ordercancelreplacerequest

package
v0.1.0 Latest Latest
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 Go to latest Published: Feb 21, 2016 License: Apache-1.1 Imports: 4 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 Mesage type

Types

type Message 

type Message struct {
	FIXMsgType string `fix:"G"`
	Header     fix42.Header
	//OrderID is a non-required field for OrderCancelReplaceRequest.
	OrderID *string `fix:"37"`
	//ClientID is a non-required field for OrderCancelReplaceRequest.
	ClientID *string `fix:"109"`
	//ExecBroker is a non-required field for OrderCancelReplaceRequest.
	ExecBroker *string `fix:"76"`
	//OrigClOrdID is a required field for OrderCancelReplaceRequest.
	OrigClOrdID string `fix:"41"`
	//ClOrdID is a required field for OrderCancelReplaceRequest.
	ClOrdID string `fix:"11"`
	//ListID is a non-required field for OrderCancelReplaceRequest.
	ListID *string `fix:"66"`
	//Account is a non-required field for OrderCancelReplaceRequest.
	Account *string `fix:"1"`
	//NoAllocs is a non-required field for OrderCancelReplaceRequest.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	//SettlmntTyp is a non-required field for OrderCancelReplaceRequest.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for OrderCancelReplaceRequest.
	FutSettDate *string `fix:"64"`
	//HandlInst is a 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"`
	//Symbol is a required field for OrderCancelReplaceRequest.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for OrderCancelReplaceRequest.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for OrderCancelReplaceRequest.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for OrderCancelReplaceRequest.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for OrderCancelReplaceRequest.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for OrderCancelReplaceRequest.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for OrderCancelReplaceRequest.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for OrderCancelReplaceRequest.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for OrderCancelReplaceRequest.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for OrderCancelReplaceRequest.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for OrderCancelReplaceRequest.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for OrderCancelReplaceRequest.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for OrderCancelReplaceRequest.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for OrderCancelReplaceRequest.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for OrderCancelReplaceRequest.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for OrderCancelReplaceRequest.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for OrderCancelReplaceRequest.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for OrderCancelReplaceRequest.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for OrderCancelReplaceRequest.
	EncodedSecurityDesc *string `fix:"351"`
	//Side is a required field for OrderCancelReplaceRequest.
	Side string `fix:"54"`
	//TransactTime is a required field for OrderCancelReplaceRequest.
	TransactTime time.Time `fix:"60"`
	//OrderQty is a non-required field for OrderCancelReplaceRequest.
	OrderQty *float64 `fix:"38"`
	//CashOrderQty is a non-required field for OrderCancelReplaceRequest.
	CashOrderQty *float64 `fix:"152"`
	//OrdType is a required field for OrderCancelReplaceRequest.
	OrdType string `fix:"40"`
	//Price is a non-required field for OrderCancelReplaceRequest.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for OrderCancelReplaceRequest.
	StopPx *float64 `fix:"99"`
	//PegDifference is a non-required field for OrderCancelReplaceRequest.
	PegDifference *float64 `fix:"211"`
	//DiscretionInst is a non-required field for OrderCancelReplaceRequest.
	DiscretionInst *string `fix:"388"`
	//DiscretionOffset is a non-required field for OrderCancelReplaceRequest.
	DiscretionOffset *float64 `fix:"389"`
	//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"`
	//Commission is a non-required field for OrderCancelReplaceRequest.
	Commission *float64 `fix:"12"`
	//CommType is a non-required field for OrderCancelReplaceRequest.
	CommType *string `fix:"13"`
	//Rule80A is a non-required field for OrderCancelReplaceRequest.
	Rule80A *string `fix:"47"`
	//ForexReq is a non-required field for OrderCancelReplaceRequest.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for OrderCancelReplaceRequest.
	SettlCurrency *string `fix:"120"`
	//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"`
	//FutSettDate2 is a non-required field for OrderCancelReplaceRequest.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for OrderCancelReplaceRequest.
	OrderQty2 *float64 `fix:"192"`
	//OpenClose is a non-required field for OrderCancelReplaceRequest.
	OpenClose *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for OrderCancelReplaceRequest.
	CoveredOrUncovered *int `fix:"203"`
	//CustomerOrFirm is a non-required field for OrderCancelReplaceRequest.
	CustomerOrFirm *int `fix:"204"`
	//MaxShow is a non-required field for OrderCancelReplaceRequest.
	MaxShow *float64 `fix:"210"`
	//LocateReqd is a non-required field for OrderCancelReplaceRequest.
	LocateReqd *bool `fix:"114"`
	//ClearingFirm is a non-required field for OrderCancelReplaceRequest.
	ClearingFirm *string `fix:"439"`
	//ClearingAccount is a non-required field for OrderCancelReplaceRequest.
	ClearingAccount *string `fix:"440"`
	Trailer         fix42.Trailer
}

Message is a OrderCancelReplaceRequest FIX Message

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoAllocs 

type NoAllocs struct {
	//AllocAccount is a non-required field for NoAllocs.
	AllocAccount *string `fix:"79"`
	//AllocShares is a non-required field for NoAllocs.
	AllocShares *float64 `fix:"80"`
}

NoAllocs is a repeating group in OrderCancelReplaceRequest

type NoTradingSessions 

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

NoTradingSessions is a repeating group in OrderCancelReplaceRequest

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

Source Files

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