jspurefix 3.2.0 → 3.5.0

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

@@ -0,0 +1,19 @@
+import { IInstrumentLeg } from './instrument_leg'
+import { ILegStipulations } from './leg_stipulations'
+import { INestedParties } from './nested_parties'
+import { ILegBenchmarkCurveData } from './leg_benchmark_curve_data'
+
+export interface IQuotReqLegsGrpNoLegs {
+  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
+  LegBenchmarkCurveData?: ILegBenchmarkCurveData// [8] LegBenchmarkCurveCurrency.676, LegBenchmarkCurveName.677 .. LegBenchmarkPriceType.680
+  LegOrderQty?: number// [9] 685 (Float)
+  LegOptionRatio?: number// [10] 1017 (Float)
+  LegPrice?: number// [11] 566 (Float)
+  LegRefID?: string// [12] 654 (String)
+}

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

@@ -0,0 +1,5 @@
+import { IQuotReqRjctGrpNoRelatedSym } from './quot_req_rjct_grp_no_related_sym'
+
+export interface IQuotReqRjctGrp {
+  NoRelatedSym: IQuotReqRjctGrpNoRelatedSym[]// [1] Symbol.55, SymbolSfx.65 .. PartySubIDType.803
+}

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

@@ -0,0 +1,46 @@
+import { IInstrument } from './instrument'
+import { IFinancingDetails } from './financing_details'
+import { IUndInstrmtGrp } from './und_instrmt_grp'
+import { IOrderQtyData } from './order_qty_data'
+import { IStipulations } from './stipulations'
+import { IQuotReqLegsGrp } from './quot_req_legs_grp'
+import { IQuotQualGrp } from './quot_qual_grp'
+import { ISpreadOrBenchmarkCurveData } from './spread_or_benchmark_curve_data'
+import { IYieldData } from './yield_data'
+import { IParties } from './parties'
+
+export interface IQuotReqRjctGrpNoRelatedSym {
+  Instrument: IInstrument// [1] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  FinancingDetails: IFinancingDetails// [2] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp: IUndInstrmtGrp// [3] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  PrevClosePx?: number// [4] 140 (Float)
+  QuoteRequestType?: number// [5] 303 (Int)
+  QuoteType?: number// [6] 537 (Int)
+  TradingSessionID?: string// [7] 336 (String)
+  TradingSessionSubID?: string// [8] 625 (String)
+  TradeOriginationDate?: Date// [9] 229 (LocalDate)
+  Side?: string// [10] 54 (String)
+  QtyType?: number// [11] 854 (Int)
+  OrderQtyData: IOrderQtyData// [12] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  SettlType?: string// [13] 63 (String)
+  SettlDate?: Date// [14] 64 (LocalDate)
+  SettlDate2?: Date// [15] 193 (LocalDate)
+  OrderQty2?: number// [16] 192 (Float)
+  Currency?: string// [17] 15 (String)
+  Stipulations: IStipulations// [18] NoStipulations.232, StipulationType.233, StipulationValue.234
+  Account?: string// [19] 1 (String)
+  AcctIDSource?: number// [20] 660 (Int)
+  AccountType?: number// [21] 581 (Int)
+  QuotReqLegsGrp: IQuotReqLegsGrp// [22] NoLegs.555, LegSymbol.600 .. LegRefID.654
+  QuotQualGrp: IQuotQualGrp// [23] NoQuoteQualifiers.735, QuoteQualifier.695
+  QuotePriceType?: number// [24] 692 (Int)
+  OrdType?: string// [25] 40 (String)
+  ExpireTime?: Date// [26] 126 (UtcTimestamp)
+  TransactTime?: Date// [27] 60 (UtcTimestamp)
+  SpreadOrBenchmarkCurveData: ISpreadOrBenchmarkCurveData// [28] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  PriceType?: number// [29] 423 (Int)
+  Price?: number// [30] 44 (Float)
+  Price2?: number// [31] 640 (Float)
+  YieldData: IYieldData// [32] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  Parties: IParties// [33] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+}

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

@@ -0,0 +1,5 @@
+import { IQuotSetAckGrpNoQuoteSets } from './quot_set_ack_grp_no_quote_sets'
+
+export interface IQuotSetAckGrp {
+  NoQuoteSets?: IQuotSetAckGrpNoQuoteSets[]// [1] QuoteSetID.302, UnderlyingSymbol.311 .. QuoteEntryRejectReason.368
+}

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

@@ -0,0 +1,10 @@
+import { IUnderlyingInstrument } from './underlying_instrument'
+import { IQuotEntryAckGrp } from './quot_entry_ack_grp'
+
+export interface IQuotSetAckGrpNoQuoteSets {
+  QuoteSetID?: string// [1] 302 (String)
+  UnderlyingInstrument?: IUnderlyingInstrument// [2] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. UnderlyingFXRateCalc.1046
+  TotNoQuoteEntries?: number// [3] 304 (Int)
+  LastFragment?: boolean// [4] 893 (Boolean)
+  QuotEntryAckGrp?: IQuotEntryAckGrp// [5] NoQuoteEntries.295, QuoteEntryID.299 .. QuoteEntryRejectReason.368
+}

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

@@ -0,0 +1,5 @@
+import { IQuotSetGrpNoQuoteSets } from './quot_set_grp_no_quote_sets'
+
+export interface IQuotSetGrp {
+  NoQuoteSets: IQuotSetGrpNoQuoteSets[]// [1] QuoteSetID.302, UnderlyingSymbol.311 .. Currency.15
+}

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

@@ -0,0 +1,11 @@
+import { IUnderlyingInstrument } from './underlying_instrument'
+import { IQuotEntryGrp } from './quot_entry_grp'
+
+export interface IQuotSetGrpNoQuoteSets {
+  QuoteSetID: string// [1] 302 (String)
+  UnderlyingInstrument: IUnderlyingInstrument// [2] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. UnderlyingFXRateCalc.1046
+  QuoteSetValidUntilTime?: Date// [3] 367 (UtcTimestamp)
+  TotNoQuoteEntries: number// [4] 304 (Int)
+  LastFragment?: boolean// [5] 893 (Boolean)
+  QuotEntryGrp: IQuotEntryGrp// [6] NoQuoteEntries.295, QuoteEntryID.299 .. Currency.15
+}

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

@@ -0,0 +1,5 @@
+import { IRelSymDerivSecGrpNoRelatedSym } from './rel_sym_deriv_sec_grp_no_related_sym'
+
+export interface IRelSymDerivSecGrp {
+  NoRelatedSym?: IRelSymDerivSecGrpNoRelatedSym[]// [1] Symbol.55, SymbolSfx.65 .. EncodedText.355
+}

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

@@ -0,0 +1,16 @@
+import { IInstrument } from './instrument'
+import { IInstrumentExtension } from './instrument_extension'
+import { IInstrmtLegGrp } from './instrmt_leg_grp'
+
+export interface IRelSymDerivSecGrpNoRelatedSym {
+  Instrument?: IInstrument// [1] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  Currency?: string// [2] 15 (String)
+  ExpirationCycle?: number// [3] 827 (Int)
+  InstrumentExtension?: IInstrumentExtension// [4] DeliveryForm.668, PctAtRisk.869 .. InstrAttribValue.872
+  InstrmtLegGrp?: IInstrmtLegGrp// [5] NoLegs.555, LegSymbol.600 .. LegTimeUnit.1001
+  TradingSessionID?: string// [6] 336 (String)
+  TradingSessionSubID?: string// [7] 625 (String)
+  Text?: string// [8] 58 (String)
+  EncodedTextLen?: number// [9] 354 (Length)
+  EncodedText?: Buffer// [10] 355 (RawData)
+}

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

@@ -0,0 +1,5 @@
+import { IRelatedAccountNoRelatedAcc } from './related_account_no_related_acc'
+
+export interface IRelatedAccount {
+  NoRelatedAcc?: IRelatedAccountNoRelatedAcc[]// [1] Account.1, AccountName.7114 .. MarketAliasName.7123
+}

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

@@ -0,0 +1,12 @@
+import { IMarketAlias } from './market_alias'
+
+export interface IRelatedAccountNoRelatedAcc {
+  Account?: string// [1] 1 (String)
+  AccountName?: string// [2] 7114 (String)
+  AccountType?: number// [3] 581 (Int)
+  PersonID?: number// [4] 7121 (Float)
+  DealingCapacity?: string// [5] 1048 (String)
+  AccountRiskCheck?: boolean// [6] 7125 (Boolean)
+  PartyID?: string// [7] 448 (String)
+  MarketAlias?: IMarketAlias// [8] NoMarketAlias.7122, MarketSegmentID.1300, MarketAliasName.7123
+}

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

@@ -0,0 +1,5 @@
+import { IRFQReqGrpNoRelatedSym } from './rfq_req_grp_no_related_sym'
+
+export interface IRFQReqGrp {
+  NoRelatedSym: IRFQReqGrpNoRelatedSym[]// [1] Symbol.55, SymbolSfx.65 .. TradingSessionSubID.625
+}

package/src/types/FIX.5.MOD/quickfix/set/rfq_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 IRFQReqGrpNoRelatedSym {
+  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
+  PrevClosePx?: number// [4] 140 (Float)
+  QuoteRequestType?: number// [5] 303 (Int)
+  QuoteType?: number// [6] 537 (Int)
+  TradingSessionID?: string// [7] 336 (String)
+  TradingSessionSubID?: string// [8] 625 (String)
+}

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

@@ -0,0 +1,5 @@
+import { IRgstDistInstGrpNoDistribInsts } from './rgst_dist_inst_grp_no_distrib_insts'
+
+export interface IRgstDistInstGrp {
+  NoDistribInsts?: IRgstDistInstGrpNoDistribInsts[]// [1] DistribPaymentMethod.477, DistribPercentage.512 .. CashDistribAgentAcctName.502
+}

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

@@ -0,0 +1,10 @@
+export interface IRgstDistInstGrpNoDistribInsts {
+  DistribPaymentMethod?: number// [1] 477 (Int)
+  DistribPercentage?: number// [2] 512 (Float)
+  CashDistribCurr?: string// [3] 478 (String)
+  CashDistribAgentName?: string// [4] 498 (String)
+  CashDistribAgentCode?: string// [5] 499 (String)
+  CashDistribAgentAcctNumber?: string// [6] 500 (String)
+  CashDistribPayRef?: string// [7] 501 (String)
+  CashDistribAgentAcctName?: string// [8] 502 (String)
+}

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

@@ -0,0 +1,5 @@
+import { IRgstDtlsGrpNoRegistDtls } from './rgst_dtls_grp_no_regist_dtls'
+
+export interface IRgstDtlsGrp {
+  NoRegistDtls?: IRgstDtlsGrpNoRegistDtls[]// [1] RegistDtls.509, RegistEmail.511 .. InvestorCountryOfResidence.475
+}

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

@@ -0,0 +1,12 @@
+import { INestedParties } from './nested_parties'
+
+export interface IRgstDtlsGrpNoRegistDtls {
+  RegistDtls?: string// [1] 509 (String)
+  RegistEmail?: string// [2] 511 (String)
+  MailingDtls?: string// [3] 474 (String)
+  MailingInst?: string// [4] 482 (String)
+  NestedParties?: INestedParties// [5] NoNestedPartyIDs.539, NestedPartyID.524 .. NestedPartySubIDType.805
+  OwnerType?: number// [6] 522 (Int)
+  DateOfBirth?: Date// [7] 486 (LocalDate)
+  InvestorCountryOfResidence?: string// [8] 475 (String)
+}

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

@@ -0,0 +1,5 @@
+import { IRootPartiesNoRootPartyIDs } from './root_parties_no_root_party_i_ds'
+
+export interface IRootParties {
+  NoRootPartyIDs?: IRootPartiesNoRootPartyIDs[]// [1] RootPartyID.1117, RootPartyIDSource.1118 .. RootPartySubIDType.1122
+}

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

@@ -0,0 +1,8 @@
+import { IRootSubParties } from './root_sub_parties'
+
+export interface IRootPartiesNoRootPartyIDs {
+  RootPartyID?: string// [1] 1117 (String)
+  RootPartyIDSource?: string// [2] 1118 (String)
+  RootPartyRole?: number// [3] 1119 (Int)
+  RootSubParties?: IRootSubParties// [4] NoRootPartySubIDs.1120, RootPartySubID.1121, RootPartySubIDType.1122
+}

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

@@ -0,0 +1,5 @@
+import { IRootSubPartiesNoRootPartySubIDs } from './root_sub_parties_no_root_party_sub_i_ds'
+
+export interface IRootSubParties {
+  NoRootPartySubIDs?: IRootSubPartiesNoRootPartySubIDs[]// [1] RootPartySubID.1121, RootPartySubIDType.1122
+}

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

@@ -0,0 +1,4 @@
+export interface IRootSubPartiesNoRootPartySubIDs {
+  RootPartySubID?: string// [1] 1121 (String)
+  RootPartySubIDType?: number// [2] 1122 (Int)
+}

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

@@ -0,0 +1,5 @@
+import { IRoutingGrpNoRoutingIDs } from './routing_grp_no_routing_i_ds'
+
+export interface IRoutingGrp {
+  NoRoutingIDs?: IRoutingGrpNoRoutingIDs[]// [1] RoutingType.216, RoutingID.217
+}

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

@@ -0,0 +1,4 @@
+export interface IRoutingGrpNoRoutingIDs {
+  RoutingType?: number// [1] 216 (Int)
+  RoutingID?: string// [2] 217 (String)
+}

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

@@ -0,0 +1,5 @@
+import { ISecAltIDGrpNoSecurityAltID } from './sec_alt_id_grp_no_security_alt_id'
+
+export interface ISecAltIDGrp {
+  NoSecurityAltID?: ISecAltIDGrpNoSecurityAltID[]// [1] SecurityAltID.455, SecurityAltIDSource.456
+}

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

@@ -0,0 +1,4 @@
+export interface ISecAltIDGrpNoSecurityAltID {
+  SecurityAltID?: string// [1] 455 (String)
+  SecurityAltIDSource?: string// [2] 456 (String)
+}

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

@@ -0,0 +1,5 @@
+import { ISecListGrpNoRelatedSym } from './sec_list_grp_no_related_sym'
+
+export interface ISecListGrp {
+  NoRelatedSym?: ISecListGrpNoRelatedSym[]// [1] Symbol.55, SymbolSfx.65 .. RelSymTransactTime.1504
+}

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

@@ -0,0 +1,29 @@
+import { IInstrument } from './instrument'
+import { IInstrumentExtension } from './instrument_extension'
+import { IFinancingDetails } from './financing_details'
+import { IUndInstrmtGrp } from './und_instrmt_grp'
+import { IStipulations } from './stipulations'
+import { IInstrmtLegSecListGrp } from './instrmt_leg_sec_list_grp'
+import { ISpreadOrBenchmarkCurveData } from './spread_or_benchmark_curve_data'
+import { IYieldData } from './yield_data'
+import { ISecurityTradingRules } from './security_trading_rules'
+import { IStrikeRules } from './strike_rules'
+
+export interface ISecListGrpNoRelatedSym {
+  Instrument?: IInstrument// [1] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  InstrumentExtension?: IInstrumentExtension// [2] DeliveryForm.668, PctAtRisk.869 .. InstrAttribValue.872
+  FinancingDetails?: IFinancingDetails// [3] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  UndInstrmtGrp?: IUndInstrmtGrp// [4] NoUnderlyings.711, UnderlyingSymbol.311 .. UnderlyingFXRateCalc.1046
+  Currency?: string// [5] 15 (String)
+  ContractPositionNumber?: number// [6] 9996 (Int)
+  Stipulations?: IStipulations// [7] NoStipulations.232, StipulationType.233, StipulationValue.234
+  InstrmtLegSecListGrp?: IInstrmtLegSecListGrp// [8] NoLegs.555, LegSymbol.600 .. LegBenchmarkPriceType.680
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [9] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData?: IYieldData// [10] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  Text?: string// [11] 58 (String)
+  EncodedTextLen?: number// [12] 354 (Length)
+  EncodedText?: Buffer// [13] 355 (RawData)
+  SecurityTradingRules?: ISecurityTradingRules// [14] BaseTradingRules.1205, StartTickPriceRange.1206 .. NestedInstrAttribValue.1211
+  StrikeRules?: IStrikeRules// [15] NoStrikeRules.1201, StrikeRuleID.1223 .. MaturityMonthYearIncrement.1229
+  RelSymTransactTime?: Date// [16] 1504 (UtcTimestamp)
+}

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

@@ -0,0 +1,5 @@
+import { ISecLstUpdRelSymGrpNoRelatedSym } from './sec_lst_upd_rel_sym_grp_no_related_sym'
+
+export interface ISecLstUpdRelSymGrp {
+  NoRelatedSym?: ISecLstUpdRelSymGrpNoRelatedSym[]// [1] Symbol.55, SymbolSfx.65 .. StipulationValue.234
+}

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

@@ -0,0 +1,28 @@
+import { IInstrument } from './instrument'
+import { IInstrumentExtension } from './instrument_extension'
+import { IFinancingDetails } from './financing_details'
+import { ISecLstUpdRelSymsLegGrp } from './sec_lst_upd_rel_syms_leg_grp'
+import { ISpreadOrBenchmarkCurveData } from './spread_or_benchmark_curve_data'
+import { IYieldData } from './yield_data'
+import { IUnderlyingInstrument } from './underlying_instrument'
+import { IStipulations } from './stipulations'
+
+export interface ISecLstUpdRelSymGrpNoRelatedSym {
+  Instrument?: IInstrument// [1] Symbol.55, SymbolSfx.65 .. TradingDeadline.5517
+  InstrumentExtension?: IInstrumentExtension// [2] DeliveryForm.668, PctAtRisk.869 .. InstrAttribValue.872
+  FinancingDetails?: IFinancingDetails// [3] AgreementDesc.913, AgreementID.914 .. MarginRatio.898
+  SecLstUpdRelSymsLegGrp?: ISecLstUpdRelSymsLegGrp// [4] NoLegs.555, LegSymbol.600 .. LegBenchmarkPriceType.680
+  SpreadOrBenchmarkCurveData?: ISpreadOrBenchmarkCurveData// [5] Spread.218, BenchmarkCurveCurrency.220 .. BenchmarkSecurityIDSource.761
+  YieldData?: IYieldData// [6] YieldType.235, Yield.236 .. YieldRedemptionPriceType.698
+  RoundLot?: number// [7] 561 (Float)
+  MinTradeVol?: number// [8] 562 (Float)
+  TradingSessionID?: string// [9] 336 (String)
+  TradingSessionSubID?: string// [10] 625 (String)
+  ExpirationCycle?: number// [11] 827 (Int)
+  Text?: string// [12] 58 (String)
+  EncodedTextLen?: number// [13] 354 (Length)
+  EncodedText?: Buffer// [14] 355 (RawData)
+  UnderlyingInstrument?: IUnderlyingInstrument// [15] UnderlyingSymbol.311, UnderlyingSymbolSfx.312 .. UnderlyingFXRateCalc.1046
+  Currency?: string// [16] 15 (String)
+  Stipulations?: IStipulations// [17] NoStipulations.232, StipulationType.233, StipulationValue.234
+}

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

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

package/src/types/FIX.5.MOD/quickfix/set/sec_lst_upd_rel_syms_leg_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 ISecLstUpdRelSymsLegGrpNoLegs {
+  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/sec_types_grp.ts

@@ -0,0 +1,5 @@
+import { ISecTypesGrpNoSecurityTypes } from './sec_types_grp_no_security_types'
+
+export interface ISecTypesGrp {
+  NoSecurityTypes?: ISecTypesGrpNoSecurityTypes[]// [1] SecurityType.167, SecuritySubType.762 .. CFICode.461
+}

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

@@ -0,0 +1,6 @@
+export interface ISecTypesGrpNoSecurityTypes {
+  SecurityType?: string// [1] 167 (String)
+  SecuritySubType?: string// [2] 762 (String)
+  Product?: number// [3] 460 (Int)
+  CFICode?: string// [4] 461 (String)
+}

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

@@ -0,0 +1,9 @@
+import { IBaseTradingRules } from './base_trading_rules'
+import { ITradingSessionRulesGrp } from './trading_session_rules_grp'
+import { INestedInstrumentAttribute } from './nested_instrument_attribute'
+
+export interface ISecurityTradingRules {
+  BaseTradingRules?: IBaseTradingRules// [1] TickRules.1205, StartTickPriceRange.1206 .. PriceType.423
+  TradingSessionRulesGrp?: ITradingSessionRulesGrp// [2] NoTradingSessionRules.1309, TradingSessionID.336, TradingSessionSubID.625
+  NestedInstrumentAttribute?: INestedInstrumentAttribute// [3] NoNestedInstrAttrib.1312, NestedInstrAttribType.1210, NestedInstrAttribValue.1211
+}

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

@@ -0,0 +1,5 @@
+import { ISettlInstGrpNoSettlInst } from './settl_inst_grp_no_settl_inst'
+
+export interface ISettlInstGrp {
+  NoSettlInst?: ISettlInstGrpNoSettlInst[]// [1] SettlInstID.162, SettlInstTransType.163 .. SettlCurrency.120
+}

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

@@ -0,0 +1,27 @@
+import { IParties } from './parties'
+import { ISettlInstructionsData } from './settl_instructions_data'
+
+export interface ISettlInstGrpNoSettlInst {
+  SettlInstID?: string// [1] 162 (String)
+  SettlInstTransType?: string// [2] 163 (String)
+  SettlInstRefID?: string// [3] 214 (String)
+  Parties?: IParties// [4] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  Side?: string// [5] 54 (String)
+  Product?: number// [6] 460 (Int)
+  SecurityType?: string// [7] 167 (String)
+  CFICode?: string// [8] 461 (String)
+  EffectiveTime?: Date// [9] 168 (UtcTimestamp)
+  ExpireTime?: Date// [10] 126 (UtcTimestamp)
+  LastUpdateTime?: Date// [11] 779 (UtcTimestamp)
+  SettlInstructionsData?: ISettlInstructionsData// [12] SettlDeliveryType.172, StandInstDbType.169 .. SettlPartySubIDType.786
+  PaymentMethod?: number// [13] 492 (Int)
+  PaymentRef?: string// [14] 476 (String)
+  CardHolderName?: string// [15] 488 (String)
+  CardNumber?: string// [16] 489 (String)
+  CardStartDate?: Date// [17] 503 (LocalDate)
+  CardExpDate?: Date// [18] 490 (LocalDate)
+  CardIssNum?: string// [19] 491 (String)
+  PaymentDate?: Date// [20] 504 (LocalDate)
+  PaymentRemitterID?: string// [21] 505 (String)
+  SettlCurrency?: string// [22] 120 (String)
+}

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

@@ -0,0 +1,9 @@
+import { IDlvyInstGrp } from './dlvy_inst_grp'
+
+export interface ISettlInstructionsData {
+  SettlDeliveryType?: number// [1] 172 (Int)
+  StandInstDbType?: number// [2] 169 (Int)
+  StandInstDbName?: string// [3] 170 (String)
+  StandInstDbID?: string// [4] 171 (String)
+  DlvyInstGrp?: IDlvyInstGrp// [5] NoDlvyInst.85, SettlInstSource.165 .. SettlPartySubIDType.786
+}

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

@@ -0,0 +1,5 @@
+import { ISettlPartiesNoSettlPartyIDs } from './settl_parties_no_settl_party_i_ds'
+
+export interface ISettlParties {
+  NoSettlPartyIDs?: ISettlPartiesNoSettlPartyIDs[]// [1] SettlPartyID.782, SettlPartyIDSource.783 .. SettlPartySubIDType.786
+}

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

@@ -0,0 +1,8 @@
+import { ISettlPtysSubGrp } from './settl_ptys_sub_grp'
+
+export interface ISettlPartiesNoSettlPartyIDs {
+  SettlPartyID?: string// [1] 782 (String)
+  SettlPartyIDSource?: string// [2] 783 (String)
+  SettlPartyRole?: number// [3] 784 (Int)
+  SettlPtysSubGrp?: ISettlPtysSubGrp// [4] NoSettlPartySubIDs.801, SettlPartySubID.785, SettlPartySubIDType.786
+}

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

@@ -0,0 +1,5 @@
+import { ISettlPtysSubGrpNoSettlPartySubIDs } from './settl_ptys_sub_grp_no_settl_party_sub_i_ds'
+
+export interface ISettlPtysSubGrp {
+  NoSettlPartySubIDs?: ISettlPtysSubGrpNoSettlPartySubIDs[]// [1] SettlPartySubID.785, SettlPartySubIDType.786
+}

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

@@ -0,0 +1,4 @@
+export interface ISettlPtysSubGrpNoSettlPartySubIDs {
+  SettlPartySubID?: string// [1] 785 (String)
+  SettlPartySubIDType?: number// [2] 786 (Int)
+}

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

@@ -0,0 +1,5 @@
+import { ISideCrossOrdCxlGrpNoSides } from './side_cross_ord_cxl_grp_no_sides'
+
+export interface ISideCrossOrdCxlGrp {
+  NoSides: ISideCrossOrdCxlGrpNoSides[]// [1] Side.54, OrigClOrdID.41 .. EncodedText.355
+}

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

@@ -0,0 +1,19 @@
+import { IParties } from './parties'
+import { IOrderQtyData } from './order_qty_data'
+
+export interface ISideCrossOrdCxlGrpNoSides {
+  Side: string// [1] 54 (String)
+  OrigClOrdID: string// [2] 41 (String)
+  ClOrdID: string// [3] 11 (String)
+  SecondaryClOrdID?: string// [4] 526 (String)
+  ClOrdLinkID?: string// [5] 583 (String)
+  OrigOrdModTime?: Date// [6] 586 (UtcTimestamp)
+  Parties: IParties// [7] NoPartyIDs.453, PartyID.448 .. PartySubIDType.803
+  TradeOriginationDate?: Date// [8] 229 (LocalDate)
+  TradeDate?: Date// [9] 75 (LocalDate)
+  OrderQtyData: IOrderQtyData// [10] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  ComplianceID?: string// [11] 376 (String)
+  Text?: string// [12] 58 (String)
+  EncodedTextLen?: number// [13] 354 (Length)
+  EncodedText?: Buffer// [14] 355 (RawData)
+}

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

@@ -0,0 +1,5 @@
+import { ISideCrossOrdModGrpNoSides } from './side_cross_ord_mod_grp_no_sides'
+
+export interface ISideCrossOrdModGrp {
+  NoSides: ISideCrossOrdModGrpNoSides[]// [1] Side.54, ClOrdID.11 .. PreTradeAnonymity.1091
+}

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

@@ -0,0 +1,42 @@
+import { IParties } from './parties'
+import { IPreAllocGrp } from './pre_alloc_grp'
+import { IOrderQtyData } from './order_qty_data'
+import { ICommissionData } from './commission_data'
+
+export interface ISideCrossOrdModGrpNoSides {
+  Side: string// [1] 54 (String)
+  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
+  QtyType?: number// [16] 854 (Int)
+  OrderQtyData: IOrderQtyData// [17] OrderQty.38, CashOrderQty.152 .. RoundingModulus.469
+  CommissionData: ICommissionData// [18] Commission.12, CommType.13 .. FundRenewWaiv.497
+  OrderCapacity?: string// [19] 528 (String)
+  OrderRestrictions?: string// [20] 529 (String)
+  CustOrderCapacity?: number// [21] 582 (Int)
+  ForexReq?: boolean// [22] 121 (Boolean)
+  SettlCurrency?: string// [23] 120 (String)
+  BookingType?: number// [24] 775 (Int)
+  Text?: string// [25] 58 (String)
+  EncodedTextLen?: number// [26] 354 (Length)
+  EncodedText?: Buffer// [27] 355 (RawData)
+  PositionEffect?: string// [28] 77 (String)
+  CoveredOrUncovered?: number// [29] 203 (Int)
+  CashMargin?: string// [30] 544 (String)
+  ClearingFeeIndicator?: string// [31] 635 (String)
+  SolicitedFlag?: boolean// [32] 377 (Boolean)
+  SideComplianceID?: string// [33] 659 (String)
+  SideTimeInForce?: Date// [34] 962 (UtcTimestamp)
+  PreTradeAnonymity?: boolean// [35] 1091 (Boolean)
+}

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

@@ -0,0 +1,5 @@
+import { ISideTrdRegTSNoSideTrdRegTS } from './side_trd_reg_ts_no_side_trd_reg_ts'
+
+export interface ISideTrdRegTS {
+  NoSideTrdRegTS?: ISideTrdRegTSNoSideTrdRegTS[]// [1] SideTrdRegTimestamp.1012, SideTrdRegTimestampType.1013, SideTrdRegTimestampSrc.1014
+}

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

@@ -0,0 +1,5 @@
+export interface ISideTrdRegTSNoSideTrdRegTS {
+  SideTrdRegTimestamp?: Date// [1] 1012 (UtcTimestamp)
+  SideTrdRegTimestampType?: number// [2] 1013 (Int)
+  SideTrdRegTimestampSrc?: string// [3] 1014 (String)
+}

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

@@ -0,0 +1,10 @@
+export interface ISpreadOrBenchmarkCurveData {
+  Spread?: number// [1] 218 (Float)
+  BenchmarkCurveCurrency?: string// [2] 220 (String)
+  BenchmarkCurveName?: string// [3] 221 (String)
+  BenchmarkCurvePoint?: string// [4] 222 (String)
+  BenchmarkPrice?: number// [5] 662 (Float)
+  BenchmarkPriceType?: number// [6] 663 (Int)
+  BenchmarkSecurityID?: string// [7] 699 (String)
+  BenchmarkSecurityIDSource?: string// [8] 761 (String)
+}

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

@@ -0,0 +1,33 @@
+import { IHopGrp } from './hop_grp'
+
+export interface IStandardHeader {
+  BeginString: string// [1] 8 (String)
+  BodyLength: number// [2] 9 (Length)
+  MsgType: string// [3] 35 (String)
+  SenderCompID: string// [4] 49 (String)
+  TargetCompID: string// [5] 56 (String)
+  OnBehalfOfCompID?: string// [6] 115 (String)
+  DeliverToCompID?: string// [7] 128 (String)
+  SecureDataLen?: number// [8] 90 (Length)
+  SecureData?: Buffer// [9] 91 (RawData)
+  MsgSeqNum: number// [10] 34 (Int)
+  SenderSubID?: string// [11] 50 (String)
+  SenderLocationID?: string// [12] 142 (String)
+  TargetSubID?: string// [13] 57 (String)
+  TargetLocationID?: string// [14] 143 (String)
+  OnBehalfOfSubID?: string// [15] 116 (String)
+  OnBehalfOfLocationID?: string// [16] 144 (String)
+  DeliverToSubID?: string// [17] 129 (String)
+  DeliverToLocationID?: string// [18] 145 (String)
+  PossDupFlag?: boolean// [19] 43 (Boolean)
+  PossResend?: boolean// [20] 97 (Boolean)
+  SendingTime: Date// [21] 52 (UtcTimestamp)
+  OrigSendingTime?: Date// [22] 122 (UtcTimestamp)
+  XmlDataLen?: number// [23] 212 (Length)
+  XmlData?: Buffer// [24] 213 (RawData)
+  MessageEncoding?: string// [25] 347 (String)
+  LastMsgSeqNumProcessed?: number// [26] 369 (Int)
+  HopGrp?: IHopGrp// [27] NoHops.627, HopCompID.628 .. HopRefID.630
+  ApplVerID?: string// [28] 1128 (String)
+  CstmApplVerID?: string// [29] 1129 (String)
+}

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

@@ -0,0 +1,5 @@
+export interface IStandardTrailer {
+  SignatureLength?: number// [1] 93 (Length)
+  Signature?: Buffer// [2] 89 (RawData)
+  CheckSum: string// [3] 10 (String)
+}