jspurefix 3.2.0 → 3.4.0

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

@@ -0,0 +1,31 @@
+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// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrderID: string// [2] 37 (String)
+  SecondaryOrderID?: string// [3] 198 (String)
+  ClOrdID?: string// [4] 11 (String)
+  ExecAckStatus: string// [5] 1036 (String)
+  ExecID: string// [6] 17 (String)
+  DKReason?: string// [7] 127 (String)
+  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
+  Side: string// [11] 54 (String)
+  OrderQtyData?: IOrderQtyData// [12] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  LastQty?: number// [13] 32 (Float)
+  LastPx?: number// [14] 31 (Float)
+  PriceType?: number// [15] 423 (Int)
+  LastParPx?: number// [16] 669 (Float)
+  CumQty?: number// [17] 14 (Float)
+  AvgPx?: number// [18] 6 (Float)
+  Text?: string// [19] 58 (String)
+  EncodedTextLen?: number// [20] 354 (Length)
+  EncodedText?: Buffer// [21] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [22] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,186 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IContraGrp } from './set/contra_grp'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IStipulations } from './set/stipulations'
+import { IOrderQtyData } from './set/order_qty_data'
+import { IPegInstructions } from './set/peg_instructions'
+import { IDiscretionInstructions } from './set/discretion_instructions'
+import { ICommissionData } from './set/commission_data'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IYieldData } from './set/yield_data'
+import { IContAmtGrp } from './set/cont_amt_grp'
+import { IInstrmtLegExecGrp } from './set/instrmt_leg_exec_grp'
+import { IMiscFeesGrp } from './set/misc_fees_grp'
+import { IStrategyParametersGrp } from './set/strategy_parameters_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { ITriggeringInstruction } from './set/triggering_instruction'
+import { IDisplayInstruction } from './set/display_instruction'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IExecutionReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrderID: string// [2] 37 (String)
+  SecondaryOrderID?: string// [3] 198 (String)
+  SecondaryClOrdID?: string// [4] 526 (String)
+  SecondaryExecID?: string// [5] 527 (String)
+  ClOrdID?: string// [6] 11 (String)
+  OrigClOrdID?: string// [7] 41 (String)
+  ClOrdLinkID?: string// [8] 583 (String)
+  QuoteRespID?: string// [9] 693 (String)
+  OrdStatusReqID?: string// [10] 790 (String)
+  MassStatusReqID?: string// [11] 584 (String)
+  TotNumReports?: number// [12] 911 (Int)
+  LastRptRequested?: boolean// [13] 912 (Boolean)
+  Parties?: IParties// [14] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  TradeOriginationDate?: Date// [15] 229 (LocalDate)
+  ContraGrp?: IContraGrp// [16] NoContraBrokers.382, ContraBroker.375 .. ContraLegRefID.655
+  ListID?: string// [17] 66 (String)
+  CrossID?: string// [18] 548 (String)
+  OrigCrossID?: string// [19] 551 (String)
+  CrossType?: number// [20] 549 (Int)
+  ExecID: string// [21] 17 (String)
+  ExecRefID?: string// [22] 19 (String)
+  ExecType: string// [23] 150 (String)
+  OrdStatus: string// [24] 39 (String)
+  WorkingIndicator?: boolean// [25] 636 (Boolean)
+  OrdRejReason?: number// [26] 103 (Int)
+  ExecRestatementReason?: number// [27] 378 (Int)
+  Account?: string// [28] 1 (String)
+  AcctIDSource?: number// [29] 660 (Int)
+  AccountType?: number// [30] 581 (Int)
+  DayBookingInst?: string// [31] 589 (String)
+  BookingUnit?: string// [32] 590 (String)
+  PreallocMethod?: string// [33] 591 (String)
+  SettlType?: string// [34] 63 (String)
+  SettlDate?: Date// [35] 64 (LocalDate)
+  CashMargin?: string// [36] 544 (String)
+  ClearingFeeIndicator?: string// [37] 635 (String)
+  NumericOrderID?: string// [38] 29500 (String)
+  Instrument?: IInstrument// [39] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [40] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [41] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  Side: string// [42] 54 (String)
+  Stipulations?: IStipulations// [43] NoStipulations.232, StipulationType.233, StipulationValue.234
+  QtyType?: number// [44] 854 (Int)
+  OrderQtyData?: IOrderQtyData// [45] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType?: string// [46] 40 (String)
+  PriceType?: number// [47] 423 (Int)
+  Price?: number// [48] 44 (Float)
+  StopPx?: number// [49] 99 (Float)
+  PegInstructions?: IPegInstructions// [50] PegOffsetValue.211, PegMoveType.835 .. PegSecurityDesc.1099
+  DiscretionInstructions?: IDiscretionInstructions// [51] DiscretionInst.388, DiscretionOffsetValue.389 .. DiscretionScope.846
+  PeggedPrice?: number// [52] 839 (Float)
+  DiscretionPrice?: number// [53] 845 (Float)
+  TargetStrategy?: number// [54] 847 (Int)
+  TargetStrategyParameters?: string// [55] 848 (String)
+  ParticipationRate?: number// [56] 849 (Float)
+  TargetStrategyPerformance?: number// [57] 850 (Float)
+  Currency?: string// [58] 15 (String)
+  ComplianceID?: string// [59] 376 (String)
+  SolicitedFlag?: boolean// [60] 377 (Boolean)
+  TimeInForce?: string// [61] 59 (String)
+  EffectiveTime?: Date// [62] 168 (UtcTimestamp)
+  ExpireDate?: Date// [63] 432 (LocalDate)
+  ExpireTime?: Date// [64] 126 (UtcTimestamp)
+  ExecInst?: string// [65] 18 (String)
+  OrderCapacity?: string// [66] 528 (String)
+  OrderRestrictions?: string// [67] 529 (String)
+  CustOrderCapacity?: number// [68] 582 (Int)
+  LastQty?: number// [69] 32 (Float)
+  UnderlyingLastQty?: number// [70] 652 (Float)
+  LastPx?: number// [71] 31 (Float)
+  UnderlyingLastPx?: number// [72] 651 (Float)
+  LastParPx?: number// [73] 669 (Float)
+  LastSpotRate?: number// [74] 194 (Float)
+  LastForwardPoints?: number// [75] 195 (Float)
+  LastMkt?: string// [76] 30 (String)
+  TradingSessionID?: string// [77] 336 (String)
+  TradingSessionSubID?: string// [78] 625 (String)
+  TimeBracket?: string// [79] 943 (String)
+  LastCapacity?: string// [80] 29 (String)
+  LeavesQty: number// [81] 151 (Float)
+  CumQty: number// [82] 14 (Float)
+  AvgPx?: number// [83] 6 (Float)
+  DayOrderQty?: number// [84] 424 (Float)
+  DayCumQty?: number// [85] 425 (Float)
+  DayAvgPx?: number// [86] 426 (Float)
+  GTBookingInst?: number// [87] 427 (Int)
+  TradeDate?: Date// [88] 75 (LocalDate)
+  TransactTime?: Date// [89] 60 (UtcTimestamp)
+  ReportToExch?: boolean// [90] 113 (Boolean)
+  CommissionData?: ICommissionData// [91] Commission.12, CommType.13 .. FundRenewWaiv.497
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [92] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData?: IYieldData// [93] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  GrossTradeAmt?: number// [94] 381 (Float)
+  NumDaysInterest?: number// [95] 157 (Int)
+  ExDate?: Date// [96] 230 (LocalDate)
+  AccruedInterestRate?: number// [97] 158 (Float)
+  AccruedInterestAmt?: number// [98] 159 (Float)
+  InterestAtMaturity?: number// [99] 738 (Float)
+  EndAccruedInterestAmt?: number// [100] 920 (Float)
+  StartCash?: number// [101] 921 (Float)
+  EndCash?: number// [102] 922 (Float)
+  TradedFlatSwitch?: boolean// [103] 258 (Boolean)
+  BasisFeatureDate?: Date// [104] 259 (LocalDate)
+  BasisFeaturePrice?: number// [105] 260 (Float)
+  Concession?: number// [106] 238 (Float)
+  TotalTakedown?: number// [107] 237 (Float)
+  NetMoney?: number// [108] 118 (Float)
+  SettlCurrAmt?: number// [109] 119 (Float)
+  SettlCurrency?: string// [110] 120 (String)
+  SettlCurrFxRate?: number// [111] 155 (Float)
+  SettlCurrFxRateCalc?: string// [112] 156 (String)
+  HandlInst?: string// [113] 21 (String)
+  MinQty?: number// [114] 110 (Float)
+  MaxFloor?: number// [115] 111 (Float)
+  PositionEffect?: string// [116] 77 (String)
+  MaxShow?: number// [117] 210 (Float)
+  BookingType?: number// [118] 775 (Int)
+  Text?: string// [119] 58 (String)
+  EncodedTextLen?: number// [120] 354 (Length)
+  EncodedText?: Buffer// [121] 355 (RawData)
+  SettlDate2?: Date// [122] 193 (LocalDate)
+  OrderQty2?: number// [123] 192 (Float)
+  LastForwardPoints2?: number// [124] 641 (Float)
+  MultiLegReportingType?: string// [125] 442 (String)
+  CancellationRights?: string// [126] 480 (String)
+  MoneyLaunderingStatus?: string// [127] 481 (String)
+  RegistID?: string// [128] 513 (String)
+  Designation?: string// [129] 494 (String)
+  TransBkdTime?: Date// [130] 483 (UtcTimestamp)
+  ExecValuationPoint?: Date// [131] 515 (UtcTimestamp)
+  ExecPriceType?: string// [132] 484 (String)
+  ExecPriceAdjustment?: number// [133] 485 (Float)
+  PriorityIndicator?: number// [134] 638 (Int)
+  PriceImprovement?: number// [135] 639 (Float)
+  LastLiquidityInd?: number// [136] 851 (Int)
+  ContAmtGrp?: IContAmtGrp// [137] NoContAmts.518, ContAmtType.519 .. ContAmtCurr.521
+  InstrmtLegExecGrp?: IInstrmtLegExecGrp// [138] NoLegs.555, LegSymbol.600 .. LegGrossTradeAmt.1075
+  CopyMsgIndicator?: boolean// [139] 797 (Boolean)
+  MiscFeesGrp?: IMiscFeesGrp// [140] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeBasis.891
+  StrategyParametersGrp?: IStrategyParametersGrp// [141] NoStrategyParameters.957, StrategyParameterName.958 .. StrategyParameterValue.960
+  HostCrossID?: string// [142] 961 (String)
+  ManualOrderIndicator?: boolean// [143] 1028 (Boolean)
+  CustDirectedOrder?: boolean// [144] 1029 (Boolean)
+  ReceivedDeptID?: string// [145] 1030 (String)
+  CustOrderHandlingInst?: string// [146] 1031 (String)
+  OrderHandlingInstSource?: number// [147] 1032 (Int)
+  TrdRegTimestamps?: ITrdRegTimestamps// [148] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. DeskOrderHandlingInst.1035
+  AggressorIndicator?: boolean// [149] 1057 (Boolean)
+  CalculatedCcyLastQty?: number// [150] 1056 (Float)
+  LastSwapPoints?: number// [151] 1071 (Float)
+  MatchType?: string// [152] 574 (String)
+  OrderCategory?: string// [153] 1115 (String)
+  LotType?: string// [154] 1093 (String)
+  PriceProtectionScope?: string// [155] 1092 (String)
+  TriggeringInstruction?: ITriggeringInstruction// [156] TriggerType.1100, TriggerAction.1101 .. TriggerTradingSessionSubID.1114
+  PeggedRefPrice?: number// [157] 1095 (Float)
+  PreTradeAnonymity?: boolean// [158] 1091 (Boolean)
+  MatchIncrement?: number// [159] 1089 (Float)
+  MaxPriceLevels?: number// [160] 1090 (Int)
+  DisplayInstruction?: IDisplayInstruction// [161] SecondaryDisplayQty.1082, DisplayWhen.1083 .. DisplayQty.1138
+  StandardTrailer: IStandardTrailer// [162] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,8 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IHeartbeat {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  TestReqID?: string// [2] 112 (String)
+  StandardTrailer: IStandardTrailer// [3] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,358 @@
+export * from './account_list'
+export * from './account_list_incremental'
+export * from './account_list_request'
+export * from './adjusted_position_report'
+export * from './advertisement'
+export * from './allocation_instruction'
+export * from './allocation_instruction_ack'
+export * from './allocation_instruction_alert'
+export * from './allocation_report'
+export * from './allocation_report_ack'
+export * from './assignment_report'
+export * from './bid_request'
+export * from './bid_response'
+export * from './business_message_reject'
+export * from './collateral_assignment'
+export * from './collateral_inquiry'
+export * from './collateral_inquiry_ack'
+export * from './collateral_report'
+export * from './collateral_request'
+export * from './collateral_response'
+export * from './confirmation'
+export * from './confirmation_ack'
+export * from './confirmation_request'
+export * from './contrary_intention_report'
+export * from './cross_order_cancel_replace_request'
+export * from './cross_order_cancel_request'
+export * from './derivative_security_list'
+export * from './derivative_security_list_request'
+export * from './dont_know_trade_dk'
+export * from './email'
+export * from './enum'
+export * from './execution_acknowledgement'
+export * from './execution_report'
+export * from './heartbeat'
+export * from './ioi'
+export * from './list_cancel_request'
+export * from './list_execute'
+export * from './list_status'
+export * from './list_status_request'
+export * from './list_strike_price'
+export * from './logon'
+export * from './logout'
+export * from './market_data_incremental_refresh'
+export * from './market_data_request'
+export * from './market_data_request_reject'
+export * from './market_data_snapshot_full_refresh'
+export * from './mass_quote'
+export * from './mass_quote_acknowledgement'
+export * from './multileg_order_cancel_replace'
+export * from './network_counterparty_system_status_request'
+export * from './network_counterparty_system_status_response'
+export * from './new_order_cross'
+export * from './new_order_list'
+export * from './new_order_multileg'
+export * from './new_order_single'
+export * from './news'
+export * from './order_cancel_reject'
+export * from './order_cancel_replace_request'
+export * from './order_cancel_request'
+export * from './order_mass_cancel_report'
+export * from './order_mass_cancel_request'
+export * from './order_mass_status_request'
+export * from './order_status_request'
+export * from './position_maintenance_report'
+export * from './position_maintenance_request'
+export * from './position_report'
+export * from './quote'
+export * from './quote_cancel'
+export * from './quote_request'
+export * from './quote_request_reject'
+export * from './quote_response'
+export * from './quote_status_report'
+export * from './quote_status_request'
+export * from './registration_instructions'
+export * from './registration_instructions_response'
+export * from './reject'
+export * from './request_for_positions'
+export * from './request_for_positions_ack'
+export * from './resend_request'
+export * from './rfq_request'
+export * from './security_definition'
+export * from './security_definition_request'
+export * from './security_definition_update_report'
+export * from './security_list'
+export * from './security_list_request'
+export * from './security_list_update_report'
+export * from './security_status'
+export * from './security_status_request'
+export * from './security_type_request'
+export * from './security_types'
+export * from './sequence_reset'
+export * from './set/affected_ord_grp'
+export * from './set/alloc_ack_grp'
+export * from './set/alloc_ack_grp_no_allocs'
+export * from './set/alloc_grp'
+export * from './set/alloc_grp_no_allocs'
+export * from './set/attrb_grp'
+export * from './set/attrb_grp_no_instr_attrib'
+export * from './set/base_trading_rules'
+export * from './set/bid_comp_req_grp'
+export * from './set/bid_comp_req_grp_no_bid_components'
+export * from './set/bid_comp_rsp_grp'
+export * from './set/bid_comp_rsp_grp_no_bid_components'
+export * from './set/bid_desc_req_grp'
+export * from './set/bid_desc_req_grp_no_bid_descriptors'
+export * from './set/clr_inst_grp'
+export * from './set/clr_inst_grp_no_clearing_instructions'
+export * from './set/coll_inq_qual_grp'
+export * from './set/coll_inq_qual_grp_no_coll_inquiry_qualifier'
+export * from './set/commission_data'
+export * from './set/comp_id_req_grp'
+export * from './set/comp_id_req_grp_no_comp_i_ds'
+export * from './set/comp_id_stat_grp'
+export * from './set/comp_id_stat_grp_no_comp_i_ds'
+export * from './set/cont_amt_grp'
+export * from './set/cont_amt_grp_no_cont_amts'
+export * from './set/contra_grp'
+export * from './set/contra_grp_no_contra_brokers'
+export * from './set/cpcty_conf_grp'
+export * from './set/cpcty_conf_grp_no_capacities'
+export * from './set/discretion_instructions'
+export * from './set/display_instruction'
+export * from './set/dlvy_inst_grp'
+export * from './set/dlvy_inst_grp_no_dlvy_inst'
+export * from './set/evnt_grp'
+export * from './set/evnt_grp_no_events'
+export * from './set/exec_alloc_grp'
+export * from './set/exec_alloc_grp_no_execs'
+export * from './set/exec_coll_grp'
+export * from './set/exec_coll_grp_no_execs'
+export * from './set/exec_inst_rules'
+export * from './set/exec_inst_rules_no_exec_inst_rules'
+export * from './set/expiration_qty'
+export * from './set/expiration_qty_no_expiration'
+export * from './set/financing_details'
+export * from './set/hop_grp'
+export * from './set/hop_grp_no_hops'
+export * from './set/instrmt_grp'
+export * from './set/instrmt_grp_no_related_sym'
+export * from './set/instrmt_leg_exec_grp'
+export * from './set/instrmt_leg_exec_grp_no_legs'
+export * from './set/instrmt_leg_grp'
+export * from './set/instrmt_leg_grp_no_legs'
+export * from './set/instrmt_leg_ioi_grp'
+export * from './set/instrmt_leg_ioi_grp_no_legs'
+export * from './set/instrmt_leg_sec_list_grp'
+export * from './set/instrmt_leg_sec_list_grp_no_legs'
+export * from './set/instrmt_md_req_grp'
+export * from './set/instrmt_md_req_grp_no_related_sym'
+export * from './set/instrmt_strk_px_grp'
+export * from './set/instrmt_strk_px_grp_no_strikes'
+export * from './set/instrument'
+export * from './set/instrument_extension'
+export * from './set/instrument_leg'
+export * from './set/instrument_parties'
+export * from './set/instrument_parties_no_instrument_parties'
+export * from './set/instrument_ptys_sub_grp'
+export * from './set/instrument_ptys_sub_grp_no_instrument_party_sub_i_ds'
+export * from './set/ioi_qual_grp'
+export * from './set/ioi_qual_grp_no_ioi_qualifiers'
+export * from './set/leg_benchmark_curve_data'
+export * from './set/leg_ord_grp'
+export * from './set/leg_ord_grp_no_legs'
+export * from './set/leg_pre_alloc_grp'
+export * from './set/leg_pre_alloc_grp_no_leg_allocs'
+export * from './set/leg_quot_grp'
+export * from './set/leg_quot_grp_no_legs'
+export * from './set/leg_quot_stat_grp'
+export * from './set/leg_quot_stat_grp_no_legs'
+export * from './set/leg_sec_alt_id_grp'
+export * from './set/leg_stipulations'
+export * from './set/leg_stipulations_no_leg_stipulations'
+export * from './set/lines_of_text_grp'
+export * from './set/lines_of_text_grp_no_lines_of_text'
+export * from './set/list_ord_grp'
+export * from './set/list_ord_grp_no_orders'
+export * from './set/lot_type_rules'
+export * from './set/lot_type_rules_no_lot_type_rules'
+export * from './set/market_alias'
+export * from './set/market_alias_no_market_alias'
+export * from './set/market_data_feed_types'
+export * from './set/market_data_feed_types_no_md_feed_types'
+export * from './set/match_rules'
+export * from './set/match_rules_no_match_rules'
+export * from './set/maturity_rules'
+export * from './set/maturity_rules_no_maturity_rules'
+export * from './set/md_full_grp'
+export * from './set/md_full_grp_no_md_entries'
+export * from './set/md_inc_grp'
+export * from './set/md_inc_grp_no_md_entries'
+export * from './set/md_req_grp'
+export * from './set/md_req_grp_no_md_entry_types'
+export * from './set/md_rjct_grp'
+export * from './set/md_rjct_grp_no_alt_md_source'
+export * from './set/misc_fees_grp'
+export * from './set/misc_fees_grp_no_misc_fees'
+export * from './set/msg_type_grp'
+export * from './set/msg_type_grp_no_msg_types'
+export * from './set/nested_instrument_attribute'
+export * from './set/nested_instrument_attribute_no_nested_instr_attrib'
+export * from './set/nested_parties'
+export * from './set/nested_parties_2'
+export * from './set/nested_parties_2_no_nested_2_party_i_ds'
+export * from './set/nested_parties_3'
+export * from './set/nested_parties_3_no_nested_3_party_i_ds'
+export * from './set/nested_parties_no_nested_party_i_ds'
+export * from './set/nstd_ptys_2_sub_grp'
+export * from './set/nstd_ptys_2_sub_grp_no_nested_2_party_sub_i_ds'
+export * from './set/nstd_ptys_3_sub_grp'
+export * from './set/nstd_ptys_3_sub_grp_no_nested_3_party_sub_i_ds'
+export * from './set/nstd_ptys_sub_grp'
+export * from './set/nstd_ptys_sub_grp_no_nested_party_sub_i_ds'
+export * from './set/ord_alloc_grp'
+export * from './set/ord_alloc_grp_no_orders'
+export * from './set/ord_list_stat_grp'
+export * from './set/ord_list_stat_grp_no_orders'
+export * from './set/ord_type_rules'
+export * from './set/ord_type_rules_no_ord_type_rules'
+export * from './set/order_qty_data'
+export * from './set/parties'
+export * from './set/parties_no_party_i_ds'
+export * from './set/peg_instructions'
+export * from './set/pos_und_instrmt_grp'
+export * from './set/pos_und_instrmt_grp_no_underlyings'
+export * from './set/position_amount_data'
+export * from './set/position_amount_data_no_pos_amt'
+export * from './set/position_qty'
+export * from './set/position_qty_no_positions'
+export * from './set/pre_alloc_grp'
+export * from './set/pre_alloc_grp_no_allocs'
+export * from './set/pre_alloc_mleg_grp'
+export * from './set/pre_alloc_mleg_grp_no_allocs'
+export * from './set/price_limits'
+export * from './set/ptys_sub_grp'
+export * from './set/ptys_sub_grp_no_party_sub_i_ds'
+export * from './set/quot_cxl_entries_grp'
+export * from './set/quot_cxl_entries_grp_no_quote_entries'
+export * from './set/quot_entry_ack_grp'
+export * from './set/quot_entry_ack_grp_no_quote_entries'
+export * from './set/quot_entry_grp'
+export * from './set/quot_entry_grp_no_quote_entries'
+export * from './set/quot_qual_grp'
+export * from './set/quot_qual_grp_no_quote_qualifiers'
+export * from './set/quot_req_grp'
+export * from './set/quot_req_grp_no_related_sym'
+export * from './set/quot_req_legs_grp'
+export * from './set/quot_req_legs_grp_no_legs'
+export * from './set/quot_req_rjct_grp'
+export * from './set/quot_req_rjct_grp_no_related_sym'
+export * from './set/quot_set_ack_grp'
+export * from './set/quot_set_ack_grp_no_quote_sets'
+export * from './set/quot_set_grp'
+export * from './set/quot_set_grp_no_quote_sets'
+export * from './set/rel_sym_deriv_sec_grp'
+export * from './set/rel_sym_deriv_sec_grp_no_related_sym'
+export * from './set/related_account'
+export * from './set/related_account_no_related_acc'
+export * from './set/rfq_req_grp'
+export * from './set/rfq_req_grp_no_related_sym'
+export * from './set/rgst_dist_inst_grp'
+export * from './set/rgst_dist_inst_grp_no_distrib_insts'
+export * from './set/rgst_dtls_grp'
+export * from './set/rgst_dtls_grp_no_regist_dtls'
+export * from './set/root_parties'
+export * from './set/root_parties_no_root_party_i_ds'
+export * from './set/root_sub_parties'
+export * from './set/root_sub_parties_no_root_party_sub_i_ds'
+export * from './set/routing_grp'
+export * from './set/routing_grp_no_routing_i_ds'
+export * from './set/sec_alt_id_grp'
+export * from './set/sec_alt_id_grp_no_security_alt_id'
+export * from './set/sec_list_grp'
+export * from './set/sec_list_grp_no_related_sym'
+export * from './set/sec_lst_upd_rel_sym_grp'
+export * from './set/sec_lst_upd_rel_sym_grp_no_related_sym'
+export * from './set/sec_lst_upd_rel_syms_leg_grp'
+export * from './set/sec_lst_upd_rel_syms_leg_grp_no_legs'
+export * from './set/sec_types_grp'
+export * from './set/sec_types_grp_no_security_types'
+export * from './set/security_trading_rules'
+export * from './set/settl_inst_grp'
+export * from './set/settl_inst_grp_no_settl_inst'
+export * from './set/settl_instructions_data'
+export * from './set/settl_parties'
+export * from './set/settl_parties_no_settl_party_i_ds'
+export * from './set/settl_ptys_sub_grp'
+export * from './set/settl_ptys_sub_grp_no_settl_party_sub_i_ds'
+export * from './set/side_cross_ord_cxl_grp'
+export * from './set/side_cross_ord_cxl_grp_no_sides'
+export * from './set/side_cross_ord_mod_grp'
+export * from './set/side_cross_ord_mod_grp_no_sides'
+export * from './set/side_trd_reg_ts'
+export * from './set/side_trd_reg_ts_no_side_trd_reg_ts'
+export * from './set/spread_or_benchmark_curve_data'
+export * from './set/standard_header'
+export * from './set/standard_trailer'
+export * from './set/stipulations'
+export * from './set/stipulations_no_stipulations'
+export * from './set/strategy_parameters_grp'
+export * from './set/strategy_parameters_grp_no_strategy_parameters'
+export * from './set/strike_rules'
+export * from './set/strike_rules_no_strike_rules'
+export * from './set/tick_rules'
+export * from './set/tick_rules_no_tick_rules'
+export * from './set/time_in_force_rules'
+export * from './set/time_in_force_rules_no_time_in_force_rules'
+export * from './set/trading_session_rules'
+export * from './set/trading_session_rules_grp'
+export * from './set/trading_session_rules_grp_no_trading_session_rules'
+export * from './set/trd_alloc_grp'
+export * from './set/trd_alloc_grp_no_allocs'
+export * from './set/trd_cap_dt_grp'
+export * from './set/trd_cap_rpt_ack_side_grp'
+export * from './set/trd_cap_rpt_ack_side_grp_no_sides'
+export * from './set/trd_cap_rpt_side_grp'
+export * from './set/trd_cap_rpt_side_grp_no_sides'
+export * from './set/trd_coll_grp'
+export * from './set/trd_coll_grp_no_trades'
+export * from './set/trd_instrmt_leg_grp'
+export * from './set/trd_instrmt_leg_grp_no_legs'
+export * from './set/trd_reg_timestamps'
+export * from './set/trd_reg_timestamps_no_trd_reg_timestamps'
+export * from './set/trd_sess_lst_grp'
+export * from './set/trd_sess_lst_grp_no_trading_sessions'
+export * from './set/trdg_ses_grp'
+export * from './set/trdg_ses_grp_no_trading_sessions'
+export * from './set/triggering_instruction'
+export * from './set/und_instrmt_coll_grp'
+export * from './set/und_instrmt_coll_grp_no_underlyings'
+export * from './set/und_instrmt_grp'
+export * from './set/und_instrmt_grp_no_underlyings'
+export * from './set/und_instrmt_strk_px_grp'
+export * from './set/und_instrmt_strk_px_grp_no_underlyings'
+export * from './set/und_sec_alt_id_grp'
+export * from './set/und_sec_alt_id_grp_no_underlying_security_alt_id'
+export * from './set/underlying_amount'
+export * from './set/underlying_amount_no_underlying_amounts'
+export * from './set/underlying_instrument'
+export * from './set/underlying_stipulations'
+export * from './set/underlying_stipulations_no_underlying_stips'
+export * from './set/undly_instrument_parties'
+export * from './set/undly_instrument_parties_no_undly_instrument_parties'
+export * from './set/undly_instrument_ptys_sub_grp'
+export * from './set/undly_instrument_ptys_sub_grp_no_undly_instrument_party_sub_i_ds'
+export * from './set/yield_data'
+export * from './settlement_instruction_request'
+export * from './settlement_instructions'
+export * from './test_request'
+export * from './trade_capture_report'
+export * from './trade_capture_report_ack'
+export * from './trade_capture_report_request'
+export * from './trade_capture_report_request_ack'
+export * from './trading_session_list'
+export * from './trading_session_list_request'
+export * from './trading_session_status'
+export * from './trading_session_status_request'
+export * from './user_request'
+export * from './user_response'

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

@@ -0,0 +1,46 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IOrderQtyData } from './set/order_qty_data'
+import { IStipulations } from './set/stipulations'
+import { IInstrmtLegIOIGrp } from './set/instrmt_leg_ioi_grp'
+import { IIOIQualGrp } from './set/ioi_qual_grp'
+import { IRoutingGrp } from './set/routing_grp'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IYieldData } from './set/yield_data'
+import { IParties } from './set/parties'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IIOI {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  IOIid: string// [2] 23 (String)
+  IOITransType: string// [3] 28 (String)
+  IOIRefID?: string// [4] 26 (String)
+  Instrument?: IInstrument// [5] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [6] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [7] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  Side: string// [8] 54 (String)
+  QtyType?: number// [9] 854 (Int)
+  OrderQtyData?: IOrderQtyData// [10] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  IOIQty: string// [11] 27 (String)
+  Currency?: string// [12] 15 (String)
+  Stipulations?: IStipulations// [13] NoStipulations.232, StipulationType.233, StipulationValue.234
+  InstrmtLegIOIGrp?: IInstrmtLegIOIGrp// [14] NoLegs.555, LegSymbol.600 .. LegStipulationValue.689
+  PriceType?: number// [15] 423 (Int)
+  Price?: number// [16] 44 (Float)
+  ValidUntilTime?: Date// [17] 62 (UtcTimestamp)
+  IOIQltyInd?: string// [18] 25 (String)
+  IOINaturalFlag?: boolean// [19] 130 (Boolean)
+  IOIQualGrp?: IIOIQualGrp// [20] NoIOIQualifiers.199, IOIQualifier.104
+  Text?: string// [21] 58 (String)
+  EncodedTextLen?: number// [22] 354 (Length)
+  EncodedText?: Buffer// [23] 355 (RawData)
+  TransactTime?: Date// [24] 60 (UtcTimestamp)
+  URLLink?: string// [25] 149 (String)
+  RoutingGrp?: IRoutingGrp// [26] NoRoutingIDs.215, RoutingType.216, RoutingID.217
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [27] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData?: IYieldData// [28] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  Parties?: IParties// [29] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  StandardTrailer: IStandardTrailer// [30] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,16 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IListCancelRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ListID: string// [2] 66 (String)
+  TransactTime: Date// [3] 60 (UtcTimestamp)
+  TradeOriginationDate?: Date// [4] 229 (LocalDate)
+  TradeDate?: Date// [5] 75 (LocalDate)
+  Text?: string// [6] 58 (String)
+  EncodedTextLen?: number// [7] 354 (Length)
+  EncodedText?: Buffer// [8] 355 (RawData)
+  Parties?: IParties// [9] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  StandardTrailer: IStandardTrailer// [10] SignatureLength.93, Signature.89, CheckSum.10
+}