jspurefix 3.2.0 → 3.4.0

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

@@ -0,0 +1,116 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IPreAllocGrp } from './set/pre_alloc_grp'
+import { ITrdgSesGrp } from './set/trdg_ses_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 { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IYieldData } from './set/yield_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 { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IDisplayInstruction } from './set/display_instruction'
+import { ITriggeringInstruction } from './set/triggering_instruction'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INewOrderSingle {
+  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)
+  PreAllocGrp?: IPreAllocGrp// [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)
+  Instrument?: IInstrument// [27] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [28] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [29] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  PrevClosePx?: number// [30] 140 (Float)
+  Side: string// [31] 54 (String)
+  LocateReqd?: boolean// [32] 114 (Boolean)
+  TransactTime: Date// [33] 60 (UtcTimestamp)
+  Stipulations?: IStipulations// [34] NoStipulations.232, StipulationType.233, StipulationValue.234
+  QtyType?: number// [35] 854 (Int)
+  OrderQtyData?: IOrderQtyData// [36] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType: string// [37] 40 (String)
+  PriceType?: number// [38] 423 (Int)
+  Price?: number// [39] 44 (Float)
+  StopPx?: number// [40] 99 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [41] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData?: IYieldData// [42] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  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)
+  SettlDate2?: Date// [63] 193 (LocalDate)
+  OrderQty2?: number// [64] 192 (Float)
+  Price2?: number// [65] 640 (Float)
+  PositionEffect?: string// [66] 77 (String)
+  CoveredOrUncovered?: number// [67] 203 (Int)
+  MaxShow?: number// [68] 210 (Float)
+  PegInstructions?: IPegInstructions// [69] PegOffsetValue.211, PegMoveType.835 .. PegSecurityDesc.1099
+  DiscretionInstructions?: IDiscretionInstructions// [70] DiscretionInst.388, DiscretionOffsetValue.389 .. DiscretionScope.846
+  TargetStrategy?: number// [71] 847 (Int)
+  TargetStrategyParameters?: string// [72] 848 (String)
+  ParticipationRate?: number// [73] 849 (Float)
+  CancellationRights?: string// [74] 480 (String)
+  MoneyLaunderingStatus?: string// [75] 481 (String)
+  RegistID?: string// [76] 513 (String)
+  Designation?: string// [77] 494 (String)
+  StrategyParametersGrp?: IStrategyParametersGrp// [78] NoStrategyParameters.957, StrategyParameterName.958 .. StrategyParameterValue.960
+  ManualOrderIndicator?: boolean// [79] 1028 (Boolean)
+  CustDirectedOrder?: boolean// [80] 1029 (Boolean)
+  ReceivedDeptID?: string// [81] 1030 (String)
+  CustOrderHandlingInst?: string// [82] 1031 (String)
+  OrderHandlingInstSource?: number// [83] 1032 (Int)
+  TrdRegTimestamps?: ITrdRegTimestamps// [84] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. DeskOrderHandlingInst.1035
+  MatchIncrement?: number// [85] 1089 (Float)
+  MaxPriceLevels?: number// [86] 1090 (Int)
+  DisplayInstruction?: IDisplayInstruction// [87] SecondaryDisplayQty.1082, DisplayWhen.1083 .. DisplayQty.1138
+  PriceProtectionScope?: string// [88] 1092 (String)
+  TriggeringInstruction?: ITriggeringInstruction// [89] TriggerType.1100, TriggerAction.1101 .. TriggerTradingSessionSubID.1114
+  PreTradeAnonymity?: boolean// [90] 1091 (Boolean)
+  RefOrderID?: string// [91] 1080 (String)
+  RefOrderIDSource?: string// [92] 1081 (String)
+  ExDestinationIDSource?: string// [93] 1133 (String)
+  StandardTrailer: IStandardTrailer// [94] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,26 @@
+import { IStandardHeader } from './set/standard_header'
+import { IRoutingGrp } from './set/routing_grp'
+import { IInstrmtGrp } from './set/instrmt_grp'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { ILinesOfTextGrp } from './set/lines_of_text_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface INews {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrigTime?: Date// [2] 42 (UtcTimestamp)
+  Urgency?: string// [3] 61 (String)
+  MarketSegmentID?: string// [4] 1300 (String)
+  Headline: string// [5] 148 (String)
+  EncodedHeadlineLen?: number// [6] 358 (Length)
+  EncodedHeadline?: Buffer// [7] 359 (RawData)
+  RoutingGrp?: IRoutingGrp// [8] NoRoutingIDs.215, RoutingType.216, RoutingID.217
+  InstrmtGrp?: IInstrmtGrp// [9] NoRelatedSym.146, Symbol.55 .. TradingDeadline.5517
+  InstrmtLegGrp?: IInstrmtLegGrp// [10] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  UndInstrmtGrp?: IUndInstrmtGrp// [11] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  LinesOfTextGrp?: ILinesOfTextGrp// [12] NoLinesOfText.33, Text.58 .. EncodedText.355
+  URLLink?: string// [13] 149 (String)
+  RawDataLength?: number// [14] 95 (Length)
+  RawData?: Buffer// [15] 96 (RawData)
+  StandardTrailer: IStandardTrailer// [16] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,28 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderCancelReject {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrderID: string// [2] 37 (String)
+  SecondaryOrderID?: string// [3] 198 (String)
+  SecondaryClOrdID?: string// [4] 526 (String)
+  ClOrdID: string// [5] 11 (String)
+  ClOrdLinkID?: string// [6] 583 (String)
+  OrigClOrdID: string// [7] 41 (String)
+  OrdStatus: string// [8] 39 (String)
+  WorkingIndicator?: boolean// [9] 636 (Boolean)
+  OrigOrdModTime?: Date// [10] 586 (UtcTimestamp)
+  ListID?: string// [11] 66 (String)
+  Account?: string// [12] 1 (String)
+  AcctIDSource?: number// [13] 660 (Int)
+  AccountType?: number// [14] 581 (Int)
+  TradeOriginationDate?: Date// [15] 229 (LocalDate)
+  TradeDate?: Date// [16] 75 (LocalDate)
+  TransactTime?: Date// [17] 60 (UtcTimestamp)
+  CxlRejResponseTo: string// [18] 434 (String)
+  CxlRejReason?: number// [19] 102 (Int)
+  Text?: string// [20] 58 (String)
+  EncodedTextLen?: number// [21] 354 (Length)
+  EncodedText?: Buffer// [22] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [23] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,112 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IPreAllocGrp } from './set/pre_alloc_grp'
+import { ITrdgSesGrp } from './set/trdg_ses_grp'
+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 { 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 { ICommissionData } from './set/commission_data'
+import { IStrategyParametersGrp } from './set/strategy_parameters_grp'
+import { ITrdRegTimestamps } from './set/trd_reg_timestamps'
+import { IDisplayInstruction } from './set/display_instruction'
+import { ITriggeringInstruction } from './set/triggering_instruction'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderCancelReplaceRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrderID?: string// [2] 37 (String)
+  Parties?: IParties// [3] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  TradeOriginationDate?: Date// [4] 229 (LocalDate)
+  TradeDate?: Date// [5] 75 (LocalDate)
+  OrigClOrdID?: string// [6] 41 (String)
+  ClOrdID: string// [7] 11 (String)
+  SecondaryClOrdID?: string// [8] 526 (String)
+  ClOrdLinkID?: string// [9] 583 (String)
+  ListID?: string// [10] 66 (String)
+  OrigOrdModTime?: Date// [11] 586 (UtcTimestamp)
+  Account?: string// [12] 1 (String)
+  AcctIDSource?: number// [13] 660 (Int)
+  AccountType?: number// [14] 581 (Int)
+  DayBookingInst?: string// [15] 589 (String)
+  BookingUnit?: string// [16] 590 (String)
+  PreallocMethod?: string// [17] 591 (String)
+  AllocID?: string// [18] 70 (String)
+  PreAllocGrp?: IPreAllocGrp// [19] NoAllocs.78, AllocAccount.79 .. AllocQty.80
+  SettlType?: string// [20] 63 (String)
+  SettlDate?: Date// [21] 64 (LocalDate)
+  CashMargin?: string// [22] 544 (String)
+  ClearingFeeIndicator?: string// [23] 635 (String)
+  HandlInst?: string// [24] 21 (String)
+  ExecInst?: string// [25] 18 (String)
+  MinQty?: number// [26] 110 (Float)
+  MaxFloor?: number// [27] 111 (Float)
+  ExDestination?: string// [28] 100 (String)
+  TrdgSesGrp?: ITrdgSesGrp// [29] NoTradingSessions.386, TradingSessionID.336, TradingSessionSubID.625
+  Instrument?: IInstrument// [30] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [31] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [32] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  Side: string// [33] 54 (String)
+  TransactTime: Date// [34] 60 (UtcTimestamp)
+  QtyType?: number// [35] 854 (Int)
+  OrderQtyData?: IOrderQtyData// [36] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType: string// [37] 40 (String)
+  PriceType?: number// [38] 423 (Int)
+  Price?: number// [39] 44 (Float)
+  StopPx?: number// [40] 99 (Float)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [41] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData?: IYieldData// [42] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  PegInstructions?: IPegInstructions// [43] PegOffsetValue.211, PegMoveType.835 .. PegSecurityDesc.1099
+  DiscretionInstructions?: IDiscretionInstructions// [44] DiscretionInst.388, DiscretionOffsetValue.389 .. DiscretionScope.846
+  TargetStrategy?: number// [45] 847 (Int)
+  TargetStrategyParameters?: string// [46] 848 (String)
+  ParticipationRate?: number// [47] 849 (Float)
+  ComplianceID?: string// [48] 376 (String)
+  SolicitedFlag?: boolean// [49] 377 (Boolean)
+  Currency?: string// [50] 15 (String)
+  TimeInForce?: string// [51] 59 (String)
+  EffectiveTime?: Date// [52] 168 (UtcTimestamp)
+  ExpireDate?: Date// [53] 432 (LocalDate)
+  ExpireTime?: Date// [54] 126 (UtcTimestamp)
+  GTBookingInst?: number// [55] 427 (Int)
+  CommissionData?: ICommissionData// [56] Commission.12, CommType.13 .. FundRenewWaiv.497
+  OrderCapacity?: string// [57] 528 (String)
+  OrderRestrictions?: string// [58] 529 (String)
+  CustOrderCapacity?: number// [59] 582 (Int)
+  ForexReq?: boolean// [60] 121 (Boolean)
+  SettlCurrency?: string// [61] 120 (String)
+  BookingType?: number// [62] 775 (Int)
+  Text?: string// [63] 58 (String)
+  EncodedTextLen?: number// [64] 354 (Length)
+  EncodedText?: Buffer// [65] 355 (RawData)
+  SettlDate2?: Date// [66] 193 (LocalDate)
+  OrderQty2?: number// [67] 192 (Float)
+  Price2?: number// [68] 640 (Float)
+  PositionEffect?: string// [69] 77 (String)
+  CoveredOrUncovered?: number// [70] 203 (Int)
+  MaxShow?: number// [71] 210 (Float)
+  LocateReqd?: boolean// [72] 114 (Boolean)
+  CancellationRights?: string// [73] 480 (String)
+  MoneyLaunderingStatus?: string// [74] 481 (String)
+  RegistID?: string// [75] 513 (String)
+  Designation?: string// [76] 494 (String)
+  StrategyParametersGrp?: IStrategyParametersGrp// [77] NoStrategyParameters.957, StrategyParameterName.958 .. StrategyParameterValue.960
+  ManualOrderIndicator?: boolean// [78] 1028 (Boolean)
+  CustDirectedOrder?: boolean// [79] 1029 (Boolean)
+  ReceivedDeptID?: string// [80] 1030 (String)
+  CustOrderHandlingInst?: string// [81] 1031 (String)
+  OrderHandlingInstSource?: number// [82] 1032 (Int)
+  TrdRegTimestamps?: ITrdRegTimestamps// [83] NoTrdRegTimestamps.768, TrdRegTimestamp.769 .. DeskOrderHandlingInst.1035
+  MatchIncrement?: number// [84] 1089 (Float)
+  MaxPriceLevels?: number// [85] 1090 (Int)
+  DisplayInstruction?: IDisplayInstruction// [86] SecondaryDisplayQty.1082, DisplayWhen.1083 .. DisplayQty.1138
+  PriceProtectionScope?: string// [87] 1092 (String)
+  TriggeringInstruction?: ITriggeringInstruction// [88] TriggerType.1100, TriggerAction.1101 .. TriggerTradingSessionSubID.1114
+  PreTradeAnonymity?: boolean// [89] 1091 (Boolean)
+  ExDestinationIDSource?: string// [90] 1133 (String)
+  StandardTrailer: IStandardTrailer// [91] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,33 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+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 { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderCancelRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrigClOrdID?: string// [2] 41 (String)
+  OrderID?: string// [3] 37 (String)
+  ClOrdID: string// [4] 11 (String)
+  SecondaryClOrdID?: string// [5] 526 (String)
+  ClOrdLinkID?: string// [6] 583 (String)
+  ListID?: string// [7] 66 (String)
+  OrigOrdModTime?: Date// [8] 586 (UtcTimestamp)
+  Account?: string// [9] 1 (String)
+  AcctIDSource?: number// [10] 660 (Int)
+  AccountType?: number// [11] 581 (Int)
+  Parties?: IParties// [12] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Instrument?: IInstrument// [13] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [14] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [15] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  Side: string// [16] 54 (String)
+  TransactTime: Date// [17] 60 (UtcTimestamp)
+  OrderQtyData?: IOrderQtyData// [18] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  ComplianceID?: string// [19] 376 (String)
+  Text?: string// [20] 58 (String)
+  EncodedTextLen?: number// [21] 354 (Length)
+  EncodedText?: Buffer// [22] 355 (RawData)
+  StandardTrailer: IStandardTrailer// [23] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,31 @@
+import { IStandardHeader } from './set/standard_header'
+import { IAffectedOrdGrp } from './set/affected_ord_grp'
+import { IInstrument } from './set/instrument'
+import { IUnderlyingInstrument } from './set/underlying_instrument'
+import { IParties } from './set/parties'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderMassCancelReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ClOrdID?: string// [2] 11 (String)
+  SecondaryClOrdID?: string// [3] 526 (String)
+  OrderID: string// [4] 37 (String)
+  MassActionReportID: string// [5] 1369 (String)
+  SecondaryOrderID?: string// [6] 198 (String)
+  MassCancelRequestType: string// [7] 530 (String)
+  MassCancelResponse: string// [8] 531 (String)
+  MassCancelRejectReason?: number// [9] 532 (Int)
+  TotalAffectedOrders?: number// [10] 533 (Int)
+  AffectedOrdGrp?: IAffectedOrdGrp// [11] NoAffectedOrders.534
+  TradingSessionID?: string// [12] 336 (String)
+  TradingSessionSubID?: string// [13] 625 (String)
+  Instrument?: IInstrument// [14] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UnderlyingInstrument?: IUnderlyingInstrument// [15] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. UnderlyingFXRateCalc.1046
+  Side?: string// [16] 54 (String)
+  TransactTime?: Date// [17] 60 (UtcTimestamp)
+  Text?: string// [18] 58 (String)
+  EncodedTextLen?: number// [19] 354 (Length)
+  EncodedText?: Buffer// [20] 355 (RawData)
+  Parties?: IParties// [21] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  StandardTrailer: IStandardTrailer// [22] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,27 @@
+import { IStandardHeader } from './set/standard_header'
+import { IInstrument } from './set/instrument'
+import { IUnderlyingInstrument } from './set/underlying_instrument'
+import { IParties } from './set/parties'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderMassCancelRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  ClOrdID: string// [2] 11 (String)
+  SecondaryClOrdID?: string// [3] 526 (String)
+  MassCancelRequestType: string// [4] 530 (String)
+  Account?: string// [5] 1 (String)
+  AcctIDSource?: number// [6] 660 (Int)
+  TradingSessionID?: string// [7] 336 (String)
+  TradingSessionSubID?: string// [8] 625 (String)
+  Instrument?: IInstrument// [9] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UnderlyingInstrument?: IUnderlyingInstrument// [10] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. UnderlyingFXRateCalc.1046
+  Side?: string// [11] 54 (String)
+  TransactTime: Date// [12] 60 (UtcTimestamp)
+  Text?: string// [13] 58 (String)
+  EncodedTextLen?: number// [14] 354 (Length)
+  EncodedText?: Buffer// [15] 355 (RawData)
+  Parties?: IParties// [16] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  MarketID?: string// [17] 1301 (String)
+  MarketSegmentID?: string// [18] 1300 (String)
+  StandardTrailer: IStandardTrailer// [19] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,20 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IInstrument } from './set/instrument'
+import { IUnderlyingInstrument } from './set/underlying_instrument'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderMassStatusRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  MassStatusReqID: string// [2] 584 (String)
+  MassStatusReqType: number// [3] 585 (Int)
+  Parties?: IParties// [4] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [5] 1 (String)
+  AcctIDSource?: number// [6] 660 (Int)
+  TradingSessionID?: string// [7] 336 (String)
+  TradingSessionSubID?: string// [8] 625 (String)
+  Instrument?: IInstrument// [9] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UnderlyingInstrument?: IUnderlyingInstrument// [10] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. UnderlyingFXRateCalc.1046
+  Side?: string// [11] 54 (String)
+  StandardTrailer: IStandardTrailer// [12] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,23 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IInstrument } from './set/instrument'
+import { IFinancingDetails } from './set/financing_details'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IOrderStatusRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  OrderID?: string// [2] 37 (String)
+  ClOrdID?: string// [3] 11 (String)
+  SecondaryClOrdID?: string// [4] 526 (String)
+  ClOrdLinkID?: string// [5] 583 (String)
+  Parties?: IParties// [6] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  OrdStatusReqID?: string// [7] 790 (String)
+  Account?: string// [8] 1 (String)
+  AcctIDSource?: number// [9] 660 (Int)
+  Instrument?: IInstrument// [10] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [11] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [12] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  Side: string// [13] 54 (String)
+  StandardTrailer: IStandardTrailer// [14] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,45 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IInstrument } from './set/instrument'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { ITrdgSesGrp } from './set/trdg_ses_grp'
+import { IPositionQty } from './set/position_qty'
+import { IPositionAmountData } from './set/position_amount_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IPositionMaintenanceReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  PosMaintRptID: string// [2] 721 (String)
+  PosTransType: number// [3] 709 (Int)
+  PosReqID?: string// [4] 710 (String)
+  PosMaintAction: number// [5] 712 (Int)
+  OrigPosReqRefID?: string// [6] 713 (String)
+  PosMaintStatus: number// [7] 722 (Int)
+  PosMaintResult?: number// [8] 723 (Int)
+  ClearingBusinessDate: Date// [9] 715 (LocalDate)
+  SettlSessID?: string// [10] 716 (String)
+  SettlSessSubID?: string// [11] 717 (String)
+  Parties?: IParties// [12] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [13] 1 (String)
+  AcctIDSource?: number// [14] 660 (Int)
+  AccountType?: number// [15] 581 (Int)
+  Instrument?: IInstrument// [16] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  Currency?: string// [17] 15 (String)
+  InstrmtLegGrp?: IInstrmtLegGrp// [18] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  UndInstrmtGrp?: IUndInstrmtGrp// [19] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  TrdgSesGrp?: ITrdgSesGrp// [20] NoTradingSessions.386, TradingSessionID.336, TradingSessionSubID.625
+  TransactTime?: Date// [21] 60 (UtcTimestamp)
+  PositionQty?: IPositionQty// [22] NoPositions.702, PosType.703 .. QuantityDate.976
+  PositionAmountData?: IPositionAmountData// [23] NoPosAmt.753, PosAmtType.707 .. PositionCurrency.1055
+  AdjustmentType?: number// [24] 718 (Int)
+  ThresholdAmount?: number// [25] 834 (Float)
+  Text?: string// [26] 58 (String)
+  EncodedTextLen?: number// [27] 354 (Length)
+  EncodedText?: Buffer// [28] 355 (RawData)
+  SettlCurrency?: string// [29] 120 (String)
+  ContraryInstructionIndicator?: boolean// [30] 719 (Boolean)
+  PriorSpreadIndicator?: boolean// [31] 720 (Boolean)
+  PosMaintRptRefID?: string// [32] 714 (String)
+  StandardTrailer: IStandardTrailer// [33] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,42 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IInstrument } from './set/instrument'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IUndInstrmtGrp } from './set/und_instrmt_grp'
+import { ITrdgSesGrp } from './set/trdg_ses_grp'
+import { IPositionQty } from './set/position_qty'
+import { IPositionAmountData } from './set/position_amount_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IPositionMaintenanceRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  PosReqID?: string// [2] 710 (String)
+  PosTransType: number// [3] 709 (Int)
+  PosMaintAction: number// [4] 712 (Int)
+  OrigPosReqRefID?: string// [5] 713 (String)
+  PosMaintRptRefID?: string// [6] 714 (String)
+  ClearingBusinessDate: Date// [7] 715 (LocalDate)
+  SettlSessID?: string// [8] 716 (String)
+  SettlSessSubID?: string// [9] 717 (String)
+  Parties?: IParties// [10] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [11] 1 (String)
+  AcctIDSource?: number// [12] 660 (Int)
+  AccountType?: number// [13] 581 (Int)
+  Instrument?: IInstrument// [14] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  Currency?: string// [15] 15 (String)
+  InstrmtLegGrp?: IInstrmtLegGrp// [16] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  UndInstrmtGrp?: IUndInstrmtGrp// [17] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  TrdgSesGrp?: ITrdgSesGrp// [18] NoTradingSessions.386, TradingSessionID.336, TradingSessionSubID.625
+  TransactTime?: Date// [19] 60 (UtcTimestamp)
+  PositionQty?: IPositionQty// [20] NoPositions.702, PosType.703 .. QuantityDate.976
+  AdjustmentType?: number// [21] 718 (Int)
+  ContraryInstructionIndicator?: boolean// [22] 719 (Boolean)
+  PriorSpreadIndicator?: boolean// [23] 720 (Boolean)
+  ThresholdAmount?: number// [24] 834 (Float)
+  Text?: string// [25] 58 (String)
+  EncodedTextLen?: number// [26] 354 (Length)
+  EncodedText?: Buffer// [27] 355 (RawData)
+  PositionAmountData?: IPositionAmountData// [28] NoPosAmt.753, PosAmtType.707 .. PositionCurrency.1055
+  SettlCurrency?: string// [29] 120 (String)
+  StandardTrailer: IStandardTrailer// [30] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,47 @@
+import { IStandardHeader } from './set/standard_header'
+import { IParties } from './set/parties'
+import { IInstrument } from './set/instrument'
+import { IInstrmtLegGrp } from './set/instrmt_leg_grp'
+import { IPosUndInstrmtGrp } from './set/pos_und_instrmt_grp'
+import { IPositionQty } from './set/position_qty'
+import { IPositionAmountData } from './set/position_amount_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IPositionReport {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  PosMaintRptID: string// [2] 721 (String)
+  PosReqID?: string// [3] 710 (String)
+  PosReqType?: number// [4] 724 (Int)
+  SubscriptionRequestType?: string// [5] 263 (String)
+  TotalNumPosReports?: number// [6] 727 (Int)
+  UnsolicitedIndicator?: boolean// [7] 325 (Boolean)
+  PosReqResult?: number// [8] 728 (Int)
+  ClearingBusinessDate: Date// [9] 715 (LocalDate)
+  SettlSessID?: string// [10] 716 (String)
+  SettlSessSubID?: string// [11] 717 (String)
+  Parties?: IParties// [12] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Account?: string// [13] 1 (String)
+  AcctIDSource?: number// [14] 660 (Int)
+  AccountType?: number// [15] 581 (Int)
+  Instrument?: IInstrument// [16] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  Currency?: string// [17] 15 (String)
+  SettlPrice?: number// [18] 730 (Float)
+  SettlPriceType?: number// [19] 731 (Int)
+  PriorSettlPrice?: number// [20] 734 (Float)
+  BuySettlPrice?: number// [21] 7300 (Float)
+  SellSettlPrice?: number// [22] 7301 (Float)
+  InstrmtLegGrp?: IInstrmtLegGrp// [23] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  PosUndInstrmtGrp?: IPosUndInstrmtGrp// [24] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingDeliveryAmount.1037
+  PositionQty?: IPositionQty// [25] NoPositions.702, PosType.703 .. QuantityDate.976
+  PositionAmountData?: IPositionAmountData// [26] NoPosAmt.753, PosAmtType.707 .. PositionCurrency.1055
+  RegistStatus?: string// [27] 506 (String)
+  DeliveryDate?: Date// [28] 743 (LocalDate)
+  Text?: string// [29] 58 (String)
+  EncodedTextLen?: number// [30] 354 (Length)
+  EncodedText?: Buffer// [31] 355 (RawData)
+  MatchStatus?: string// [32] 573 (String)
+  PriceType?: number// [33] 423 (Int)
+  SettlCurrency?: string// [34] 120 (String)
+  MessageEventSource?: string// [35] 1011 (String)
+  StandardTrailer: IStandardTrailer// [36] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,81 @@
+import { IStandardHeader } from './set/standard_header'
+import { IQuotQualGrp } from './set/quot_qual_grp'
+import { IParties } from './set/parties'
+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 { ILegQuotGrp } from './set/leg_quot_grp'
+import { ISpreadOrBenchmarkCurveData } from './set/spread_or_benchmark_curve_data'
+import { IYieldData } from './set/yield_data'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface IQuote {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  QuoteReqID?: string// [2] 131 (String)
+  QuoteReqServerID?: string// [3] 7124 (String)
+  QuoteID: string// [4] 117 (String)
+  QuoteMsgID?: string// [5] 1166 (String)
+  QuoteRespID?: string// [6] 693 (String)
+  QuoteType?: number// [7] 537 (Int)
+  QuotQualGrp?: IQuotQualGrp// [8] NoQuoteQualifiers.735, QuoteQualifier.695
+  QuoteResponseLevel?: number// [9] 301 (Int)
+  Parties?: IParties// [10] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  TradingSessionID?: string// [11] 336 (String)
+  TradingSessionSubID?: string// [12] 625 (String)
+  Instrument?: IInstrument// [13] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails?: IFinancingDetails// [14] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [15] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  Side?: string// [16] 54 (String)
+  OrderQtyData?: IOrderQtyData// [17] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  SettlType?: string// [18] 63 (String)
+  SettlDate?: Date// [19] 64 (LocalDate)
+  SettlDate2?: Date// [20] 193 (LocalDate)
+  OrderQty2?: number// [21] 192 (Float)
+  Currency?: string// [22] 15 (String)
+  Stipulations?: IStipulations// [23] NoStipulations.232, StipulationType.233, StipulationValue.234
+  Account?: string// [24] 1 (String)
+  AcctIDSource?: number// [25] 660 (Int)
+  AccountType?: number// [26] 581 (Int)
+  LegQuotGrp?: ILegQuotGrp// [27] NoLegs.555, LegSymbol.600 .. LegOfferForwardPoints.1068
+  BidPx?: number// [28] 132 (Float)
+  OfferPx?: number// [29] 133 (Float)
+  MktBidPx?: number// [30] 645 (Float)
+  MktOfferPx?: number// [31] 646 (Float)
+  MinBidSize?: number// [32] 647 (Float)
+  BidSize?: number// [33] 134 (Float)
+  MinOfferSize?: number// [34] 648 (Float)
+  OfferSize?: number// [35] 135 (Float)
+  ValidUntilTime?: Date// [36] 62 (UtcTimestamp)
+  BidSpotRate?: number// [37] 188 (Float)
+  OfferSpotRate?: number// [38] 190 (Float)
+  BidForwardPoints?: number// [39] 189 (Float)
+  OfferForwardPoints?: number// [40] 191 (Float)
+  MidPx?: number// [41] 631 (Float)
+  BidYield?: number// [42] 632 (Float)
+  MidYield?: number// [43] 633 (Float)
+  OfferYield?: number// [44] 634 (Float)
+  TransactTime?: Date// [45] 60 (UtcTimestamp)
+  OrdType?: string// [46] 40 (String)
+  BidForwardPoints2?: number// [47] 642 (Float)
+  OfferForwardPoints2?: number// [48] 643 (Float)
+  SettlCurrBidFxRate?: number// [49] 656 (Float)
+  SettlCurrOfferFxRate?: number// [50] 657 (Float)
+  SettlCurrFxRateCalc?: string// [51] 156 (String)
+  CommType?: string// [52] 13 (String)
+  Commission?: number// [53] 12 (Float)
+  CustOrderCapacity?: number// [54] 582 (Int)
+  ExDestination?: string// [55] 100 (String)
+  OrderCapacity?: string// [56] 528 (String)
+  PriceType?: number// [57] 423 (Int)
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [58] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData?: IYieldData// [59] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  Text?: string// [60] 58 (String)
+  EncodedTextLen?: number// [61] 354 (Length)
+  EncodedText?: Buffer// [62] 355 (RawData)
+  BidSwapPoints?: number// [63] 1065 (Float)
+  OfferSwapPoints?: number// [64] 1066 (Float)
+  ExDestinationIDSource?: string// [65] 1133 (String)
+  StandardTrailer: IStandardTrailer// [66] SignatureLength.93, Signature.89, CheckSum.10
+}