ordercancelreplacerequest

package
v0.2.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Apr 19, 2016 License: Apache-1.1 Imports: 15 Imported by: 0

Documentation

Overview

Package ordercancelreplacerequest msg type = G.

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Route 

func Route(router RouteOut) (string, string, quickfix.MessageRoute)

Route returns the beginstring, message type, and MessageRoute for this Message type

Types

type Message 

type Message struct {
	FIXMsgType string `fix:"G"`
	fix44.Header
	//OrderID is a non-required field for OrderCancelReplaceRequest.
	OrderID *string `fix:"37"`
	//Parties is a non-required component for OrderCancelReplaceRequest.
	Parties *parties.Parties
	//TradeOriginationDate is a non-required field for OrderCancelReplaceRequest.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for OrderCancelReplaceRequest.
	TradeDate *string `fix:"75"`
	//OrigClOrdID is a required field for OrderCancelReplaceRequest.
	OrigClOrdID string `fix:"41"`
	//ClOrdID is a required field for OrderCancelReplaceRequest.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for OrderCancelReplaceRequest.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for OrderCancelReplaceRequest.
	ClOrdLinkID *string `fix:"583"`
	//ListID is a non-required field for OrderCancelReplaceRequest.
	ListID *string `fix:"66"`
	//OrigOrdModTime is a non-required field for OrderCancelReplaceRequest.
	OrigOrdModTime *time.Time `fix:"586"`
	//Account is a non-required field for OrderCancelReplaceRequest.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for OrderCancelReplaceRequest.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for OrderCancelReplaceRequest.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for OrderCancelReplaceRequest.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for OrderCancelReplaceRequest.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for OrderCancelReplaceRequest.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for OrderCancelReplaceRequest.
	AllocID *string `fix:"70"`
	//NoAllocs is a non-required field for OrderCancelReplaceRequest.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	//SettlType is a non-required field for OrderCancelReplaceRequest.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for OrderCancelReplaceRequest.
	SettlDate *string `fix:"64"`
	//CashMargin is a non-required field for OrderCancelReplaceRequest.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for OrderCancelReplaceRequest.
	ClearingFeeIndicator *string `fix:"635"`
	//HandlInst is a non-required field for OrderCancelReplaceRequest.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for OrderCancelReplaceRequest.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for OrderCancelReplaceRequest.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for OrderCancelReplaceRequest.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for OrderCancelReplaceRequest.
	ExDestination *string `fix:"100"`
	//NoTradingSessions is a non-required field for OrderCancelReplaceRequest.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	//Instrument is a required component for OrderCancelReplaceRequest.
	instrument.Instrument
	//FinancingDetails is a non-required component for OrderCancelReplaceRequest.
	FinancingDetails *financingdetails.FinancingDetails
	//NoUnderlyings is a non-required field for OrderCancelReplaceRequest.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Side is a required field for OrderCancelReplaceRequest.
	Side string `fix:"54"`
	//TransactTime is a required field for OrderCancelReplaceRequest.
	TransactTime time.Time `fix:"60"`
	//QtyType is a non-required field for OrderCancelReplaceRequest.
	QtyType *int `fix:"854"`
	//OrderQtyData is a required component for OrderCancelReplaceRequest.
	orderqtydata.OrderQtyData
	//OrdType is a required field for OrderCancelReplaceRequest.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for OrderCancelReplaceRequest.
	PriceType *int `fix:"423"`
	//Price is a non-required field for OrderCancelReplaceRequest.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for OrderCancelReplaceRequest.
	StopPx *float64 `fix:"99"`
	//SpreadOrBenchmarkCurveData is a non-required component for OrderCancelReplaceRequest.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//YieldData is a non-required component for OrderCancelReplaceRequest.
	YieldData *yielddata.YieldData
	//PegInstructions is a non-required component for OrderCancelReplaceRequest.
	PegInstructions *peginstructions.PegInstructions
	//DiscretionInstructions is a non-required component for OrderCancelReplaceRequest.
	DiscretionInstructions *discretioninstructions.DiscretionInstructions
	//TargetStrategy is a non-required field for OrderCancelReplaceRequest.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for OrderCancelReplaceRequest.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for OrderCancelReplaceRequest.
	ParticipationRate *float64 `fix:"849"`
	//ComplianceID is a non-required field for OrderCancelReplaceRequest.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for OrderCancelReplaceRequest.
	SolicitedFlag *bool `fix:"377"`
	//Currency is a non-required field for OrderCancelReplaceRequest.
	Currency *string `fix:"15"`
	//TimeInForce is a non-required field for OrderCancelReplaceRequest.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for OrderCancelReplaceRequest.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for OrderCancelReplaceRequest.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for OrderCancelReplaceRequest.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for OrderCancelReplaceRequest.
	GTBookingInst *int `fix:"427"`
	//CommissionData is a non-required component for OrderCancelReplaceRequest.
	CommissionData *commissiondata.CommissionData
	//OrderCapacity is a non-required field for OrderCancelReplaceRequest.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for OrderCancelReplaceRequest.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for OrderCancelReplaceRequest.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for OrderCancelReplaceRequest.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for OrderCancelReplaceRequest.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for OrderCancelReplaceRequest.
	BookingType *int `fix:"775"`
	//Text is a non-required field for OrderCancelReplaceRequest.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for OrderCancelReplaceRequest.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for OrderCancelReplaceRequest.
	EncodedText *string `fix:"355"`
	//SettlDate2 is a non-required field for OrderCancelReplaceRequest.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for OrderCancelReplaceRequest.
	OrderQty2 *float64 `fix:"192"`
	//Price2 is a non-required field for OrderCancelReplaceRequest.
	Price2 *float64 `fix:"640"`
	//PositionEffect is a non-required field for OrderCancelReplaceRequest.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for OrderCancelReplaceRequest.
	CoveredOrUncovered *int `fix:"203"`
	//MaxShow is a non-required field for OrderCancelReplaceRequest.
	MaxShow *float64 `fix:"210"`
	//LocateReqd is a non-required field for OrderCancelReplaceRequest.
	LocateReqd *bool `fix:"114"`
	//CancellationRights is a non-required field for OrderCancelReplaceRequest.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for OrderCancelReplaceRequest.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for OrderCancelReplaceRequest.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for OrderCancelReplaceRequest.
	Designation *string `fix:"494"`
	fix44.Trailer
}

Message is a OrderCancelReplaceRequest FIX Message

func New added in v0.2.0 

func New(origclordid string, clordid string, instrument instrument.Instrument, side string, transacttime time.Time, orderqtydata orderqtydata.OrderQtyData, ordtype string) *Message

New returns an initialized OrderCancelReplaceRequest instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAccount added in v0.2.0 

func (m *Message) SetAccount(v string)

func (*Message) SetAccountType added in v0.2.0 

func (m *Message) SetAccountType(v int)

func (*Message) SetAcctIDSource added in v0.2.0 

func (m *Message) SetAcctIDSource(v int)

func (*Message) SetAllocID added in v0.2.0 

func (m *Message) SetAllocID(v string)

func (*Message) SetBookingType added in v0.2.0 

func (m *Message) SetBookingType(v int)

func (*Message) SetBookingUnit added in v0.2.0 

func (m *Message) SetBookingUnit(v string)

func (*Message) SetCancellationRights added in v0.2.0 

func (m *Message) SetCancellationRights(v string)

func (*Message) SetCashMargin added in v0.2.0 

func (m *Message) SetCashMargin(v string)

func (*Message) SetClOrdID added in v0.2.0 

func (m *Message) SetClOrdID(v string)

func (*Message) SetClOrdLinkID added in v0.2.0 

func (m *Message) SetClOrdLinkID(v string)

func (*Message) SetClearingFeeIndicator added in v0.2.0 

func (m *Message) SetClearingFeeIndicator(v string)

func (*Message) SetCommissionData added in v0.2.0 

func (m *Message) SetCommissionData(v commissiondata.CommissionData)

func (*Message) SetComplianceID added in v0.2.0 

func (m *Message) SetComplianceID(v string)

func (*Message) SetCoveredOrUncovered added in v0.2.0 

func (m *Message) SetCoveredOrUncovered(v int)

func (*Message) SetCurrency added in v0.2.0 

func (m *Message) SetCurrency(v string)

func (*Message) SetCustOrderCapacity added in v0.2.0 

func (m *Message) SetCustOrderCapacity(v int)

func (*Message) SetDayBookingInst added in v0.2.0 

func (m *Message) SetDayBookingInst(v string)

func (*Message) SetDesignation added in v0.2.0 

func (m *Message) SetDesignation(v string)

func (*Message) SetDiscretionInstructions added in v0.2.0 

func (m *Message) SetDiscretionInstructions(v discretioninstructions.DiscretionInstructions)

func (*Message) SetEffectiveTime added in v0.2.0 

func (m *Message) SetEffectiveTime(v time.Time)

func (*Message) SetEncodedText added in v0.2.0 

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen added in v0.2.0 

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetExDestination added in v0.2.0 

func (m *Message) SetExDestination(v string)

func (*Message) SetExecInst added in v0.2.0 

func (m *Message) SetExecInst(v string)

func (*Message) SetExpireDate added in v0.2.0 

func (m *Message) SetExpireDate(v string)

func (*Message) SetExpireTime added in v0.2.0 

func (m *Message) SetExpireTime(v time.Time)

func (*Message) SetFinancingDetails added in v0.2.0 

func (m *Message) SetFinancingDetails(v financingdetails.FinancingDetails)

func (*Message) SetForexReq added in v0.2.0 

func (m *Message) SetForexReq(v bool)

func (*Message) SetGTBookingInst added in v0.2.0 

func (m *Message) SetGTBookingInst(v int)

func (*Message) SetHandlInst added in v0.2.0 

func (m *Message) SetHandlInst(v string)

func (*Message) SetInstrument added in v0.2.0 

func (m *Message) SetInstrument(v instrument.Instrument)

func (*Message) SetListID added in v0.2.0 

func (m *Message) SetListID(v string)

func (*Message) SetLocateReqd added in v0.2.0 

func (m *Message) SetLocateReqd(v bool)

func (*Message) SetMaxFloor added in v0.2.0 

func (m *Message) SetMaxFloor(v float64)

func (*Message) SetMaxShow added in v0.2.0 

func (m *Message) SetMaxShow(v float64)

func (*Message) SetMinQty added in v0.2.0 

func (m *Message) SetMinQty(v float64)

func (*Message) SetMoneyLaunderingStatus added in v0.2.0 

func (m *Message) SetMoneyLaunderingStatus(v string)

func (*Message) SetNoAllocs added in v0.2.0 

func (m *Message) SetNoAllocs(v []NoAllocs)

func (*Message) SetNoTradingSessions added in v0.2.0 

func (m *Message) SetNoTradingSessions(v []NoTradingSessions)

func (*Message) SetNoUnderlyings added in v0.2.0 

func (m *Message) SetNoUnderlyings(v []NoUnderlyings)

func (*Message) SetOrdType added in v0.2.0 

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderCapacity added in v0.2.0 

func (m *Message) SetOrderCapacity(v string)

func (*Message) SetOrderID added in v0.2.0 

func (m *Message) SetOrderID(v string)

func (*Message) SetOrderQty2 added in v0.2.0 

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetOrderQtyData added in v0.2.0 

func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData)

func (*Message) SetOrderRestrictions added in v0.2.0 

func (m *Message) SetOrderRestrictions(v string)

func (*Message) SetOrigClOrdID added in v0.2.0 

func (m *Message) SetOrigClOrdID(v string)

func (*Message) SetOrigOrdModTime added in v0.2.0 

func (m *Message) SetOrigOrdModTime(v time.Time)

func (*Message) SetParticipationRate added in v0.2.0 

func (m *Message) SetParticipationRate(v float64)

func (*Message) SetParties added in v0.2.0 

func (m *Message) SetParties(v parties.Parties)

func (*Message) SetPegInstructions added in v0.2.0 

func (m *Message) SetPegInstructions(v peginstructions.PegInstructions)

func (*Message) SetPositionEffect added in v0.2.0 

func (m *Message) SetPositionEffect(v string)

func (*Message) SetPreallocMethod added in v0.2.0 

func (m *Message) SetPreallocMethod(v string)

func (*Message) SetPrice added in v0.2.0 

func (m *Message) SetPrice(v float64)

func (*Message) SetPrice2 added in v0.2.0 

func (m *Message) SetPrice2(v float64)

func (*Message) SetPriceType added in v0.2.0 

func (m *Message) SetPriceType(v int)

func (*Message) SetQtyType added in v0.2.0 

func (m *Message) SetQtyType(v int)

func (*Message) SetRegistID added in v0.2.0 

func (m *Message) SetRegistID(v string)

func (*Message) SetSecondaryClOrdID added in v0.2.0 

func (m *Message) SetSecondaryClOrdID(v string)

func (*Message) SetSettlCurrency added in v0.2.0 

func (m *Message) SetSettlCurrency(v string)

func (*Message) SetSettlDate added in v0.2.0 

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlDate2 added in v0.2.0 

func (m *Message) SetSettlDate2(v string)

func (*Message) SetSettlType added in v0.2.0 

func (m *Message) SetSettlType(v string)

func (*Message) SetSide added in v0.2.0 

func (m *Message) SetSide(v string)

func (*Message) SetSolicitedFlag added in v0.2.0 

func (m *Message) SetSolicitedFlag(v bool)

func (*Message) SetSpreadOrBenchmarkCurveData added in v0.2.0 

func (m *Message) SetSpreadOrBenchmarkCurveData(v spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData)

func (*Message) SetStopPx added in v0.2.0 

func (m *Message) SetStopPx(v float64)

func (*Message) SetTargetStrategy added in v0.2.0 

func (m *Message) SetTargetStrategy(v int)

func (*Message) SetTargetStrategyParameters added in v0.2.0 

func (m *Message) SetTargetStrategyParameters(v string)

func (*Message) SetText added in v0.2.0 

func (m *Message) SetText(v string)

func (*Message) SetTimeInForce added in v0.2.0 

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTradeDate added in v0.2.0 

func (m *Message) SetTradeDate(v string)

func (*Message) SetTradeOriginationDate added in v0.2.0 

func (m *Message) SetTradeOriginationDate(v string)

func (*Message) SetTransactTime added in v0.2.0 

func (m *Message) SetTransactTime(v time.Time)

func (*Message) SetYieldData added in v0.2.0 

func (m *Message) SetYieldData(v yielddata.YieldData)

type NoAllocs 

type NoAllocs struct {
	//AllocAccount is a non-required field for NoAllocs.
	AllocAccount *string `fix:"79"`
	//AllocAcctIDSource is a non-required field for NoAllocs.
	AllocAcctIDSource *int `fix:"661"`
	//AllocSettlCurrency is a non-required field for NoAllocs.
	AllocSettlCurrency *string `fix:"736"`
	//IndividualAllocID is a non-required field for NoAllocs.
	IndividualAllocID *string `fix:"467"`
	//NestedParties is a non-required component for NoAllocs.
	NestedParties *nestedparties.NestedParties
	//AllocQty is a non-required field for NoAllocs.
	AllocQty *float64 `fix:"80"`
}

NoAllocs is a repeating group in OrderCancelReplaceRequest

func NewNoAllocs added in v0.2.0 

func NewNoAllocs() *NoAllocs

NewNoAllocs returns an initialized NoAllocs instance

func (*NoAllocs) SetAllocAccount added in v0.2.0 

func (m *NoAllocs) SetAllocAccount(v string)

func (*NoAllocs) SetAllocAcctIDSource added in v0.2.0 

func (m *NoAllocs) SetAllocAcctIDSource(v int)

func (*NoAllocs) SetAllocQty added in v0.2.0 

func (m *NoAllocs) SetAllocQty(v float64)

func (*NoAllocs) SetAllocSettlCurrency added in v0.2.0 

func (m *NoAllocs) SetAllocSettlCurrency(v string)

func (*NoAllocs) SetIndividualAllocID added in v0.2.0 

func (m *NoAllocs) SetIndividualAllocID(v string)

func (*NoAllocs) SetNestedParties added in v0.2.0 

func (m *NoAllocs) SetNestedParties(v nestedparties.NestedParties)

type NoTradingSessions 

type NoTradingSessions struct {
	//TradingSessionID is a non-required field for NoTradingSessions.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoTradingSessions.
	TradingSessionSubID *string `fix:"625"`
}

NoTradingSessions is a repeating group in OrderCancelReplaceRequest

func NewNoTradingSessions added in v0.2.0 

func NewNoTradingSessions() *NoTradingSessions

NewNoTradingSessions returns an initialized NoTradingSessions instance

func (*NoTradingSessions) SetTradingSessionID added in v0.2.0 

func (m *NoTradingSessions) SetTradingSessionID(v string)

func (*NoTradingSessions) SetTradingSessionSubID added in v0.2.0 

func (m *NoTradingSessions) SetTradingSessionSubID(v string)

type NoUnderlyings 

type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}

NoUnderlyings is a repeating group in OrderCancelReplaceRequest

func NewNoUnderlyings added in v0.2.0 

func NewNoUnderlyings() *NoUnderlyings

NewNoUnderlyings returns an initialized NoUnderlyings instance

func (*NoUnderlyings) SetUnderlyingInstrument added in v0.2.0 

func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)

type RouteOut 

type RouteOut func(msg Message, sessionID quickfix.SessionID) quickfix.MessageRejectError

A RouteOut is the callback type that should be implemented for routing Message

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