jspurefix 3.2.0 → 3.4.0

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

@@ -0,0 +1,73 @@
+import { ISecAltIDGrp } from './sec_alt_id_grp'
+import { IEvntGrp } from './evnt_grp'
+import { IInstrumentParties } from './instrument_parties'
+
+export interface IInstrument {
+  Symbol?: string// [1] 55 (String)
+  SymbolSfx?: string// [2] 65 (String)
+  SecurityID?: string// [3] 48 (String)
+  SecurityIDSource?: string// [4] 22 (String)
+  SecAltIDGrp?: ISecAltIDGrp// [5] NoSecurityAltID.454, SecurityAltID.455, SecurityAltIDSource.456
+  Product?: number// [6] 460 (Int)
+  SecurityGroup?: string// [7] 1151 (String)
+  CFICode?: string// [8] 461 (String)
+  SecurityType?: string// [9] 167 (String)
+  SecuritySubType?: string// [10] 762 (String)
+  MaturityMonthYear?: string// [11] 200 (String)
+  MaturityDate?: Date// [12] 541 (LocalDate)
+  CouponPaymentDate?: Date// [13] 224 (LocalDate)
+  IssueDate?: Date// [14] 225 (LocalDate)
+  RepoCollateralSecurityType?: number// [15] 239 (Int)
+  RepurchaseTerm?: number// [16] 226 (Int)
+  RepurchaseRate?: number// [17] 227 (Float)
+  Factor?: number// [18] 228 (Float)
+  CreditRating?: string// [19] 255 (String)
+  InstrRegistry?: string// [20] 543 (String)
+  CountryOfIssue?: string// [21] 470 (String)
+  StateOrProvinceOfIssue?: string// [22] 471 (String)
+  LocaleOfIssue?: string// [23] 472 (String)
+  RedemptionDate?: Date// [24] 240 (LocalDate)
+  StrikePrice?: number// [25] 202 (Float)
+  StrikeCurrency?: string// [26] 947 (String)
+  TickSize?: number// [27] 5023 (Float)
+  PriceLowLimit?: number// [28] 5025 (Float)
+  PriceHighLimit?: number// [29] 5024 (Float)
+  SizeLowLimit?: number// [30] 7115 (Float)
+  SizeHighLimit?: number// [31] 7116 (Float)
+  MaxAmount?: number// [32] 5516 (Float)
+  QuoteSizeLowLimit?: number// [33] 7119 (Float)
+  QuoteSizeHighLimit?: number// [34] 7120 (Float)
+  InstrumentPricePrecision?: number// [35] 5514 (Int)
+  InstrumentSizePrecision?: number// [36] 7117 (Int)
+  OptAttribute?: string// [37] 206 (String)
+  ContractMultiplier?: number// [38] 231 (Float)
+  CouponRate?: number// [39] 223 (Float)
+  SecurityExchange?: string// [40] 207 (String)
+  Issuer?: string// [41] 106 (String)
+  EncodedIssuerLen?: number// [42] 348 (Length)
+  EncodedIssuer?: Buffer// [43] 349 (RawData)
+  SecurityDesc?: string// [44] 107 (String)
+  EncodedSecurityDescLen?: number// [45] 350 (Length)
+  EncodedSecurityDesc?: Buffer// [46] 351 (RawData)
+  Pool?: string// [47] 691 (String)
+  ContractSettlMonth?: string// [48] 667 (String)
+  CPProgram?: number// [49] 875 (Int)
+  CPRegType?: string// [50] 876 (String)
+  EvntGrp?: IEvntGrp// [51] NoEvents.864, EventType.865 .. EventText.868
+  DatedDate?: Date// [52] 873 (LocalDate)
+  InterestAccrualDate?: Date// [53] 874 (LocalDate)
+  SecurityStatus?: string// [54] 965 (String)
+  SettleOnOpenFlag?: string// [55] 966 (String)
+  InstrmtAssignmentMethod?: string// [56] 1049 (String)
+  StrikeMultiplier?: number// [57] 967 (Float)
+  StrikeValue?: number// [58] 968 (Float)
+  MinPriceIncrement?: number// [59] 969 (Float)
+  PositionLimit?: number// [60] 970 (Int)
+  NTPositionLimit?: number// [61] 971 (Int)
+  InstrumentParties?: IInstrumentParties// [62] NoInstrumentParties.1018, InstrumentPartyID.1019 .. InstrumentPartySubIDType.1054
+  UnitofMeasure?: string// [63] 996 (String)
+  TimeUnit?: string// [64] 997 (String)
+  MaturityTime?: string// [65] 1079 (String)
+  RofexProps?: string// [66] 7200 (String)
+  TradingDeadline?: number// [67] 5517 (Int)
+}

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

@@ -0,0 +1,7 @@
+import { IAttrbGrp } from './attrb_grp'
+
+export interface IInstrumentExtension {
+  DeliveryForm?: number// [1] 668 (Int)
+  PctAtRisk?: number// [2] 869 (Float)
+  AttrbGrp?: IAttrbGrp// [3] NoInstrAttrib.870, InstrAttribType.871, InstrAttribValue.872
+}

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

@@ -0,0 +1,48 @@
+import { ILegSecAltIDGrp } from './leg_sec_alt_id_grp'
+
+export interface IInstrumentLeg {
+  LegSymbol?: string// [1] 600 (String)
+  LegSymbolSfx?: string// [2] 601 (String)
+  LegSecurityID?: string// [3] 602 (String)
+  LegSecurityIDSource?: string// [4] 603 (String)
+  LegSecAltIDGrp?: ILegSecAltIDGrp// [5] NoLegSecurityAltID.604
+  LegProduct?: number// [6] 607 (Int)
+  LegCFICode?: string// [7] 608 (String)
+  LegSecurityType?: string// [8] 609 (String)
+  LegSecuritySubType?: string// [9] 764 (String)
+  LegMaturityMonthYear?: string// [10] 610 (String)
+  LegMaturityDate?: Date// [11] 611 (LocalDate)
+  LegCouponPaymentDate?: Date// [12] 248 (LocalDate)
+  LegIssueDate?: Date// [13] 249 (LocalDate)
+  LegRepoCollateralSecurityType?: number// [14] 250 (Int)
+  LegRepurchaseTerm?: number// [15] 251 (Int)
+  LegRepurchaseRate?: number// [16] 252 (Float)
+  LegFactor?: number// [17] 253 (Float)
+  LegCreditRating?: string// [18] 257 (String)
+  LegInstrRegistry?: string// [19] 599 (String)
+  LegCountryOfIssue?: string// [20] 596 (String)
+  LegStateOrProvinceOfIssue?: string// [21] 597 (String)
+  LegLocaleOfIssue?: string// [22] 598 (String)
+  LegRedemptionDate?: Date// [23] 254 (LocalDate)
+  LegStrikePrice?: number// [24] 612 (Float)
+  LegStrikeCurrency?: string// [25] 942 (String)
+  LegOptAttribute?: string// [26] 613 (String)
+  LegContractMultiplier?: number// [27] 614 (Float)
+  LegCouponRate?: number// [28] 615 (Float)
+  LegSecurityExchange?: string// [29] 616 (String)
+  LegIssuer?: string// [30] 617 (String)
+  EncodedLegIssuerLen?: number// [31] 618 (Length)
+  EncodedLegIssuer?: Buffer// [32] 619 (RawData)
+  LegSecurityDesc?: string// [33] 620 (String)
+  EncodedLegSecurityDescLen?: number// [34] 621 (Length)
+  EncodedLegSecurityDesc?: Buffer// [35] 622 (RawData)
+  LegRatioQty?: number// [36] 623 (Float)
+  LegSide?: string// [37] 624 (String)
+  LegCurrency?: string// [38] 556 (String)
+  LegPool?: string// [39] 740 (String)
+  LegDatedDate?: Date// [40] 739 (LocalDate)
+  LegContractSettlMonth?: string// [41] 955 (String)
+  LegInterestAccrualDate?: Date// [42] 956 (LocalDate)
+  LegUnitofMeasure?: string// [43] 999 (String)
+  LegTimeUnit?: string// [44] 1001 (String)
+}

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

@@ -0,0 +1,5 @@
+import { IInstrumentPartiesNoInstrumentParties } from './instrument_parties_no_instrument_parties'
+
+export interface IInstrumentParties {
+  NoInstrumentParties?: IInstrumentPartiesNoInstrumentParties[]// [1] InstrumentPartyID.1019, InstrumentPartyIDSource.1050 .. InstrumentPartySubIDType.1054
+}

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

@@ -0,0 +1,8 @@
+import { IInstrumentPtysSubGrp } from './instrument_ptys_sub_grp'
+
+export interface IInstrumentPartiesNoInstrumentParties {
+  InstrumentPartyID?: string// [1] 1019 (String)
+  InstrumentPartyIDSource?: string// [2] 1050 (String)
+  InstrumentPartyRole?: number// [3] 1051 (Int)
+  InstrumentPtysSubGrp?: IInstrumentPtysSubGrp// [4] NoInstrumentPartySubIDs.1052, InstrumentPartySubID.1053, InstrumentPartySubIDType.1054
+}

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

@@ -0,0 +1,5 @@
+import { IInstrumentPtysSubGrpNoInstrumentPartySubIDs } from './instrument_ptys_sub_grp_no_instrument_party_sub_i_ds'
+
+export interface IInstrumentPtysSubGrp {
+  NoInstrumentPartySubIDs?: IInstrumentPtysSubGrpNoInstrumentPartySubIDs[]// [1] InstrumentPartySubID.1053, InstrumentPartySubIDType.1054
+}

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

@@ -0,0 +1,4 @@
+export interface IInstrumentPtysSubGrpNoInstrumentPartySubIDs {
+  InstrumentPartySubID?: string// [1] 1053 (String)
+  InstrumentPartySubIDType?: number// [2] 1054 (Int)
+}

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

@@ -0,0 +1,5 @@
+import { IIOIQualGrpNoIOIQualifiers } from './ioi_qual_grp_no_ioi_qualifiers'
+
+export interface IIOIQualGrp {
+  NoIOIQualifiers?: IIOIQualGrpNoIOIQualifiers[]// [1] IOIQualifier.104
+}

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

@@ -0,0 +1,3 @@
+export interface IIOIQualGrpNoIOIQualifiers {
+  IOIQualifier?: string// [1] 104 (String)
+}

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

@@ -0,0 +1,7 @@
+export interface ILegBenchmarkCurveData {
+  LegBenchmarkCurveCurrency?: string// [1] 676 (String)
+  LegBenchmarkCurveName?: string// [2] 677 (String)
+  LegBenchmarkCurvePoint?: string// [3] 678 (String)
+  LegBenchmarkPrice?: number// [4] 679 (Float)
+  LegBenchmarkPriceType?: number// [5] 680 (Int)
+}

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

@@ -0,0 +1,5 @@
+import { ILegOrdGrpNoLegs } from './leg_ord_grp_no_legs'
+
+export interface ILegOrdGrp {
+  NoLegs: ILegOrdGrpNoLegs[]// [1] LegSymbol.600, LegSymbolSfx.601 .. LegOrderQty.685
+}

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

@@ -0,0 +1,21 @@
+import { IInstrumentLeg } from './instrument_leg'
+import { ILegStipulations } from './leg_stipulations'
+import { ILegPreAllocGrp } from './leg_pre_alloc_grp'
+import { INestedParties } from './nested_parties'
+
+export interface ILegOrdGrpNoLegs {
+  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
+  LegPreAllocGrp: ILegPreAllocGrp// [5] NoLegAllocs.670, LegAllocAccount.671 .. LegSettlCurrency.675
+  LegPositionEffect?: string// [6] 564 (String)
+  LegCoveredOrUncovered?: number// [7] 565 (Int)
+  NestedParties: INestedParties// [8] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubIDType.805
+  LegRefID?: string// [9] 654 (String)
+  LegPrice?: number// [10] 566 (Float)
+  LegSettlType?: string// [11] 587 (String)
+  LegSettlDate?: Date// [12] 588 (LocalDate)
+  LegOptionRatio?: number// [13] 1017 (Float)
+  LegOrderQty?: number// [14] 685 (Float)
+}

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

@@ -0,0 +1,5 @@
+import { ILegPreAllocGrpNoLegAllocs } from './leg_pre_alloc_grp_no_leg_allocs'
+
+export interface ILegPreAllocGrp {
+  NoLegAllocs?: ILegPreAllocGrpNoLegAllocs[]// [1] LegAllocAccount.671, LegIndividualAllocID.672 .. LegSettlCurrency.675
+}

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

@@ -0,0 +1,10 @@
+import { INestedParties2 } from './nested_parties_2'
+
+export interface ILegPreAllocGrpNoLegAllocs {
+  LegAllocAccount?: string// [1] 671 (String)
+  LegIndividualAllocID?: string// [2] 672 (String)
+  NestedParties2?: INestedParties2// [3] NoNested2PartyIDs.756, Nested2PartyID.757 .. Nested2PartySubIDType.807
+  LegAllocQty?: number// [4] 673 (Float)
+  LegAllocAcctIDSource?: string// [5] 674 (String)
+  LegSettlCurrency?: string// [6] 675 (String)
+}

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

@@ -0,0 +1,5 @@
+import { ILegQuotGrpNoLegs } from './leg_quot_grp_no_legs'
+
+export interface ILegQuotGrp {
+  NoLegs?: ILegQuotGrpNoLegs[]// [1] LegSymbol.600, LegSymbolSfx.601 .. LegOfferForwardPoints.1068
+}

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

@@ -0,0 +1,22 @@
+import { IInstrumentLeg } from './instrument_leg'
+import { ILegStipulations } from './leg_stipulations'
+import { INestedParties } from './nested_parties'
+import { ILegBenchmarkCurveData } from './leg_benchmark_curve_data'
+
+export interface ILegQuotGrpNoLegs {
+  InstrumentLeg?: IInstrumentLeg// [1] LegSymbol.600, LegSymbolSfx.601 .. LegTimeUnit.1001
+  LegQty?: number// [2] 687 (Float)
+  LegSwapType?: number// [3] 690 (Int)
+  LegSettlType?: string// [4] 587 (String)
+  LegSettlDate?: Date// [5] 588 (LocalDate)
+  LegStipulations?: ILegStipulations// [6] NoLegStipulations.683, LegStipulationType.688, LegStipulationValue.689
+  NestedParties?: INestedParties// [7] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubIDType.805
+  LegPriceType?: number// [8] 686 (Int)
+  LegBidPx?: number// [9] 681 (Float)
+  LegOfferPx?: number// [10] 684 (Float)
+  LegBenchmarkCurveData?: ILegBenchmarkCurveData// [11] LegBenchmarkCurveCurrency.676, LegBenchmarkCurveName.677 .. LegBenchmarkPriceType.680
+  LegOrderQty?: number// [12] 685 (Float)
+  LegRefID?: string// [13] 654 (String)
+  LegBidForwardPoints?: number// [14] 1067 (Float)
+  LegOfferForwardPoints?: number// [15] 1068 (Float)
+}

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

@@ -0,0 +1,5 @@
+import { ILegQuotStatGrpNoLegs } from './leg_quot_stat_grp_no_legs'
+
+export interface ILegQuotStatGrp {
+  NoLegs?: ILegQuotStatGrpNoLegs[]// [1] LegSymbol.600, LegSymbolSfx.601 .. LegOrderQty.685
+}

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

@@ -0,0 +1,14 @@
+import { IInstrumentLeg } from './instrument_leg'
+import { ILegStipulations } from './leg_stipulations'
+import { INestedParties } from './nested_parties'
+
+export interface ILegQuotStatGrpNoLegs {
+  InstrumentLeg?: IInstrumentLeg// [1] LegSymbol.600, LegSymbolSfx.601 .. LegTimeUnit.1001
+  LegQty?: number// [2] 687 (Float)
+  LegSwapType?: number// [3] 690 (Int)
+  LegSettlType?: string// [4] 587 (String)
+  LegSettlDate?: Date// [5] 588 (LocalDate)
+  LegStipulations?: ILegStipulations// [6] NoLegStipulations.683, LegStipulationType.688, LegStipulationValue.689
+  NestedParties?: INestedParties// [7] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubIDType.805
+  LegOrderQty?: number// [8] 685 (Float)
+}

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

@@ -0,0 +1,3 @@
+export interface ILegSecAltIDGrp {
+  NoLegSecurityAltID?: string// [1] 604 (String)
+}

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

@@ -0,0 +1,5 @@
+import { ILegStipulationsNoLegStipulations } from './leg_stipulations_no_leg_stipulations'
+
+export interface ILegStipulations {
+  NoLegStipulations?: ILegStipulationsNoLegStipulations[]// [1] LegStipulationType.688, LegStipulationValue.689
+}

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

@@ -0,0 +1,4 @@
+export interface ILegStipulationsNoLegStipulations {
+  LegStipulationType?: string// [1] 688 (String)
+  LegStipulationValue?: string// [2] 689 (String)
+}

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

@@ -0,0 +1,5 @@
+import { ILinesOfTextGrpNoLinesOfText } from './lines_of_text_grp_no_lines_of_text'
+
+export interface ILinesOfTextGrp {
+  NoLinesOfText: ILinesOfTextGrpNoLinesOfText[]// [1] Text.58, EncodedTextLen.354, EncodedText.355
+}

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

@@ -0,0 +1,5 @@
+export interface ILinesOfTextGrpNoLinesOfText {
+  Text: string// [1] 58 (String)
+  EncodedTextLen?: number// [2] 354 (Length)
+  EncodedText?: Buffer// [3] 355 (RawData)
+}

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

@@ -0,0 +1,5 @@
+import { IListOrdGrpNoOrders } from './list_ord_grp_no_orders'
+
+export interface IListOrdGrp {
+  NoOrders: IListOrdGrpNoOrders[]// [1] ClOrdID.11, SecondaryClOrdID.526 .. ExDestinationIDSource.1133
+}

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

@@ -0,0 +1,103 @@
+import { IParties } from './parties'
+import { IPreAllocGrp } from './pre_alloc_grp'
+import { ITrdgSesGrp } from './trdg_ses_grp'
+import { IInstrument } from './instrument'
+import { IUndInstrmtGrp } from './und_instrmt_grp'
+import { IStipulations } from './stipulations'
+import { IOrderQtyData } from './order_qty_data'
+import { ISpreadOrBenchmarkCurveData } from './spread_or_benchmark_curve_data'
+import { IYieldData } from './yield_data'
+import { ICommissionData } from './commission_data'
+import { IPegInstructions } from './peg_instructions'
+import { IDiscretionInstructions } from './discretion_instructions'
+import { IStrategyParametersGrp } from './strategy_parameters_grp'
+import { IDisplayInstruction } from './display_instruction'
+import { ITriggeringInstruction } from './triggering_instruction'
+
+export interface IListOrdGrpNoOrders {
+  ClOrdID: string// [1] 11 (String)
+  SecondaryClOrdID?: string// [2] 526 (String)
+  ListSeqNo: number// [3] 67 (Int)
+  ClOrdLinkID?: string// [4] 583 (String)
+  SettlInstMode?: string// [5] 160 (String)
+  Parties: IParties// [6] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  TradeOriginationDate?: Date// [7] 229 (LocalDate)
+  TradeDate?: Date// [8] 75 (LocalDate)
+  Account?: string// [9] 1 (String)
+  AcctIDSource?: number// [10] 660 (Int)
+  AccountType?: number// [11] 581 (Int)
+  DayBookingInst?: string// [12] 589 (String)
+  BookingUnit?: string// [13] 590 (String)
+  AllocID?: string// [14] 70 (String)
+  PreallocMethod?: string// [15] 591 (String)
+  PreAllocGrp: IPreAllocGrp// [16] NoAllocs.78, AllocAccount.79 .. AllocQty.80
+  SettlType?: string// [17] 63 (String)
+  SettlDate?: Date// [18] 64 (LocalDate)
+  CashMargin?: string// [19] 544 (String)
+  ClearingFeeIndicator?: string// [20] 635 (String)
+  HandlInst?: string// [21] 21 (String)
+  ExecInst?: string// [22] 18 (String)
+  MinQty?: number// [23] 110 (Float)
+  MaxFloor?: number// [24] 111 (Float)
+  ExDestination?: string// [25] 100 (String)
+  TrdgSesGrp: ITrdgSesGrp// [26] NoTradingSessions.386, TradingSessionID.336, TradingSessionSubID.625
+  ProcessCode?: string// [27] 81 (String)
+  Instrument: IInstrument// [28] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  UndInstrmtGrp: IUndInstrmtGrp// [29] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  PrevClosePx?: number// [30] 140 (Float)
+  Side: string// [31] 54 (String)
+  SideValueInd?: number// [32] 401 (Int)
+  LocateReqd?: boolean// [33] 114 (Boolean)
+  TransactTime?: Date// [34] 60 (UtcTimestamp)
+  Stipulations: IStipulations// [35] NoStipulations.232, StipulationType.233, StipulationValue.234
+  QtyType?: number// [36] 854 (Int)
+  OrderQtyData: IOrderQtyData// [37] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  OrdType?: string// [38] 40 (String)
+  PriceType?: number// [39] 423 (Int)
+  Price?: number// [40] 44 (Float)
+  StopPx?: number// [41] 99 (Float)
+  SpreadOrBenchmarkCurveData: ISpreadOrBenchmarkCurveData// [42] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData: IYieldData// [43] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  Currency?: string// [44] 15 (String)
+  ComplianceID?: string// [45] 376 (String)
+  SolicitedFlag?: boolean// [46] 377 (Boolean)
+  IOIid?: string// [47] 23 (String)
+  QuoteID?: string// [48] 117 (String)
+  TimeInForce?: string// [49] 59 (String)
+  EffectiveTime?: Date// [50] 168 (UtcTimestamp)
+  ExpireDate?: Date// [51] 432 (LocalDate)
+  ExpireTime?: Date// [52] 126 (UtcTimestamp)
+  GTBookingInst?: number// [53] 427 (Int)
+  CommissionData: ICommissionData// [54] Commission.12, CommType.13 .. FundRenewWaiv.497
+  OrderCapacity?: string// [55] 528 (String)
+  OrderRestrictions?: string// [56] 529 (String)
+  CustOrderCapacity?: number// [57] 582 (Int)
+  ForexReq?: boolean// [58] 121 (Boolean)
+  SettlCurrency?: string// [59] 120 (String)
+  BookingType?: number// [60] 775 (Int)
+  Text?: string// [61] 58 (String)
+  EncodedTextLen?: number// [62] 354 (Length)
+  EncodedText?: Buffer// [63] 355 (RawData)
+  SettlDate2?: Date// [64] 193 (LocalDate)
+  OrderQty2?: number// [65] 192 (Float)
+  Price2?: number// [66] 640 (Float)
+  PositionEffect?: string// [67] 77 (String)
+  CoveredOrUncovered?: number// [68] 203 (Int)
+  MaxShow?: number// [69] 210 (Float)
+  PegInstructions: IPegInstructions// [70] PegOffsetValue.211, PegMoveType.835 .. PegSecurityDesc.1099
+  DiscretionInstructions: IDiscretionInstructions// [71] DiscretionInst.388, DiscretionOffsetValue.389 .. DiscretionScope.846
+  TargetStrategy?: number// [72] 847 (Int)
+  TargetStrategyParameters?: string// [73] 848 (String)
+  ParticipationRate?: number// [74] 849 (Float)
+  Designation?: string// [75] 494 (String)
+  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
+  RefOrderID?: string// [82] 1080 (String)
+  RefOrderIDSource?: string// [83] 1081 (String)
+  PreTradeAnonymity?: boolean// [84] 1091 (Boolean)
+  ExDestinationIDSource?: string// [85] 1133 (String)
+}

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

@@ -0,0 +1,5 @@
+import { ILotTypeRulesNoLotTypeRules } from './lot_type_rules_no_lot_type_rules'
+
+export interface ILotTypeRules {
+  NoLotTypeRules?: ILotTypeRulesNoLotTypeRules[]// [1] LotType.1093, MinLotSize.1231, MaxLotSize.5515
+}

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

@@ -0,0 +1,5 @@
+export interface ILotTypeRulesNoLotTypeRules {
+  LotType?: string// [1] 1093 (String)
+  MinLotSize?: number// [2] 1231 (Float)
+  MaxLotSize?: number// [3] 5515 (Float)
+}

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

@@ -0,0 +1,5 @@
+import { IMarketAliasNoMarketAlias } from './market_alias_no_market_alias'
+
+export interface IMarketAlias {
+  NoMarketAlias?: IMarketAliasNoMarketAlias[]// [1] MarketSegmentID.1300, MarketAliasName.7123
+}

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

@@ -0,0 +1,4 @@
+export interface IMarketAliasNoMarketAlias {
+  MarketSegmentID?: string// [1] 1300 (String)
+  MarketAliasName?: string// [2] 7123 (String)
+}

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

@@ -0,0 +1,5 @@
+import { IMarketDataFeedTypesNoMDFeedTypes } from './market_data_feed_types_no_md_feed_types'
+
+export interface IMarketDataFeedTypes {
+  NoMDFeedTypes?: IMarketDataFeedTypesNoMDFeedTypes[]// [1] MDFeedType.1022, MarketDepth.264, MDBookType.1021
+}

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

@@ -0,0 +1,5 @@
+export interface IMarketDataFeedTypesNoMDFeedTypes {
+  MDFeedType?: string// [1] 1022 (String)
+  MarketDepth?: number// [2] 264 (Int)
+  MDBookType?: number// [3] 1021 (Int)
+}

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

@@ -0,0 +1,5 @@
+import { IMatchRulesNoMatchRules } from './match_rules_no_match_rules'
+
+export interface IMatchRules {
+  NoMatchRules?: IMatchRulesNoMatchRules[]// [1] MatchAlgorithm.1142, MatchType.574
+}

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

@@ -0,0 +1,4 @@
+export interface IMatchRulesNoMatchRules {
+  MatchAlgorithm?: string// [1] 1142 (String)
+  MatchType?: string// [2] 574 (String)
+}

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

@@ -0,0 +1,5 @@
+import { IMaturityRulesNoMaturityRules } from './maturity_rules_no_maturity_rules'
+
+export interface IMaturityRules {
+  NoMaturityRules?: IMaturityRulesNoMaturityRules[]// [1] MaturityRuleID.1222, MaturityMonthYearFormat.1303 .. MaturityMonthYearIncrement.1229
+}

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

@@ -0,0 +1,8 @@
+export interface IMaturityRulesNoMaturityRules {
+  MaturityRuleID?: string// [1] 1222 (String)
+  MaturityMonthYearFormat?: number// [2] 1303 (Int)
+  MaturityMonthYearIncrementUnits?: number// [3] 1302 (Int)
+  StartMaturityMonthYear?: string// [4] 1241 (String)
+  EndMaturityMonthYear?: string// [5] 1226 (String)
+  MaturityMonthYearIncrement?: number// [6] 1229 (Int)
+}

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

@@ -0,0 +1,5 @@
+import { IMDFullGrpNoMDEntries } from './md_full_grp_no_md_entries'
+
+export interface IMDFullGrp {
+  NoMDEntries: IMDFullGrpNoMDEntries[]// [1] MDEntryType.269, TrdType.828 .. MDEntrySizes.7202
+}

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

@@ -0,0 +1,58 @@
+import { IParties } from './parties'
+
+export interface IMDFullGrpNoMDEntries {
+  MDEntryType: string// [1] 269 (String)
+  TrdType?: number// [2] 828 (Int)
+  MDEntryPx?: number// [3] 270 (Float)
+  Currency?: string// [4] 15 (String)
+  MDEntrySize?: number// [5] 271 (Float)
+  MDEntryDate?: Date// [6] 272 (UtcDateOnly)
+  MDEntryTime?: Date// [7] 273 (UtcTimeOnly)
+  TickDirection?: string// [8] 274 (String)
+  MDMkt?: string// [9] 275 (String)
+  TradingSessionID?: string// [10] 336 (String)
+  TradingSessionSubID?: string// [11] 625 (String)
+  QuoteCondition?: string// [12] 276 (String)
+  TradeCondition?: string// [13] 277 (String)
+  MDEntryOriginator?: string// [14] 282 (String)
+  LocationID?: string// [15] 283 (String)
+  DeskID?: string// [16] 284 (String)
+  OpenCloseSettlFlag?: string// [17] 286 (String)
+  TimeInForce?: string// [18] 59 (String)
+  ExpireDate?: Date// [19] 432 (LocalDate)
+  ExpireTime?: Date// [20] 126 (UtcTimestamp)
+  MinQty?: number// [21] 110 (Float)
+  ExecInst?: string// [22] 18 (String)
+  SellerDays?: number// [23] 287 (Int)
+  OrderID?: string// [24] 37 (String)
+  QuoteEntryID?: string// [25] 299 (String)
+  MDEntryBuyer?: string// [26] 288 (String)
+  MDEntrySeller?: string// [27] 289 (String)
+  Account?: string// [28] 1 (String)
+  NumberOfOrders?: number// [29] 346 (Int)
+  MDEntryPositionNo?: number// [30] 290 (Int)
+  Scope?: string// [31] 546 (String)
+  PriceDelta?: number// [32] 811 (Float)
+  Text?: string// [33] 58 (String)
+  EncodedTextLen?: number// [34] 354 (Length)
+  EncodedText?: Buffer// [35] 355 (RawData)
+  MDPriceLevel?: number// [36] 1023 (Int)
+  OrderCapacity?: string// [37] 528 (String)
+  MDOriginType?: number// [38] 1024 (Int)
+  HighPx?: number// [39] 332 (Float)
+  LowPx?: number// [40] 333 (Float)
+  TradeVolume?: number// [41] 1020 (Float)
+  SettlType?: string// [42] 63 (String)
+  SettlDate?: Date// [43] 64 (LocalDate)
+  MDQuoteType?: number// [44] 1070 (Int)
+  RptSeq?: number// [45] 83 (Int)
+  DealingCapacity?: string// [46] 1048 (String)
+  MDEntrySpotRate?: number// [47] 1026 (Float)
+  MDEntryForwardPoints?: number// [48] 1027 (Float)
+  MDEntryID?: string// [49] 278 (String)
+  TradeSide?: string// [50] 7201 (String)
+  Parties: IParties// [51] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  SecondaryOrderID?: string// [52] 198 (String)
+  OrdType?: string// [53] 40 (String)
+  MDEntrySizes?: string// [54] 7202 (String)
+}

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

@@ -0,0 +1,5 @@
+import { IMDIncGrpNoMDEntries } from './md_inc_grp_no_md_entries'
+
+export interface IMDIncGrp {
+  NoMDEntries: IMDIncGrpNoMDEntries[]// [1] MDUpdateAction.279, DeleteReason.285 .. OrdType.40
+}