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joewood/ExecutionReport.avsc

Last active June 22, 2017 11:52
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ExecutionReport.avsc
{
"type": "record",
"name": "ExecutionReport",
"fields": [
{ "name": "account" , "default": null, "fixTag": 1, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "avgPx" , "default": null, "fixTag": 6, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "clOrdID" , "default": null, "fixTag": 11, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "commission" , "default": null, "fixTag": 12, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "commType" , "default": null, "fixTag": 13, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "cumQty" , "fixTag": 14, "fixType": "QTY", "type": "double" },
{ "name": "currency" , "default": null, "fixTag": 15, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "execID" , "fixTag": 17, "fixType": "STRING", "type": "string" },
{ "name": "execInst" , "default": null, "fixTag": 18, "fixType": "UNKNOWN", "type": [ "null", "UNKNOWN" ] },
{ "name": "execRefID" , "default": null, "fixTag": 19, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "handlInst" , "default": null, "fixTag": 21, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "securityIDSource" , "default": null, "fixTag": 22, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "lastCapacity" , "default": null, "fixTag": 29, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "lastMkt" , "default": null, "fixTag": 30, "fixType": "EXCHANGE", "type": [ "null", "string" ] },
{ "name": "lastPx" , "default": null, "fixTag": 31, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "lastQty" , "default": null, "fixTag": 32, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "orderID" , "fixTag": 37, "fixType": "STRING", "type": "string" },
{ "name": "orderQty" , "default": null, "fixTag": 38, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "ordStatus" , "fixTag": 39, "fixType": "CHAR", "type": "string" },
{ "name": "ordType" , "default": null, "fixTag": 40, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "origClOrdID" , "default": null, "fixTag": 41, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "price" , "default": null, "fixTag": 44, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "securityID" , "default": null, "fixTag": 48, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "side" , "fixTag": 54, "fixType": "CHAR", "type": "string" },
{ "name": "symbol" , "default": null, "fixTag": 55, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "text" , "default": null, "fixTag": 58, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "timeInForce" , "default": null, "fixTag": 59, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "transactTime" , "default": null, "fixTag": 60, "fixType": "UTCTIMESTAMP", "type": [ "null", "string" ] },
{ "name": "settlType" , "default": null, "fixTag": 63, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "settlDate" , "default": null, "fixTag": 64, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "symbolSfx" , "default": null, "fixTag": 65, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "listID" , "default": null, "fixTag": 66, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "allocID" , "default": null, "fixTag": 70, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "tradeDate" , "default": null, "fixTag": 75, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "positionEffect" , "default": null, "fixTag": 77, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "noAllocs" , "items": {
"type": "record",
"name": "AllocsType",
"fields": [
{ "name": "allocAccount" , "default": null, "fixTag": 79, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "allocAcctIDSource" , "default": null, "fixTag": 661, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "allocSettlCurrency" , "default": null, "fixTag": 736, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "individualAllocID" , "default": null, "fixTag": 467, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "noNestedPartyIDs" , "default": null, "fixTag": 539, "fixType": "NUMINGROUP", "type": [ "null", "long" ] },
{ "name": "allocQty" , "default": null, "fixTag": 80, "fixType": "QTY", "type": [ "null", "double" ] }
]
}, "default": null, "fixTag": 78, "fixType": "AllocsType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "AllocsType",
"fields": [
{ "name": "allocAccount" , "default": null, "fixTag": 79, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "allocAcctIDSource" , "default": null, "fixTag": 661, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "allocSettlCurrency" , "default": null, "fixTag": 736, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "individualAllocID" , "default": null, "fixTag": 467, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "noNestedPartyIDs" , "default": null, "fixTag": 539, "fixType": "NUMINGROUP", "type": [ "null", "long" ] },
{ "name": "allocQty" , "default": null, "fixTag": 80, "fixType": "QTY", "type": [ "null", "double" ] }
]
}} ] },
{ "name": "stopPx" , "default": null, "fixTag": 99, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "ordRejReason" , "default": null, "fixTag": 103, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "issuer" , "default": null, "fixTag": 106, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "securityDesc" , "default": null, "fixTag": 107, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "minQty" , "default": null, "fixTag": 110, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "maxFloor" , "default": null, "fixTag": 111, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "reportToExch" , "default": null, "fixTag": 113, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "netMoney" , "default": null, "fixTag": 118, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "settlCurrAmt" , "default": null, "fixTag": 119, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "settlCurrency" , "default": null, "fixTag": 120, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "expireTime" , "default": null, "fixTag": 126, "fixType": "UTCTIMESTAMP", "type": [ "null", "string" ] },
{ "name": "noMiscFees" , "items": {
"type": "record",
"name": "MiscFeesType",
"fields": [
{ "name": "miscFeeAmt" , "default": null, "fixTag": 137, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "miscFeeCurr" , "default": null, "fixTag": 138, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "miscFeeType" , "default": null, "fixTag": 139, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "miscFeeBasis" , "default": null, "fixTag": 891, "fixType": "INT", "type": [ "null", "long" ] }
]
}, "default": null, "fixTag": 136, "fixType": "MiscFeesType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "MiscFeesType",
"fields": [
{ "name": "miscFeeAmt" , "default": null, "fixTag": 137, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "miscFeeCurr" , "default": null, "fixTag": 138, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "miscFeeType" , "default": null, "fixTag": 139, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "miscFeeBasis" , "default": null, "fixTag": 891, "fixType": "INT", "type": [ "null", "long" ] }
]
}} ] },
{ "name": "execType" , "fixTag": 150, "fixType": "CHAR", "type": "string" },
{ "name": "leavesQty" , "fixTag": 151, "fixType": "QTY", "type": "double" },
{ "name": "cashOrderQty" , "default": null, "fixTag": 152, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "settlCurrFxRate" , "default": null, "fixTag": 155, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "settlCurrFxRateCalc" , "default": null, "fixTag": 156, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "numDaysInterest" , "default": null, "fixTag": 157, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "accruedInterestRate" , "default": null, "fixTag": 158, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "accruedInterestAmt" , "default": null, "fixTag": 159, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "securityType" , "default": null, "fixTag": 167, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "effectiveTime" , "default": null, "fixTag": 168, "fixType": "UTCTIMESTAMP", "type": [ "null", "string" ] },
{ "name": "orderQty2" , "default": null, "fixTag": 192, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "settlDate2" , "default": null, "fixTag": 193, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "lastSpotRate" , "default": null, "fixTag": 194, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "lastForwardPoints" , "default": null, "fixTag": 195, "fixType": "PRICEOFFSET", "type": [ "null", "double" ] },
{ "name": "secondaryOrderID" , "default": null, "fixTag": 198, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "maturityMonthYear" , "default": null, "fixTag": 200, "fixType": "MONTHYEAR", "type": [ "null", "string" ] },
{ "name": "putOrCall" , "default": null, "fixTag": 201, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "strikePrice" , "default": null, "fixTag": 202, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "optAttribute" , "default": null, "fixTag": 206, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "securityExchange" , "default": null, "fixTag": 207, "fixType": "EXCHANGE", "type": [ "null", "string" ] },
{ "name": "maxShow" , "default": null, "fixTag": 210, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "pegOffsetValue" , "default": null, "fixTag": 211, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "spread" , "default": null, "fixTag": 218, "fixType": "PRICEOFFSET", "type": [ "null", "double" ] },
{ "name": "benchmarkCurveCurrency" , "default": null, "fixTag": 220, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "benchmarkCurveName" , "default": null, "fixTag": 221, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "benchmarkCurvePoint" , "default": null, "fixTag": 222, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "couponRate" , "default": null, "fixTag": 223, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "couponPaymentDate" , "default": null, "fixTag": 224, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "issueDate" , "default": null, "fixTag": 225, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "repurchaseTerm" , "default": null, "fixTag": 226, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "repurchaseRate" , "default": null, "fixTag": 227, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "factor" , "default": null, "fixTag": 228, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "tradeOriginationDate" , "default": null, "fixTag": 229, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "exDate" , "default": null, "fixTag": 230, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "contractMultiplier" , "default": null, "fixTag": 231, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "noStipulations" , "items": {
"type": "record",
"name": "StipulationsType",
"fields": [
{ "name": "stipulationType" , "default": null, "fixTag": 233, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "stipulationValue" , "default": null, "fixTag": 234, "fixType": "STRING", "type": [ "null", "string" ] }
]
}, "default": null, "fixTag": 232, "fixType": "StipulationsType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "StipulationsType",
"fields": [
{ "name": "stipulationType" , "default": null, "fixTag": 233, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "stipulationValue" , "default": null, "fixTag": 234, "fixType": "STRING", "type": [ "null", "string" ] }
]
}} ] },
{ "name": "yieldType" , "default": null, "fixTag": 235, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "yield" , "default": null, "fixTag": 236, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "totalTakedown" , "default": null, "fixTag": 237, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "concession" , "default": null, "fixTag": 238, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "repoCollateralSecurityType" , "default": null, "fixTag": 239, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "redemptionDate" , "default": null, "fixTag": 240, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "creditRating" , "default": null, "fixTag": 255, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "tradedFlatSwitch" , "default": null, "fixTag": 258, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "basisFeatureDate" , "default": null, "fixTag": 259, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "basisFeaturePrice" , "default": null, "fixTag": 260, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "tradingSessionID" , "default": null, "fixTag": 336, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "encodedIssuerLen" , "default": null, "fixTag": 348, "fixType": "LENGTH", "type": [ "null", "long" ] },
{ "name": "encodedIssuer" , "default": null, "fixTag": 349, "fixType": "DATA", "type": [ "null", "bytes" ] },
{ "name": "encodedSecurityDescLen" , "default": null, "fixTag": 350, "fixType": "LENGTH", "type": [ "null", "long" ] },
{ "name": "encodedSecurityDesc" , "default": null, "fixTag": 351, "fixType": "DATA", "type": [ "null", "bytes" ] },
{ "name": "encodedTextLen" , "default": null, "fixTag": 354, "fixType": "LENGTH", "type": [ "null", "long" ] },
{ "name": "encodedText" , "default": null, "fixTag": 355, "fixType": "DATA", "type": [ "null", "bytes" ] },
{ "name": "complianceID" , "default": null, "fixTag": 376, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "solicitedFlag" , "default": null, "fixTag": 377, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "execRestatementReason" , "default": null, "fixTag": 378, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "grossTradeAmt" , "default": null, "fixTag": 381, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "noContraBrokers" , "items": {
"type": "record",
"name": "ContraBrokersType",
"fields": [
{ "name": "contraBroker" , "default": null, "fixTag": 375, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "contraTrader" , "default": null, "fixTag": 337, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "contraTradeQty" , "default": null, "fixTag": 437, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "contraTradeTime" , "default": null, "fixTag": 438, "fixType": "UTCTIMESTAMP", "type": [ "null", "string" ] },
{ "name": "contraLegRefID" , "default": null, "fixTag": 655, "fixType": "STRING", "type": [ "null", "string" ] }
]
}, "default": null, "fixTag": 382, "fixType": "ContraBrokersType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "ContraBrokersType",
"fields": [
{ "name": "contraBroker" , "default": null, "fixTag": 375, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "contraTrader" , "default": null, "fixTag": 337, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "contraTradeQty" , "default": null, "fixTag": 437, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "contraTradeTime" , "default": null, "fixTag": 438, "fixType": "UTCTIMESTAMP", "type": [ "null", "string" ] },
{ "name": "contraLegRefID" , "default": null, "fixTag": 655, "fixType": "STRING", "type": [ "null", "string" ] }
]
}} ] },
{ "name": "discretionInst" , "default": null, "fixTag": 388, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "discretionOffsetValue" , "default": null, "fixTag": 389, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "priceType" , "default": null, "fixTag": 423, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "dayOrderQty" , "default": null, "fixTag": 424, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "dayCumQty" , "default": null, "fixTag": 425, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "dayAvgPx" , "default": null, "fixTag": 426, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "gTBookingInst" , "default": null, "fixTag": 427, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "expireDate" , "default": null, "fixTag": 432, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "multiLegReportingType" , "default": null, "fixTag": 442, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "noPartyIDs" , "items": {
"type": "record",
"name": "PartyIDsType",
"fields": [
{ "name": "partyID" , "default": null, "fixTag": 448, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "partyIDSource" , "default": null, "fixTag": 447, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "partyRole" , "default": null, "fixTag": 452, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noPartySubIDs" , "default": null, "fixTag": 802, "fixType": "NUMINGROUP", "type": [ "null", "long" ] }
]
}, "default": null, "fixTag": 453, "fixType": "PartyIDsType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "PartyIDsType",
"fields": [
{ "name": "partyID" , "default": null, "fixTag": 448, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "partyIDSource" , "default": null, "fixTag": 447, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "partyRole" , "default": null, "fixTag": 452, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noPartySubIDs" , "default": null, "fixTag": 802, "fixType": "NUMINGROUP", "type": [ "null", "long" ] }
]
}} ] },
{ "name": "noSecurityAltID" , "items": {
"type": "record",
"name": "SecurityAltIDType",
"fields": [
{ "name": "securityAltID" , "default": null, "fixTag": 455, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "securityAltIDSource" , "default": null, "fixTag": 456, "fixType": "STRING", "type": [ "null", "string" ] }
]
}, "default": null, "fixTag": 454, "fixType": "SecurityAltIDType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "SecurityAltIDType",
"fields": [
{ "name": "securityAltID" , "default": null, "fixTag": 455, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "securityAltIDSource" , "default": null, "fixTag": 456, "fixType": "STRING", "type": [ "null", "string" ] }
]
}} ] },
{ "name": "product" , "default": null, "fixTag": 460, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "cFICode" , "default": null, "fixTag": 461, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "roundingDirection" , "default": null, "fixTag": 468, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "roundingModulus" , "default": null, "fixTag": 469, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "countryOfIssue" , "default": null, "fixTag": 470, "fixType": "COUNTRY", "type": [ "null", "string" ] },
{ "name": "stateOrProvinceOfIssue" , "default": null, "fixTag": 471, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "localeOfIssue" , "default": null, "fixTag": 472, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "commCurrency" , "default": null, "fixTag": 479, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "cancellationRights" , "default": null, "fixTag": 480, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "moneyLaunderingStatus" , "default": null, "fixTag": 481, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "transBkdTime" , "default": null, "fixTag": 483, "fixType": "UTCTIMESTAMP", "type": [ "null", "string" ] },
{ "name": "execPriceType" , "default": null, "fixTag": 484, "fixType": "CHAR", "type": [ "null", "string" ] },
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]
}} ] },
{ "name": "dividendYield" , "default": null, "fixTag": 1380, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "contractMultiplierUnit" , "default": null, "fixTag": 1435, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "flowScheduleType" , "default": null, "fixTag": 1439, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noRateSources" , "items": {
"type": "record",
"name": "RateSourcesType",
"fields": [
{ "name": "rateSource" , "default": null, "fixTag": 1446, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "rateSourceType" , "default": null, "fixTag": 1447, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "referencePage" , "default": null, "fixTag": 1448, "fixType": "STRING", "type": [ "null", "string" ] }
]
}, "default": null, "fixTag": 1445, "fixType": "RateSourcesType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "RateSourcesType",
"fields": [
{ "name": "rateSource" , "default": null, "fixTag": 1446, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "rateSourceType" , "default": null, "fixTag": 1447, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "referencePage" , "default": null, "fixTag": 1448, "fixType": "STRING", "type": [ "null", "string" ] }
]
}} ] },
{ "name": "restructuringType" , "default": null, "fixTag": 1449, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "seniority" , "default": null, "fixTag": 1450, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "notionalPercentageOutstanding" , "default": null, "fixTag": 1451, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "originalNotionalPercentageOutstanding" , "default": null, "fixTag": 1452, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "attachmentPoint" , "default": null, "fixTag": 1457, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "detachmentPoint" , "default": null, "fixTag": 1458, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "strikePriceDeterminationMethod" , "default": null, "fixTag": 1478, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "strikePriceBoundaryMethod" , "default": null, "fixTag": 1479, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "strikePriceBoundaryPrecision" , "default": null, "fixTag": 1480, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "underlyingPriceDeterminationMethod" , "default": null, "fixTag": 1481, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "optPayoutType" , "default": null, "fixTag": 1482, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noComplexEvents" , "items": {
"type": "record",
"name": "ComplexEventsType",
"fields": [
{ "name": "complexEventType" , "default": null, "fixTag": 1484, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexOptPayoutAmount" , "default": null, "fixTag": 1485, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "complexEventPrice" , "default": null, "fixTag": 1486, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "complexEventPriceBoundaryMethod" , "default": null, "fixTag": 1487, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexEventPriceBoundaryPrecision" , "default": null, "fixTag": 1488, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "complexEventPriceTimeType" , "default": null, "fixTag": 1489, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexEventCondition" , "default": null, "fixTag": 1490, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noComplexEventDates" , "default": null, "fixTag": 1491, "fixType": "NUMINGROUP", "type": [ "null", "long" ] }
]
}, "default": null, "fixTag": 1483, "fixType": "ComplexEventsType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "ComplexEventsType",
"fields": [
{ "name": "complexEventType" , "default": null, "fixTag": 1484, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexOptPayoutAmount" , "default": null, "fixTag": 1485, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "complexEventPrice" , "default": null, "fixTag": 1486, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "complexEventPriceBoundaryMethod" , "default": null, "fixTag": 1487, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexEventPriceBoundaryPrecision" , "default": null, "fixTag": 1488, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "complexEventPriceTimeType" , "default": null, "fixTag": 1489, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexEventCondition" , "default": null, "fixTag": 1490, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noComplexEventDates" , "default": null, "fixTag": 1491, "fixType": "NUMINGROUP", "type": [ "null", "long" ] }
]
}} ] }
]
}
Raw
ExecutionReport.ts
export interface AllocsType {
allocAccount?: null | undefined | string;
allocAcctIDSource?: null | undefined | number;
allocSettlCurrency?: null | undefined | number;
individualAllocID?: null | undefined | string;
noNestedPartyIDs?: null | undefined | number;
allocQty?: null | undefined | number;
}
export interface MiscFeesType {
miscFeeAmt?: null | undefined | number;
miscFeeCurr?: null | undefined | number;
miscFeeType?: null | undefined | string;
miscFeeBasis?: null | undefined | number;
}
export interface StipulationsType {
stipulationType?: null | undefined | string;
stipulationValue?: null | undefined | string;
}
export interface ContraBrokersType {
contraBroker?: null | undefined | string;
contraTrader?: null | undefined | string;
contraTradeQty?: null | undefined | number;
contraTradeTime?: null | undefined | string;
contraLegRefID?: null | undefined | string;
}
export interface PartyIDsType {
partyID?: null | undefined | string;
partyIDSource?: null | undefined | string;
partyRole?: null | undefined | number;
noPartySubIDs?: null | undefined | number;
}
export interface SecurityAltIDType {
securityAltID?: null | undefined | string;
securityAltIDSource?: null | undefined | string;
}
export interface ContAmtsType {
contAmtType?: null | undefined | number;
contAmtValue?: null | undefined | number;
contAmtCurr?: null | undefined | number;
}
export interface LegsType {
legSymbol?: null | undefined | string;
legSymbolSfx?: null | undefined | string;
legSecurityID?: null | undefined | string;
legSecurityIDSource?: null | undefined | string;
noLegSecurityAltID?: null | undefined | number;
legProduct?: null | undefined | number;
legCFICode?: null | undefined | string;
legSecurityType?: null | undefined | string;
legSecuritySubType?: null | undefined | string;
legMaturityMonthYear?: null | undefined | string;
legMaturityDate?: null | undefined | string;
legMaturityTime?: null | undefined | string;
legCouponPaymentDate?: null | undefined | string;
legIssueDate?: null | undefined | string;
legRepoCollateralSecurityType?: null | undefined | string;
legRepurchaseTerm?: null | undefined | number;
legRepurchaseRate?: null | undefined | number;
legFactor?: null | undefined | number;
legCreditRating?: null | undefined | string;
legInstrRegistry?: null | undefined | string;
legCountryOfIssue?: null | undefined | string;
legStateOrProvinceOfIssue?: null | undefined | string;
legLocaleOfIssue?: null | undefined | string;
legRedemptionDate?: null | undefined | string;
legStrikePrice?: null | undefined | number;
legStrikeCurrency?: null | undefined | number;
legOptAttribute?: null | undefined | string;
legContractMultiplier?: null | undefined | number;
legContractMultiplierUnit?: null | undefined | number;
legFlowScheduleType?: null | undefined | number;
legUnitOfMeasure?: null | undefined | string;
legUnitOfMeasureQty?: null | undefined | number;
legPriceUnitOfMeasure?: null | undefined | string;
legPriceUnitOfMeasureQty?: null | undefined | number;
legTimeUnit?: null | undefined | string;
legExerciseStyle?: null | undefined | number;
legCouponRate?: null | undefined | number;
legSecurityExchange?: null | undefined | string;
legIssuer?: null | undefined | string;
encodedLegIssuerLen?: null | undefined | number;
encodedLegIssuer?: null | undefined | Buffer;
legSecurityDesc?: null | undefined | string;
encodedLegSecurityDescLen?: null | undefined | number;
encodedLegSecurityDesc?: null | undefined | Buffer;
legRatioQty?: null | undefined | number;
legSide?: null | undefined | string;
legCurrency?: null | undefined | number;
legPool?: null | undefined | string;
legDatedDate?: null | undefined | string;
legContractSettlMonth?: null | undefined | string;
legInterestAccrualDate?: null | undefined | string;
legPutOrCall?: null | undefined | number;
legOptionRatio?: null | undefined | number;
legPrice?: null | undefined | number;
legQty?: null | undefined | number;
legOrderQty?: null | undefined | number;
legSwapType?: null | undefined | number;
noLegStipulations?: null | undefined | number;
legAllocID?: null | undefined | string;
noLegAllocs?: null | undefined | number;
legPositionEffect?: null | undefined | string;
legCoveredOrUncovered?: null | undefined | number;
noNested3PartyIDs?: null | undefined | number;
legRefID?: null | undefined | string;
legSettlType?: null | undefined | string;
legSettlDate?: null | undefined | string;
legLastPx?: null | undefined | number;
legSettlCurrency?: null | undefined | number;
legLastForwardPoints?: null | undefined | number;
legCalculatedCcyLastQty?: null | undefined | number;
legGrossTradeAmt?: null | undefined | number;
legVolatility?: null | undefined | number;
legDividendYield?: null | undefined | number;
legCurrencyRatio?: null | undefined | number;
legExecInst?: null | undefined | string;
legLastQty?: null | undefined | number;
}
export interface HopsType {
hopCompID?: null | undefined | string;
hopSendingTime?: null | undefined | string;
hopRefID?: null | undefined | number;
}
export interface UnderlyingsType {
underlyingSymbol?: null | undefined | string;
underlyingSymbolSfx?: null | undefined | string;
underlyingSecurityID?: null | undefined | string;
underlyingSecurityIDSource?: null | undefined | string;
noUnderlyingSecurityAltID?: null | undefined | number;
underlyingProduct?: null | undefined | number;
underlyingCFICode?: null | undefined | string;
underlyingSecurityType?: null | undefined | string;
underlyingSecuritySubType?: null | undefined | string;
underlyingMaturityMonthYear?: null | undefined | string;
underlyingMaturityDate?: null | undefined | string;
underlyingMaturityTime?: null | undefined | string;
underlyingCouponPaymentDate?: null | undefined | string;
underlyingRestructuringType?: null | undefined | string;
underlyingSeniority?: null | undefined | string;
underlyingNotionalPercentageOutstanding?: null | undefined | number;
underlyingOriginalNotionalPercentageOutstanding?: null | undefined | number;
underlyingAttachmentPoint?: null | undefined | number;
underlyingDetachmentPoint?: null | undefined | number;
underlyingIssueDate?: null | undefined | string;
underlyingRepoCollateralSecurityType?: null | undefined | string;
underlyingRepurchaseTerm?: null | undefined | number;
underlyingRepurchaseRate?: null | undefined | number;
underlyingFactor?: null | undefined | number;
underlyingCreditRating?: null | undefined | string;
underlyingInstrRegistry?: null | undefined | string;
underlyingCountryOfIssue?: null | undefined | string;
underlyingStateOrProvinceOfIssue?: null | undefined | string;
underlyingLocaleOfIssue?: null | undefined | string;
underlyingRedemptionDate?: null | undefined | string;
underlyingStrikePrice?: null | undefined | number;
underlyingStrikeCurrency?: null | undefined | number;
underlyingOptAttribute?: null | undefined | string;
underlyingContractMultiplier?: null | undefined | number;
underlyingContractMultiplierUnit?: null | undefined | number;
underlyingFlowScheduleType?: null | undefined | number;
underlyingUnitOfMeasure?: null | undefined | string;
underlyingUnitOfMeasureQty?: null | undefined | number;
underlyingPriceUnitOfMeasure?: null | undefined | string;
underlyingPriceUnitOfMeasureQty?: null | undefined | number;
underlyingTimeUnit?: null | undefined | string;
underlyingExerciseStyle?: null | undefined | number;
underlyingCouponRate?: null | undefined | number;
underlyingSecurityExchange?: null | undefined | string;
underlyingIssuer?: null | undefined | string;
encodedUnderlyingIssuerLen?: null | undefined | number;
encodedUnderlyingIssuer?: null | undefined | Buffer;
underlyingSecurityDesc?: null | undefined | string;
encodedUnderlyingSecurityDescLen?: null | undefined | number;
encodedUnderlyingSecurityDesc?: null | undefined | Buffer;
underlyingCPProgram?: null | undefined | string;
underlyingCPRegType?: null | undefined | string;
underlyingAllocationPercent?: null | undefined | number;
underlyingCurrency?: null | undefined | number;
underlyingQty?: null | undefined | number;
underlyingSettlementType?: null | undefined | number;
underlyingCashAmount?: null | undefined | number;
underlyingCashType?: null | undefined | string;
underlyingPx?: null | undefined | number;
underlyingDirtyPrice?: null | undefined | number;
underlyingEndPrice?: null | undefined | number;
underlyingStartValue?: null | undefined | number;
underlyingCurrentValue?: null | undefined | number;
underlyingEndValue?: null | undefined | number;
noUnderlyingStips?: null | undefined | number;
underlyingAdjustedQuantity?: null | undefined | number;
underlyingFXRate?: null | undefined | number;
underlyingFXRateCalc?: null | undefined | string;
underlyingCapValue?: null | undefined | number;
noUndlyInstrumentParties?: null | undefined | number;
underlyingSettlMethod?: null | undefined | string;
underlyingPutOrCall?: null | undefined | number;
}
export interface TrdRegTimestampsType {
trdRegTimestamp?: null | undefined | string;
trdRegTimestampType?: null | undefined | number;
trdRegTimestampOrigin?: null | undefined | string;
deskType?: null | undefined | string;
deskTypeSource?: null | undefined | number;
deskOrderHandlingInst?: null | undefined | MULTIPLESTRINGVALUE;
}
export interface EventsType {
eventType?: null | undefined | number;
eventDate?: null | undefined | string;
eventTime?: null | undefined | string;
eventPx?: null | undefined | number;
eventText?: null | undefined | string;
}
export interface StrategyParametersType {
strategyParameterName?: null | undefined | string;
strategyParameterType?: null | undefined | number;
strategyParameterValue?: null | undefined | string;
}
export interface InstrumentPartiesType {
instrumentPartyID?: null | undefined | string;
instrumentPartyIDSource?: null | undefined | string;
instrumentPartyRole?: null | undefined | number;
noInstrumentPartySubIDs?: null | undefined | number;
}
export interface FillsType {
fillExecID?: null | undefined | string;
fillPx?: null | undefined | number;
fillQty?: null | undefined | number;
fillLiquidityInd?: null | undefined | number;
noNested4PartyIDs?: null | undefined | number;
}
export interface RateSourcesType {
rateSource?: null | undefined | number;
rateSourceType?: null | undefined | number;
referencePage?: null | undefined | string;
}
export interface ComplexEventsType {
complexEventType?: null | undefined | number;
complexOptPayoutAmount?: null | undefined | number;
complexEventPrice?: null | undefined | number;
complexEventPriceBoundaryMethod?: null | undefined | number;
complexEventPriceBoundaryPrecision?: null | undefined | number;
complexEventPriceTimeType?: null | undefined | number;
complexEventCondition?: null | undefined | number;
noComplexEventDates?: null | undefined | number;
}
export interface ExecutionReport {
account?: null | undefined | string;
avgPx?: null | undefined | number;
beginStringundefined: string;
bodyLengthundefined: number;
checkSumundefined: string;
clOrdID?: null | undefined | string;
commission?: null | undefined | number;
commType?: null | undefined | string;
cumQtyundefined: number;
currency?: null | undefined | number;
execIDundefined: string;
execInst?: null | undefined | string;
execRefID?: null | undefined | string;
handlInst?: null | undefined | string;
securityIDSource?: null | undefined | string;
lastCapacity?: null | undefined | string;
lastMkt?: null | undefined | string;
lastPx?: null | undefined | number;
lastQty?: null | undefined | number;
msgSeqNumundefined: number;
msgTypeundefined: string;
orderIDundefined: string;
orderQty?: null | undefined | number;
ordStatusundefined: string;
ordType?: null | undefined | string;
origClOrdID?: null | undefined | string;
possDupFlag?: null | undefined | boolean;
price?: null | undefined | number;
securityID?: null | undefined | string;
senderCompIDundefined: string;
senderSubID?: null | undefined | string;
sendingTimeundefined: string;
sideundefined: string;
symbol?: null | undefined | string;
targetCompIDundefined: string;
targetSubID?: null | undefined | string;
text?: null | undefined | string;
timeInForce?: null | undefined | string;
transactTime?: null | undefined | string;
settlType?: null | undefined | string;
settlDate?: null | undefined | string;
symbolSfx?: null | undefined | string;
listID?: null | undefined | string;
allocID?: null | undefined | string;
tradeDate?: null | undefined | string;
positionEffect?: null | undefined | string;
allocs?: null | undefined | AllocsType[];
signature?: null | undefined | Buffer;
secureDataLen?: null | undefined | number;
secureData?: null | undefined | Buffer;
signatureLength?: null | undefined | number;
possResend?: null | undefined | boolean;
stopPx?: null | undefined | number;
ordRejReason?: null | undefined | number;
issuer?: null | undefined | string;
securityDesc?: null | undefined | string;
minQty?: null | undefined | number;
maxFloor?: null | undefined | number;
reportToExch?: null | undefined | boolean;
onBehalfOfCompID?: null | undefined | string;
onBehalfOfSubID?: null | undefined | string;
netMoney?: null | undefined | number;
settlCurrAmt?: null | undefined | number;
settlCurrency?: null | undefined | number;
origSendingTime?: null | undefined | string;
expireTime?: null | undefined | string;
deliverToCompID?: null | undefined | string;
deliverToSubID?: null | undefined | string;
miscFees?: null | undefined | MiscFeesType[];
senderLocationID?: null | undefined | string;
targetLocationID?: null | undefined | string;
onBehalfOfLocationID?: null | undefined | string;
deliverToLocationID?: null | undefined | string;
execTypeundefined: string;
leavesQtyundefined: number;
cashOrderQty?: null | undefined | number;
settlCurrFxRate?: null | undefined | number;
settlCurrFxRateCalc?: null | undefined | string;
numDaysInterest?: null | undefined | number;
accruedInterestRate?: null | undefined | number;
accruedInterestAmt?: null | undefined | number;
securityType?: null | undefined | string;
effectiveTime?: null | undefined | string;
orderQty2?: null | undefined | number;
settlDate2?: null | undefined | string;
lastSpotRate?: null | undefined | number;
lastForwardPoints?: null | undefined | number;
secondaryOrderID?: null | undefined | string;
maturityMonthYear?: null | undefined | string;
putOrCall?: null | undefined | number;
strikePrice?: null | undefined | number;
optAttribute?: null | undefined | string;
securityExchange?: null | undefined | string;
maxShow?: null | undefined | number;
pegOffsetValue?: null | undefined | number;
xmlDataLen?: null | undefined | number;
xmlData?: null | undefined | Buffer;
spread?: null | undefined | number;
benchmarkCurveCurrency?: null | undefined | number;
benchmarkCurveName?: null | undefined | string;
benchmarkCurvePoint?: null | undefined | string;
couponRate?: null | undefined | number;
couponPaymentDate?: null | undefined | string;
issueDate?: null | undefined | string;
repurchaseTerm?: null | undefined | number;
repurchaseRate?: null | undefined | number;
factor?: null | undefined | number;
tradeOriginationDate?: null | undefined | string;
exDate?: null | undefined | string;
contractMultiplier?: null | undefined | number;
stipulations?: null | undefined | StipulationsType[];
yieldType?: null | undefined | string;
yield?: null | undefined | number;
totalTakedown?: null | undefined | number;
concession?: null | undefined | number;
repoCollateralSecurityType?: null | undefined | string;
redemptionDate?: null | undefined | string;
creditRating?: null | undefined | string;
tradedFlatSwitch?: null | undefined | boolean;
basisFeatureDate?: null | undefined | string;
basisFeaturePrice?: null | undefined | number;
tradingSessionID?: null | undefined | string;
messageEncoding?: null | undefined | string;
encodedIssuerLen?: null | undefined | number;
encodedIssuer?: null | undefined | Buffer;
encodedSecurityDescLen?: null | undefined | number;
encodedSecurityDesc?: null | undefined | Buffer;
encodedTextLen?: null | undefined | number;
encodedText?: null | undefined | Buffer;
lastMsgSeqNumProcessed?: null | undefined | number;
complianceID?: null | undefined | string;
solicitedFlag?: null | undefined | boolean;
execRestatementReason?: null | undefined | number;
grossTradeAmt?: null | undefined | number;
contraBrokers?: null | undefined | ContraBrokersType[];
discretionInst?: null | undefined | string;
discretionOffsetValue?: null | undefined | number;
priceType?: null | undefined | number;
dayOrderQty?: null | undefined | number;
dayCumQty?: null | undefined | number;
dayAvgPx?: null | undefined | number;
gTBookingInst?: null | undefined | number;
expireDate?: null | undefined | string;
multiLegReportingType?: null | undefined | string;
partyIDs?: null | undefined | PartyIDsType[];
securityAltID?: null | undefined | SecurityAltIDType[];
product?: null | undefined | number;
cFICode?: null | undefined | string;
roundingDirection?: null | undefined | string;
roundingModulus?: null | undefined | number;
countryOfIssue?: null | undefined | string;
stateOrProvinceOfIssue?: null | undefined | string;
localeOfIssue?: null | undefined | string;
commCurrency?: null | undefined | number;
cancellationRights?: null | undefined | string;
moneyLaunderingStatus?: null | undefined | string;
transBkdTime?: null | undefined | string;
execPriceType?: null | undefined | string;
execPriceAdjustment?: null | undefined | number;
designation?: null | undefined | string;
fundRenewWaiv?: null | undefined | string;
registID?: null | undefined | string;
execValuationPoint?: null | undefined | string;
orderPercent?: null | undefined | number;
contAmts?: null | undefined | ContAmtsType[];
secondaryClOrdID?: null | undefined | string;
secondaryExecID?: null | undefined | string;
orderCapacity?: null | undefined | string;
orderRestrictions?: null | undefined | string;
maturityDate?: null | undefined | string;
instrRegistry?: null | undefined | string;
cashMargin?: null | undefined | string;
crossID?: null | undefined | string;
crossType?: null | undefined | number;
origCrossID?: null | undefined | string;
legs?: null | undefined | LegsType[];
matchType?: null | undefined | string;
accountType?: null | undefined | number;
custOrderCapacity?: null | undefined | number;
clOrdLinkID?: null | undefined | string;
massStatusReqID?: null | undefined | string;
dayBookingInst?: null | undefined | string;
bookingUnit?: null | undefined | string;
preallocMethod?: null | undefined | string;
tradingSessionSubID?: null | undefined | string;
hops?: null | undefined | HopsType[];
clearingFeeIndicator?: null | undefined | string;
workingIndicator?: null | undefined | boolean;
priorityIndicator?: null | undefined | number;
priceImprovement?: null | undefined | number;
lastForwardPoints2?: null | undefined | number;
underlyingLastPx?: null | undefined | number;
underlyingLastQty?: null | undefined | number;
acctIDSource?: null | undefined | number;
benchmarkPrice?: null | undefined | number;
benchmarkPriceType?: null | undefined | number;
contractSettlMonth?: null | undefined | string;
lastParPx?: null | undefined | number;
pool?: null | undefined | string;
quoteRespID?: null | undefined | string;
yieldRedemptionDate?: null | undefined | string;
yieldRedemptionPrice?: null | undefined | number;
yieldRedemptionPriceType?: null | undefined | number;
benchmarkSecurityID?: null | undefined | string;
yieldCalcDate?: null | undefined | string;
underlyings?: null | undefined | UnderlyingsType[];
interestAtMaturity?: null | undefined | number;
benchmarkSecurityIDSource?: null | undefined | string;
securitySubType?: null | undefined | string;
trdRegTimestamps?: null | undefined | TrdRegTimestampsType[];
bookingType?: null | undefined | number;
terminationType?: null | undefined | number;
ordStatusReqID?: null | undefined | string;
copyMsgIndicator?: null | undefined | boolean;
priceDelta?: null | undefined | number;
pegMoveType?: null | undefined | number;
pegOffsetType?: null | undefined | number;
pegLimitType?: null | undefined | number;
pegRoundDirection?: null | undefined | number;
peggedPrice?: null | undefined | number;
pegScope?: null | undefined | number;
discretionMoveType?: null | undefined | number;
discretionOffsetType?: null | undefined | number;
discretionLimitType?: null | undefined | number;
discretionRoundDirection?: null | undefined | number;
discretionPrice?: null | undefined | number;
discretionScope?: null | undefined | number;
targetStrategy?: null | undefined | number;
targetStrategyParameters?: null | undefined | string;
participationRate?: null | undefined | number;
targetStrategyPerformance?: null | undefined | number;
lastLiquidityInd?: null | undefined | number;
qtyType?: null | undefined | number;
events?: null | undefined | EventsType[];
datedDate?: null | undefined | string;
interestAccrualDate?: null | undefined | string;
cPProgram?: null | undefined | number;
cPRegType?: null | undefined | string;
trdMatchID?: null | undefined | string;
lastFragment?: null | undefined | boolean;
marginRatio?: null | undefined | number;
totNumReports?: null | undefined | number;
lastRptRequested?: null | undefined | boolean;
agreementDesc?: null | undefined | string;
agreementID?: null | undefined | string;
agreementDate?: null | undefined | string;
startDate?: null | undefined | string;
endDate?: null | undefined | string;
agreementCurrency?: null | undefined | number;
deliveryType?: null | undefined | number;
endAccruedInterestAmt?: null | undefined | number;
startCash?: null | undefined | number;
endCash?: null | undefined | number;
timeBracket?: null | undefined | string;
strikeCurrency?: null | undefined | number;
strategyParameters?: null | undefined | StrategyParametersType[];
hostCrossID?: null | undefined | string;
securityStatus?: null | undefined | string;
settleOnOpenFlag?: null | undefined | string;
strikeMultiplier?: null | undefined | number;
strikeValue?: null | undefined | number;
minPriceIncrement?: null | undefined | number;
positionLimit?: null | undefined | number;
nTPositionLimit?: null | undefined | number;
unitOfMeasure?: null | undefined | string;
timeUnit?: null | undefined | string;
instrumentParties?: null | undefined | InstrumentPartiesType[];
manualOrderIndicator?: null | undefined | boolean;
custDirectedOrder?: null | undefined | boolean;
receivedDeptID?: null | undefined | string;
custOrderHandlingInst?: null | undefined | MULTIPLESTRINGVALUE;
orderHandlingInstSource?: null | undefined | number;
instrmtAssignmentMethod?: null | undefined | string;
calculatedCcyLastQty?: null | undefined | number;
aggressorIndicator?: null | undefined | boolean;
lastSwapPoints?: null | undefined | number;
maturityTime?: null | undefined | string;
secondaryDisplayQty?: null | undefined | number;
displayWhen?: null | undefined | string;
displayMethod?: null | undefined | string;
displayLowQty?: null | undefined | number;
displayHighQty?: null | undefined | number;
displayMinIncr?: null | undefined | number;
refreshQty?: null | undefined | number;
matchIncrement?: null | undefined | number;
maxPriceLevels?: null | undefined | number;
preTradeAnonymity?: null | undefined | boolean;
priceProtectionScope?: null | undefined | string;
lotType?: null | undefined | string;
pegPriceType?: null | undefined | number;
peggedRefPrice?: null | undefined | number;
pegSecurityIDSource?: null | undefined | string;
pegSecurityID?: null | undefined | string;
pegSymbol?: null | undefined | string;
pegSecurityDesc?: null | undefined | string;
triggerType?: null | undefined | string;
triggerAction?: null | undefined | string;
triggerPrice?: null | undefined | number;
triggerSymbol?: null | undefined | string;
triggerSecurityID?: null | undefined | string;
triggerSecurityIDSource?: null | undefined | string;
triggerSecurityDesc?: null | undefined | string;
triggerPriceType?: null | undefined | string;
triggerPriceTypeScope?: null | undefined | string;
triggerPriceDirection?: null | undefined | string;
triggerNewPrice?: null | undefined | number;
triggerOrderType?: null | undefined | string;
triggerNewQty?: null | undefined | number;
triggerTradingSessionID?: null | undefined | string;
triggerTradingSessionSubID?: null | undefined | string;
orderCategory?: null | undefined | string;
applVerID?: null | undefined | string;
cstmApplVerID?: null | undefined | string;
displayQty?: null | undefined | number;
minPriceIncrementAmount?: null | undefined | number;
unitOfMeasureQty?: null | undefined | number;
securityGroup?: null | undefined | string;
applExtID?: null | undefined | number;
applID?: null | undefined | string;
applSeqNum?: null | undefined | number;
securityXMLLen?: null | undefined | number;
securityXML?: null | undefined | string;
securityXMLSchema?: null | undefined | string;
volatility?: null | undefined | number;
timeToExpiration?: null | undefined | number;
riskFreeRate?: null | undefined | number;
priceUnitOfMeasure?: null | undefined | string;
priceUnitOfMeasureQty?: null | undefined | number;
settlMethod?: null | undefined | string;
exerciseStyle?: null | undefined | number;
optPayoutAmount?: null | undefined | number;
priceQuoteMethod?: null | undefined | string;
valuationMethod?: null | undefined | string;
listMethod?: null | undefined | number;
capPrice?: null | undefined | number;
floorPrice?: null | undefined | number;
productComplex?: null | undefined | string;
flexProductEligibilityIndicator?: null | undefined | boolean;
flexibleIndicator?: null | undefined | boolean;
applLastSeqNum?: null | undefined | number;
applResendFlag?: null | undefined | boolean;
totNoFills?: null | undefined | number;
fills?: null | undefined | FillsType[];
dividendYield?: null | undefined | number;
contractMultiplierUnit?: null | undefined | number;
flowScheduleType?: null | undefined | number;
rateSources?: null | undefined | RateSourcesType[];
restructuringType?: null | undefined | string;
seniority?: null | undefined | string;
notionalPercentageOutstanding?: null | undefined | number;
originalNotionalPercentageOutstanding?: null | undefined | number;
attachmentPoint?: null | undefined | number;
detachmentPoint?: null | undefined | number;
strikePriceDeterminationMethod?: null | undefined | number;
strikePriceBoundaryMethod?: null | undefined | number;
strikePriceBoundaryPrecision?: null | undefined | number;
underlyingPriceDeterminationMethod?: null | undefined | number;
optPayoutType?: null | undefined | number;
complexEvents?: null | undefined | ComplexEventsType[];
}
Raw
TradeCaptureReport.avsc
{
"type": "record",
"name": "TradeCaptureReport",
"fields": [
{ "name": "avgPx" , "default": null, "fixTag": 6, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "currency" , "default": null, "fixTag": 15, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "execID" , "default": null, "fixTag": 17, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "securityIDSource" , "default": null, "fixTag": 22, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "lastMkt" , "default": null, "fixTag": 30, "fixType": "EXCHANGE", "type": [ "null", "string" ] },
{ "name": "lastPx" , "fixTag": 31, "fixType": "PRICE", "type": "double" },
{ "name": "lastQty" , "fixTag": 32, "fixType": "QTY", "type": "double" },
{ "name": "securityID" , "default": null, "fixTag": 48, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "symbol" , "default": null, "fixTag": 55, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "transactTime" , "default": null, "fixTag": 60, "fixType": "UTCTIMESTAMP", "type": [ "null", "string" ] },
{ "name": "settlType" , "default": null, "fixTag": 63, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "settlDate" , "default": null, "fixTag": 64, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "symbolSfx" , "default": null, "fixTag": 65, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "tradeDate" , "default": null, "fixTag": 75, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "issuer" , "default": null, "fixTag": 106, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "securityDesc" , "default": null, "fixTag": 107, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "settlCurrency" , "default": null, "fixTag": 120, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "execType" , "default": null, "fixTag": 150, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "securityType" , "default": null, "fixTag": 167, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "lastSpotRate" , "default": null, "fixTag": 194, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "lastForwardPoints" , "default": null, "fixTag": 195, "fixType": "PRICEOFFSET", "type": [ "null", "double" ] },
{ "name": "maturityMonthYear" , "default": null, "fixTag": 200, "fixType": "MONTHYEAR", "type": [ "null", "string" ] },
{ "name": "putOrCall" , "default": null, "fixTag": 201, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "strikePrice" , "default": null, "fixTag": 202, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "optAttribute" , "default": null, "fixTag": 206, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "securityExchange" , "default": null, "fixTag": 207, "fixType": "EXCHANGE", "type": [ "null", "string" ] },
{ "name": "spread" , "default": null, "fixTag": 218, "fixType": "PRICEOFFSET", "type": [ "null", "double" ] },
{ "name": "benchmarkCurveCurrency" , "default": null, "fixTag": 220, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "benchmarkCurveName" , "default": null, "fixTag": 221, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "benchmarkCurvePoint" , "default": null, "fixTag": 222, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "couponRate" , "default": null, "fixTag": 223, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "couponPaymentDate" , "default": null, "fixTag": 224, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "issueDate" , "default": null, "fixTag": 225, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "repurchaseTerm" , "default": null, "fixTag": 226, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "repurchaseRate" , "default": null, "fixTag": 227, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "factor" , "default": null, "fixTag": 228, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "contractMultiplier" , "default": null, "fixTag": 231, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "yieldType" , "default": null, "fixTag": 235, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "yield" , "default": null, "fixTag": 236, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "repoCollateralSecurityType" , "default": null, "fixTag": 239, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "redemptionDate" , "default": null, "fixTag": 240, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "creditRating" , "default": null, "fixTag": 255, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "subscriptionRequestType" , "default": null, "fixTag": 263, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "unsolicitedIndicator" , "default": null, "fixTag": 325, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "encodedIssuerLen" , "default": null, "fixTag": 348, "fixType": "LENGTH", "type": [ "null", "long" ] },
{ "name": "encodedIssuer" , "default": null, "fixTag": 349, "fixType": "DATA", "type": [ "null", "bytes" ] },
{ "name": "encodedSecurityDescLen" , "default": null, "fixTag": 350, "fixType": "LENGTH", "type": [ "null", "long" ] },
{ "name": "encodedSecurityDesc" , "default": null, "fixTag": 351, "fixType": "DATA", "type": [ "null", "bytes" ] },
{ "name": "execRestatementReason" , "default": null, "fixTag": 378, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "grossTradeAmt" , "default": null, "fixTag": 381, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "priceType" , "default": null, "fixTag": 423, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "multiLegReportingType" , "default": null, "fixTag": 442, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "noSecurityAltID" , "items": {
"type": "record",
"name": "SecurityAltIDType",
"fields": [
{ "name": "securityAltID" , "default": null, "fixTag": 455, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "securityAltIDSource" , "default": null, "fixTag": 456, "fixType": "STRING", "type": [ "null", "string" ] }
]
}, "default": null, "fixTag": 454, "fixType": "SecurityAltIDType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "SecurityAltIDType",
"fields": [
{ "name": "securityAltID" , "default": null, "fixTag": 455, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "securityAltIDSource" , "default": null, "fixTag": 456, "fixType": "STRING", "type": [ "null", "string" ] }
]
}} ] },
{ "name": "product" , "default": null, "fixTag": 460, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "cFICode" , "default": null, "fixTag": 461, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "countryOfIssue" , "default": null, "fixTag": 470, "fixType": "COUNTRY", "type": [ "null", "string" ] },
{ "name": "stateOrProvinceOfIssue" , "default": null, "fixTag": 471, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "localeOfIssue" , "default": null, "fixTag": 472, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "tradeReportTransType" , "default": null, "fixTag": 487, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "secondaryExecID" , "default": null, "fixTag": 527, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "maturityDate" , "default": null, "fixTag": 541, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "instrRegistry" , "default": null, "fixTag": 543, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "noSides" , "items": {
"type": "record",
"name": "SidesType",
"fields": [
{ "name": "side" , "default": null, "fixTag": 54, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "sideExecID" , "default": null, "fixTag": 1427, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "orderDelay" , "default": null, "fixTag": 1428, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "orderDelayUnit" , "default": null, "fixTag": 1429, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "sideLastQty" , "default": null, "fixTag": 1009, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "sideTradeReportID" , "default": null, "fixTag": 1005, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "sideFillStationCd" , "default": null, "fixTag": 1006, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "sideReasonCd" , "default": null, "fixTag": 1007, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "rptSeq" , "default": null, "fixTag": 83, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "sideTrdSubTyp" , "default": null, "fixTag": 1008, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "netGrossInd" , "default": null, "fixTag": 430, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "sideCurrency" , "default": null, "fixTag": 1154, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "sideSettlCurrency" , "default": null, "fixTag": 1155, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "noPartyIDs" , "default": null, "fixTag": 453, "fixType": "NUMINGROUP", "type": [ "null", "long" ] },
{ "name": "account" , "default": null, "fixTag": 1, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "acctIDSource" , "default": null, "fixTag": 660, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "accountType" , "default": null, "fixTag": 581, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "processCode" , "default": null, "fixTag": 81, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "oddLot" , "default": null, "fixTag": 575, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "noClearingInstructions" , "default": null, "fixTag": 576, "fixType": "NUMINGROUP", "type": [ "null", "long" ] },
{ "name": "tradeInputSource" , "default": null, "fixTag": 578, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "tradeInputDevice" , "default": null, "fixTag": 579, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "complianceID" , "default": null, "fixTag": 376, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "solicitedFlag" , "default": null, "fixTag": 377, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "custOrderCapacity" , "default": null, "fixTag": 582, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "tradingSessionID" , "default": null, "fixTag": 336, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "tradingSessionSubID" , "default": null, "fixTag": 625, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "timeBracket" , "default": null, "fixTag": 943, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "commission" , "default": null, "fixTag": 12, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "commType" , "default": null, "fixTag": 13, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "commCurrency" , "default": null, "fixTag": 479, "fixType": "CURRENCY", "type": [ "null", "double" ] },
{ "name": "fundRenewWaiv" , "default": null, "fixTag": 497, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "numDaysInterest" , "default": null, "fixTag": 157, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "exDate" , "default": null, "fixTag": 230, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "accruedInterestRate" , "default": null, "fixTag": 158, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "accruedInterestAmt" , "default": null, "fixTag": 159, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "interestAtMaturity" , "default": null, "fixTag": 738, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "endAccruedInterestAmt" , "default": null, "fixTag": 920, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "startCash" , "default": null, "fixTag": 921, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "endCash" , "default": null, "fixTag": 922, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "concession" , "default": null, "fixTag": 238, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "totalTakedown" , "default": null, "fixTag": 237, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "netMoney" , "default": null, "fixTag": 118, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "settlCurrAmt" , "default": null, "fixTag": 119, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "settlCurrFxRate" , "default": null, "fixTag": 155, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "settlCurrFxRateCalc" , "default": null, "fixTag": 156, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "positionEffect" , "default": null, "fixTag": 77, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "text" , "default": null, "fixTag": 58, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "encodedTextLen" , "default": null, "fixTag": 354, "fixType": "LENGTH", "type": [ "null", "long" ] },
{ "name": "encodedText" , "default": null, "fixTag": 355, "fixType": "DATA", "type": [ "null", "bytes" ] },
{ "name": "sideMultiLegReportingType" , "default": null, "fixTag": 752, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noContAmts" , "default": null, "fixTag": 518, "fixType": "NUMINGROUP", "type": [ "null", "long" ] },
{ "name": "noStipulations" , "default": null, "fixTag": 232, "fixType": "NUMINGROUP", "type": [ "null", "long" ] },
{ "name": "noMiscFees" , "default": null, "fixTag": 136, "fixType": "NUMINGROUP", "type": [ "null", "long" ] },
{ "name": "exchangeRule" , "default": null, "fixTag": 825, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "tradeAllocIndicator" , "default": null, "fixTag": 826, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "preallocMethod" , "default": null, "fixTag": 591, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "allocID" , "default": null, "fixTag": 70, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "noAllocs" , "default": null, "fixTag": 78, "fixType": "NUMINGROUP", "type": [ "null", "long" ] },
{ "name": "noSideTrdRegTS" , "default": null, "fixTag": 1016, "fixType": "NUMINGROUP", "type": [ "null", "long" ] },
{ "name": "noSettlDetails" , "default": null, "fixTag": 1158, "fixType": "NUMINGROUP", "type": [ "null", "long" ] },
{ "name": "sideGrossTradeAmt" , "default": null, "fixTag": 1072, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "aggressorIndicator" , "default": null, "fixTag": 1057, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "exchangeSpecialInstructions" , "default": null, "fixTag": 1139, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "orderCategory" , "default": null, "fixTag": 1115, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "sideLiquidityInd" , "default": null, "fixTag": 1444, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "orderID" , "default": null, "fixTag": 37, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "secondaryOrderID" , "default": null, "fixTag": 198, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "clOrdID" , "default": null, "fixTag": 11, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "secondaryClOrdID" , "default": null, "fixTag": 526, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "listID" , "default": null, "fixTag": 66, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "refOrderID" , "default": null, "fixTag": 1080, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "refOrderIDSource" , "default": null, "fixTag": 1081, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "refOrdIDReason" , "default": null, "fixTag": 1431, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "ordType" , "default": null, "fixTag": 40, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "price" , "default": null, "fixTag": 44, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "stopPx" , "default": null, "fixTag": 99, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "execInst" , "default": null, "fixTag": 18, "fixType": "UNKNOWN", "type": [ "null", "UNKNOWN" ] },
{ "name": "ordStatus" , "default": null, "fixTag": 39, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "orderQty" , "default": null, "fixTag": 38, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "cashOrderQty" , "default": null, "fixTag": 152, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "orderPercent" , "default": null, "fixTag": 516, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "roundingDirection" , "default": null, "fixTag": 468, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "roundingModulus" , "default": null, "fixTag": 469, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "leavesQty" , "default": null, "fixTag": 151, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "cumQty" , "default": null, "fixTag": 14, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "timeInForce" , "default": null, "fixTag": 59, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "expireTime" , "default": null, "fixTag": 126, "fixType": "UTCTIMESTAMP", "type": [ "null", "string" ] },
{ "name": "displayQty" , "default": null, "fixTag": 1138, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "secondaryDisplayQty" , "default": null, "fixTag": 1082, "fixType": "QTY", "type": [ "null", "double" ] },
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{ "name": "legGrossTradeAmt" , "default": null, "fixTag": 1075, "fixType": "AMT", "type": [ "null", "double" ] },
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{ "name": "legLastQty" , "default": null, "fixTag": 1418, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "noOfLegUnderlyings" , "default": null, "fixTag": 1342, "fixType": "NUMINGROUP", "type": [ "null", "long" ] }
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{ "name": "noOfLegUnderlyings" , "default": null, "fixTag": 1342, "fixType": "NUMINGROUP", "type": [ "null", "long" ] }
]
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{ "name": "firmTradeID" , "default": null, "fixTag": 1041, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "secondaryFirmTradeID" , "default": null, "fixTag": 1042, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "instrmtAssignmentMethod" , "default": null, "fixTag": 1049, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "calculatedCcyLastQty" , "default": null, "fixTag": 1056, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "lastSwapPoints" , "default": null, "fixTag": 1071, "fixType": "PRICEOFFSET", "type": [ "null", "double" ] },
{ "name": "maturityTime" , "default": null, "fixTag": 1079, "fixType": "UNKNOWN", "type": [ "null", "UNKNOWN" ] },
{ "name": "noRootPartyIDs" , "items": {
"type": "record",
"name": "RootPartyIDsType",
"fields": [
{ "name": "rootPartyID" , "default": null, "fixTag": 1117, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "rootPartyIDSource" , "default": null, "fixTag": 1118, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "rootPartyRole" , "default": null, "fixTag": 1119, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noRootPartySubIDs" , "default": null, "fixTag": 1120, "fixType": "NUMINGROUP", "type": [ "null", "long" ] }
]
}, "default": null, "fixTag": 1116, "fixType": "RootPartyIDsType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "RootPartyIDsType",
"fields": [
{ "name": "rootPartyID" , "default": null, "fixTag": 1117, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "rootPartyIDSource" , "default": null, "fixTag": 1118, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "rootPartyRole" , "default": null, "fixTag": 1119, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noRootPartySubIDs" , "default": null, "fixTag": 1120, "fixType": "NUMINGROUP", "type": [ "null", "long" ] }
]
}} ] },
{ "name": "tradeHandlingInstr" , "default": null, "fixTag": 1123, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "origTradeHandlingInstr" , "default": null, "fixTag": 1124, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "origTradeDate" , "default": null, "fixTag": 1125, "fixType": "LOCALMKTDATE", "type": [ "null", "string" ] },
{ "name": "origTradeID" , "default": null, "fixTag": 1126, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "origSecondaryTradeID" , "default": null, "fixTag": 1127, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "tZTransactTime" , "default": null, "fixTag": 1132, "fixType": "UNKNOWN", "type": [ "null", "UNKNOWN" ] },
{ "name": "reportedPxDiff" , "default": null, "fixTag": 1134, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "minPriceIncrementAmount" , "default": null, "fixTag": 1146, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "unitOfMeasureQty" , "default": null, "fixTag": 1147, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "securityGroup" , "default": null, "fixTag": 1151, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "applID" , "default": null, "fixTag": 1180, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "applSeqNum" , "default": null, "fixTag": 1181, "fixType": "SEQNUM", "type": [ "null", "SEQNUM" ] },
{ "name": "securityXMLLen" , "default": null, "fixTag": 1184, "fixType": "LENGTH", "type": [ "null", "long" ] },
{ "name": "securityXML" , "default": null, "fixTag": 1185, "fixType": "UNKNOWN", "type": [ "null", "UNKNOWN" ] },
{ "name": "securityXMLSchema" , "default": null, "fixTag": 1186, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "volatility" , "default": null, "fixTag": 1188, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "riskFreeRate" , "default": null, "fixTag": 1190, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "priceUnitOfMeasure" , "default": null, "fixTag": 1191, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "priceUnitOfMeasureQty" , "default": null, "fixTag": 1192, "fixType": "QTY", "type": [ "null", "double" ] },
{ "name": "settlMethod" , "default": null, "fixTag": 1193, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "exerciseStyle" , "default": null, "fixTag": 1194, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "optPayoutAmount" , "default": null, "fixTag": 1195, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "priceQuoteMethod" , "default": null, "fixTag": 1196, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "valuationMethod" , "default": null, "fixTag": 1197, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "listMethod" , "default": null, "fixTag": 1198, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "capPrice" , "default": null, "fixTag": 1199, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "floorPrice" , "default": null, "fixTag": 1200, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "productComplex" , "default": null, "fixTag": 1227, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "flexProductEligibilityIndicator" , "default": null, "fixTag": 1242, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "flexibleIndicator" , "default": null, "fixTag": 1244, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "marketSegmentID" , "default": null, "fixTag": 1300, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "marketID" , "default": null, "fixTag": 1301, "fixType": "EXCHANGE", "type": [ "null", "string" ] },
{ "name": "rejectText" , "default": null, "fixTag": 1328, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "feeMultiplier" , "default": null, "fixTag": 1329, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "applLastSeqNum" , "default": null, "fixTag": 1350, "fixType": "SEQNUM", "type": [ "null", "SEQNUM" ] },
{ "name": "applResendFlag" , "default": null, "fixTag": 1352, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] },
{ "name": "dividendYield" , "default": null, "fixTag": 1380, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "currencyRatio" , "default": null, "fixTag": 1382, "fixType": "FLOAT", "type": [ "null", "double" ] },
{ "name": "noTrdRepIndicators" , "items": {
"type": "record",
"name": "TrdRepIndicatorsType",
"fields": [
{ "name": "trdRepPartyRole" , "default": null, "fixTag": 1388, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "trdRepIndicator" , "default": null, "fixTag": 1389, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] }
]
}, "default": null, "fixTag": 1387, "fixType": "TrdRepIndicatorsType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "TrdRepIndicatorsType",
"fields": [
{ "name": "trdRepPartyRole" , "default": null, "fixTag": 1388, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "trdRepIndicator" , "default": null, "fixTag": 1389, "fixType": "BOOLEAN", "type": [ "null", "boolean" ] }
]
}} ] },
{ "name": "tradePublishIndicator" , "default": null, "fixTag": 1390, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "venueType" , "default": null, "fixTag": 1430, "fixType": "CHAR", "type": [ "null", "string" ] },
{ "name": "contractMultiplierUnit" , "default": null, "fixTag": 1435, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "flowScheduleType" , "default": null, "fixTag": 1439, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "restructuringType" , "default": null, "fixTag": 1449, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "seniority" , "default": null, "fixTag": 1450, "fixType": "STRING", "type": [ "null", "string" ] },
{ "name": "notionalPercentageOutstanding" , "default": null, "fixTag": 1451, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "originalNotionalPercentageOutstanding" , "default": null, "fixTag": 1452, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "attachmentPoint" , "default": null, "fixTag": 1457, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "detachmentPoint" , "default": null, "fixTag": 1458, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "strikePriceDeterminationMethod" , "default": null, "fixTag": 1478, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "strikePriceBoundaryMethod" , "default": null, "fixTag": 1479, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "strikePriceBoundaryPrecision" , "default": null, "fixTag": 1480, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "underlyingPriceDeterminationMethod" , "default": null, "fixTag": 1481, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "optPayoutType" , "default": null, "fixTag": 1482, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noComplexEvents" , "items": {
"type": "record",
"name": "ComplexEventsType",
"fields": [
{ "name": "complexEventType" , "default": null, "fixTag": 1484, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexOptPayoutAmount" , "default": null, "fixTag": 1485, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "complexEventPrice" , "default": null, "fixTag": 1486, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "complexEventPriceBoundaryMethod" , "default": null, "fixTag": 1487, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexEventPriceBoundaryPrecision" , "default": null, "fixTag": 1488, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "complexEventPriceTimeType" , "default": null, "fixTag": 1489, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexEventCondition" , "default": null, "fixTag": 1490, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noComplexEventDates" , "default": null, "fixTag": 1491, "fixType": "NUMINGROUP", "type": [ "null", "long" ] }
]
}, "default": null, "fixTag": 1483, "fixType": "ComplexEventsType", "type": [ "null", { "type":"array","items": {
"type": "record",
"name": "ComplexEventsType",
"fields": [
{ "name": "complexEventType" , "default": null, "fixTag": 1484, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexOptPayoutAmount" , "default": null, "fixTag": 1485, "fixType": "AMT", "type": [ "null", "double" ] },
{ "name": "complexEventPrice" , "default": null, "fixTag": 1486, "fixType": "PRICE", "type": [ "null", "double" ] },
{ "name": "complexEventPriceBoundaryMethod" , "default": null, "fixTag": 1487, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexEventPriceBoundaryPrecision" , "default": null, "fixTag": 1488, "fixType": "PERCENTAGE", "type": [ "null", "double" ] },
{ "name": "complexEventPriceTimeType" , "default": null, "fixTag": 1489, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "complexEventCondition" , "default": null, "fixTag": 1490, "fixType": "INT", "type": [ "null", "long" ] },
{ "name": "noComplexEventDates" , "default": null, "fixTag": 1491, "fixType": "NUMINGROUP", "type": [ "null", "long" ] }
]
}} ] }
]
}
Raw
TradeCaptureReport.ts
export interface SecurityAltIDType {
securityAltID?: null | undefined | string;
securityAltIDSource?: null | undefined | string;
}
export interface SidesType {
side?: null | undefined | string;
sideExecID?: null | undefined | string;
orderDelay?: null | undefined | number;
orderDelayUnit?: null | undefined | number;
sideLastQty?: null | undefined | number;
sideTradeReportID?: null | undefined | string;
sideFillStationCd?: null | undefined | string;
sideReasonCd?: null | undefined | string;
rptSeq?: null | undefined | number;
sideTrdSubTyp?: null | undefined | number;
netGrossInd?: null | undefined | number;
sideCurrency?: null | undefined | number;
sideSettlCurrency?: null | undefined | number;
noPartyIDs?: null | undefined | number;
account?: null | undefined | string;
acctIDSource?: null | undefined | number;
accountType?: null | undefined | number;
processCode?: null | undefined | string;
oddLot?: null | undefined | boolean;
noClearingInstructions?: null | undefined | number;
tradeInputSource?: null | undefined | string;
tradeInputDevice?: null | undefined | string;
complianceID?: null | undefined | string;
solicitedFlag?: null | undefined | boolean;
custOrderCapacity?: null | undefined | number;
tradingSessionID?: null | undefined | string;
tradingSessionSubID?: null | undefined | string;
timeBracket?: null | undefined | string;
commission?: null | undefined | number;
commType?: null | undefined | string;
commCurrency?: null | undefined | number;
fundRenewWaiv?: null | undefined | string;
numDaysInterest?: null | undefined | number;
exDate?: null | undefined | string;
accruedInterestRate?: null | undefined | number;
accruedInterestAmt?: null | undefined | number;
interestAtMaturity?: null | undefined | number;
endAccruedInterestAmt?: null | undefined | number;
startCash?: null | undefined | number;
endCash?: null | undefined | number;
concession?: null | undefined | number;
totalTakedown?: null | undefined | number;
netMoney?: null | undefined | number;
settlCurrAmt?: null | undefined | number;
settlCurrFxRate?: null | undefined | number;
settlCurrFxRateCalc?: null | undefined | string;
positionEffect?: null | undefined | string;
text?: null | undefined | string;
encodedTextLen?: null | undefined | number;
encodedText?: null | undefined | Buffer;
sideMultiLegReportingType?: null | undefined | number;
noContAmts?: null | undefined | number;
noStipulations?: null | undefined | number;
noMiscFees?: null | undefined | number;
exchangeRule?: null | undefined | string;
tradeAllocIndicator?: null | undefined | number;
preallocMethod?: null | undefined | string;
allocID?: null | undefined | string;
noAllocs?: null | undefined | number;
noSideTrdRegTS?: null | undefined | number;
noSettlDetails?: null | undefined | number;
sideGrossTradeAmt?: null | undefined | number;
aggressorIndicator?: null | undefined | boolean;
exchangeSpecialInstructions?: null | undefined | string;
orderCategory?: null | undefined | string;
sideLiquidityInd?: null | undefined | number;
orderID?: null | undefined | string;
secondaryOrderID?: null | undefined | string;
clOrdID?: null | undefined | string;
secondaryClOrdID?: null | undefined | string;
listID?: null | undefined | string;
refOrderID?: null | undefined | string;
refOrderIDSource?: null | undefined | string;
refOrdIDReason?: null | undefined | number;
ordType?: null | undefined | string;
price?: null | undefined | number;
stopPx?: null | undefined | number;
execInst?: null | undefined | string;
ordStatus?: null | undefined | string;
orderQty?: null | undefined | number;
cashOrderQty?: null | undefined | number;
orderPercent?: null | undefined | number;
roundingDirection?: null | undefined | string;
roundingModulus?: null | undefined | number;
leavesQty?: null | undefined | number;
cumQty?: null | undefined | number;
timeInForce?: null | undefined | string;
expireTime?: null | undefined | string;
displayQty?: null | undefined | number;
secondaryDisplayQty?: null | undefined | number;
displayWhen?: null | undefined | string;
displayMethod?: null | undefined | string;
displayLowQty?: null | undefined | number;
displayHighQty?: null | undefined | number;
displayMinIncr?: null | undefined | number;
refreshQty?: null | undefined | number;
orderCapacity?: null | undefined | string;
orderRestrictions?: null | undefined | string;
bookingType?: null | undefined | number;
origCustOrderCapacity?: null | undefined | number;
orderInputDevice?: null | undefined | string;
lotType?: null | undefined | string;
transBkdTime?: null | undefined | string;
origOrdModTime?: null | undefined | string;
}
export interface LegsType {
legSymbol?: null | undefined | string;
legSymbolSfx?: null | undefined | string;
legSecurityID?: null | undefined | string;
legSecurityIDSource?: null | undefined | string;
noLegSecurityAltID?: null | undefined | number;
legProduct?: null | undefined | number;
legCFICode?: null | undefined | string;
legSecurityType?: null | undefined | string;
legSecuritySubType?: null | undefined | string;
legMaturityMonthYear?: null | undefined | string;
legMaturityDate?: null | undefined | string;
legMaturityTime?: null | undefined | string;
legCouponPaymentDate?: null | undefined | string;
legIssueDate?: null | undefined | string;
legRepoCollateralSecurityType?: null | undefined | string;
legRepurchaseTerm?: null | undefined | number;
legRepurchaseRate?: null | undefined | number;
legFactor?: null | undefined | number;
legCreditRating?: null | undefined | string;
legInstrRegistry?: null | undefined | string;
legCountryOfIssue?: null | undefined | string;
legStateOrProvinceOfIssue?: null | undefined | string;
legLocaleOfIssue?: null | undefined | string;
legRedemptionDate?: null | undefined | string;
legStrikePrice?: null | undefined | number;
legStrikeCurrency?: null | undefined | number;
legOptAttribute?: null | undefined | string;
legContractMultiplier?: null | undefined | number;
legContractMultiplierUnit?: null | undefined | number;
legFlowScheduleType?: null | undefined | number;
legUnitOfMeasure?: null | undefined | string;
legUnitOfMeasureQty?: null | undefined | number;
legPriceUnitOfMeasure?: null | undefined | string;
legPriceUnitOfMeasureQty?: null | undefined | number;
legTimeUnit?: null | undefined | string;
legExerciseStyle?: null | undefined | number;
legCouponRate?: null | undefined | number;
legSecurityExchange?: null | undefined | string;
legIssuer?: null | undefined | string;
encodedLegIssuerLen?: null | undefined | number;
encodedLegIssuer?: null | undefined | Buffer;
legSecurityDesc?: null | undefined | string;
encodedLegSecurityDescLen?: null | undefined | number;
encodedLegSecurityDesc?: null | undefined | Buffer;
legRatioQty?: null | undefined | number;
legSide?: null | undefined | string;
legCurrency?: null | undefined | number;
legPool?: null | undefined | string;
legDatedDate?: null | undefined | string;
legContractSettlMonth?: null | undefined | string;
legInterestAccrualDate?: null | undefined | string;
legPutOrCall?: null | undefined | number;
legOptionRatio?: null | undefined | number;
legPrice?: null | undefined | number;
legQty?: null | undefined | number;
legSwapType?: null | undefined | number;
legReportID?: null | undefined | string;
legNumber?: null | undefined | number;
noLegStipulations?: null | undefined | number;
legPositionEffect?: null | undefined | string;
legCoveredOrUncovered?: null | undefined | number;
noNestedPartyIDs?: null | undefined | number;
legRefID?: null | undefined | string;
legSettlType?: null | undefined | string;
legSettlDate?: null | undefined | string;
legLastPx?: null | undefined | number;
legSettlCurrency?: null | undefined | number;
legLastForwardPoints?: null | undefined | number;
legCalculatedCcyLastQty?: null | undefined | number;
legGrossTradeAmt?: null | undefined | number;
legVolatility?: null | undefined | number;
legDividendYield?: null | undefined | number;
legCurrencyRatio?: null | undefined | number;
legExecInst?: null | undefined | string;
legLastQty?: null | undefined | number;
noOfLegUnderlyings?: null | undefined | number;
}
export interface HopsType {
hopCompID?: null | undefined | string;
hopSendingTime?: null | undefined | string;
hopRefID?: null | undefined | number;
}
export interface UnderlyingsType {
underlyingSymbol?: null | undefined | string;
underlyingSymbolSfx?: null | undefined | string;
underlyingSecurityID?: null | undefined | string;
underlyingSecurityIDSource?: null | undefined | string;
noUnderlyingSecurityAltID?: null | undefined | number;
underlyingProduct?: null | undefined | number;
underlyingCFICode?: null | undefined | string;
underlyingSecurityType?: null | undefined | string;
underlyingSecuritySubType?: null | undefined | string;
underlyingMaturityMonthYear?: null | undefined | string;
underlyingMaturityDate?: null | undefined | string;
underlyingMaturityTime?: null | undefined | string;
underlyingCouponPaymentDate?: null | undefined | string;
underlyingRestructuringType?: null | undefined | string;
underlyingSeniority?: null | undefined | string;
underlyingNotionalPercentageOutstanding?: null | undefined | number;
underlyingOriginalNotionalPercentageOutstanding?: null | undefined | number;
underlyingAttachmentPoint?: null | undefined | number;
underlyingDetachmentPoint?: null | undefined | number;
underlyingIssueDate?: null | undefined | string;
underlyingRepoCollateralSecurityType?: null | undefined | string;
underlyingRepurchaseTerm?: null | undefined | number;
underlyingRepurchaseRate?: null | undefined | number;
underlyingFactor?: null | undefined | number;
underlyingCreditRating?: null | undefined | string;
underlyingInstrRegistry?: null | undefined | string;
underlyingCountryOfIssue?: null | undefined | string;
underlyingStateOrProvinceOfIssue?: null | undefined | string;
underlyingLocaleOfIssue?: null | undefined | string;
underlyingRedemptionDate?: null | undefined | string;
underlyingStrikePrice?: null | undefined | number;
underlyingStrikeCurrency?: null | undefined | number;
underlyingOptAttribute?: null | undefined | string;
underlyingContractMultiplier?: null | undefined | number;
underlyingContractMultiplierUnit?: null | undefined | number;
underlyingFlowScheduleType?: null | undefined | number;
underlyingUnitOfMeasure?: null | undefined | string;
underlyingUnitOfMeasureQty?: null | undefined | number;
underlyingPriceUnitOfMeasure?: null | undefined | string;
underlyingPriceUnitOfMeasureQty?: null | undefined | number;
underlyingTimeUnit?: null | undefined | string;
underlyingExerciseStyle?: null | undefined | number;
underlyingCouponRate?: null | undefined | number;
underlyingSecurityExchange?: null | undefined | string;
underlyingIssuer?: null | undefined | string;
encodedUnderlyingIssuerLen?: null | undefined | number;
encodedUnderlyingIssuer?: null | undefined | Buffer;
underlyingSecurityDesc?: null | undefined | string;
encodedUnderlyingSecurityDescLen?: null | undefined | number;
encodedUnderlyingSecurityDesc?: null | undefined | Buffer;
underlyingCPProgram?: null | undefined | string;
underlyingCPRegType?: null | undefined | string;
underlyingAllocationPercent?: null | undefined | number;
underlyingCurrency?: null | undefined | number;
underlyingQty?: null | undefined | number;
underlyingSettlementType?: null | undefined | number;
underlyingCashAmount?: null | undefined | number;
underlyingCashType?: null | undefined | string;
underlyingPx?: null | undefined | number;
underlyingDirtyPrice?: null | undefined | number;
underlyingEndPrice?: null | undefined | number;
underlyingStartValue?: null | undefined | number;
underlyingCurrentValue?: null | undefined | number;
underlyingEndValue?: null | undefined | number;
noUnderlyingStips?: null | undefined | number;
underlyingAdjustedQuantity?: null | undefined | number;
underlyingFXRate?: null | undefined | number;
underlyingFXRateCalc?: null | undefined | string;
underlyingCapValue?: null | undefined | number;
noUndlyInstrumentParties?: null | undefined | number;
underlyingSettlMethod?: null | undefined | string;
underlyingPutOrCall?: null | undefined | number;
}
export interface PosAmtType {
posAmtType?: null | undefined | string;
posAmt?: null | undefined | number;
positionCurrency?: null | undefined | string;
}
export interface TrdRegTimestampsType {
trdRegTimestamp?: null | undefined | string;
trdRegTimestampType?: null | undefined | number;
trdRegTimestampOrigin?: null | undefined | string;
deskType?: null | undefined | string;
deskTypeSource?: null | undefined | number;
deskOrderHandlingInst?: null | undefined | MULTIPLESTRINGVALUE;
}
export interface EventsType {
eventType?: null | undefined | number;
eventDate?: null | undefined | string;
eventTime?: null | undefined | string;
eventPx?: null | undefined | number;
eventText?: null | undefined | string;
}
export interface InstrumentPartiesType {
instrumentPartyID?: null | undefined | string;
instrumentPartyIDSource?: null | undefined | string;
instrumentPartyRole?: null | undefined | number;
noInstrumentPartySubIDs?: null | undefined | number;
}
export interface RootPartyIDsType {
rootPartyID?: null | undefined | string;
rootPartyIDSource?: null | undefined | string;
rootPartyRole?: null | undefined | number;
noRootPartySubIDs?: null | undefined | number;
}
export interface TrdRepIndicatorsType {
trdRepPartyRole?: null | undefined | number;
trdRepIndicator?: null | undefined | boolean;
}
export interface ComplexEventsType {
complexEventType?: null | undefined | number;
complexOptPayoutAmount?: null | undefined | number;
complexEventPrice?: null | undefined | number;
complexEventPriceBoundaryMethod?: null | undefined | number;
complexEventPriceBoundaryPrecision?: null | undefined | number;
complexEventPriceTimeType?: null | undefined | number;
complexEventCondition?: null | undefined | number;
noComplexEventDates?: null | undefined | number;
}
export interface TradeCaptureReport {
avgPx?: null | undefined | number;
beginStringundefined: string;
bodyLengthundefined: number;
checkSumundefined: string;
currency?: null | undefined | number;
execID?: null | undefined | string;
securityIDSource?: null | undefined | string;
lastMkt?: null | undefined | string;
lastPxundefined: number;
lastQtyundefined: number;
msgSeqNumundefined: number;
msgTypeundefined: string;
possDupFlag?: null | undefined | boolean;
securityID?: null | undefined | string;
senderCompIDundefined: string;
senderSubID?: null | undefined | string;
sendingTimeundefined: string;
symbol?: null | undefined | string;
targetCompIDundefined: string;
targetSubID?: null | undefined | string;
transactTime?: null | undefined | string;
settlType?: null | undefined | string;
settlDate?: null | undefined | string;
symbolSfx?: null | undefined | string;
tradeDate?: null | undefined | string;
signature?: null | undefined | Buffer;
secureDataLen?: null | undefined | number;
secureData?: null | undefined | Buffer;
signatureLength?: null | undefined | number;
possResend?: null | undefined | boolean;
issuer?: null | undefined | string;
securityDesc?: null | undefined | string;
onBehalfOfCompID?: null | undefined | string;
onBehalfOfSubID?: null | undefined | string;
settlCurrency?: null | undefined | number;
origSendingTime?: null | undefined | string;
deliverToCompID?: null | undefined | string;
deliverToSubID?: null | undefined | string;
senderLocationID?: null | undefined | string;
targetLocationID?: null | undefined | string;
onBehalfOfLocationID?: null | undefined | string;
deliverToLocationID?: null | undefined | string;
execType?: null | undefined | string;
securityType?: null | undefined | string;
lastSpotRate?: null | undefined | number;
lastForwardPoints?: null | undefined | number;
maturityMonthYear?: null | undefined | string;
putOrCall?: null | undefined | number;
strikePrice?: null | undefined | number;
optAttribute?: null | undefined | string;
securityExchange?: null | undefined | string;
xmlDataLen?: null | undefined | number;
xmlData?: null | undefined | Buffer;
spread?: null | undefined | number;
benchmarkCurveCurrency?: null | undefined | number;
benchmarkCurveName?: null | undefined | string;
benchmarkCurvePoint?: null | undefined | string;
couponRate?: null | undefined | number;
couponPaymentDate?: null | undefined | string;
issueDate?: null | undefined | string;
repurchaseTerm?: null | undefined | number;
repurchaseRate?: null | undefined | number;
factor?: null | undefined | number;
contractMultiplier?: null | undefined | number;
yieldType?: null | undefined | string;
yield?: null | undefined | number;
repoCollateralSecurityType?: null | undefined | string;
redemptionDate?: null | undefined | string;
creditRating?: null | undefined | string;
subscriptionRequestType?: null | undefined | string;
unsolicitedIndicator?: null | undefined | boolean;
messageEncoding?: null | undefined | string;
encodedIssuerLen?: null | undefined | number;
encodedIssuer?: null | undefined | Buffer;
encodedSecurityDescLen?: null | undefined | number;
encodedSecurityDesc?: null | undefined | Buffer;
lastMsgSeqNumProcessed?: null | undefined | number;
execRestatementReason?: null | undefined | number;
grossTradeAmt?: null | undefined | number;
priceType?: null | undefined | number;
multiLegReportingType?: null | undefined | string;
securityAltID?: null | undefined | SecurityAltIDType[];
product?: null | undefined | number;
cFICode?: null | undefined | string;
countryOfIssue?: null | undefined | string;
stateOrProvinceOfIssue?: null | undefined | string;
localeOfIssue?: null | undefined | string;
tradeReportTransType?: null | undefined | number;
secondaryExecID?: null | undefined | string;
maturityDate?: null | undefined | string;
instrRegistry?: null | undefined | string;
sidesundefined: SidesType[];
legs?: null | undefined | LegsType[];
tradeRequestID?: null | undefined | string;
previouslyReported?: null | undefined | boolean;
tradeReportID?: null | undefined | string;
tradeReportRefID?: null | undefined | string;
matchStatus?: null | undefined | string;
matchType?: null | undefined | string;
hops?: null | undefined | HopsType[];
benchmarkPrice?: null | undefined | number;
benchmarkPriceType?: null | undefined | number;
contractSettlMonth?: null | undefined | string;
lastParPx?: null | undefined | number;
pool?: null | undefined | string;
yieldRedemptionDate?: null | undefined | string;
yieldRedemptionPrice?: null | undefined | number;
yieldRedemptionPriceType?: null | undefined | number;
benchmarkSecurityID?: null | undefined | string;
yieldCalcDate?: null | undefined | string;
underlyings?: null | undefined | UnderlyingsType[];
clearingBusinessDate?: null | undefined | string;
settlSessID?: null | undefined | string;
settlSessSubID?: null | undefined | string;
totNumTradeReports?: null | undefined | number;
posAmt?: null | undefined | PosAmtType[];
benchmarkSecurityIDSource?: null | undefined | string;
securitySubType?: null | undefined | string;
trdRegTimestamps?: null | undefined | TrdRegTimestampsType[];
lastUpdateTime?: null | undefined | string;
terminationType?: null | undefined | number;
copyMsgIndicator?: null | undefined | boolean;
secondaryTradeReportID?: null | undefined | string;
avgPxIndicator?: null | undefined | number;
tradeLinkID?: null | undefined | string;
underlyingTradingSessionID?: null | undefined | string;
underlyingTradingSessionSubID?: null | undefined | string;
tradeLegRefID?: null | undefined | string;
trdType?: null | undefined | number;
trdSubType?: null | undefined | number;
transferReason?: null | undefined | string;
publishTrdIndicator?: null | undefined | boolean;
shortSaleReason?: null | undefined | number;
qtyType?: null | undefined | number;
secondaryTrdType?: null | undefined | number;
tradeReportType?: null | undefined | number;
events?: null | undefined | EventsType[];
datedDate?: null | undefined | string;
interestAccrualDate?: null | undefined | string;
cPProgram?: null | undefined | number;
cPRegType?: null | undefined | string;
trdMatchID?: null | undefined | string;
secondaryTradeReportRefID?: null | undefined | string;
marginRatio?: null | undefined | number;
lastRptRequested?: null | undefined | boolean;
agreementDesc?: null | undefined | string;
agreementID?: null | undefined | string;
agreementDate?: null | undefined | string;
startDate?: null | undefined | string;
endDate?: null | undefined | string;
agreementCurrency?: null | undefined | number;
deliveryType?: null | undefined | number;
trdRptStatus?: null | undefined | number;
strikeCurrency?: null | undefined | number;
securityStatus?: null | undefined | string;
settleOnOpenFlag?: null | undefined | string;
strikeMultiplier?: null | undefined | number;
strikeValue?: null | undefined | number;
minPriceIncrement?: null | undefined | number;
positionLimit?: null | undefined | number;
nTPositionLimit?: null | undefined | number;
underlyingSettlementDate?: null | undefined | string;
rndPx?: null | undefined | number;
tierCode?: null | undefined | string;
unitOfMeasure?: null | undefined | string;
timeUnit?: null | undefined | string;
tradeID?: null | undefined | string;
messageEventSource?: null | undefined | string;
asOfIndicator?: null | undefined | string;
instrumentParties?: null | undefined | InstrumentPartiesType[];
secondaryTradeID?: null | undefined | string;
firmTradeID?: null | undefined | string;
secondaryFirmTradeID?: null | undefined | string;
instrmtAssignmentMethod?: null | undefined | string;
calculatedCcyLastQty?: null | undefined | number;
lastSwapPoints?: null | undefined | number;
maturityTime?: null | undefined | string;
rootPartyIDs?: null | undefined | RootPartyIDsType[];
tradeHandlingInstr?: null | undefined | string;
origTradeHandlingInstr?: null | undefined | string;
origTradeDate?: null | undefined | string;
origTradeID?: null | undefined | string;
origSecondaryTradeID?: null | undefined | string;
applVerID?: null | undefined | string;
cstmApplVerID?: null | undefined | string;
tZTransactTime?: null | undefined | string;
reportedPxDiff?: null | undefined | boolean;
minPriceIncrementAmount?: null | undefined | number;
unitOfMeasureQty?: null | undefined | number;
securityGroup?: null | undefined | string;
applExtID?: null | undefined | number;
applID?: null | undefined | string;
applSeqNum?: null | undefined | number;
securityXMLLen?: null | undefined | number;
securityXML?: null | undefined | string;
securityXMLSchema?: null | undefined | string;
volatility?: null | undefined | number;
riskFreeRate?: null | undefined | number;
priceUnitOfMeasure?: null | undefined | string;
priceUnitOfMeasureQty?: null | undefined | number;
settlMethod?: null | undefined | string;
exerciseStyle?: null | undefined | number;
optPayoutAmount?: null | undefined | number;
priceQuoteMethod?: null | undefined | string;
valuationMethod?: null | undefined | string;
listMethod?: null | undefined | number;
capPrice?: null | undefined | number;
floorPrice?: null | undefined | number;
productComplex?: null | undefined | string;
flexProductEligibilityIndicator?: null | undefined | boolean;
flexibleIndicator?: null | undefined | boolean;
marketSegmentID?: null | undefined | string;
marketID?: null | undefined | string;
rejectText?: null | undefined | string;
feeMultiplier?: null | undefined | number;
applLastSeqNum?: null | undefined | number;
applResendFlag?: null | undefined | boolean;
dividendYield?: null | undefined | number;
currencyRatio?: null | undefined | number;
trdRepIndicators?: null | undefined | TrdRepIndicatorsType[];
tradePublishIndicator?: null | undefined | number;
venueType?: null | undefined | string;
contractMultiplierUnit?: null | undefined | number;
flowScheduleType?: null | undefined | number;
restructuringType?: null | undefined | string;
seniority?: null | undefined | string;
notionalPercentageOutstanding?: null | undefined | number;
originalNotionalPercentageOutstanding?: null | undefined | number;
attachmentPoint?: null | undefined | number;
detachmentPoint?: null | undefined | number;
strikePriceDeterminationMethod?: null | undefined | number;
strikePriceBoundaryMethod?: null | undefined | number;
strikePriceBoundaryPrecision?: null | undefined | number;
underlyingPriceDeterminationMethod?: null | undefined | number;
optPayoutType?: null | undefined | number;
complexEvents?: null | undefined | ComplexEventsType[];
}
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