jspurefix 3.2.0 → 3.4.0

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

@@ -0,0 +1,16 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISecurityTypeRequest {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  SecurityReqID: string// [2] 320 (String)
+  Text?: string// [3] 58 (String)
+  EncodedTextLen?: number// [4] 354 (Length)
+  EncodedText?: Buffer// [5] 355 (RawData)
+  TradingSessionID?: string// [6] 336 (String)
+  TradingSessionSubID?: string// [7] 625 (String)
+  Product?: number// [8] 460 (Int)
+  SecurityType?: string// [9] 167 (String)
+  SecuritySubType?: string// [10] 762 (String)
+  StandardTrailer: IStandardTrailer// [11] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,20 @@
+import { IStandardHeader } from './set/standard_header'
+import { ISecTypesGrp } from './set/sec_types_grp'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISecurityTypes {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  SecurityReqID: string// [2] 320 (String)
+  SecurityResponseID: string// [3] 322 (String)
+  SecurityResponseType: number// [4] 323 (Int)
+  TotNoSecurityTypes?: number// [5] 557 (Int)
+  LastFragment?: boolean// [6] 893 (Boolean)
+  SecTypesGrp?: ISecTypesGrp// [7] NoSecurityTypes.558, SecurityType.167 .. CFICode.461
+  Text?: string// [8] 58 (String)
+  EncodedTextLen?: number// [9] 354 (Length)
+  EncodedText?: Buffer// [10] 355 (RawData)
+  TradingSessionID?: string// [11] 336 (String)
+  TradingSessionSubID?: string// [12] 625 (String)
+  SubscriptionRequestType?: string// [13] 263 (String)
+  StandardTrailer: IStandardTrailer// [14] SignatureLength.93, Signature.89, CheckSum.10
+}

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

@@ -0,0 +1,9 @@
+import { IStandardHeader } from './set/standard_header'
+import { IStandardTrailer } from './set/standard_trailer'
+
+export interface ISequenceReset {
+  StandardHeader: IStandardHeader// [1] BeginString.8, BodyLength.9 .. CstmApplVerID.1129
+  GapFillFlag?: boolean// [2] 123 (Boolean)
+  NewSeqNo: number// [3] 36 (Int)
+  StandardTrailer: IStandardTrailer// [4] SignatureLength.93, Signature.89, CheckSum.10
+}

package/src/types/FIX.5.MOD/quickfix/set/affected_ord_grp.ts

@@ -0,0 +1,3 @@
+export interface IAffectedOrdGrp {
+  NoAffectedOrders?: number// [1] 534 (Int)
+}

package/src/types/FIX.5.MOD/quickfix/set/alloc_ack_grp.ts

@@ -0,0 +1,5 @@
+import { IAllocAckGrpNoAllocs } from './alloc_ack_grp_no_allocs'
+
+export interface IAllocAckGrp {
+  NoAllocs?: IAllocAckGrpNoAllocs[]// [1] AllocAccount.79, AllocAcctIDSource.661 .. AllocPositionEffect.1047
+}

package/src/types/FIX.5.MOD/quickfix/set/alloc_ack_grp_no_allocs.ts

@@ -0,0 +1,18 @@
+import { INestedParties } from './nested_parties'
+
+export interface IAllocAckGrpNoAllocs {
+  AllocAccount?: string// [1] 79 (String)
+  AllocAcctIDSource?: number// [2] 661 (Int)
+  AllocPrice?: number// [3] 366 (Float)
+  IndividualAllocID?: string// [4] 467 (String)
+  IndividualAllocRejCode?: number// [5] 776 (Int)
+  AllocText?: string// [6] 161 (String)
+  EncodedAllocTextLen?: number// [7] 360 (Length)
+  EncodedAllocText?: Buffer// [8] 361 (RawData)
+  SecondaryIndividualAllocID?: string// [9] 989 (String)
+  AllocCustomerCapacity?: string// [10] 993 (String)
+  IndividualAllocType?: number// [11] 992 (Int)
+  AllocQty?: number// [12] 80 (Float)
+  NestedParties?: INestedParties// [13] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubIDType.805
+  AllocPositionEffect?: string// [14] 1047 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/alloc_grp.ts

@@ -0,0 +1,5 @@
+import { IAllocGrpNoAllocs } from './alloc_grp_no_allocs'
+
+export interface IAllocGrp {
+  NoAllocs?: IAllocGrpNoAllocs[]// [1] AllocAccount.79, AllocAcctIDSource.661 .. ClearingFeeIndicator.635
+}

package/src/types/FIX.5.MOD/quickfix/set/alloc_grp_no_allocs.ts

@@ -0,0 +1,42 @@
+import { INestedParties } from './nested_parties'
+import { ICommissionData } from './commission_data'
+import { IMiscFeesGrp } from './misc_fees_grp'
+import { IClrInstGrp } from './clr_inst_grp'
+import { ISettlInstructionsData } from './settl_instructions_data'
+
+export interface IAllocGrpNoAllocs {
+  AllocAccount?: string// [1] 79 (String)
+  AllocAcctIDSource?: number// [2] 661 (Int)
+  MatchStatus?: string// [3] 573 (String)
+  AllocPrice?: number// [4] 366 (Float)
+  AllocQty?: number// [5] 80 (Float)
+  IndividualAllocID?: string// [6] 467 (String)
+  ProcessCode?: string// [7] 81 (String)
+  NestedParties?: INestedParties// [8] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubIDType.805
+  NotifyBrokerOfCredit?: boolean// [9] 208 (Boolean)
+  AllocHandlInst?: number// [10] 209 (Int)
+  AllocText?: string// [11] 161 (String)
+  EncodedAllocTextLen?: number// [12] 360 (Length)
+  EncodedAllocText?: Buffer// [13] 361 (RawData)
+  CommissionData?: ICommissionData// [14] Commission.12, CommType.13 .. FundRenewWaiv.497
+  AllocAvgPx?: number// [15] 153 (Float)
+  AllocNetMoney?: number// [16] 154 (Float)
+  SettlCurrAmt?: number// [17] 119 (Float)
+  AllocSettlCurrAmt?: number// [18] 737 (Float)
+  SettlCurrency?: string// [19] 120 (String)
+  AllocSettlCurrency?: string// [20] 736 (String)
+  SettlCurrFxRate?: number// [21] 155 (Float)
+  SettlCurrFxRateCalc?: string// [22] 156 (String)
+  AllocAccruedInterestAmt?: number// [23] 742 (Float)
+  AllocInterestAtMaturity?: number// [24] 741 (Float)
+  MiscFeesGrp?: IMiscFeesGrp// [25] NoMiscFees.136, MiscFeeAmt.137 .. MiscFeeBasis.891
+  ClrInstGrp?: IClrInstGrp// [26] NoClearingInstructions.576, ClearingInstruction.577
+  AllocSettlInstType?: number// [27] 780 (Int)
+  SettlInstructionsData?: ISettlInstructionsData// [28] SettlDeliveryType.172, StandInstDbType.169 .. SettlPartySubIDType.786
+  SecondaryIndividualAllocID?: string// [29] 989 (String)
+  AllocMethod?: number// [30] 1002 (Int)
+  AllocCustomerCapacity?: string// [31] 993 (String)
+  IndividualAllocType?: number// [32] 992 (Int)
+  AllocPositionEffect?: string// [33] 1047 (String)
+  ClearingFeeIndicator?: string// [34] 635 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/attrb_grp.ts

@@ -0,0 +1,5 @@
+import { IAttrbGrpNoInstrAttrib } from './attrb_grp_no_instr_attrib'
+
+export interface IAttrbGrp {
+  NoInstrAttrib?: IAttrbGrpNoInstrAttrib[]// [1] InstrAttribType.871, InstrAttribValue.872
+}

package/src/types/FIX.5.MOD/quickfix/set/attrb_grp_no_instr_attrib.ts

@@ -0,0 +1,4 @@
+export interface IAttrbGrpNoInstrAttrib {
+  InstrAttribType?: number// [1] 871 (Int)
+  InstrAttribValue?: string// [2] 872 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/base_trading_rules.ts

@@ -0,0 +1,19 @@
+import { ITickRules } from './tick_rules'
+import { ILotTypeRules } from './lot_type_rules'
+import { IPriceLimits } from './price_limits'
+
+export interface IBaseTradingRules {
+  TickRules?: ITickRules// [1] NoTickRules.1205, StartTickPriceRange.1206 .. TickRuleType.1209
+  LotTypeRules?: ILotTypeRules// [2] NoLotTypeRules.1234, LotType.1093 .. MaxLotSize.5515
+  PriceLimits?: IPriceLimits// [3] PriceLimitType.1306, LowLimitPrice.1148 .. TradingReferencePrice.1150
+  ExpirationCycle?: number// [4] 827 (Int)
+  MinTradeVol?: number// [5] 562 (Float)
+  MaxTradeVol?: number// [6] 1140 (Float)
+  MaxPriceVariation?: number// [7] 1143 (Float)
+  ImpliedMarketIndicator?: number// [8] 1144 (Int)
+  TradingCurrency?: string// [9] 1245 (String)
+  RoundLot?: number// [10] 561 (Float)
+  MultilegModel?: number// [11] 1377 (Int)
+  MultilegPriceMethod?: number// [12] 1378 (Int)
+  PriceType?: number// [13] 423 (Int)
+}

package/src/types/FIX.5.MOD/quickfix/set/bid_comp_req_grp.ts

@@ -0,0 +1,5 @@
+import { IBidCompReqGrpNoBidComponents } from './bid_comp_req_grp_no_bid_components'
+
+export interface IBidCompReqGrp {
+  NoBidComponents?: IBidCompReqGrpNoBidComponents[]// [1] ListID.66, Side.54 .. AcctIDSource.660
+}

package/src/types/FIX.5.MOD/quickfix/set/bid_comp_req_grp_no_bid_components.ts

@@ -0,0 +1,11 @@
+export interface IBidCompReqGrpNoBidComponents {
+  ListID?: string// [1] 66 (String)
+  Side?: string// [2] 54 (String)
+  TradingSessionID?: string// [3] 336 (String)
+  TradingSessionSubID?: string// [4] 625 (String)
+  NetGrossInd?: number// [5] 430 (Int)
+  SettlType?: string// [6] 63 (String)
+  SettlDate?: Date// [7] 64 (LocalDate)
+  Account?: string// [8] 1 (String)
+  AcctIDSource?: number// [9] 660 (Int)
+}

package/src/types/FIX.5.MOD/quickfix/set/bid_comp_rsp_grp.ts

@@ -0,0 +1,5 @@
+import { IBidCompRspGrpNoBidComponents } from './bid_comp_rsp_grp_no_bid_components'
+
+export interface IBidCompRspGrp {
+  NoBidComponents: IBidCompRspGrpNoBidComponents[]// [1] Commission.12, CommType.13 .. EncodedText.355
+}

package/src/types/FIX.5.MOD/quickfix/set/bid_comp_rsp_grp_no_bid_components.ts

@@ -0,0 +1,19 @@
+import { ICommissionData } from './commission_data'
+
+export interface IBidCompRspGrpNoBidComponents {
+  CommissionData: ICommissionData// [1] Commission.12, CommType.13 .. FundRenewWaiv.497
+  ListID?: string// [2] 66 (String)
+  Country?: string// [3] 421 (String)
+  Side?: string// [4] 54 (String)
+  Price?: number// [5] 44 (Float)
+  PriceType?: number// [6] 423 (Int)
+  FairValue?: number// [7] 406 (Float)
+  NetGrossInd?: number// [8] 430 (Int)
+  SettlType?: string// [9] 63 (String)
+  SettlDate?: Date// [10] 64 (LocalDate)
+  TradingSessionID?: string// [11] 336 (String)
+  TradingSessionSubID?: string// [12] 625 (String)
+  Text?: string// [13] 58 (String)
+  EncodedTextLen?: number// [14] 354 (Length)
+  EncodedText?: Buffer// [15] 355 (RawData)
+}

package/src/types/FIX.5.MOD/quickfix/set/bid_desc_req_grp.ts

@@ -0,0 +1,5 @@
+import { IBidDescReqGrpNoBidDescriptors } from './bid_desc_req_grp_no_bid_descriptors'
+
+export interface IBidDescReqGrp {
+  NoBidDescriptors?: IBidDescReqGrpNoBidDescriptors[]// [1] BidDescriptorType.399, BidDescriptor.400 .. ValueOfFutures.408
+}

package/src/types/FIX.5.MOD/quickfix/set/bid_desc_req_grp_no_bid_descriptors.ts

@@ -0,0 +1,13 @@
+export interface IBidDescReqGrpNoBidDescriptors {
+  BidDescriptorType?: number// [1] 399 (Int)
+  BidDescriptor?: string// [2] 400 (String)
+  SideValueInd?: number// [3] 401 (Int)
+  LiquidityValue?: number// [4] 404 (Float)
+  LiquidityNumSecurities?: number// [5] 441 (Int)
+  LiquidityPctLow?: number// [6] 402 (Float)
+  LiquidityPctHigh?: number// [7] 403 (Float)
+  EFPTrackingError?: number// [8] 405 (Float)
+  FairValue?: number// [9] 406 (Float)
+  OutsideIndexPct?: number// [10] 407 (Float)
+  ValueOfFutures?: number// [11] 408 (Float)
+}

package/src/types/FIX.5.MOD/quickfix/set/clr_inst_grp.ts

@@ -0,0 +1,5 @@
+import { IClrInstGrpNoClearingInstructions } from './clr_inst_grp_no_clearing_instructions'
+
+export interface IClrInstGrp {
+  NoClearingInstructions?: IClrInstGrpNoClearingInstructions[]// [1] ClearingInstruction.577
+}

package/src/types/FIX.5.MOD/quickfix/set/clr_inst_grp_no_clearing_instructions.ts

@@ -0,0 +1,3 @@
+export interface IClrInstGrpNoClearingInstructions {
+  ClearingInstruction?: number// [1] 577 (Int)
+}

package/src/types/FIX.5.MOD/quickfix/set/coll_inq_qual_grp.ts

@@ -0,0 +1,5 @@
+import { ICollInqQualGrpNoCollInquiryQualifier } from './coll_inq_qual_grp_no_coll_inquiry_qualifier'
+
+export interface ICollInqQualGrp {
+  NoCollInquiryQualifier?: ICollInqQualGrpNoCollInquiryQualifier[]// [1] CollInquiryQualifier.896
+}

package/src/types/FIX.5.MOD/quickfix/set/coll_inq_qual_grp_no_coll_inquiry_qualifier.ts

@@ -0,0 +1,3 @@
+export interface ICollInqQualGrpNoCollInquiryQualifier {
+  CollInquiryQualifier?: number// [1] 896 (Int)
+}

package/src/types/FIX.5.MOD/quickfix/set/commission_data.ts

@@ -0,0 +1,6 @@
+export interface ICommissionData {
+  Commission?: number// [1] 12 (Float)
+  CommType?: string// [2] 13 (String)
+  CommCurrency?: string// [3] 479 (String)
+  FundRenewWaiv?: string// [4] 497 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/comp_id_req_grp.ts

@@ -0,0 +1,5 @@
+import { ICompIDReqGrpNoCompIDs } from './comp_id_req_grp_no_comp_i_ds'
+
+export interface ICompIDReqGrp {
+  NoCompIDs?: ICompIDReqGrpNoCompIDs[]// [1] RefCompID.930, RefSubID.931 .. DeskID.284
+}

package/src/types/FIX.5.MOD/quickfix/set/comp_id_req_grp_no_comp_i_ds.ts

@@ -0,0 +1,6 @@
+export interface ICompIDReqGrpNoCompIDs {
+  RefCompID?: string// [1] 930 (String)
+  RefSubID?: string// [2] 931 (String)
+  LocationID?: string// [3] 283 (String)
+  DeskID?: string// [4] 284 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/comp_id_stat_grp.ts

@@ -0,0 +1,5 @@
+import { ICompIDStatGrpNoCompIDs } from './comp_id_stat_grp_no_comp_i_ds'
+
+export interface ICompIDStatGrp {
+  NoCompIDs: ICompIDStatGrpNoCompIDs[]// [1] RefCompID.930, RefSubID.931 .. StatusText.929
+}

package/src/types/FIX.5.MOD/quickfix/set/comp_id_stat_grp_no_comp_i_ds.ts

@@ -0,0 +1,8 @@
+export interface ICompIDStatGrpNoCompIDs {
+  RefCompID: string// [1] 930 (String)
+  RefSubID?: string// [2] 931 (String)
+  LocationID?: string// [3] 283 (String)
+  DeskID?: string// [4] 284 (String)
+  StatusValue: number// [5] 928 (Int)
+  StatusText?: string// [6] 929 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/cont_amt_grp.ts

@@ -0,0 +1,5 @@
+import { IContAmtGrpNoContAmts } from './cont_amt_grp_no_cont_amts'
+
+export interface IContAmtGrp {
+  NoContAmts?: IContAmtGrpNoContAmts[]// [1] ContAmtType.519, ContAmtValue.520, ContAmtCurr.521
+}

package/src/types/FIX.5.MOD/quickfix/set/cont_amt_grp_no_cont_amts.ts

@@ -0,0 +1,5 @@
+export interface IContAmtGrpNoContAmts {
+  ContAmtType?: number// [1] 519 (Int)
+  ContAmtValue?: number// [2] 520 (Float)
+  ContAmtCurr?: string// [3] 521 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/contra_grp.ts

@@ -0,0 +1,5 @@
+import { IContraGrpNoContraBrokers } from './contra_grp_no_contra_brokers'
+
+export interface IContraGrp {
+  NoContraBrokers?: IContraGrpNoContraBrokers[]// [1] ContraBroker.375, ContraTrader.337 .. ContraLegRefID.655
+}

package/src/types/FIX.5.MOD/quickfix/set/contra_grp_no_contra_brokers.ts

@@ -0,0 +1,7 @@
+export interface IContraGrpNoContraBrokers {
+  ContraBroker?: string// [1] 375 (String)
+  ContraTrader?: string// [2] 337 (String)
+  ContraTradeQty?: number// [3] 437 (Float)
+  ContraTradeTime?: Date// [4] 438 (UtcTimestamp)
+  ContraLegRefID?: string// [5] 655 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/cpcty_conf_grp.ts

@@ -0,0 +1,5 @@
+import { ICpctyConfGrpNoCapacities } from './cpcty_conf_grp_no_capacities'
+
+export interface ICpctyConfGrp {
+  NoCapacities: ICpctyConfGrpNoCapacities[]// [1] OrderCapacity.528, OrderRestrictions.529, OrderCapacityQty.863
+}

package/src/types/FIX.5.MOD/quickfix/set/cpcty_conf_grp_no_capacities.ts

@@ -0,0 +1,5 @@
+export interface ICpctyConfGrpNoCapacities {
+  OrderCapacity: string// [1] 528 (String)
+  OrderRestrictions?: string// [2] 529 (String)
+  OrderCapacityQty: number// [3] 863 (Float)
+}

package/src/types/FIX.5.MOD/quickfix/set/discretion_instructions.ts

@@ -0,0 +1,9 @@
+export interface IDiscretionInstructions {
+  DiscretionInst?: string// [1] 388 (String)
+  DiscretionOffsetValue?: number// [2] 389 (Float)
+  DiscretionMoveType?: number// [3] 841 (Int)
+  DiscretionOffsetType?: number// [4] 842 (Int)
+  DiscretionLimitType?: number// [5] 843 (Int)
+  DiscretionRoundDirection?: number// [6] 844 (Int)
+  DiscretionScope?: number// [7] 846 (Int)
+}

package/src/types/FIX.5.MOD/quickfix/set/display_instruction.ts

@@ -0,0 +1,10 @@
+export interface IDisplayInstruction {
+  SecondaryDisplayQty?: number// [1] 1082 (Float)
+  DisplayWhen?: string// [2] 1083 (String)
+  DisplayMethod?: string// [3] 1084 (String)
+  DisplayLowQty?: number// [4] 1085 (Float)
+  DisplayHighQty?: number// [5] 1086 (Float)
+  DisplayMinIncr?: number// [6] 1087 (Float)
+  RefreshQty?: number// [7] 1088 (Float)
+  DisplayQty?: number// [8] 1138 (Float)
+}

package/src/types/FIX.5.MOD/quickfix/set/dlvy_inst_grp.ts

@@ -0,0 +1,5 @@
+import { IDlvyInstGrpNoDlvyInst } from './dlvy_inst_grp_no_dlvy_inst'
+
+export interface IDlvyInstGrp {
+  NoDlvyInst?: IDlvyInstGrpNoDlvyInst[]// [1] SettlInstSource.165, DlvyInstType.787 .. SettlPartySubIDType.786
+}

package/src/types/FIX.5.MOD/quickfix/set/dlvy_inst_grp_no_dlvy_inst.ts

@@ -0,0 +1,7 @@
+import { ISettlParties } from './settl_parties'
+
+export interface IDlvyInstGrpNoDlvyInst {
+  SettlInstSource?: string// [1] 165 (String)
+  DlvyInstType?: string// [2] 787 (String)
+  SettlParties?: ISettlParties// [3] NoSettlPartyIDs.781, SettlPartyID.782 .. SettlPartySubIDType.786
+}

package/src/types/FIX.5.MOD/quickfix/set/evnt_grp.ts

@@ -0,0 +1,5 @@
+import { IEvntGrpNoEvents } from './evnt_grp_no_events'
+
+export interface IEvntGrp {
+  NoEvents?: IEvntGrpNoEvents[]// [1] EventType.865, EventDate.866 .. EventText.868
+}

package/src/types/FIX.5.MOD/quickfix/set/evnt_grp_no_events.ts

@@ -0,0 +1,6 @@
+export interface IEvntGrpNoEvents {
+  EventType?: number// [1] 865 (Int)
+  EventDate?: Date// [2] 866 (LocalDate)
+  EventPx?: number// [3] 867 (Float)
+  EventText?: string// [4] 868 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/exec_alloc_grp.ts

@@ -0,0 +1,5 @@
+import { IExecAllocGrpNoExecs } from './exec_alloc_grp_no_execs'
+
+export interface IExecAllocGrp {
+  NoExecs?: IExecAllocGrpNoExecs[]// [1] LastQty.32, ExecID.17 .. FirmTradeID.1041
+}

package/src/types/FIX.5.MOD/quickfix/set/exec_alloc_grp_no_execs.ts

@@ -0,0 +1,10 @@
+export interface IExecAllocGrpNoExecs {
+  LastQty?: number// [1] 32 (Float)
+  ExecID?: string// [2] 17 (String)
+  SecondaryExecID?: string// [3] 527 (String)
+  LastPx?: number// [4] 31 (Float)
+  LastParPx?: number// [5] 669 (Float)
+  LastCapacity?: string// [6] 29 (String)
+  TradeID?: string// [7] 1003 (String)
+  FirmTradeID?: string// [8] 1041 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/exec_coll_grp.ts

@@ -0,0 +1,5 @@
+import { IExecCollGrpNoExecs } from './exec_coll_grp_no_execs'
+
+export interface IExecCollGrp {
+  NoExecs?: IExecCollGrpNoExecs[]// [1] ExecID.17
+}

package/src/types/FIX.5.MOD/quickfix/set/exec_coll_grp_no_execs.ts

@@ -0,0 +1,3 @@
+export interface IExecCollGrpNoExecs {
+  ExecID?: string// [1] 17 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/exec_inst_rules.ts

@@ -0,0 +1,5 @@
+import { IExecInstRulesNoExecInstRules } from './exec_inst_rules_no_exec_inst_rules'
+
+export interface IExecInstRules {
+  NoExecInstRules?: IExecInstRulesNoExecInstRules[]// [1] ExecInstValue.1308
+}

package/src/types/FIX.5.MOD/quickfix/set/exec_inst_rules_no_exec_inst_rules.ts

@@ -0,0 +1,3 @@
+export interface IExecInstRulesNoExecInstRules {
+  ExecInstValue?: string// [1] 1308 (String)
+}

package/src/types/FIX.5.MOD/quickfix/set/expiration_qty.ts

@@ -0,0 +1,5 @@
+import { IExpirationQtyNoExpiration } from './expiration_qty_no_expiration'
+
+export interface IExpirationQty {
+  NoExpiration?: IExpirationQtyNoExpiration[]// [1] ExpType.982, ExpQty.983
+}

package/src/types/FIX.5.MOD/quickfix/set/expiration_qty_no_expiration.ts

@@ -0,0 +1,4 @@
+export interface IExpirationQtyNoExpiration {
+  ExpType?: number// [1] 982 (Int)
+  ExpQty?: number// [2] 983 (Float)
+}

package/src/types/FIX.5.MOD/quickfix/set/financing_details.ts

@@ -0,0 +1,11 @@
+export interface IFinancingDetails {
+  AgreementDesc?: string// [1] 913 (String)
+  AgreementID?: string// [2] 914 (String)
+  AgreementDate?: Date// [3] 915 (LocalDate)
+  AgreementCurrency?: string// [4] 918 (String)
+  TerminationType?: number// [5] 788 (Int)
+  StartDate?: Date// [6] 916 (LocalDate)
+  EndDate?: Date// [7] 917 (LocalDate)
+  DeliveryType?: number// [8] 919 (Int)
+  MarginRatio?: number// [9] 898 (Float)
+}

package/src/types/FIX.5.MOD/quickfix/set/hop_grp.ts

@@ -0,0 +1,5 @@
+import { IHopGrpNoHops } from './hop_grp_no_hops'
+
+export interface IHopGrp {
+  NoHops?: IHopGrpNoHops[]// [1] HopCompID.628, HopSendingTime.629, HopRefID.630
+}

package/src/types/FIX.5.MOD/quickfix/set/hop_grp_no_hops.ts

@@ -0,0 +1,5 @@
+export interface IHopGrpNoHops {
+  HopCompID?: string// [1] 628 (String)
+  HopSendingTime?: Date// [2] 629 (UtcTimestamp)
+  HopRefID?: number// [3] 630 (Int)
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_grp.ts

@@ -0,0 +1,5 @@
+import { IInstrmtGrpNoRelatedSym } from './instrmt_grp_no_related_sym'
+
+export interface IInstrmtGrp {
+  NoRelatedSym?: IInstrmtGrpNoRelatedSym[]// [1] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_grp_no_related_sym.ts

@@ -0,0 +1,5 @@
+import { IInstrument } from './instrument'
+
+export interface IInstrmtGrpNoRelatedSym {
+  Instrument?: IInstrument// [1] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_exec_grp.ts

@@ -0,0 +1,5 @@
+import { IInstrmtLegExecGrpNoLegs } from './instrmt_leg_exec_grp_no_legs'
+
+export interface IInstrmtLegExecGrp {
+  NoLegs?: IInstrmtLegExecGrpNoLegs[]// [1] LegSymbol.600, LegSymbolSfx.601 .. LegGrossTradeAmt.1075
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_exec_grp_no_legs.ts

@@ -0,0 +1,23 @@
+import { IInstrumentLeg } from './instrument_leg'
+import { ILegStipulations } from './leg_stipulations'
+import { INestedParties } from './nested_parties'
+
+export interface IInstrmtLegExecGrpNoLegs {
+  InstrumentLeg?: IInstrumentLeg// [1] LegSymbol.600, LegSymbolSfx.601 .. LegTimeUnit.1001
+  LegQty?: number// [2] 687 (Float)
+  LegSwapType?: number// [3] 690 (Int)
+  LegStipulations?: ILegStipulations// [4] NoLegStipulations.683, LegStipulationType.688, LegStipulationValue.689
+  LegPositionEffect?: string// [5] 564 (String)
+  LegCoveredOrUncovered?: number// [6] 565 (Int)
+  NestedParties?: INestedParties// [7] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubIDType.805
+  LegRefID?: string// [8] 654 (String)
+  LegPrice?: number// [9] 566 (Float)
+  LegSettlType?: string// [10] 587 (String)
+  LegSettlDate?: Date// [11] 588 (LocalDate)
+  LegLastPx?: number// [12] 637 (Float)
+  LegOrderQty?: number// [13] 685 (Float)
+  LegSettlCurrency?: string// [14] 675 (String)
+  LegLastForwardPoints?: number// [15] 1073 (Float)
+  LegCalculatedCcyLastQty?: number// [16] 1074 (Float)
+  LegGrossTradeAmt?: number// [17] 1075 (Float)
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_grp.ts

@@ -0,0 +1,5 @@
+import { IInstrmtLegGrpNoLegs } from './instrmt_leg_grp_no_legs'
+
+export interface IInstrmtLegGrp {
+  NoLegs?: IInstrmtLegGrpNoLegs[]// [1] LegSymbol.600, LegSymbolSfx.601 .. LegTimeUnit.1001
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_grp_no_legs.ts

@@ -0,0 +1,5 @@
+import { IInstrumentLeg } from './instrument_leg'
+
+export interface IInstrmtLegGrpNoLegs {
+  InstrumentLeg?: IInstrumentLeg// [1] LegSymbol.600, LegSymbolSfx.601 .. LegTimeUnit.1001
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_ioi_grp.ts

@@ -0,0 +1,5 @@
+import { IInstrmtLegIOIGrpNoLegs } from './instrmt_leg_ioi_grp_no_legs'
+
+export interface IInstrmtLegIOIGrp {
+  NoLegs?: IInstrmtLegIOIGrpNoLegs[]// [1] LegSymbol.600, LegSymbolSfx.601 .. LegStipulationValue.689
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_ioi_grp_no_legs.ts

@@ -0,0 +1,8 @@
+import { IInstrumentLeg } from './instrument_leg'
+import { ILegStipulations } from './leg_stipulations'
+
+export interface IInstrmtLegIOIGrpNoLegs {
+  InstrumentLeg?: IInstrumentLeg// [1] LegSymbol.600, LegSymbolSfx.601 .. LegTimeUnit.1001
+  LegIOIQty?: string// [2] 682 (String)
+  LegStipulations?: ILegStipulations// [3] NoLegStipulations.683, LegStipulationType.688, LegStipulationValue.689
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_sec_list_grp.ts

@@ -0,0 +1,5 @@
+import { IInstrmtLegSecListGrpNoLegs } from './instrmt_leg_sec_list_grp_no_legs'
+
+export interface IInstrmtLegSecListGrp {
+  NoLegs?: IInstrmtLegSecListGrpNoLegs[]// [1] LegSymbol.600, LegSymbolSfx.601 .. LegBenchmarkPriceType.680
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_leg_sec_list_grp_no_legs.ts

@@ -0,0 +1,11 @@
+import { IInstrumentLeg } from './instrument_leg'
+import { ILegStipulations } from './leg_stipulations'
+import { ILegBenchmarkCurveData } from './leg_benchmark_curve_data'
+
+export interface IInstrmtLegSecListGrpNoLegs {
+  InstrumentLeg?: IInstrumentLeg// [1] LegSymbol.600, LegSymbolSfx.601 .. LegTimeUnit.1001
+  LegSwapType?: number// [2] 690 (Int)
+  LegSettlType?: string// [3] 587 (String)
+  LegStipulations?: ILegStipulations// [4] NoLegStipulations.683, LegStipulationType.688, LegStipulationValue.689
+  LegBenchmarkCurveData?: ILegBenchmarkCurveData// [5] LegBenchmarkCurveCurrency.676, LegBenchmarkCurveName.677 .. LegBenchmarkPriceType.680
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_md_req_grp.ts

@@ -0,0 +1,5 @@
+import { IInstrmtMDReqGrpNoRelatedSym } from './instrmt_md_req_grp_no_related_sym'
+
+export interface IInstrmtMDReqGrp {
+  NoRelatedSym: IInstrmtMDReqGrpNoRelatedSym[]// [1] Symbol.55, SymbolSfx.65 .. MDEntrySize.271
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_md_req_grp_no_related_sym.ts

@@ -0,0 +1,14 @@
+import { IInstrument } from './instrument'
+import { IUndInstrmtGrp } from './und_instrmt_grp'
+import { IInstrmtLegGrp } from './instrmt_leg_grp'
+
+export interface IInstrmtMDReqGrpNoRelatedSym {
+  Instrument: IInstrument// [1] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UndInstrmtGrp: IUndInstrmtGrp// [2] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  InstrmtLegGrp: IInstrmtLegGrp// [3] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  Currency?: string// [4] 15 (String)
+  QuoteType?: number// [5] 537 (Int)
+  SettlType?: string// [6] 63 (String)
+  SettlDate?: Date// [7] 64 (LocalDate)
+  MDEntrySize?: number// [8] 271 (Float)
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_strk_px_grp.ts

@@ -0,0 +1,5 @@
+import { IInstrmtStrkPxGrpNoStrikes } from './instrmt_strk_px_grp_no_strikes'
+
+export interface IInstrmtStrkPxGrp {
+  NoStrikes: IInstrmtStrkPxGrpNoStrikes[]// [1] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+}

package/src/types/FIX.5.MOD/quickfix/set/instrmt_strk_px_grp_no_strikes.ts

@@ -0,0 +1,5 @@
+import { IInstrument } from './instrument'
+
+export interface IInstrmtStrkPxGrpNoStrikes {
+  Instrument: IInstrument// [1] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+}