jspurefix 3.2.0 → 3.4.0

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

@@ -0,0 +1,14 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IListExecute {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ListID: string// [2] 66 (String)
+  ClientBidID?: string// [3] 391 (String)
+  BidID?: string// [4] 390 (String)
+  TransactTime: Date// [5] 60 (UtcTimestamp)
+  Text?: string// [6] 58 (String)
+  EncodedTextLen?: number// [7] 354 (Length)
+  EncodedText?: Buffer// [8] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [9] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,20 @@
+import { IStandardHeader } from './set/standard_header'
+import { IOrdListStatGrp } from './set/ord_list_stat_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IListStatus {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ListID: string// [2] 66 (String)
+  ListStatusType: number// [3] 429 (Int)
+  NoRpts: number// [4] 82 (Int)
+  ListOrderStatus: number// [5] 431 (Int)
+  RptSeq: number// [6] 83 (Int)
+  ListStatusText?: string// [7] 444 (String)
+  EncodedListStatusTextLen?: number// [8] 445 (Length)
+  EncodedListStatusText?: Buffer// [9] 446 (RawData)
+  TransactTime?: Date// [10] 60 (UtcTimestamp)
+  TotNoOrders: number// [11] 68 (Int)
+  LastFragment?: boolean// [12] 893 (Boolean)
+  OrdListStatGrp?: IOrdListStatGrp// [13] NoOrders.73, ClOrdID.11 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [14] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,11 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IListStatusRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ListID: string// [2] 66 (String)
+  Text?: string// [3] 58 (String)
+  EncodedTextLen?: number// [4] 354 (Length)
+  EncodedText?: Buffer// [5] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [6] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,14 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrmtStrkPxGrp } from './set/instrmt_strk_px_grp'
+import { IUndInstrmtStrkPxGrp } from './set/und_instrmt_strk_px_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IListStrikePrice {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ListID: string// [2] 66 (String)
+  TotNoStrikes: number// [3] 422 (Int)
+  LastFragment?: boolean// [4] 893 (Boolean)
+  InstrmtStrkPxGrp?: IInstrmtStrkPxGrp// [5] NoStrikes.428, Symbol.55 .. TradingDeadline.5517
+  UndInstrmtStrkPxGrp?: IUndInstrmtStrkPxGrp// [6] NoUnderlyings.711, UnderlyingSymbol.311 .. EncodedText.355
+  StandardTrailer: IStandardTrailer// [7] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,22 @@
+import { IStandardHeader } from './set/standard_header'
+import { IMsgTypeGrp } from './set/msg_type_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ILogon {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  Text?: string// [2] 58 (String)
+  EncryptMethod: number// [3] 98 (Int)
+  HeartBtInt: number// [4] 108 (Int)
+  RawDataLength?: number// [5] 95 (Length)
+  RawData?: Buffer// [6] 96 (RawData)
+  ResetSeqNumFlag?: boolean// [7] 141 (Boolean)
+  NextExpectedMsgSeqNum?: number// [8] 789 (Int)
+  MaxMessageSize?: number// [9] 383 (Length)
+  TestMessageIndicator?: boolean// [10] 464 (Boolean)
+  Username?: string// [11] 553 (String)
+  Password?: string// [12] 554 (String)
+  OTP?: string// [13] 20000 (String)
+  DefaultApplVerID: string// [14] 1137 (String)
+  MsgTypeGrp?: IMsgTypeGrp// [15] NoMsgTypes.384, RefMsgType.372 .. RefCstmApplVerID.1131
+  StandardTrailer: IStandardTrailer// [16] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,10 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ILogout {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  Text?: string// [2] 58 (String)
+  EncodedTextLen?: number// [3] 354 (Length)
+  EncodedText?: Buffer// [4] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [5] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,17 @@
+import { IStandardHeader } from './set/standard_header'
+import { IMDIncGrp } from './set/md_inc_grp'
+import { IRoutingGrp } from './set/routing_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMarketDataIncrementalRefresh {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  MDReqID?: string// [2] 262 (String)
+  MDIncGrp?: IMDIncGrp// [3] NoMDEntries.268, MDUpdateAction.279 .. OrdType.40
+  ApplQueueDepth?: number// [4] 813 (Int)
+  ApplQueueResolution?: number// [5] 814 (Int)
+  MDBookType?: number// [6] 1021 (Int)
+  MDFeedType?: string// [7] 1022 (String)
+  TradeDate?: Date// [8] 75 (LocalDate)
+  RoutingGrp?: IRoutingGrp// [9] NoRoutingIDs.215, RoutingType.216, RoutingID.217
+  StandardTrailer: IStandardTrailer// [10] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,25 @@
+import { IStandardHeader } from './set/standard_header'
+import { IMDReqGrp } from './set/md_req_grp'
+import { IInstrmtMDReqGrp } from './set/instrmt_md_req_grp'
+import { ITrdgSesGrp } from './set/trdg_ses_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMarketDataRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  MDReqID: string// [2] 262 (String)
+  SubscriptionRequestType: string// [3] 263 (String)
+  MarketDepth: number// [4] 264 (Int)
+  MDUpdateType?: number// [5] 265 (Int)
+  AggregatedBook?: boolean// [6] 266 (Boolean)
+  OpenCloseSettlFlag?: string// [7] 286 (String)
+  Scope?: string// [8] 546 (String)
+  MDImplicitDelete?: boolean// [9] 547 (Boolean)
+  MDReqGrp?: IMDReqGrp// [10] NoMDEntryTypes.267, MDEntryType.269
+  InstrmtMDReqGrp?: IInstrmtMDReqGrp// [11] NoRelatedSym.146, Symbol.55 .. MDEntrySize.271
+  TrdgSesGrp?: ITrdgSesGrp// [12] NoTradingSessions.386, TradingSessionID.336, TradingSessionSubID.625
+  ApplQueueAction?: number// [13] 815 (Int)
+  ApplQueueMax?: number// [14] 812 (Int)
+  MDQuoteType?: number// [15] 1070 (Int)
+  MarketDataType?: string// [16] 7118 (String)
+  StandardTrailer: IStandardTrailer// [17] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,14 @@
+import { IStandardHeader } from './set/standard_header'
+import { IMDRjctGrp } from './set/md_rjct_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMarketDataRequestReject {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  MDReqID: string// [2] 262 (String)
+  MDReqRejReason?: string// [3] 281 (String)
+  MDRjctGrp?: IMDRjctGrp// [4] NoAltMDSource.816, AltMDSourceID.817
+  Text?: string// [5] 58 (String)
+  EncodedTextLen?: number// [6] 354 (Length)
+  EncodedText?: Buffer// [7] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [8] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,29 @@
+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 { IMDFullGrp } from './set/md_full_grp'
+import { IRoutingGrp } from './set/routing_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMarketDataSnapshotFullRefresh {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  MDReqID?: string// [2] 262 (String)
+  Instrument?: IInstrument// [3] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UndInstrmtGrp?: IUndInstrmtGrp// [4] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  InstrmtLegGrp?: IInstrmtLegGrp// [5] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  FinancialStatus?: string// [6] 291 (String)
+  CorporateAction?: string// [7] 292 (String)
+  NetChgPrevDay?: number// [8] 451 (Float)
+  MDFullGrp?: IMDFullGrp// [9] NoMDEntries.268, MDEntryType.269 .. MDEntrySizes.7202
+  ApplQueueDepth?: number// [10] 813 (Int)
+  ApplQueueResolution?: number// [11] 814 (Int)
+  MDReportID?: number// [12] 963 (Int)
+  ClearingBusinessDate?: Date// [13] 715 (LocalDate)
+  MDBookType?: number// [14] 1021 (Int)
+  MDFeedType?: string// [15] 1022 (String)
+  TradeDate?: Date// [16] 75 (LocalDate)
+  MarketDepth?: number// [17] 264 (Int)
+  RoutingGrp?: IRoutingGrp// [18] NoRoutingIDs.215, RoutingType.216, RoutingID.217
+  StandardTrailer: IStandardTrailer// [19] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,20 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IQuotSetGrp } from './set/quot_set_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMassQuote {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  QuoteReqID?: string// [2] 131 (String)
+  QuoteID: string// [3] 117 (String)
+  QuoteType?: number// [4] 537 (Int)
+  QuoteResponseLevel?: number// [5] 301 (Int)
+  Parties?: IParties// [6] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [7] 1 (String)
+  AcctIDSource?: number// [8] 660 (Int)
+  AccountType?: number// [9] 581 (Int)
+  DefBidSize?: number// [10] 293 (Float)
+  DefOfferSize?: number// [11] 294 (Float)
+  QuotSetGrp?: IQuotSetGrp// [12] NoQuoteSets.296, QuoteSetID.302 .. Currency.15
+  StandardTrailer: IStandardTrailer// [13] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,23 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IQuotSetAckGrp } from './set/quot_set_ack_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMassQuoteAcknowledgement {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  QuoteReqID?: string// [2] 131 (String)
+  QuoteID?: string// [3] 117 (String)
+  QuoteStatus: number// [4] 297 (Int)
+  QuoteRejectReason?: number// [5] 300 (Int)
+  QuoteResponseLevel?: number// [6] 301 (Int)
+  QuoteType?: number// [7] 537 (Int)
+  Parties?: IParties// [8] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [9] 1 (String)
+  AcctIDSource?: number// [10] 660 (Int)
+  AccountType?: number// [11] 581 (Int)
+  Text?: string// [12] 58 (String)
+  EncodedTextLen?: number// [13] 354 (Length)
+  EncodedText?: Buffer// [14] 355 (RawData)
+  QuotSetAckGrp?: IQuotSetAckGrp// [15] NoQuoteSets.296, QuoteSetID.302 .. QuoteEntryRejectReason.368
+  StandardTrailer: IStandardTrailer// [16] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,103 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IPreAllocMlegGrp } from './set/pre_alloc_mleg_grp'
+import { ITrdgSesGrp } from './set/trdg_ses_grp'
+import { IInstrument } from './set/instrument'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { ILegOrdGrp } from './set/leg_ord_grp'
+import { IOrderQtyData } from './set/order_qty_data'
+import { ICommissionData } from './set/commission_data'
+import { IPegInstructions } from './set/peg_instructions'
+import { IDiscretionInstructions } from './set/discretion_instructions'
+import { IStrategyParametersGrp } from './set/strategy_parameters_grp'
+import { IDisplayInstruction } from './set/display_instruction'
+import { ITriggeringInstruction } from './set/triggering_instruction'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IMultilegOrderCancelReplace {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrderID?: string// [2] 37 (String)
+  OrigClOrdID: string// [3] 41 (String)
+  ClOrdID: string// [4] 11 (String)
+  SecondaryClOrdID?: string// [5] 526 (String)
+  ClOrdLinkID?: string// [6] 583 (String)
+  OrigOrdModTime?: Date// [7] 586 (UtcTimestamp)
+  Parties?: IParties// [8] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  TradeOriginationDate?: Date// [9] 229 (LocalDate)
+  TradeDate?: Date// [10] 75 (LocalDate)
+  Account?: string// [11] 1 (String)
+  AcctIDSource?: number// [12] 660 (Int)
+  AccountType?: number// [13] 581 (Int)
+  DayBookingInst?: string// [14] 589 (String)
+  BookingUnit?: string// [15] 590 (String)
+  PreallocMethod?: string// [16] 591 (String)
+  AllocID?: string// [17] 70 (String)
+  PreAllocMlegGrp?: IPreAllocMlegGrp// [18] NoAllocs.78, AllocAccount.79 .. AllocQty.80
+  SettlType?: string// [19] 63 (String)
+  SettlDate?: Date// [20] 64 (LocalDate)
+  CashMargin?: string// [21] 544 (String)
+  ClearingFeeIndicator?: string// [22] 635 (String)
+  HandlInst?: string// [23] 21 (String)
+  ExecInst?: string// [24] 18 (String)
+  MinQty?: number// [25] 110 (Float)
+  MaxFloor?: number// [26] 111 (Float)
+  ExDestination?: string// [27] 100 (String)
+  TrdgSesGrp?: ITrdgSesGrp// [28] NoTradingSessions.386, TradingSessionID.336, TradingSessionSubID.625
+  ProcessCode?: string// [29] 81 (String)
+  Side: string// [30] 54 (String)
+  Instrument?: IInstrument// [31] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UndInstrmtGrp?: IUndInstrmtGrp// [32] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  PrevClosePx?: number// [33] 140 (Float)
+  LegOrdGrp?: ILegOrdGrp// [34] NoLegs.555, LegSymbol.600 .. LegOrderQty.685
+  LocateReqd?: boolean// [35] 114 (Boolean)
+  TransactTime: Date// [36] 60 (UtcTimestamp)
+  QtyType?: number// [37] 854 (Int)
+  OrderQtyData?: IOrderQtyData// [38] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType: string// [39] 40 (String)
+  PriceType?: number// [40] 423 (Int)
+  Price?: number// [41] 44 (Float)
+  StopPx?: number// [42] 99 (Float)
+  Currency?: string// [43] 15 (String)
+  ComplianceID?: string// [44] 376 (String)
+  SolicitedFlag?: boolean// [45] 377 (Boolean)
+  IOIid?: string// [46] 23 (String)
+  QuoteID?: string// [47] 117 (String)
+  TimeInForce?: string// [48] 59 (String)
+  EffectiveTime?: Date// [49] 168 (UtcTimestamp)
+  ExpireDate?: Date// [50] 432 (LocalDate)
+  ExpireTime?: Date// [51] 126 (UtcTimestamp)
+  GTBookingInst?: number// [52] 427 (Int)
+  CommissionData?: ICommissionData// [53] Commission.12, CommType.13 .. FundRenewWaiv.497
+  OrderCapacity?: string// [54] 528 (String)
+  OrderRestrictions?: string// [55] 529 (String)
+  CustOrderCapacity?: number// [56] 582 (Int)
+  ForexReq?: boolean// [57] 121 (Boolean)
+  SettlCurrency?: string// [58] 120 (String)
+  BookingType?: number// [59] 775 (Int)
+  Text?: string// [60] 58 (String)
+  EncodedTextLen?: number// [61] 354 (Length)
+  EncodedText?: Buffer// [62] 355 (RawData)
+  PositionEffect?: string// [63] 77 (String)
+  CoveredOrUncovered?: number// [64] 203 (Int)
+  MaxShow?: number// [65] 210 (Float)
+  PegInstructions?: IPegInstructions// [66] PegOffsetValue.211, PegMoveType.835 .. PegSecurityDesc.1099
+  DiscretionInstructions?: IDiscretionInstructions// [67] DiscretionInst.388, DiscretionOffsetValue.389 .. DiscretionScope.846
+  TargetStrategy?: number// [68] 847 (Int)
+  TargetStrategyParameters?: string// [69] 848 (String)
+  ParticipationRate?: number// [70] 849 (Float)
+  CancellationRights?: string// [71] 480 (String)
+  MoneyLaunderingStatus?: string// [72] 481 (String)
+  RegistID?: string// [73] 513 (String)
+  Designation?: string// [74] 494 (String)
+  MultiLegRptTypeReq?: number// [75] 563 (Int)
+  StrategyParametersGrp?: IStrategyParametersGrp// [76] NoStrategyParameters.957, StrategyParameterName.958 .. StrategyParameterValue.960
+  MatchIncrement?: number// [77] 1089 (Float)
+  MaxPriceLevels?: number// [78] 1090 (Int)
+  DisplayInstruction?: IDisplayInstruction// [79] SecondaryDisplayQty.1082, DisplayWhen.1083 .. DisplayQty.1138
+  PriceProtectionScope?: string// [80] 1092 (String)
+  TriggeringInstruction?: ITriggeringInstruction// [81] TriggerType.1100, TriggerAction.1101 .. TriggerTradingSessionSubID.1114
+  PreTradeAnonymity?: boolean// [82] 1091 (Boolean)
+  ExDestinationIDSource?: string// [83] 1133 (String)
+  SwapPoints?: number// [84] 1069 (Float)
+  StandardTrailer: IStandardTrailer// [85] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,11 @@
+import { IStandardHeader } from './set/standard_header'
+import { ICompIDReqGrp } from './set/comp_id_req_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INetworkCounterpartySystemStatusRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  NetworkRequestType: number// [2] 935 (Int)
+  NetworkRequestID: string// [3] 933 (String)
+  CompIDReqGrp?: ICompIDReqGrp// [4] NoCompIDs.936, RefCompID.930 .. DeskID.284
+  StandardTrailer: IStandardTrailer// [5] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,13 @@
+import { IStandardHeader } from './set/standard_header'
+import { ICompIDStatGrp } from './set/comp_id_stat_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INetworkCounterpartySystemStatusResponse {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  NetworkStatusResponseType: number// [2] 937 (Int)
+  NetworkRequestID?: string// [3] 933 (String)
+  NetworkResponseID: string// [4] 932 (String)
+  LastNetworkResponseID?: string// [5] 934 (String)
+  CompIDStatGrp?: ICompIDStatGrp// [6] NoCompIDs.936, RefCompID.930 .. StatusText.929
+  StandardTrailer: IStandardTrailer// [7] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,75 @@
+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 INewOrderCross {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  CrossID: string// [2] 548 (String)
+  CrossType: number// [3] 549 (Int)
+  CrossPrioritization: number// [4] 550 (Int)
+  SideCrossOrdModGrp?: ISideCrossOrdModGrp// [5] NoSides.552, Side.54 .. PreTradeAnonymity.1091
+  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
+  SettlType?: string// [9] 63 (String)
+  SettlDate?: Date// [10] 64 (LocalDate)
+  HandlInst?: string// [11] 21 (String)
+  ExecInst?: string// [12] 18 (String)
+  MinQty?: number// [13] 110 (Float)
+  MaxFloor?: number// [14] 111 (Float)
+  ExDestination?: string// [15] 100 (String)
+  TrdgSesGrp?: ITrdgSesGrp// [16] NoTradingSessions.386, TradingSessionID.336, TradingSessionSubID.625
+  ProcessCode?: string// [17] 81 (String)
+  PrevClosePx?: number// [18] 140 (Float)
+  LocateReqd?: boolean// [19] 114 (Boolean)
+  TransactTime: Date// [20] 60 (UtcTimestamp)
+  Stipulations?: IStipulations// [21] NoStipulations.232, StipulationType.233, StipulationValue.234
+  OrdType: string// [22] 40 (String)
+  PriceType?: number// [23] 423 (Int)
+  Price?: number// [24] 44 (Float)
+  StopPx?: number// [25] 99 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [26] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData?: IYieldData// [27] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  Currency?: string// [28] 15 (String)
+  ComplianceID?: string// [29] 376 (String)
+  IOIid?: string// [30] 23 (String)
+  QuoteID?: string// [31] 117 (String)
+  TimeInForce?: string// [32] 59 (String)
+  EffectiveTime?: Date// [33] 168 (UtcTimestamp)
+  ExpireDate?: Date// [34] 432 (LocalDate)
+  ExpireTime?: Date// [35] 126 (UtcTimestamp)
+  GTBookingInst?: number// [36] 427 (Int)
+  MaxShow?: number// [37] 210 (Float)
+  PegInstructions?: IPegInstructions// [38] PegOffsetValue.211, PegMoveType.835 .. PegSecurityDesc.1099
+  DiscretionInstructions?: IDiscretionInstructions// [39] DiscretionInst.388, DiscretionOffsetValue.389 .. DiscretionScope.846
+  TargetStrategy?: number// [40] 847 (Int)
+  TargetStrategyParameters?: string// [41] 848 (String)
+  ParticipationRate?: number// [42] 849 (Float)
+  CancellationRights?: string// [43] 480 (String)
+  MoneyLaunderingStatus?: string// [44] 481 (String)
+  RegistID?: string// [45] 513 (String)
+  Designation?: string// [46] 494 (String)
+  StrategyParametersGrp?: IStrategyParametersGrp// [47] NoStrategyParameters.957, StrategyParameterName.958 .. StrategyParameterValue.960
+  TransBkdTime?: Date// [48] 483 (UtcTimestamp)
+  RootParties?: IRootParties// [49] NoRootPartyIDs.1116, RootPartyID.1117 .. RootPartySubIDType.1122
+  MatchIncrement?: number// [50] 1089 (Float)
+  MaxPriceLevels?: number// [51] 1090 (Int)
+  DisplayInstruction?: IDisplayInstruction// [52] SecondaryDisplayQty.1082, DisplayWhen.1083 .. DisplayQty.1138
+  PriceProtectionScope?: string// [53] 1092 (String)
+  TriggeringInstruction?: ITriggeringInstruction// [54] TriggerType.1100, TriggerAction.1101 .. TriggerTradingSessionSubID.1114
+  ExDestinationIDSource?: string// [55] 1133 (String)
+  StandardTrailer: IStandardTrailer// [56] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,29 @@
+import { IStandardHeader } from './set/standard_header'
+import { IListOrdGrp } from './set/list_ord_grp'
+import { IRootParties } from './set/root_parties'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INewOrderList {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ListID: string// [2] 66 (String)
+  BidID?: string// [3] 390 (String)
+  ClientBidID?: string// [4] 391 (String)
+  ProgRptReqs?: number// [5] 414 (Int)
+  BidType: number// [6] 394 (Int)
+  ProgPeriodInterval?: number// [7] 415 (Int)
+  CancellationRights?: string// [8] 480 (String)
+  MoneyLaunderingStatus?: string// [9] 481 (String)
+  RegistID?: string// [10] 513 (String)
+  ListExecInstType?: string// [11] 433 (String)
+  ListExecInst?: string// [12] 69 (String)
+  EncodedListExecInstLen?: number// [13] 352 (Length)
+  EncodedListExecInst?: Buffer// [14] 353 (RawData)
+  AllowableOneSidednessPct?: number// [15] 765 (Float)
+  AllowableOneSidednessValue?: number// [16] 766 (Float)
+  AllowableOneSidednessCurr?: string// [17] 767 (String)
+  TotNoOrders: number// [18] 68 (Int)
+  LastFragment?: boolean// [19] 893 (Boolean)
+  ListOrdGrp?: IListOrdGrp// [20] NoOrders.73, ClOrdID.11 .. ExDestinationIDSource.1133
+  RootParties?: IRootParties// [21] NoRootPartyIDs.1116, RootPartyID.1117 .. RootPartySubIDType.1122
+  StandardTrailer: IStandardTrailer// [22] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,102 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IPreAllocMlegGrp } from './set/pre_alloc_mleg_grp'
+import { ITrdgSesGrp } from './set/trdg_ses_grp'
+import { IInstrument } from './set/instrument'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { ILegOrdGrp } from './set/leg_ord_grp'
+import { IOrderQtyData } from './set/order_qty_data'
+import { ICommissionData } from './set/commission_data'
+import { IPegInstructions } from './set/peg_instructions'
+import { IDiscretionInstructions } from './set/discretion_instructions'
+import { IStrategyParametersGrp } from './set/strategy_parameters_grp'
+import { IDisplayInstruction } from './set/display_instruction'
+import { ITriggeringInstruction } from './set/triggering_instruction'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INewOrderMultileg {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ClOrdID: string// [2] 11 (String)
+  SecondaryClOrdID?: string// [3] 526 (String)
+  ClOrdLinkID?: string// [4] 583 (String)
+  Parties?: IParties// [5] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  TradeOriginationDate?: Date// [6] 229 (LocalDate)
+  TradeDate?: Date// [7] 75 (LocalDate)
+  Account?: string// [8] 1 (String)
+  AcctIDSource?: number// [9] 660 (Int)
+  AccountType?: number// [10] 581 (Int)
+  DayBookingInst?: string// [11] 589 (String)
+  BookingUnit?: string// [12] 590 (String)
+  PreallocMethod?: string// [13] 591 (String)
+  AllocID?: string// [14] 70 (String)
+  PreAllocMlegGrp?: IPreAllocMlegGrp// [15] NoAllocs.78, AllocAccount.79 .. AllocQty.80
+  SettlType?: string// [16] 63 (String)
+  SettlDate?: Date// [17] 64 (LocalDate)
+  CashMargin?: string// [18] 544 (String)
+  ClearingFeeIndicator?: string// [19] 635 (String)
+  HandlInst?: string// [20] 21 (String)
+  ExecInst?: string// [21] 18 (String)
+  MinQty?: number// [22] 110 (Float)
+  MaxFloor?: number// [23] 111 (Float)
+  ExDestination?: string// [24] 100 (String)
+  TrdgSesGrp?: ITrdgSesGrp// [25] NoTradingSessions.386, TradingSessionID.336, TradingSessionSubID.625
+  ProcessCode?: string// [26] 81 (String)
+  Side: string// [27] 54 (String)
+  Instrument?: IInstrument// [28] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UndInstrmtGrp?: IUndInstrmtGrp// [29] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  PrevClosePx?: number// [30] 140 (Float)
+  LegOrdGrp?: ILegOrdGrp// [31] NoLegs.555, LegSymbol.600 .. LegOrderQty.685
+  LocateReqd?: boolean// [32] 114 (Boolean)
+  TransactTime: Date// [33] 60 (UtcTimestamp)
+  QtyType?: number// [34] 854 (Int)
+  OrderQtyData?: IOrderQtyData// [35] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType: string// [36] 40 (String)
+  PriceType?: number// [37] 423 (Int)
+  Price?: number// [38] 44 (Float)
+  StopPx?: number// [39] 99 (Float)
+  Currency?: string// [40] 15 (String)
+  ComplianceID?: string// [41] 376 (String)
+  SolicitedFlag?: boolean// [42] 377 (Boolean)
+  IOIid?: string// [43] 23 (String)
+  QuoteID?: string// [44] 117 (String)
+  TimeInForce?: string// [45] 59 (String)
+  EffectiveTime?: Date// [46] 168 (UtcTimestamp)
+  ExpireDate?: Date// [47] 432 (LocalDate)
+  ExpireTime?: Date// [48] 126 (UtcTimestamp)
+  GTBookingInst?: number// [49] 427 (Int)
+  CommissionData?: ICommissionData// [50] Commission.12, CommType.13 .. FundRenewWaiv.497
+  OrderCapacity?: string// [51] 528 (String)
+  OrderRestrictions?: string// [52] 529 (String)
+  CustOrderCapacity?: number// [53] 582 (Int)
+  ForexReq?: boolean// [54] 121 (Boolean)
+  SettlCurrency?: string// [55] 120 (String)
+  BookingType?: number// [56] 775 (Int)
+  Text?: string// [57] 58 (String)
+  EncodedTextLen?: number// [58] 354 (Length)
+  EncodedText?: Buffer// [59] 355 (RawData)
+  PositionEffect?: string// [60] 77 (String)
+  CoveredOrUncovered?: number// [61] 203 (Int)
+  MaxShow?: number// [62] 210 (Float)
+  PegInstructions?: IPegInstructions// [63] PegOffsetValue.211, PegMoveType.835 .. PegSecurityDesc.1099
+  DiscretionInstructions?: IDiscretionInstructions// [64] DiscretionInst.388, DiscretionOffsetValue.389 .. DiscretionScope.846
+  TargetStrategy?: number// [65] 847 (Int)
+  TargetStrategyParameters?: string// [66] 848 (String)
+  ParticipationRate?: number// [67] 849 (Float)
+  CancellationRights?: string// [68] 480 (String)
+  MoneyLaunderingStatus?: string// [69] 481 (String)
+  RegistID?: string// [70] 513 (String)
+  Designation?: string// [71] 494 (String)
+  MultiLegRptTypeReq?: number// [72] 563 (Int)
+  StrategyParametersGrp?: IStrategyParametersGrp// [73] NoStrategyParameters.957, StrategyParameterName.958 .. StrategyParameterValue.960
+  SwapPoints?: number// [74] 1069 (Float)
+  MatchIncrement?: number// [75] 1089 (Float)
+  MaxPriceLevels?: number// [76] 1090 (Int)
+  DisplayInstruction?: IDisplayInstruction// [77] SecondaryDisplayQty.1082, DisplayWhen.1083 .. DisplayQty.1138
+  PriceProtectionScope?: string// [78] 1092 (String)
+  TriggeringInstruction?: ITriggeringInstruction// [79] TriggerType.1100, TriggerAction.1101 .. TriggerTradingSessionSubID.1114
+  RefOrderID?: string// [80] 1080 (String)
+  RefOrderIDSource?: string// [81] 1081 (String)
+  PreTradeAnonymity?: boolean// [82] 1091 (Boolean)
+  ExDestinationIDSource?: string// [83] 1133 (String)
+  StandardTrailer: IStandardTrailer// [84] SignatureLength.93, Signature.89, CheckSum.10
+}