Documentation
      ¶
    
    
  
    
  
    Overview ¶
Package executionreport msg type = 8.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Message ¶
type Message struct {
	FIXMsgType string `fix:"8"`
	Header     fix43.Header
	//OrderID is a required field for ExecutionReport.
	OrderID string `fix:"37"`
	//SecondaryOrderID is a non-required field for ExecutionReport.
	SecondaryOrderID *string `fix:"198"`
	//SecondaryClOrdID is a non-required field for ExecutionReport.
	SecondaryClOrdID *string `fix:"526"`
	//SecondaryExecID is a non-required field for ExecutionReport.
	SecondaryExecID *string `fix:"527"`
	//ClOrdID is a non-required field for ExecutionReport.
	ClOrdID *string `fix:"11"`
	//OrigClOrdID is a non-required field for ExecutionReport.
	OrigClOrdID *string `fix:"41"`
	//ClOrdLinkID is a non-required field for ExecutionReport.
	ClOrdLinkID *string `fix:"583"`
	//Parties Component
	Parties parties.Component
	//TradeOriginationDate is a non-required field for ExecutionReport.
	TradeOriginationDate *string `fix:"229"`
	//NoContraBrokers is a non-required field for ExecutionReport.
	NoContraBrokers []NoContraBrokers `fix:"382,omitempty"`
	//ListID is a non-required field for ExecutionReport.
	ListID *string `fix:"66"`
	//CrossID is a non-required field for ExecutionReport.
	CrossID *string `fix:"548"`
	//OrigCrossID is a non-required field for ExecutionReport.
	OrigCrossID *string `fix:"551"`
	//CrossType is a non-required field for ExecutionReport.
	CrossType *int `fix:"549"`
	//ExecID is a required field for ExecutionReport.
	ExecID string `fix:"17"`
	//ExecRefID is a non-required field for ExecutionReport.
	ExecRefID *string `fix:"19"`
	//ExecType is a required field for ExecutionReport.
	ExecType string `fix:"150"`
	//OrdStatus is a required field for ExecutionReport.
	OrdStatus string `fix:"39"`
	//WorkingIndicator is a non-required field for ExecutionReport.
	WorkingIndicator *bool `fix:"636"`
	//OrdRejReason is a non-required field for ExecutionReport.
	OrdRejReason *int `fix:"103"`
	//ExecRestatementReason is a non-required field for ExecutionReport.
	ExecRestatementReason *int `fix:"378"`
	//Account is a non-required field for ExecutionReport.
	Account *string `fix:"1"`
	//AccountType is a non-required field for ExecutionReport.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for ExecutionReport.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for ExecutionReport.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for ExecutionReport.
	PreallocMethod *string `fix:"591"`
	//SettlmntTyp is a non-required field for ExecutionReport.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for ExecutionReport.
	FutSettDate *string `fix:"64"`
	//CashMargin is a non-required field for ExecutionReport.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for ExecutionReport.
	ClearingFeeIndicator *string `fix:"635"`
	//Instrument Component
	Instrument instrument.Component
	//Side is a required field for ExecutionReport.
	Side string `fix:"54"`
	//Stipulations Component
	Stipulations stipulations.Component
	//QuantityType is a non-required field for ExecutionReport.
	QuantityType *int `fix:"465"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//OrdType is a non-required field for ExecutionReport.
	OrdType *string `fix:"40"`
	//PriceType is a non-required field for ExecutionReport.
	PriceType *int `fix:"423"`
	//Price is a non-required field for ExecutionReport.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for ExecutionReport.
	StopPx *float64 `fix:"99"`
	//PegDifference is a non-required field for ExecutionReport.
	PegDifference *float64 `fix:"211"`
	//DiscretionInst is a non-required field for ExecutionReport.
	DiscretionInst *string `fix:"388"`
	//DiscretionOffset is a non-required field for ExecutionReport.
	DiscretionOffset *float64 `fix:"389"`
	//Currency is a non-required field for ExecutionReport.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for ExecutionReport.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for ExecutionReport.
	SolicitedFlag *bool `fix:"377"`
	//TimeInForce is a non-required field for ExecutionReport.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for ExecutionReport.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for ExecutionReport.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for ExecutionReport.
	ExpireTime *time.Time `fix:"126"`
	//ExecInst is a non-required field for ExecutionReport.
	ExecInst *string `fix:"18"`
	//OrderCapacity is a non-required field for ExecutionReport.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for ExecutionReport.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for ExecutionReport.
	CustOrderCapacity *int `fix:"582"`
	//Rule80A is a non-required field for ExecutionReport.
	Rule80A *string `fix:"47"`
	//LastQty is a non-required field for ExecutionReport.
	LastQty *float64 `fix:"32"`
	//UnderlyingLastQty is a non-required field for ExecutionReport.
	UnderlyingLastQty *float64 `fix:"652"`
	//LastPx is a non-required field for ExecutionReport.
	LastPx *float64 `fix:"31"`
	//UnderlyingLastPx is a non-required field for ExecutionReport.
	UnderlyingLastPx *float64 `fix:"651"`
	//LastSpotRate is a non-required field for ExecutionReport.
	LastSpotRate *float64 `fix:"194"`
	//LastForwardPoints is a non-required field for ExecutionReport.
	LastForwardPoints *float64 `fix:"195"`
	//LastMkt is a non-required field for ExecutionReport.
	LastMkt *string `fix:"30"`
	//TradingSessionID is a non-required field for ExecutionReport.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for ExecutionReport.
	TradingSessionSubID *string `fix:"625"`
	//LastCapacity is a non-required field for ExecutionReport.
	LastCapacity *string `fix:"29"`
	//LeavesQty is a required field for ExecutionReport.
	LeavesQty float64 `fix:"151"`
	//CumQty is a required field for ExecutionReport.
	CumQty float64 `fix:"14"`
	//AvgPx is a required field for ExecutionReport.
	AvgPx float64 `fix:"6"`
	//DayOrderQty is a non-required field for ExecutionReport.
	DayOrderQty *float64 `fix:"424"`
	//DayCumQty is a non-required field for ExecutionReport.
	DayCumQty *float64 `fix:"425"`
	//DayAvgPx is a non-required field for ExecutionReport.
	DayAvgPx *float64 `fix:"426"`
	//GTBookingInst is a non-required field for ExecutionReport.
	GTBookingInst *int `fix:"427"`
	//TradeDate is a non-required field for ExecutionReport.
	TradeDate *string `fix:"75"`
	//TransactTime is a non-required field for ExecutionReport.
	TransactTime *time.Time `fix:"60"`
	//ReportToExch is a non-required field for ExecutionReport.
	ReportToExch *bool `fix:"113"`
	//CommissionData Component
	CommissionData commissiondata.Component
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//YieldData Component
	YieldData yielddata.Component
	//GrossTradeAmt is a non-required field for ExecutionReport.
	GrossTradeAmt *float64 `fix:"381"`
	//NumDaysInterest is a non-required field for ExecutionReport.
	NumDaysInterest *int `fix:"157"`
	//ExDate is a non-required field for ExecutionReport.
	ExDate *string `fix:"230"`
	//AccruedInterestRate is a non-required field for ExecutionReport.
	AccruedInterestRate *float64 `fix:"158"`
	//AccruedInterestAmt is a non-required field for ExecutionReport.
	AccruedInterestAmt *float64 `fix:"159"`
	//TradedFlatSwitch is a non-required field for ExecutionReport.
	TradedFlatSwitch *bool `fix:"258"`
	//BasisFeatureDate is a non-required field for ExecutionReport.
	BasisFeatureDate *string `fix:"259"`
	//BasisFeaturePrice is a non-required field for ExecutionReport.
	BasisFeaturePrice *float64 `fix:"260"`
	//Concession is a non-required field for ExecutionReport.
	Concession *float64 `fix:"238"`
	//TotalTakedown is a non-required field for ExecutionReport.
	TotalTakedown *float64 `fix:"237"`
	//NetMoney is a non-required field for ExecutionReport.
	NetMoney *float64 `fix:"118"`
	//SettlCurrAmt is a non-required field for ExecutionReport.
	SettlCurrAmt *float64 `fix:"119"`
	//SettlCurrency is a non-required field for ExecutionReport.
	SettlCurrency *string `fix:"120"`
	//SettlCurrFxRate is a non-required field for ExecutionReport.
	SettlCurrFxRate *float64 `fix:"155"`
	//SettlCurrFxRateCalc is a non-required field for ExecutionReport.
	SettlCurrFxRateCalc *string `fix:"156"`
	//HandlInst is a non-required field for ExecutionReport.
	HandlInst *string `fix:"21"`
	//MinQty is a non-required field for ExecutionReport.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for ExecutionReport.
	MaxFloor *float64 `fix:"111"`
	//PositionEffect is a non-required field for ExecutionReport.
	PositionEffect *string `fix:"77"`
	//MaxShow is a non-required field for ExecutionReport.
	MaxShow *float64 `fix:"210"`
	//Text is a non-required field for ExecutionReport.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for ExecutionReport.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for ExecutionReport.
	EncodedText *string `fix:"355"`
	//FutSettDate2 is a non-required field for ExecutionReport.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for ExecutionReport.
	OrderQty2 *float64 `fix:"192"`
	//LastForwardPoints2 is a non-required field for ExecutionReport.
	LastForwardPoints2 *float64 `fix:"641"`
	//MultiLegReportingType is a non-required field for ExecutionReport.
	MultiLegReportingType *string `fix:"442"`
	//CancellationRights is a non-required field for ExecutionReport.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for ExecutionReport.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for ExecutionReport.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for ExecutionReport.
	Designation *string `fix:"494"`
	//TransBkdTime is a non-required field for ExecutionReport.
	TransBkdTime *time.Time `fix:"483"`
	//ExecValuationPoint is a non-required field for ExecutionReport.
	ExecValuationPoint *time.Time `fix:"515"`
	//ExecPriceType is a non-required field for ExecutionReport.
	ExecPriceType *string `fix:"484"`
	//ExecPriceAdjustment is a non-required field for ExecutionReport.
	ExecPriceAdjustment *float64 `fix:"485"`
	//PriorityIndicator is a non-required field for ExecutionReport.
	PriorityIndicator *int `fix:"638"`
	//PriceImprovement is a non-required field for ExecutionReport.
	PriceImprovement *float64 `fix:"639"`
	//NoContAmts is a non-required field for ExecutionReport.
	NoContAmts []NoContAmts `fix:"518,omitempty"`
	//NoLegs is a non-required field for ExecutionReport.
	NoLegs  []NoLegs `fix:"555,omitempty"`
	Trailer fix43.Trailer
}
    Message is a ExecutionReport FIX Message
type NoContAmts ¶
type NoContAmts struct {
	//ContAmtType is a non-required field for NoContAmts.
	ContAmtType *int `fix:"519"`
	//ContAmtValue is a non-required field for NoContAmts.
	ContAmtValue *float64 `fix:"520"`
	//ContAmtCurr is a non-required field for NoContAmts.
	ContAmtCurr *string `fix:"521"`
}
    NoContAmts is a repeating group in ExecutionReport
type NoContraBrokers ¶
type NoContraBrokers struct {
	//ContraBroker is a non-required field for NoContraBrokers.
	ContraBroker *string `fix:"375"`
	//ContraTrader is a non-required field for NoContraBrokers.
	ContraTrader *string `fix:"337"`
	//ContraTradeQty is a non-required field for NoContraBrokers.
	ContraTradeQty *float64 `fix:"437"`
	//ContraTradeTime is a non-required field for NoContraBrokers.
	ContraTradeTime *time.Time `fix:"438"`
	//ContraLegRefID is a non-required field for NoContraBrokers.
	ContraLegRefID *string `fix:"655"`
}
    NoContraBrokers is a repeating group in ExecutionReport
type NoLegs ¶
type NoLegs struct {
	//InstrumentLeg Component
	InstrumentLeg instrumentleg.Component
	//LegPositionEffect is a non-required field for NoLegs.
	LegPositionEffect *string `fix:"564"`
	//LegCoveredOrUncovered is a non-required field for NoLegs.
	LegCoveredOrUncovered *int `fix:"565"`
	//NestedParties Component
	NestedParties nestedparties.Component
	//LegRefID is a non-required field for NoLegs.
	LegRefID *string `fix:"654"`
	//LegPrice is a non-required field for NoLegs.
	LegPrice *float64 `fix:"566"`
	//LegSettlmntTyp is a non-required field for NoLegs.
	LegSettlmntTyp *string `fix:"587"`
	//LegFutSettDate is a non-required field for NoLegs.
	LegFutSettDate *string `fix:"588"`
	//LegLastPx is a non-required field for NoLegs.
	LegLastPx *float64 `fix:"637"`
}
    NoLegs is a repeating group in ExecutionReport
 Click to show internal directories. 
   Click to hide internal directories.