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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 fix44.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"`
//QuoteRespID is a non-required field for ExecutionReport.
QuoteRespID *string `fix:"693"`
//OrdStatusReqID is a non-required field for ExecutionReport.
OrdStatusReqID *string `fix:"790"`
//MassStatusReqID is a non-required field for ExecutionReport.
MassStatusReqID *string `fix:"584"`
//TotNumReports is a non-required field for ExecutionReport.
TotNumReports *int `fix:"911"`
//LastRptRequested is a non-required field for ExecutionReport.
LastRptRequested *bool `fix:"912"`
//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"`
//AcctIDSource is a non-required field for ExecutionReport.
AcctIDSource *int `fix:"660"`
//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"`
//SettlType is a non-required field for ExecutionReport.
SettlType *string `fix:"63"`
//SettlDate is a non-required field for ExecutionReport.
SettlDate *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
//FinancingDetails Component
FinancingDetails financingdetails.Component
//NoUnderlyings is a non-required field for ExecutionReport.
NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
//Side is a required field for ExecutionReport.
Side string `fix:"54"`
//Stipulations Component
Stipulations stipulations.Component
//QtyType is a non-required field for ExecutionReport.
QtyType *int `fix:"854"`
//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"`
//PegInstructions Component
PegInstructions peginstructions.Component
//DiscretionInstructions Component
DiscretionInstructions discretioninstructions.Component
//PeggedPrice is a non-required field for ExecutionReport.
PeggedPrice *float64 `fix:"839"`
//DiscretionPrice is a non-required field for ExecutionReport.
DiscretionPrice *float64 `fix:"845"`
//TargetStrategy is a non-required field for ExecutionReport.
TargetStrategy *int `fix:"847"`
//TargetStrategyParameters is a non-required field for ExecutionReport.
TargetStrategyParameters *string `fix:"848"`
//ParticipationRate is a non-required field for ExecutionReport.
ParticipationRate *float64 `fix:"849"`
//TargetStrategyPerformance is a non-required field for ExecutionReport.
TargetStrategyPerformance *float64 `fix:"850"`
//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"`
//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"`
//LastParPx is a non-required field for ExecutionReport.
LastParPx *float64 `fix:"669"`
//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"`
//TimeBracket is a non-required field for ExecutionReport.
TimeBracket *string `fix:"943"`
//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"`
//InterestAtMaturity is a non-required field for ExecutionReport.
InterestAtMaturity *float64 `fix:"738"`
//EndAccruedInterestAmt is a non-required field for ExecutionReport.
EndAccruedInterestAmt *float64 `fix:"920"`
//StartCash is a non-required field for ExecutionReport.
StartCash *float64 `fix:"921"`
//EndCash is a non-required field for ExecutionReport.
EndCash *float64 `fix:"922"`
//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"`
//BookingType is a non-required field for ExecutionReport.
BookingType *int `fix:"775"`
//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"`
//SettlDate2 is a non-required field for ExecutionReport.
SettlDate2 *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"`
//LastLiquidityInd is a non-required field for ExecutionReport.
LastLiquidityInd *int `fix:"851"`
//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"`
//CopyMsgIndicator is a non-required field for ExecutionReport.
CopyMsgIndicator *bool `fix:"797"`
//NoMiscFees is a non-required field for ExecutionReport.
NoMiscFees []NoMiscFees `fix:"136,omitempty"`
Trailer fix44.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
//LegQty is a non-required field for NoLegs.
LegQty *float64 `fix:"687"`
//LegSwapType is a non-required field for NoLegs.
LegSwapType *int `fix:"690"`
//LegStipulations Component
LegStipulations legstipulations.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"`
//LegSettlType is a non-required field for NoLegs.
LegSettlType *string `fix:"587"`
//LegSettlDate is a non-required field for NoLegs.
LegSettlDate *string `fix:"588"`
//LegLastPx is a non-required field for NoLegs.
LegLastPx *float64 `fix:"637"`
}
NoLegs is a repeating group in ExecutionReport
type NoMiscFees ¶
type NoMiscFees struct {
//MiscFeeAmt is a non-required field for NoMiscFees.
MiscFeeAmt *float64 `fix:"137"`
//MiscFeeCurr is a non-required field for NoMiscFees.
MiscFeeCurr *string `fix:"138"`
//MiscFeeType is a non-required field for NoMiscFees.
MiscFeeType *string `fix:"139"`
//MiscFeeBasis is a non-required field for NoMiscFees.
MiscFeeBasis *int `fix:"891"`
}
NoMiscFees is a repeating group in ExecutionReport
type NoUnderlyings ¶
type NoUnderlyings struct {
//UnderlyingInstrument Component
UnderlyingInstrument underlyinginstrument.Component
}
NoUnderlyings is a repeating group in ExecutionReport
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