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Overview ¶
Package ordercancelreplacerequest msg type = G.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Message ¶
type Message struct {
FIXMsgType string `fix:"G"`
Header fix43.Header
//OrderID is a non-required field for OrderCancelReplaceRequest.
OrderID *string `fix:"37"`
//Parties Component
Parties parties.Component
//TradeOriginationDate is a non-required field for OrderCancelReplaceRequest.
TradeOriginationDate *string `fix:"229"`
//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"`
//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"`
//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"`
//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 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 Component
Instrument instrument.Component
//Side is a required field for OrderCancelReplaceRequest.
Side string `fix:"54"`
//TransactTime is a required field for OrderCancelReplaceRequest.
TransactTime time.Time `fix:"60"`
//QuantityType is a non-required field for OrderCancelReplaceRequest.
QuantityType *int `fix:"465"`
//OrderQtyData Component
OrderQtyData orderqtydata.Component
//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 Component
SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
//YieldData Component
YieldData yielddata.Component
//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"`
//CommissionData Component
CommissionData commissiondata.Component
//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"`
//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"`
//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"`
//AccruedInterestRate is a non-required field for OrderCancelReplaceRequest.
AccruedInterestRate *float64 `fix:"158"`
//AccruedInterestAmt is a non-required field for OrderCancelReplaceRequest.
AccruedInterestAmt *float64 `fix:"159"`
//NetMoney is a non-required field for OrderCancelReplaceRequest.
NetMoney *float64 `fix:"118"`
Trailer fix43.Trailer
}
Message is a OrderCancelReplaceRequest FIX Message
type NoAllocs ¶
type NoAllocs struct {
//AllocAccount is a non-required field for NoAllocs.
AllocAccount *string `fix:"79"`
//IndividualAllocID is a non-required field for NoAllocs.
IndividualAllocID *string `fix:"467"`
//NestedParties Component
NestedParties nestedparties.Component
//AllocQty is a non-required field for NoAllocs.
AllocQty *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"`
//TradingSessionSubID is a non-required field for NoTradingSessions.
TradingSessionSubID *string `fix:"625"`
}
NoTradingSessions is a repeating group in OrderCancelReplaceRequest
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