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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 fix42.Header
//OrderID is a required field for ExecutionReport.
OrderID string `fix:"37"`
//SecondaryOrderID is a non-required field for ExecutionReport.
SecondaryOrderID *string `fix:"198"`
//ClOrdID is a non-required field for ExecutionReport.
ClOrdID *string `fix:"11"`
//OrigClOrdID is a non-required field for ExecutionReport.
OrigClOrdID *string `fix:"41"`
//ClientID is a non-required field for ExecutionReport.
ClientID *string `fix:"109"`
//ExecBroker is a non-required field for ExecutionReport.
ExecBroker *string `fix:"76"`
//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"`
//ExecID is a required field for ExecutionReport.
ExecID string `fix:"17"`
//ExecTransType is a required field for ExecutionReport.
ExecTransType string `fix:"20"`
//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"`
//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"`
//SettlmntTyp is a non-required field for ExecutionReport.
SettlmntTyp *string `fix:"63"`
//FutSettDate is a non-required field for ExecutionReport.
FutSettDate *string `fix:"64"`
//Symbol is a required field for ExecutionReport.
Symbol string `fix:"55"`
//SymbolSfx is a non-required field for ExecutionReport.
SymbolSfx *string `fix:"65"`
//SecurityID is a non-required field for ExecutionReport.
SecurityID *string `fix:"48"`
//IDSource is a non-required field for ExecutionReport.
IDSource *string `fix:"22"`
//SecurityType is a non-required field for ExecutionReport.
SecurityType *string `fix:"167"`
//MaturityMonthYear is a non-required field for ExecutionReport.
MaturityMonthYear *string `fix:"200"`
//MaturityDay is a non-required field for ExecutionReport.
MaturityDay *int `fix:"205"`
//PutOrCall is a non-required field for ExecutionReport.
PutOrCall *int `fix:"201"`
//StrikePrice is a non-required field for ExecutionReport.
StrikePrice *float64 `fix:"202"`
//OptAttribute is a non-required field for ExecutionReport.
OptAttribute *string `fix:"206"`
//ContractMultiplier is a non-required field for ExecutionReport.
ContractMultiplier *float64 `fix:"231"`
//CouponRate is a non-required field for ExecutionReport.
CouponRate *float64 `fix:"223"`
//SecurityExchange is a non-required field for ExecutionReport.
SecurityExchange *string `fix:"207"`
//Issuer is a non-required field for ExecutionReport.
Issuer *string `fix:"106"`
//EncodedIssuerLen is a non-required field for ExecutionReport.
EncodedIssuerLen *int `fix:"348"`
//EncodedIssuer is a non-required field for ExecutionReport.
EncodedIssuer *string `fix:"349"`
//SecurityDesc is a non-required field for ExecutionReport.
SecurityDesc *string `fix:"107"`
//EncodedSecurityDescLen is a non-required field for ExecutionReport.
EncodedSecurityDescLen *int `fix:"350"`
//EncodedSecurityDesc is a non-required field for ExecutionReport.
EncodedSecurityDesc *string `fix:"351"`
//Side is a required field for ExecutionReport.
Side string `fix:"54"`
//OrderQty is a non-required field for ExecutionReport.
OrderQty *float64 `fix:"38"`
//CashOrderQty is a non-required field for ExecutionReport.
CashOrderQty *float64 `fix:"152"`
//OrdType is a non-required field for ExecutionReport.
OrdType *string `fix:"40"`
//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"`
//Rule80A is a non-required field for ExecutionReport.
Rule80A *string `fix:"47"`
LastShares *float64 `fix:"32"`
//LastPx is a non-required field for ExecutionReport.
LastPx *float64 `fix:"31"`
//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"`
//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"`
//Commission is a non-required field for ExecutionReport.
Commission *float64 `fix:"12"`
//CommType is a non-required field for ExecutionReport.
CommType *string `fix:"13"`
//GrossTradeAmt is a non-required field for ExecutionReport.
GrossTradeAmt *float64 `fix:"381"`
//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"`
//OpenClose is a non-required field for ExecutionReport.
OpenClose *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"`
//ClearingFirm is a non-required field for ExecutionReport.
ClearingFirm *string `fix:"439"`
//ClearingAccount is a non-required field for ExecutionReport.
ClearingAccount *string `fix:"440"`
//MultiLegReportingType is a non-required field for ExecutionReport.
MultiLegReportingType *string `fix:"442"`
Trailer fix42.Trailer
}
Message is a ExecutionReport FIX Message
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"`
}
NoContraBrokers is a repeating group in ExecutionReport
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