jspurefix 3.2.0 → 3.4.0

package/src/types/FIX.5.MOD/quickfix/collateral_inquiry_ack.ts

@@ -0,0 +1,47 @@
+import { IStandardHeader } from './set/standard_header'
+import { ICollInqQualGrp } from './set/coll_inq_qual_grp'
+import { IParties } from './set/parties'
+import { IExecCollGrp } from './set/exec_coll_grp'
+import { ITrdCollGrp } from './set/trd_coll_grp'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICollateralInquiryAck {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  CollInquiryID: string// [2] 909 (String)
+  CollInquiryStatus: number// [3] 945 (Int)
+  CollInquiryResult?: number// [4] 946 (Int)
+  CollInqQualGrp?: ICollInqQualGrp// [5] NoCollInquiryQualifier.938, CollInquiryQualifier.896
+  TotNumReports?: number// [6] 911 (Int)
+  Parties?: IParties// [7] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [8] 1 (String)
+  AccountType?: number// [9] 581 (Int)
+  ClOrdID?: string// [10] 11 (String)
+  OrderID?: string// [11] 37 (String)
+  SecondaryOrderID?: string// [12] 198 (String)
+  SecondaryClOrdID?: string// [13] 526 (String)
+  ExecCollGrp?: IExecCollGrp// [14] NoExecs.124, ExecID.17
+  TrdCollGrp?: ITrdCollGrp// [15] NoTrades.897, TradeReportID.571, SecondaryTradeReportID.818
+  Instrument?: IInstrument// [16] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [17] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  SettlDate?: Date// [18] 64 (LocalDate)
+  Quantity?: number// [19] 53 (Float)
+  QtyType?: number// [20] 854 (Int)
+  Currency?: string// [21] 15 (String)
+  InstrmtLegGrp?: IInstrmtLegGrp// [22] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  UndInstrmtGrp?: IUndInstrmtGrp// [23] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  TradingSessionID?: string// [24] 336 (String)
+  TradingSessionSubID?: string// [25] 625 (String)
+  SettlSessID?: string// [26] 716 (String)
+  SettlSessSubID?: string// [27] 717 (String)
+  ClearingBusinessDate?: Date// [28] 715 (LocalDate)
+  ResponseTransportType?: number// [29] 725 (Int)
+  ResponseDestination?: string// [30] 726 (String)
+  Text?: string// [31] 58 (String)
+  EncodedTextLen?: number// [32] 354 (Length)
+  EncodedText?: Buffer// [33] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [34] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/collateral_report.ts

@@ -0,0 +1,67 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IExecCollGrp } from './set/exec_coll_grp'
+import { ITrdCollGrp } from './set/trd_coll_grp'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IMiscFeesGrp } from './set/misc_fees_grp'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IStipulations } from './set/stipulations'
+import { ISettlInstructionsData } from './set/settl_instructions_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICollateralReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  CollRptID: string// [2] 908 (String)
+  CollInquiryID?: string// [3] 909 (String)
+  CollStatus: number// [4] 910 (Int)
+  TotNumReports?: number// [5] 911 (Int)
+  LastRptRequested?: boolean// [6] 912 (Boolean)
+  Parties?: IParties// [7] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [8] 1 (String)
+  AccountType?: number// [9] 581 (Int)
+  ClOrdID?: string// [10] 11 (String)
+  OrderID?: string// [11] 37 (String)
+  SecondaryOrderID?: string// [12] 198 (String)
+  SecondaryClOrdID?: string// [13] 526 (String)
+  ExecCollGrp?: IExecCollGrp// [14] NoExecs.124, ExecID.17
+  TrdCollGrp?: ITrdCollGrp// [15] NoTrades.897, TradeReportID.571, SecondaryTradeReportID.818
+  Instrument?: IInstrument// [16] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [17] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  SettlDate?: Date// [18] 64 (LocalDate)
+  Quantity?: number// [19] 53 (Float)
+  QtyType?: number// [20] 854 (Int)
+  Currency?: string// [21] 15 (String)
+  InstrmtLegGrp?: IInstrmtLegGrp// [22] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  UndInstrmtGrp?: IUndInstrmtGrp// [23] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  MarginExcess?: number// [24] 899 (Float)
+  TotalNetValue?: number// [25] 900 (Float)
+  CashOutstanding?: number// [26] 901 (Float)
+  TrdRegTimestamps?: ITrdRegTimestamps// [27] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. DeskOrderHandlingInst.1035
+  Side?: string// [28] 54 (String)
+  MiscFeesGrp?: IMiscFeesGrp// [29] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeBasis.891
+  Price?: number// [30] 44 (Float)
+  PriceType?: number// [31] 423 (Int)
+  AccruedInterestAmt?: number// [32] 159 (Float)
+  EndAccruedInterestAmt?: number// [33] 920 (Float)
+  StartCash?: number// [34] 921 (Float)
+  EndCash?: number// [35] 922 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [36] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  Stipulations?: IStipulations// [37] NoStipulations.232, StipulationType.233, StipulationValue.234
+  SettlInstructionsData?: ISettlInstructionsData// [38] SettlDeliveryType.172, StandInstDbType.169 .. SettlPartySubIDType.786
+  TradingSessionID?: string// [39] 336 (String)
+  TradingSessionSubID?: string// [40] 625 (String)
+  SettlSessID?: string// [41] 716 (String)
+  SettlSessSubID?: string// [42] 717 (String)
+  ClearingBusinessDate?: Date// [43] 715 (LocalDate)
+  Text?: string// [44] 58 (String)
+  EncodedTextLen?: number// [45] 354 (Length)
+  EncodedText?: Buffer// [46] 355 (RawData)
+  TransactTime?: Date// [47] 60 (UtcTimestamp)
+  CollApplType?: number// [48] 1043 (Int)
+  FinancialStatus?: string// [49] 291 (String)
+  StandardTrailer: IStandardTrailer// [50] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/collateral_request.ts

@@ -0,0 +1,61 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IExecCollGrp } from './set/exec_coll_grp'
+import { ITrdCollGrp } from './set/trd_coll_grp'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IMiscFeesGrp } from './set/misc_fees_grp'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IStipulations } from './set/stipulations'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICollateralRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  CollReqID: string// [2] 894 (String)
+  CollAsgnReason: number// [3] 895 (Int)
+  TransactTime: Date// [4] 60 (UtcTimestamp)
+  ExpireTime?: Date// [5] 126 (UtcTimestamp)
+  Parties?: IParties// [6] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [7] 1 (String)
+  AccountType?: number// [8] 581 (Int)
+  ClOrdID?: string// [9] 11 (String)
+  OrderID?: string// [10] 37 (String)
+  SecondaryOrderID?: string// [11] 198 (String)
+  SecondaryClOrdID?: string// [12] 526 (String)
+  ExecCollGrp?: IExecCollGrp// [13] NoExecs.124, ExecID.17
+  TrdCollGrp?: ITrdCollGrp// [14] NoTrades.897, TradeReportID.571, SecondaryTradeReportID.818
+  Instrument?: IInstrument// [15] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [16] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  SettlDate?: Date// [17] 64 (LocalDate)
+  Quantity?: number// [18] 53 (Float)
+  QtyType?: number// [19] 854 (Int)
+  Currency?: string// [20] 15 (String)
+  InstrmtLegGrp?: IInstrmtLegGrp// [21] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  UndInstrmtCollGrp?: IUndInstrmtCollGrp// [22] NoUnderlyings.711, UnderlyingSymbol.311 .. CollAction.944
+  MarginExcess?: number// [23] 899 (Float)
+  TotalNetValue?: number// [24] 900 (Float)
+  CashOutstanding?: number// [25] 901 (Float)
+  TrdRegTimestamps?: ITrdRegTimestamps// [26] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. DeskOrderHandlingInst.1035
+  Side?: string// [27] 54 (String)
+  MiscFeesGrp?: IMiscFeesGrp// [28] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeBasis.891
+  Price?: number// [29] 44 (Float)
+  PriceType?: number// [30] 423 (Int)
+  AccruedInterestAmt?: number// [31] 159 (Float)
+  EndAccruedInterestAmt?: number// [32] 920 (Float)
+  StartCash?: number// [33] 921 (Float)
+  EndCash?: number// [34] 922 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [35] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  Stipulations?: IStipulations// [36] NoStipulations.232, StipulationType.233, StipulationValue.234
+  TradingSessionID?: string// [37] 336 (String)
+  TradingSessionSubID?: string// [38] 625 (String)
+  SettlSessID?: string// [39] 716 (String)
+  SettlSessSubID?: string// [40] 717 (String)
+  ClearingBusinessDate?: Date// [41] 715 (LocalDate)
+  Text?: string// [42] 58 (String)
+  EncodedTextLen?: number// [43] 354 (Length)
+  EncodedText?: Buffer// [44] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [45] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/collateral_response.ts

@@ -0,0 +1,63 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IExecCollGrp } from './set/exec_coll_grp'
+import { ITrdCollGrp } from './set/trd_coll_grp'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtCollGrp } from './set/und_instrmt_coll_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IMiscFeesGrp } from './set/misc_fees_grp'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IStipulations } from './set/stipulations'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICollateralResponse {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  CollRespID: string// [2] 904 (String)
+  CollAsgnID?: string// [3] 902 (String)
+  CollReqID?: string// [4] 894 (String)
+  CollAsgnReason?: number// [5] 895 (Int)
+  CollAsgnTransType?: number// [6] 903 (Int)
+  CollAsgnRespType: number// [7] 905 (Int)
+  CollAsgnRejectReason?: number// [8] 906 (Int)
+  TransactTime: Date// [9] 60 (UtcTimestamp)
+  Parties?: IParties// [10] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [11] 1 (String)
+  AccountType?: number// [12] 581 (Int)
+  ClOrdID?: string// [13] 11 (String)
+  OrderID?: string// [14] 37 (String)
+  SecondaryOrderID?: string// [15] 198 (String)
+  SecondaryClOrdID?: string// [16] 526 (String)
+  ExecCollGrp?: IExecCollGrp// [17] NoExecs.124, ExecID.17
+  TrdCollGrp?: ITrdCollGrp// [18] NoTrades.897, TradeReportID.571, SecondaryTradeReportID.818
+  Instrument?: IInstrument// [19] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [20] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  SettlDate?: Date// [21] 64 (LocalDate)
+  Quantity?: number// [22] 53 (Float)
+  QtyType?: number// [23] 854 (Int)
+  Currency?: string// [24] 15 (String)
+  InstrmtLegGrp?: IInstrmtLegGrp// [25] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  UndInstrmtCollGrp?: IUndInstrmtCollGrp// [26] NoUnderlyings.711, UnderlyingSymbol.311 .. CollAction.944
+  MarginExcess?: number// [27] 899 (Float)
+  TotalNetValue?: number// [28] 900 (Float)
+  CashOutstanding?: number// [29] 901 (Float)
+  TrdRegTimestamps?: ITrdRegTimestamps// [30] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. DeskOrderHandlingInst.1035
+  Side?: string// [31] 54 (String)
+  MiscFeesGrp?: IMiscFeesGrp// [32] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeBasis.891
+  Price?: number// [33] 44 (Float)
+  PriceType?: number// [34] 423 (Int)
+  AccruedInterestAmt?: number// [35] 159 (Float)
+  EndAccruedInterestAmt?: number// [36] 920 (Float)
+  StartCash?: number// [37] 921 (Float)
+  EndCash?: number// [38] 922 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [39] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  Stipulations?: IStipulations// [40] NoStipulations.232, StipulationType.233, StipulationValue.234
+  Text?: string// [41] 58 (String)
+  EncodedTextLen?: number// [42] 354 (Length)
+  EncodedText?: Buffer// [43] 355 (RawData)
+  CollApplType?: number// [44] 1043 (Int)
+  FinancialStatus?: string// [45] 291 (String)
+  ClearingBusinessDate?: Date// [46] 715 (LocalDate)
+  StandardTrailer: IStandardTrailer// [47] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/confirmation.ts

@@ -0,0 +1,88 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IOrdAllocGrp } from './set/ord_alloc_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IInstrument } from './set/instrument'
+import { IInstrumentExtension } from './set/instrument_extension'
+import { IFinancingDetails } from './set/financing_details'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IYieldData } from './set/yield_data'
+import { ICpctyConfGrp } from './set/cpcty_conf_grp'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { ISettlInstructionsData } from './set/settl_instructions_data'
+import { ICommissionData } from './set/commission_data'
+import { IStipulations } from './set/stipulations'
+import { IMiscFeesGrp } from './set/misc_fees_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IConfirmation {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ConfirmID: string// [2] 664 (String)
+  ConfirmRefID?: string// [3] 772 (String)
+  ConfirmReqID?: string// [4] 859 (String)
+  ConfirmTransType: number// [5] 666 (Int)
+  ConfirmType: number// [6] 773 (Int)
+  CopyMsgIndicator?: boolean// [7] 797 (Boolean)
+  LegalConfirm?: boolean// [8] 650 (Boolean)
+  ConfirmStatus: number// [9] 665 (Int)
+  Parties?: IParties// [10] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  OrdAllocGrp?: IOrdAllocGrp// [11] NoOrders.73, ClOrdID.11 .. OrderBookingQty.800
+  AllocID?: string// [12] 70 (String)
+  SecondaryAllocID?: string// [13] 793 (String)
+  IndividualAllocID?: string// [14] 467 (String)
+  TransactTime: Date// [15] 60 (UtcTimestamp)
+  TradeDate: Date// [16] 75 (LocalDate)
+  TrdRegTimestamps?: ITrdRegTimestamps// [17] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. DeskOrderHandlingInst.1035
+  Instrument?: IInstrument// [18] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  InstrumentExtension?: IInstrumentExtension// [19] DeliveryForm.668, PctAtRisk.869 .. InstrAttribValue.872
+  FinancingDetails?: IFinancingDetails// [20] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [21] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  InstrmtLegGrp?: IInstrmtLegGrp// [22] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  YieldData?: IYieldData// [23] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  AllocQty: number// [24] 80 (Float)
+  QtyType?: number// [25] 854 (Int)
+  Side: string// [26] 54 (String)
+  Currency?: string// [27] 15 (String)
+  LastMkt?: string// [28] 30 (String)
+  CpctyConfGrp?: ICpctyConfGrp// [29] NoCapacities.862, OrderCapacity.528 .. OrderCapacityQty.863
+  AllocAccount: string// [30] 79 (String)
+  AllocAcctIDSource?: number// [31] 661 (Int)
+  AllocAccountType?: number// [32] 798 (Int)
+  AvgPx: number// [33] 6 (Float)
+  AvgPxPrecision?: number// [34] 74 (Int)
+  PriceType?: number// [35] 423 (Int)
+  AvgParPx?: number// [36] 860 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [37] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  ReportedPx?: number// [38] 861 (Float)
+  Text?: string// [39] 58 (String)
+  EncodedTextLen?: number// [40] 354 (Length)
+  EncodedText?: Buffer// [41] 355 (RawData)
+  ProcessCode?: string// [42] 81 (String)
+  GrossTradeAmt: number// [43] 381 (Float)
+  NumDaysInterest?: number// [44] 157 (Int)
+  ExDate?: Date// [45] 230 (LocalDate)
+  AccruedInterestRate?: number// [46] 158 (Float)
+  AccruedInterestAmt?: number// [47] 159 (Float)
+  InterestAtMaturity?: number// [48] 738 (Float)
+  EndAccruedInterestAmt?: number// [49] 920 (Float)
+  StartCash?: number// [50] 921 (Float)
+  EndCash?: number// [51] 922 (Float)
+  Concession?: number// [52] 238 (Float)
+  TotalTakedown?: number// [53] 237 (Float)
+  NetMoney: number// [54] 118 (Float)
+  MaturityNetMoney?: number// [55] 890 (Float)
+  SettlCurrAmt?: number// [56] 119 (Float)
+  SettlCurrency?: string// [57] 120 (String)
+  SettlCurrFxRate?: number// [58] 155 (Float)
+  SettlCurrFxRateCalc?: string// [59] 156 (String)
+  SettlType?: string// [60] 63 (String)
+  SettlDate?: Date// [61] 64 (LocalDate)
+  SettlInstructionsData?: ISettlInstructionsData// [62] SettlDeliveryType.172, StandInstDbType.169 .. SettlPartySubIDType.786
+  CommissionData?: ICommissionData// [63] Commission.12, CommType.13 .. FundRenewWaiv.497
+  SharedCommission?: number// [64] 858 (Float)
+  Stipulations?: IStipulations// [65] NoStipulations.232, StipulationType.233, StipulationValue.234
+  MiscFeesGrp?: IMiscFeesGrp// [66] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeBasis.891
+  TrdType?: number// [67] 828 (Int)
+  StandardTrailer: IStandardTrailer// [68] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/confirmation_ack.ts

@@ -0,0 +1,16 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IConfirmation_Ack {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ConfirmID: string// [2] 664 (String)
+  TradeDate: Date// [3] 75 (LocalDate)
+  TransactTime: Date// [4] 60 (UtcTimestamp)
+  AffirmStatus: number// [5] 940 (Int)
+  ConfirmRejReason?: number// [6] 774 (Int)
+  MatchStatus?: string// [7] 573 (String)
+  Text?: string// [8] 58 (String)
+  EncodedTextLen?: number// [9] 354 (Length)
+  EncodedText?: Buffer// [10] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [11] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/confirmation_request.ts

@@ -0,0 +1,21 @@
+import { IStandardHeader } from './set/standard_header'
+import { IOrdAllocGrp } from './set/ord_alloc_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IConfirmationRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ConfirmReqID: string// [2] 859 (String)
+  ConfirmType: number// [3] 773 (Int)
+  OrdAllocGrp?: IOrdAllocGrp// [4] NoOrders.73, ClOrdID.11 .. OrderBookingQty.800
+  AllocID?: string// [5] 70 (String)
+  SecondaryAllocID?: string// [6] 793 (String)
+  IndividualAllocID?: string// [7] 467 (String)
+  TransactTime: Date// [8] 60 (UtcTimestamp)
+  AllocAccount?: string// [9] 79 (String)
+  AllocAcctIDSource?: number// [10] 661 (Int)
+  AllocAccountType?: number// [11] 798 (Int)
+  Text?: string// [12] 58 (String)
+  EncodedTextLen?: number// [13] 354 (Length)
+  EncodedText?: Buffer// [14] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [15] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/contrary_intention_report.ts

@@ -0,0 +1,23 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IExpirationQty } from './set/expiration_qty'
+import { IInstrument } from './set/instrument'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IContraryIntentionReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ContIntRptID: string// [2] 977 (String)
+  TransactTime?: Date// [3] 60 (UtcTimestamp)
+  LateIndicator?: boolean// [4] 978 (Boolean)
+  InputSource?: string// [5] 979 (String)
+  ClearingBusinessDate: Date// [6] 715 (LocalDate)
+  Parties?: IParties// [7] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  ExpirationQty?: IExpirationQty// [8] NoExpiration.981, ExpType.982, ExpQty.983
+  Instrument?: IInstrument// [9] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  Text?: string// [10] 58 (String)
+  EncodedTextLen?: number// [11] 354 (Length)
+  EncodedText?: Buffer// [12] 355 (RawData)
+  UndInstrmtGrp?: IUndInstrmtGrp// [13] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  StandardTrailer: IStandardTrailer// [14] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/cross_order_cancel_replace_request.ts

@@ -0,0 +1,78 @@
+import { IStandardHeader } from './set/standard_header'
+import { ISideCrossOrdModGrp } from './set/side_cross_ord_mod_grp'
+import { IInstrument } from './set/instrument'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { ITrdgSesGrp } from './set/trdg_ses_grp'
+import { IStipulations } from './set/stipulations'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IYieldData } from './set/yield_data'
+import { IPegInstructions } from './set/peg_instructions'
+import { IDiscretionInstructions } from './set/discretion_instructions'
+import { IStrategyParametersGrp } from './set/strategy_parameters_grp'
+import { IRootParties } from './set/root_parties'
+import { IDisplayInstruction } from './set/display_instruction'
+import { ITriggeringInstruction } from './set/triggering_instruction'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICrossOrderCancelReplaceRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrderID?: string// [2] 37 (String)
+  CrossID: string// [3] 548 (String)
+  OrigCrossID: string// [4] 551 (String)
+  CrossType: number// [5] 549 (Int)
+  CrossPrioritization: number// [6] 550 (Int)
+  SideCrossOrdModGrp?: ISideCrossOrdModGrp// [7] NoSides.552, Side.54 .. PreTradeAnonymity.1091
+  Instrument?: IInstrument// [8] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UndInstrmtGrp?: IUndInstrmtGrp// [9] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  InstrmtLegGrp?: IInstrmtLegGrp// [10] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  SettlType?: string// [11] 63 (String)
+  SettlDate?: Date// [12] 64 (LocalDate)
+  HandlInst?: string// [13] 21 (String)
+  ExecInst?: string// [14] 18 (String)
+  MinQty?: number// [15] 110 (Float)
+  MaxFloor?: number// [16] 111 (Float)
+  ExDestination?: string// [17] 100 (String)
+  TrdgSesGrp?: ITrdgSesGrp// [18] NoTradingSessions.386, TradingSessionID.336, TradingSessionSubID.625
+  ProcessCode?: string// [19] 81 (String)
+  PrevClosePx?: number// [20] 140 (Float)
+  LocateReqd?: boolean// [21] 114 (Boolean)
+  TransactTime: Date// [22] 60 (UtcTimestamp)
+  Stipulations?: IStipulations// [23] NoStipulations.232, StipulationType.233, StipulationValue.234
+  OrdType: string// [24] 40 (String)
+  PriceType?: number// [25] 423 (Int)
+  Price?: number// [26] 44 (Float)
+  StopPx?: number// [27] 99 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [28] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData?: IYieldData// [29] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  Currency?: string// [30] 15 (String)
+  ComplianceID?: string// [31] 376 (String)
+  IOIid?: string// [32] 23 (String)
+  QuoteID?: string// [33] 117 (String)
+  TimeInForce?: string// [34] 59 (String)
+  EffectiveTime?: Date// [35] 168 (UtcTimestamp)
+  ExpireDate?: Date// [36] 432 (LocalDate)
+  ExpireTime?: Date// [37] 126 (UtcTimestamp)
+  GTBookingInst?: number// [38] 427 (Int)
+  MaxShow?: number// [39] 210 (Float)
+  PegInstructions?: IPegInstructions// [40] PegOffsetValue.211, PegMoveType.835 .. PegSecurityDesc.1099
+  DiscretionInstructions?: IDiscretionInstructions// [41] DiscretionInst.388, DiscretionOffsetValue.389 .. DiscretionScope.846
+  TargetStrategy?: number// [42] 847 (Int)
+  TargetStrategyParameters?: string// [43] 848 (String)
+  ParticipationRate?: number// [44] 849 (Float)
+  CancellationRights?: string// [45] 480 (String)
+  MoneyLaunderingStatus?: string// [46] 481 (String)
+  RegistID?: string// [47] 513 (String)
+  Designation?: string// [48] 494 (String)
+  StrategyParametersGrp?: IStrategyParametersGrp// [49] NoStrategyParameters.957, StrategyParameterName.958 .. StrategyParameterValue.960
+  HostCrossID?: string// [50] 961 (String)
+  TransBkdTime?: Date// [51] 483 (UtcTimestamp)
+  RootParties?: IRootParties// [52] NoRootPartyIDs.1116, RootPartyID.1117 .. RootPartySubIDType.1122
+  MatchIncrement?: number// [53] 1089 (Float)
+  MaxPriceLevels?: number// [54] 1090 (Int)
+  DisplayInstruction?: IDisplayInstruction// [55] SecondaryDisplayQty.1082, DisplayWhen.1083 .. DisplayQty.1138
+  PriceProtectionScope?: string// [56] 1092 (String)
+  TriggeringInstruction?: ITriggeringInstruction// [57] TriggerType.1100, TriggerAction.1101 .. TriggerTradingSessionSubID.1114
+  ExDestinationIDSource?: string// [58] 1133 (String)
+  StandardTrailer: IStandardTrailer// [59] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/cross_order_cancel_request.ts

@@ -0,0 +1,24 @@
+import { IStandardHeader } from './set/standard_header'
+import { ISideCrossOrdCxlGrp } from './set/side_cross_ord_cxl_grp'
+import { IInstrument } from './set/instrument'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IRootParties } from './set/root_parties'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ICrossOrderCancelRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrderID?: string// [2] 37 (String)
+  CrossID: string// [3] 548 (String)
+  OrigCrossID: string// [4] 551 (String)
+  CrossType: number// [5] 549 (Int)
+  CrossPrioritization: number// [6] 550 (Int)
+  SideCrossOrdCxlGrp?: ISideCrossOrdCxlGrp// [7] NoSides.552, Side.54 .. EncodedText.355
+  Instrument?: IInstrument// [8] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UndInstrmtGrp?: IUndInstrmtGrp// [9] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  InstrmtLegGrp?: IInstrmtLegGrp// [10] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  TransactTime: Date// [11] 60 (UtcTimestamp)
+  HostCrossID?: string// [12] 961 (String)
+  RootParties?: IRootParties// [13] NoRootPartyIDs.1116, RootPartyID.1117 .. RootPartySubIDType.1122
+  StandardTrailer: IStandardTrailer// [14] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/derivative_security_list.ts

@@ -0,0 +1,16 @@
+import { IStandardHeader } from './set/standard_header'
+import { IUnderlyingInstrument } from './set/underlying_instrument'
+import { IRelSymDerivSecGrp } from './set/rel_sym_deriv_sec_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IDerivativeSecurityList {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  SecurityReqID: string// [2] 320 (String)
+  SecurityResponseID: string// [3] 322 (String)
+  SecurityRequestResult: number// [4] 560 (Int)
+  UnderlyingInstrument?: IUnderlyingInstrument// [5] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. UnderlyingFXRateCalc.1046
+  TotNoRelatedSym?: number// [6] 393 (Int)
+  LastFragment?: boolean// [7] 893 (Boolean)
+  RelSymDerivSecGrp?: IRelSymDerivSecGrp// [8] NoRelatedSym.146, Symbol.55 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [9] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/derivative_security_list_request.ts

@@ -0,0 +1,19 @@
+import { IStandardHeader } from './set/standard_header'
+import { IUnderlyingInstrument } from './set/underlying_instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IDerivativeSecurityListRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  SecurityReqID: string// [2] 320 (String)
+  SecurityListRequestType: number// [3] 559 (Int)
+  UnderlyingInstrument?: IUnderlyingInstrument// [4] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. UnderlyingFXRateCalc.1046
+  SecuritySubType?: string// [5] 762 (String)
+  Currency?: string// [6] 15 (String)
+  Text?: string// [7] 58 (String)
+  EncodedTextLen?: number// [8] 354 (Length)
+  EncodedText?: Buffer// [9] 355 (RawData)
+  TradingSessionID?: string// [10] 336 (String)
+  TradingSessionSubID?: string// [11] 625 (String)
+  SubscriptionRequestType?: string// [12] 263 (String)
+  StandardTrailer: IStandardTrailer// [13] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/dont_know_trade_dk.ts

@@ -0,0 +1,25 @@
+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 IDontKnowTradeDK {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrderID: string// [2] 37 (String)
+  SecondaryOrderID?: string// [3] 198 (String)
+  ExecID: string// [4] 17 (String)
+  DKReason: string// [5] 127 (String)
+  Instrument?: IInstrument// [6] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UndInstrmtGrp?: IUndInstrmtGrp// [7] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  InstrmtLegGrp?: IInstrmtLegGrp// [8] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  Side: string// [9] 54 (String)
+  OrderQtyData?: IOrderQtyData// [10] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  LastQty?: number// [11] 32 (Float)
+  LastPx?: number// [12] 31 (Float)
+  Text?: string// [13] 58 (String)
+  EncodedTextLen?: number// [14] 354 (Length)
+  EncodedText?: Buffer// [15] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [16] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/email.ts

@@ -0,0 +1,27 @@
+import { IStandardHeader } from './set/standard_header'
+import { IRoutingGrp } from './set/routing_grp'
+import { IInstrmtGrp } from './set/instrmt_grp'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { ILinesOfTextGrp } from './set/lines_of_text_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IEmail {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  EmailThreadID: string// [2] 164 (String)
+  EmailType: string// [3] 94 (String)
+  OrigTime?: Date// [4] 42 (UtcTimestamp)
+  Subject: string// [5] 147 (String)
+  EncodedSubjectLen?: number// [6] 356 (Length)
+  EncodedSubject?: Buffer// [7] 357 (RawData)
+  RoutingGrp?: IRoutingGrp// [8] NoRoutingIDs.215, RoutingType.216, RoutingID.217
+  InstrmtGrp?: IInstrmtGrp// [9] NoRelatedSym.146, Symbol.55 .. TradingDeadline.5517
+  UndInstrmtGrp?: IUndInstrmtGrp// [10] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  InstrmtLegGrp?: IInstrmtLegGrp// [11] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  OrderID?: string// [12] 37 (String)
+  ClOrdID?: string// [13] 11 (String)
+  LinesOfTextGrp?: ILinesOfTextGrp// [14] NoLinesOfText.33, Text.58 .. EncodedText.355
+  RawDataLength?: number// [15] 95 (Length)
+  RawData?: Buffer// [16] 96 (RawData)
+  StandardTrailer: IStandardTrailer// [17] SignatureLength.93, Signature.89, CheckSum.10
+}