance?: number;
+    LastPx?: number;
+    UnderlyingLastPx?: number;
+    LastParPx?: number;
+    MidPx?: number;
+    LastSpotRate?: number;
+    LastForwardPoints?: number;
+    LastUpfrontPrice?: number;
+    ReportingPx?: number;
+    ReportingQty?: number;
+    LastMkt?: string;
+    VenueType?: string;
+    MarketSegmentID?: string;
+    ExDestination?: string;
+    ExDestinationIDSource?: string;
+    ExDestinationType?: number;
+    TradingSessionID?: string;
+    TradingSessionSubID?: string;
+    TimeBracket?: string;
+    LastCapacity?: string;
+    LimitAmts?: ILimitAmts;
+    LeavesQty: number;
+    CumQty: number;
+    CxlQty?: number;
+    AvgPx?: number;
+    DayOrderQty?: number;
+    DayCumQty?: number;
+    DayAvgPx?: number;
+    TotNoFills?: number;
+    LastFragment?: boolean;
+    FillsGrp?: IFillsGrp;
+    OrderEventGrp?: IOrderEventGrp;
+    EventInitiatorType?: string;
+    GTBookingInst?: number;
+    TradeDate?: Date;
+    TransactTime?: Date;
+    ReportToExch?: boolean;
+    CommissionData?: ICommissionData;
+    CommissionDataGrp?: ICommissionDataGrp;
+    SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData;
+    RelativeValueGrp?: IRelativeValueGrp;
+    YieldData?: IYieldData;
+    GrossTradeAmt?: number;
+    NumDaysInterest?: number;
+    ExDate?: Date;
+    AccruedInterestRate?: number;
+    AccruedInterestAmt?: number;
+    InterestAtMaturity?: number;
+    EndAccruedInterestAmt?: number;
+    StartCash?: number;
+    EndCash?: number;
+    TradedFlatSwitch?: boolean;
+    BasisFeatureDate?: Date;
+    BasisFeaturePrice?: number;
+    Concession?: number;
+    TotalTakedown?: number;
+    NetMoney?: number;
+    SettlCurrAmt?: number;
+    SettlCurrency?: string;
+    SettlCurrencyCodeSource?: string;
+    RateSource?: IRateSource;
+    OffshoreIndicator?: number;
+    SettlCurrFxRate?: number;
+    SettlCurrFxRateCalc?: string;
+    HandlInst?: string;
+    MinQty?: number;
+    MinQtyMethod?: number;
+    MatchIncrement?: number;
+    MaxPriceLevels?: number;
+    MaximumPriceDeviation?: number;
+    ValueChecksGrp?: IValueChecksGrp;
+    MatchingInstructions?: IMatchingInstructions;
+    SelfMatchPreventionID?: string;
+    SelfMatchPreventionInstruction?: number;
+    CrossedIndicator?: number;
+    DisplayInstruction?: IDisplayInstruction;
+    DisclosureInstructionGrp?: IDisclosureInstructionGrp;
+    MaxFloor?: number;
+    ClearingAccountType?: number;
+    PositionEffect?: string;
+    MaxShow?: number;
+    BookingType?: number;
+    Text?: string;
+    EncodedTextLen?: number;
+    EncodedText?: Buffer;
+    SettlDate2?: Date;
+    OrderQty2?: number;
+    LastForwardPoints2?: number;
+    MultiLegReportingType?: string;
+    ContingencyType?: number;
+    CancellationRights?: string;
+    MoneyLaunderingStatus?: string;
+    RegistID?: string;
+    Designation?: string;
+    TransBkdTime?: Date;
+    ExecValuationPoint?: Date;
+    ExecPriceType?: string;
+    ExecPriceAdjustment?: number;
+    PriorityIndicator?: number;
+    PriceImprovement?: number;
+    LastLiquidityInd?: number;
+    ContAmtGrp?: IContAmtGrp;
+    InstrmtLegExecGrp?: IInstrmtLegExecGrp;
+    CopyMsgIndicator?: boolean;
+    MiscFeesGrp?: IMiscFeesGrp;
+    DividendYield?: number;
+    ManualOrderIndicator?: boolean;
+    CustDirectedOrder?: boolean;
+    ReceivedDeptID?: string;
+    CustOrderHandlingInst?: string;
+    OrderHandlingInstSource?: number;
+    OrderOrigination?: number;
+    ContraOrderOrigination?: number;
+    OriginatingDeptID?: string;
+    ReceivingDeptID?: string;
+    RoutingArrangmentIndicator?: number;
+    ContraRoutingArrangmentIndicator?: number;
+    AffiliatedFirmsTradeIndicator?: boolean;
+    OwnerType?: number;
+    OrderOwnershipIndicator?: number;
+    TrdRegTimestamps?: ITrdRegTimestamps;
+    TrdRegPublicationGrp?: ITrdRegPublicationGrp;
+    TradePriceConditionGrp?: ITradePriceConditionGrp;
+    TradeContinuation?: number;
+    TradeContinuationText?: string;
+    EncodedTradeContinuationTextLen?: number;
+    EncodedTradeContinuationText?: Buffer;
+    Volatility?: number;
+    TimeToExpiration?: number;
+    RiskFreeRate?: number;
+    PriceDelta?: number;
+    CoverPrice?: number;
+    ThrottleResponse?: IThrottleResponse;
+    RefOrderID?: string;
+    RefOrderIDSource?: string;
+    RefClOrdID?: string;
+    RelatedOrderGrp?: IRelatedOrderGrp;
+    AuctionType?: number;
+    AuctionAllocationPct?: number;
+    LockedQty?: number;
+    SecondaryLockedQty?: number;
+    LockType?: number;
+    ReleaseInstruction?: number;
+    ReleaseQty?: number;
+    RelatedHighPrice?: number;
+    RelatedLowPrice?: number;
+    RelatedPriceSource?: number;
+    StandardTrailer: IStandardTrailer;
+}

package/dist/types/FIX.5.0SP2/quickfix/execution_report.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=execution_report.js.map

package/dist/types/FIX.5.0SP2/quickfix/execution_report.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"execution_report.js","sourceRoot":"","sources":["../../../../src/types/FIX.5.0SP2/quickfix/execution_report.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IApplicationSequenceControl } from './set/application_sequence_control'\r\nimport { IParties } from './set/parties'\r\nimport { ITargetParties } from './set/target_parties'\r\nimport { IContraGrp } from './set/contra_grp'\r\nimport { IRegulatoryTradeIDGrp } from './set/regulatory_trade_id_grp'\r\nimport { IPreAllocGrp } from './set/pre_alloc_grp'\r\nimport { IInstrument } from './set/instrument'\r\nimport { IFinancingDetails } from './set/financing_details'\r\nimport { IUndInstrmtGrp } from './set/und_instrmt_grp'\r\nimport { IPaymentGrp } from './set/payment_grp'\r\nimport { IStipulations } from './set/stipulations'\r\nimport { IOrderQtyData } from './set/order_qty_data'\r\nimport { IPriceQualifierGrp } from './set/price_qualifier_grp'\r\nimport { ITriggeringInstruction } from './set/triggering_instruction'\r\nimport { IPegInstructions } from './set/peg_instructions'\r\nimport { IDiscretionInstructions } from './set/discretion_instructions'\r\nimport { IStrategyParametersGrp } from './set/strategy_parameters_grp'\r\nimport { IOrderAttributeGrp } from './set/order_attribute_grp'\r\nimport { ILimitAmts } from './set/limit_amts'\r\nimport { IFillsGrp } from './set/fills_grp'\r\nimport { IOrderEventGrp } from './set/order_event_grp'\r\nimport { ICommissionData } from './set/commission_data'\r\nimport { ICommissionDataGrp } from './set/commission_data_grp'\r\nimport { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'\r\nimport { IRelativeValueGrp } from './set/relative_value_grp'\r\nimport { IYieldData } from './set/yield_data'\r\nimport { IRateSource } from './set/rate_source'\r\nimport { IValueChecksGrp } from './set/value_checks_grp'\r\nimport { IMatchingInstructions } from './set/matching_instructions'\r\nimport { IDisplayInstruction } from './set/display_instruction'\r\nimport { IDisclosureInstructionGrp } from './set/disclosure_instruction_grp'\r\nimport { IContAmtGrp } from './set/cont_amt_grp'\r\nimport { IInstrmtLegExecGrp } from './set/instrmt_leg_exec_grp'\r\nimport { IMiscFeesGrp } from './set/misc_fees_grp'\r\nimport { ITrdRegTimestamps } from './set/trd_reg_timestamps'\r\nimport { ITrdRegPublicationGrp } from './set/trd_reg_publication_grp'\r\nimport { ITradePriceConditionGrp } from './set/trade_price_condition_grp'\r\nimport { IThrottleResponse } from './set/throttle_response'\r\nimport { IRelatedOrderGrp } from './set/related_order_grp'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IExecutionReport {\r\n  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630\r\n  ApplicationSequenceControl?: IApplicationSequenceControl// [2] ApplID.1180, ApplSeqNum.1181 .. ApplResendFlag.1352\r\n  OrderID: string// [3] 37 (String)\r\n  OrderRequestID?: number// [4] 2422 (Int)\r\n  MassOrderRequestID?: string// [5] 2423 (String)\r\n  SecondaryOrderID?: string// [6] 198 (String)\r\n  SecondaryClOrdID?: string// [7] 526 (String)\r\n  SecondaryExecID?: string// [8] 527 (String)\r\n  ClOrdID?: string// [9] 11 (String)\r\n  QuoteMsgID?: string// [10] 1166 (String)\r\n  OrigClOrdID?: string// [11] 41 (String)\r\n  ClOrdLinkID?: string// [12] 583 (String)\r\n  MDEntryID?: string// [13] 278 (String)\r\n  QuoteRespID?: string// [14] 693 (String)\r\n  OrdStatusReqID?: string// [15] 790 (String)\r\n  MassStatusReqID?: string// [16] 584 (String)\r\n  HostCrossID?: string// [17] 961 (String)\r\n  TotNumReports?: number// [18] 911 (Int)\r\n  LastRptRequested?: boolean// [19] 912 (Boolean)\r\n  Parties?: IParties// [20] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803\r\n  TargetParties?: ITargetParties// [21] NoTargetPartyIDs.1461, TargetPartyID.1462 .. TargetPartySubIDType.2435\r\n  TradeOriginationDate?: Date// [22] 229 (LocalDate)\r\n  ContraGrp?: IContraGrp// [23] NoContraBrokers.382, ContraBroker.375 .. ContraLegRefID.655\r\n  ListID?: string// [24] 66 (String)\r\n  CrossID?: string// [25] 548 (String)\r\n  OrigCrossID?: string// [26] 551 (String)\r\n  CrossType?: number// [27] 549 (Int)\r\n  RefRiskLimitCheckID?: string// [28] 2334 (String)\r\n  RefRiskLimitCheckIDType?: number// [29] 2335 (Int)\r\n  TrdMatchID?: string// [30] 880 (String)\r\n  TrdMatchSubID?: string// [31] 1891 (String)\r\n  ExecID: string// [32] 17 (String)\r\n  ExecRefID?: string// [33] 19 (String)\r\n  ExecType: string// [34] 150 (String)\r\n  ExecTypeReason?: number// [35] 2431 (Int)\r\n  OrdStatus: string// [36] 39 (String)\r\n  WorkingIndicator?: boolean// [37] 636 (Boolean)\r\n  CurrentWorkingPrice?: number// [38] 2838 (Float)\r\n  OrdRejReason?: number// [39] 103 (Int)\r\n  RejectText?: string// [40] 1328 (String)\r\n  EncodedRejectTextLen?: number// [41] 1664 (Length)\r\n  EncodedRejectText?: Buffer// [42] 1665 (RawData)\r\n  ExecRestatementReason?: number// [43] 378 (Int)\r\n  AnonymousTradeIndicator?: boolean// [44] 2961 (Boolean)\r\n  AlgorithmicTradeIndicator?: number// [45] 2667 (Int)\r\n  TrdType?: number// [46] 828 (Int)\r\n  TrdSubType?: number// [47] 829 (Int)\r\n  SecondaryTrdType?: number// [48] 855 (Int)\r\n  RegulatoryTransactionType?: number// [49] 2347 (Int)\r\n  RegulatoryTradeIDGrp?: IRegulatoryTradeIDGrp// [50] NoRegulatoryTradeIDs.1907, RegulatoryTradeID.1903 .. RegulatoryTradeIDScope.2397\r\n  PreviouslyReported?: boolean// [51] 570 (Boolean)\r\n  TradeReportingIndicator?: number// [52] 2524 (Int)\r\n  Account?: string// [53] 1 (String)\r\n  AcctIDSource?: number// [54] 660 (Int)\r\n  AccountType?: number// [55] 581 (Int)\r\n  DayBookingInst?: string// [56] 589 (String)\r\n  BookingUnit?: string// [57] 590 (String)\r\n  PreallocMethod?: string// [58] 591 (String)\r\n  AllocID?: string// [59] 70 (String)\r\n  PreAllocGrp?: IPreAllocGrp// [60] NoAllocs.78, AllocAccount.79 .. CurrentCostBasis.1755\r\n  SettlType?: string// [61] 63 (String)\r\n  SettlDate?: Date// [62] 64 (LocalDate)\r\n  MatchType?: string// [63] 574 (String)\r\n  OrderCategory?: string// [64] 1115 (String)\r\n  CashMargin?: string// [65] 544 (String)\r\n  ClearingFeeIndicator?: string// [66] 635 (String)\r\n  Instrument?: IInstrument// [67] Symbol.55, SymbolSfx.65 .. ExchangeLookAlike.2603\r\n  FinancingDetails?: IFinancingDetails// [68] AgreementDesc.913, AgreementID.914 .. MarginRatio.898\r\n  UndInstrmtGrp?: IUndInstrmtGrp// [69] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingInstrumentXID.2631\r\n  PaymentGrp?: IPaymentGrp// [70] NoPayments.40212, PaymentType.40213 .. EncodedPaymentText.40985\r\n  Side: string// [71] 54 (String)\r\n  ShortMarkingExemptIndicator?: boolean// [72] 2102 (Boolean)\r\n  ShortSaleExemptionReason?: number// [73] 1688 (Int)\r\n  Stipulations?: IStipulations// [74] NoStipulations.232, StipulationType.233, StipulationValue.234\r\n  QtyType?: number// [75] 854 (Int)\r\n  OrderQtyData?: IOrderQtyData// [76] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469\r\n  LotType?: string// [77] 1093 (String)\r\n  OrdType?: string// [78] 40 (String)\r\n  PriceType?: number// [79] 423 (Int)\r\n  PriceQualifierGrp?: IPriceQualifierGrp// [80] NoPriceQualifiers.2709, PriceQualifier.2710\r\n  Price?: number// [81] 44 (Float)\r\n  PriceProtectionScope?: string// [82] 1092 (String)\r\n  StopPx?: number// [83] 99 (Float)\r\n  TriggeringInstruction?: ITriggeringInstruction// [84] TriggerType.1100, TriggerAction.1101 .. TriggerTradingSessionSubID.1114\r\n  Triggered?: number// [85] 1823 (Int)\r\n  PegInstructions?: IPegInstructions// [86] PegOffsetValue.211, PegPriceType.1094 .. PegSecurityDesc.1099\r\n  DiscretionInstructions?: IDiscretionInstructions// [87] DiscretionInst.388, DiscretionOffsetValue.389 .. DiscretionScope.846\r\n  PeggedPrice?: number// [88] 839 (Float)\r\n  PeggedRefPrice?: number// [89] 1095 (Float)\r\n  DiscretionPrice?: number// [90] 845 (Float)\r\n  TradePriceNegotiationMethod?: number// [91] 1740 (Int)\r\n  UpfrontPrice?: number// [92] 1742 (Float)\r\n  UpfrontPriceType?: number// [93] 1741 (Int)\r\n  TargetStrategy?: number// [94] 847 (Int)\r\n  StrategyParametersGrp?: IStrategyParametersGrp// [95] NoStrategyParameters.957, StrategyParameterName.958 .. StrategyParameterValue.960\r\n  TargetStrategyParameters?: string// [96] 848 (String)\r\n  ParticipationRate?: number// [97] 849 (Float)\r\n  TargetStrategyPerformance?: number// [98] 850 (Float)\r\n  Currency?: string// [99] 15 (String)\r\n  CurrencyCodeSource?: string// [100] 2897 (String)\r\n  ComplianceID?: string// [101] 376 (String)\r\n  ComplianceText?: string// [102] 2404 (String)\r\n  EncodedComplianceTextLen?: number// [103] 2351 (Length)\r\n  EncodedComplianceText?: Buffer// [104] 2352 (RawData)\r\n  SolicitedFlag?: boolean// [105] 377 (Boolean)\r\n  TimeInForce?: string// [106] 59 (String)\r\n  EffectiveTime?: Date// [107] 168 (UtcTimestamp)\r\n  ExpireDate?: Date// [108] 432 (LocalDate)\r\n  ExpireTime?: Date// [109] 126 (UtcTimestamp)\r\n  ExposureDuration?: number// [110] 1629 (Int)\r\n  ExposureDurationUnit?: number// [111] 1916 (Int)\r\n  ExecInst?: string// [112] 18 (String)\r\n  AuctionInstruction?: number// [113] 1805 (Int)\r\n  AggressorIndicator?: boolean// [114] 1057 (Boolean)\r\n  OrderCapacity?: string// [115] 528 (String)\r\n  OrderRestrictions?: string// [116] 529 (String)\r\n  TradingCapacity?: number// [117] 1815 (Int)\r\n  RegulatoryReportType?: number// [118] 1934 (Int)\r\n  PreTradeAnonymity?: boolean// [119] 1091 (Boolean)\r\n  TradePublishIndicator?: number// [120] 1390 (Int)\r\n  CustOrderCapacity?: number// [121] 582 (Int)\r\n  OrderAttributeGrp?: IOrderAttributeGrp// [122] NoOrderAttributes.2593, OrderAttributeType.2594, OrderAttributeValue.2595\r\n  LastQty?: number// [123] 32 (Float)\r\n  CalculatedCcyLastQty?: number// [124] 1056 (Float)\r\n  LastSwapPoints?: number// [125] 1071 (Float)\r\n  UnderlyingLastQty?: number// [126] 652 (Float)\r\n  LastQtyVariance?: number// [127] 1828 (Float)\r\n  LastPx?: number// [128] 31 (Float)\r\n  UnderlyingLastPx?: number// [129] 651 (Float)\r\n  LastParPx?: number// [130] 669 (Float)\r\n  MidPx?: number// [131] 631 (Float)\r\n  LastSpotRate?: number// [132] 194 (Float)\r\n  LastForwardPoints?: number// [133] 195 (Float)\r\n  LastUpfrontPrice?: number// [134] 1743 (Float)\r\n  ReportingPx?: number// [135] 2750 (Float)\r\n  ReportingQty?: number// [136] 2751 (Float)\r\n  LastMkt?: string// [137] 30 (String)\r\n  VenueType?: string// [138] 1430 (String)\r\n  MarketSegmentID?: string// [139] 1300 (String)\r\n  ExDestination?: string// [140] 100 (String)\r\n  ExDestinationIDSource?: string// [141] 1133 (String)\r\n  ExDestinationType?: number// [142] 2704 (Int)\r\n  TradingSessionID?: string// [143] 336 (String)\r\n  TradingSessionSubID?: string// [144] 625 (String)\r\n  TimeBracket?: string// [145] 943 (String)\r\n  LastCapacity?: string// [146] 29 (String)\r\n  LimitAmts?: ILimitAmts// [147] NoLimitAmts.1630, LimitAmtType.1631 .. LimitRole.2396\r\n  LeavesQty: number// [148] 151 (Float)\r\n  CumQty: number// [149] 14 (Float)\r\n  CxlQty?: number// [150] 84 (Float)\r\n  AvgPx?: number// [151] 6 (Float)\r\n  DayOrderQty?: number// [152] 424 (Float)\r\n  DayCumQty?: number// [153] 425 (Float)\r\n  DayAvgPx?: number// [154] 426 (Float)\r\n  TotNoFills?: number// [155] 1361 (Int)\r\n  LastFragment?: boolean// [156] 893 (Boolean)\r\n  FillsGrp?: IFillsGrp// [157] NoFills.1362, FillExecID.1363 .. Nested4PartySubIDType.1411\r\n  OrderEventGrp?: IOrderEventGrp// [158] NoOrderEvents.1795, OrderEventType.1796 .. OrderEventText.1802\r\n  EventInitiatorType?: string// [159] 2830 (String)\r\n  GTBookingInst?: number// [160] 427 (Int)\r\n  TradeDate?: Date// [161] 75 (LocalDate)\r\n  TransactTime?: Date// [162] 60 (UtcTimestamp)\r\n  ReportToExch?: boolean// [163] 113 (Boolean)\r\n  CommissionData?: ICommissionData// [164] Commission.12, CommType.13 .. FundRenewWaiv.497\r\n  CommissionDataGrp?: ICommissionDataGrp// [165] NoCommissions.2639, CommissionAmount.2640 .. EncodedCommissionDesc.2652\r\n  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [166] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761\r\n  RelativeValueGrp?: IRelativeValueGrp// [167] NoRelativeValues.2529, RelativeValueType.2530 .. RelativeValueSide.2532\r\n  YieldData?: IYieldData// [168] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698\r\n  GrossTradeAmt?: number// [169] 381 (Float)\r\n  NumDaysInterest?: number// [170] 157 (Int)\r\n  ExDate?: Date// [171] 230 (LocalDate)\r\n  AccruedInterestRate?: number// [172] 158 (Float)\r\n  AccruedInterestAmt?: number// [173] 159 (Float)\r\n  InterestAtMaturity?: number// [174] 738 (Float)\r\n  EndAccruedInterestAmt?: number// [175] 920 (Float)\r\n  StartCash?: number// [176] 921 (Float)\r\n  EndCash?: number// [177] 922 (Float)\r\n  TradedFlatSwitch?: boolean// [178] 258 (Boolean)\r\n  BasisFeatureDate?: Date// [179] 259 (LocalDate)\r\n  BasisFeaturePrice?: number// [180] 260 (Float)\r\n  Concession?: number// [181] 238 (Float)\r\n  TotalTakedown?: number// [182] 237 (Float)\r\n  NetMoney?: number// [183] 118 (Float)\r\n  SettlCurrAmt?: number// [184] 119 (Float)\r\n  SettlCurrency?: string// [185] 120 (String)\r\n  SettlCurrencyCodeSource?: string// [186] 2899 (String)\r\n  RateSource?: IRateSource// [187] NoRateSources.1445, RateSource.1446 .. FXBenchmarkRateFix.2796\r\n  OffshoreIndicator?: number// [188] 2795 (Int)\r\n  SettlCurrFxRate?: number// [189] 155 (Float)\r\n  SettlCurrFxRateCalc?: string// [190] 156 (String)\r\n  HandlInst?: string// [191] 21 (String)\r\n  MinQty?: number// [192] 110 (Float)\r\n  MinQtyMethod?: number// [193] 1822 (Int)\r\n  MatchIncrement?: number// [194] 1089 (Float)\r\n  MaxPriceLevels?: number// [195] 1090 (Int)\r\n  MaximumPriceDeviation?: number// [196] 2676 (Float)\r\n  ValueChecksGrp?: IValueChecksGrp// [197] NoValueChecks.1868, ValueCheckType.1869, ValueCheckAction.1870\r\n  MatchingInstructions?: IMatchingInstructions// [198] NoMatchInst.1624, MatchInst.1625 .. MatchAttribValue.1627\r\n  SelfMatchPreventionID?: string// [199] 2362 (String)\r\n  SelfMatchPreventionInstruction?: number// [200] 2964 (Int)\r\n  CrossedIndicator?: number// [201] 2523 (Int)\r\n  DisplayInstruction?: IDisplayInstruction// [202] DisplayQty.1138, SecondaryDisplayQty.1082 .. RefreshQty.1088\r\n  DisclosureInstructionGrp?: IDisclosureInstructionGrp// [203] NoDisclosureInstructions.1812, DisclosureType.1813, DisclosureInstruction.1814\r\n  MaxFloor?: number// [204] 111 (Float)\r\n  ClearingAccountType?: number// [205] 1816 (Int)\r\n  PositionEffect?: string// [206] 77 (String)\r\n  MaxShow?: number// [207] 210 (Float)\r\n  BookingType?: number// [208] 775 (Int)\r\n  Text?: string// [209] 58 (String)\r\n  EncodedTextLen?: number// [210] 354 (Length)\r\n  EncodedText?: Buffer// [211] 355 (RawData)\r\n  SettlDate2?: Date// [212] 193 (LocalDate)\r\n  OrderQty2?: number// [213] 192 (Float)\r\n  LastForwardPoints2?: number// [214] 641 (Float)\r\n  MultiLegReportingType?: string// [215] 442 (String)\r\n  ContingencyType?: number// [216] 1385 (Int)\r\n  CancellationRights?: string// [217] 480 (String)\r\n  MoneyLaunderingStatus?: string// [218] 481 (String)\r\n  RegistID?: string// [219] 513 (String)\r\n  Designation?: string// [220] 494 (String)\r\n  TransBkdTime?: Date// [221] 483 (UtcTimestamp)\r\n  ExecValuationPoint?: Date// [222] 515 (UtcTimestamp)\r\n  ExecPriceType?: string// [223] 484 (String)\r\n  ExecPriceAdjustment?: number// [224] 485 (Float)\r\n  PriorityIndicator?: number// [225] 638 (Int)\r\n  PriceImprovement?: number// [226] 639 (Float)\r\n  LastLiquidityInd?: number// [227] 851 (Int)\r\n  ContAmtGrp?: IContAmtGrp// [228] NoContAmts.518, ContAmtType.519 .. ContAmtCurr.521\r\n  InstrmtLegExecGrp?: IInstrmtLegExecGrp// [229] NoLegs.555, LegSymbol.600 .. FillRefID.2421\r\n  CopyMsgIndicator?: boolean// [230] 797 (Boolean)\r\n  MiscFeesGrp?: IMiscFeesGrp// [231] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeDesc.2713\r\n  DividendYield?: number// [232] 1380 (Float)\r\n  ManualOrderIndicator?: boolean// [233] 1028 (Boolean)\r\n  CustDirectedOrder?: boolean// [234] 1029 (Boolean)\r\n  ReceivedDeptID?: string// [235] 1030 (String)\r\n  CustOrderHandlingInst?: string// [236] 1031 (String)\r\n  OrderHandlingInstSource?: number// [237] 1032 (Int)\r\n  OrderOrigination?: number// [238] 1724 (Int)\r\n  ContraOrderOrigination?: number// [239] 2882 (Int)\r\n  OriginatingDeptID?: string// [240] 1725 (String)\r\n  ReceivingDeptID?: string// [241] 1726 (String)\r\n  RoutingArrangmentIndicator?: number// [242] 2883 (Int)\r\n  ContraRoutingArrangmentIndicator?: number// [243] 2884 (Int)\r\n  AffiliatedFirmsTradeIndicator?: boolean// [244] 2525 (Boolean)\r\n  OwnerType?: number// [245] 522 (Int)\r\n  OrderOwnershipIndicator?: number// [246] 2679 (Int)\r\n  TrdRegTimestamps?: ITrdRegTimestamps// [247] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. NBBOSource.2834\r\n  TrdRegPublicationGrp?: ITrdRegPublicationGrp// [248] NoTrdRegPublications.2668, TrdRegPublicationType.2669, TrdRegPublicationReason.2670\r\n  TradePriceConditionGrp?: ITradePriceConditionGrp// [249] NoTradePriceConditions.1838, TradePriceCondition.1839\r\n  TradeContinuation?: number// [250] 1937 (Int)\r\n  TradeContinuationText?: string// [251] 2374 (String)\r\n  EncodedTradeContinuationTextLen?: number// [252] 2372 (Length)\r\n  EncodedTradeContinuationText?: Buffer// [253] 2371 (RawData)\r\n  Volatility?: number// [254] 1188 (Float)\r\n  TimeToExpiration?: number// [255] 1189 (Float)\r\n  RiskFreeRate?: number// [256] 1190 (Float)\r\n  PriceDelta?: number// [257] 811 (Float)\r\n  CoverPrice?: number// [258] 1917 (Float)\r\n  ThrottleResponse?: IThrottleResponse// [259] ThrottleInst.1685, ThrottleStatus.1609, ThrottleCountIndicator.1686\r\n  RefOrderID?: string// [260] 1080 (String)\r\n  RefOrderIDSource?: string// [261] 1081 (String)\r\n  RefClOrdID?: string// [262] 1806 (String)\r\n  RelatedOrderGrp?: IRelatedOrderGrp// [263] NoOrders.73, RelatedOrderID.2887 .. OrderOriginationFirmID.2835\r\n  AuctionType?: number// [264] 1803 (Int)\r\n  AuctionAllocationPct?: number// [265] 1804 (Float)\r\n  LockedQty?: number// [266] 1808 (Float)\r\n  SecondaryLockedQty?: number// [267] 1809 (Float)\r\n  LockType?: number// [268] 1807 (Int)\r\n  ReleaseInstruction?: number// [269] 1810 (Int)\r\n  ReleaseQty?: number// [270] 1811 (Float)\r\n  RelatedHighPrice?: number// [271] 1819 (Float)\r\n  RelatedLowPrice?: number// [272] 1820 (Float)\r\n  RelatedPriceSource?: number// [273] 1821 (Int)\r\n  StandardTrailer: IStandardTrailer// [274] SignatureLength.93, Signature.89, CheckSum.10\r\n}\r\n"]}

package/dist/types/FIX.5.0SP2/quickfix/heartbeat.d.ts

@@ -0,0 +1,7 @@
+import { IStandardHeader } from './set/standard_header';
+import { IStandardTrailer } from './set/standard_trailer';
+export interface IHeartbeat {
+    StandardHeader: IStandardHeader;
+    TestReqID?: string;
+    StandardTrailer: IStandardTrailer;
+}

package/dist/types/FIX.5.0SP2/quickfix/heartbeat.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=heartbeat.js.map

package/dist/types/FIX.5.0SP2/quickfix/heartbeat.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"heartbeat.js","sourceRoot":"","sources":["../../../../src/types/FIX.5.0SP2/quickfix/heartbeat.ts"],"names":[],"mappings":"","sourcesContent":["import { IStandardHeader } from './set/standard_header'\r\nimport { IStandardTrailer } from './set/standard_trailer'\r\n\r\nexport interface IHeartbeat {\r\n  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. HopRefID.630\r\n  TestReqID?: string// [2] 112 (String)\r\n  StandardTrailer: IStandardTrailer// [3] SignatureLength.93, Signature.89, CheckSum.10\r\n}\r\n"]}