Documentation
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Overview ¶
Package multilegordercancelreplace msg type = AC.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Message ¶
type Message struct {
FIXMsgType string `fix:"AC"`
Header fix44.Header
//OrderID is a non-required field for MultilegOrderCancelReplace.
OrderID *string `fix:"37"`
//OrigClOrdID is a required field for MultilegOrderCancelReplace.
OrigClOrdID string `fix:"41"`
//ClOrdID is a required field for MultilegOrderCancelReplace.
ClOrdID string `fix:"11"`
//SecondaryClOrdID is a non-required field for MultilegOrderCancelReplace.
SecondaryClOrdID *string `fix:"526"`
//ClOrdLinkID is a non-required field for MultilegOrderCancelReplace.
ClOrdLinkID *string `fix:"583"`
//OrigOrdModTime is a non-required field for MultilegOrderCancelReplace.
OrigOrdModTime *time.Time `fix:"586"`
//Parties Component
Parties parties.Component
//TradeOriginationDate is a non-required field for MultilegOrderCancelReplace.
TradeOriginationDate *string `fix:"229"`
//TradeDate is a non-required field for MultilegOrderCancelReplace.
TradeDate *string `fix:"75"`
//Account is a non-required field for MultilegOrderCancelReplace.
Account *string `fix:"1"`
//AcctIDSource is a non-required field for MultilegOrderCancelReplace.
AcctIDSource *int `fix:"660"`
//AccountType is a non-required field for MultilegOrderCancelReplace.
AccountType *int `fix:"581"`
//DayBookingInst is a non-required field for MultilegOrderCancelReplace.
DayBookingInst *string `fix:"589"`
//BookingUnit is a non-required field for MultilegOrderCancelReplace.
BookingUnit *string `fix:"590"`
//PreallocMethod is a non-required field for MultilegOrderCancelReplace.
PreallocMethod *string `fix:"591"`
//AllocID is a non-required field for MultilegOrderCancelReplace.
AllocID *string `fix:"70"`
//NoAllocs is a non-required field for MultilegOrderCancelReplace.
NoAllocs []NoAllocs `fix:"78,omitempty"`
//SettlType is a non-required field for MultilegOrderCancelReplace.
SettlType *string `fix:"63"`
//SettlDate is a non-required field for MultilegOrderCancelReplace.
SettlDate *string `fix:"64"`
//CashMargin is a non-required field for MultilegOrderCancelReplace.
CashMargin *string `fix:"544"`
//ClearingFeeIndicator is a non-required field for MultilegOrderCancelReplace.
ClearingFeeIndicator *string `fix:"635"`
//HandlInst is a non-required field for MultilegOrderCancelReplace.
HandlInst *string `fix:"21"`
//ExecInst is a non-required field for MultilegOrderCancelReplace.
ExecInst *string `fix:"18"`
//MinQty is a non-required field for MultilegOrderCancelReplace.
MinQty *float64 `fix:"110"`
//MaxFloor is a non-required field for MultilegOrderCancelReplace.
MaxFloor *float64 `fix:"111"`
//ExDestination is a non-required field for MultilegOrderCancelReplace.
ExDestination *string `fix:"100"`
//NoTradingSessions is a non-required field for MultilegOrderCancelReplace.
NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
//ProcessCode is a non-required field for MultilegOrderCancelReplace.
ProcessCode *string `fix:"81"`
//Side is a required field for MultilegOrderCancelReplace.
Side string `fix:"54"`
//Instrument Component
Instrument instrument.Component
//NoUnderlyings is a non-required field for MultilegOrderCancelReplace.
NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
//PrevClosePx is a non-required field for MultilegOrderCancelReplace.
PrevClosePx *float64 `fix:"140"`
//NoLegs is a required field for MultilegOrderCancelReplace.
NoLegs []NoLegs `fix:"555"`
//LocateReqd is a non-required field for MultilegOrderCancelReplace.
LocateReqd *bool `fix:"114"`
//TransactTime is a required field for MultilegOrderCancelReplace.
TransactTime time.Time `fix:"60"`
//QtyType is a non-required field for MultilegOrderCancelReplace.
QtyType *int `fix:"854"`
//OrderQtyData Component
OrderQtyData orderqtydata.Component
//OrdType is a required field for MultilegOrderCancelReplace.
OrdType string `fix:"40"`
//PriceType is a non-required field for MultilegOrderCancelReplace.
PriceType *int `fix:"423"`
//Price is a non-required field for MultilegOrderCancelReplace.
Price *float64 `fix:"44"`
//StopPx is a non-required field for MultilegOrderCancelReplace.
StopPx *float64 `fix:"99"`
//Currency is a non-required field for MultilegOrderCancelReplace.
Currency *string `fix:"15"`
//ComplianceID is a non-required field for MultilegOrderCancelReplace.
ComplianceID *string `fix:"376"`
//SolicitedFlag is a non-required field for MultilegOrderCancelReplace.
SolicitedFlag *bool `fix:"377"`
//IOIID is a non-required field for MultilegOrderCancelReplace.
IOIID *string `fix:"23"`
//QuoteID is a non-required field for MultilegOrderCancelReplace.
QuoteID *string `fix:"117"`
//TimeInForce is a non-required field for MultilegOrderCancelReplace.
TimeInForce *string `fix:"59"`
//EffectiveTime is a non-required field for MultilegOrderCancelReplace.
EffectiveTime *time.Time `fix:"168"`
//ExpireDate is a non-required field for MultilegOrderCancelReplace.
ExpireDate *string `fix:"432"`
//ExpireTime is a non-required field for MultilegOrderCancelReplace.
ExpireTime *time.Time `fix:"126"`
//GTBookingInst is a non-required field for MultilegOrderCancelReplace.
GTBookingInst *int `fix:"427"`
//CommissionData Component
CommissionData commissiondata.Component
//OrderCapacity is a non-required field for MultilegOrderCancelReplace.
OrderCapacity *string `fix:"528"`
//OrderRestrictions is a non-required field for MultilegOrderCancelReplace.
OrderRestrictions *string `fix:"529"`
//CustOrderCapacity is a non-required field for MultilegOrderCancelReplace.
CustOrderCapacity *int `fix:"582"`
//ForexReq is a non-required field for MultilegOrderCancelReplace.
ForexReq *bool `fix:"121"`
//SettlCurrency is a non-required field for MultilegOrderCancelReplace.
SettlCurrency *string `fix:"120"`
//BookingType is a non-required field for MultilegOrderCancelReplace.
BookingType *int `fix:"775"`
//Text is a non-required field for MultilegOrderCancelReplace.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for MultilegOrderCancelReplace.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for MultilegOrderCancelReplace.
EncodedText *string `fix:"355"`
//PositionEffect is a non-required field for MultilegOrderCancelReplace.
PositionEffect *string `fix:"77"`
//CoveredOrUncovered is a non-required field for MultilegOrderCancelReplace.
CoveredOrUncovered *int `fix:"203"`
//MaxShow is a non-required field for MultilegOrderCancelReplace.
MaxShow *float64 `fix:"210"`
//PegInstructions Component
PegInstructions peginstructions.Component
//DiscretionInstructions Component
DiscretionInstructions discretioninstructions.Component
//TargetStrategy is a non-required field for MultilegOrderCancelReplace.
TargetStrategy *int `fix:"847"`
//TargetStrategyParameters is a non-required field for MultilegOrderCancelReplace.
TargetStrategyParameters *string `fix:"848"`
//ParticipationRate is a non-required field for MultilegOrderCancelReplace.
ParticipationRate *float64 `fix:"849"`
//CancellationRights is a non-required field for MultilegOrderCancelReplace.
CancellationRights *string `fix:"480"`
//MoneyLaunderingStatus is a non-required field for MultilegOrderCancelReplace.
MoneyLaunderingStatus *string `fix:"481"`
//RegistID is a non-required field for MultilegOrderCancelReplace.
RegistID *string `fix:"513"`
//Designation is a non-required field for MultilegOrderCancelReplace.
Designation *string `fix:"494"`
//MultiLegRptTypeReq is a non-required field for MultilegOrderCancelReplace.
MultiLegRptTypeReq *int `fix:"563"`
Trailer fix44.Trailer
}
Message is a MultilegOrderCancelReplace FIX Message
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"`
//NestedParties3 Component
NestedParties3 nestedparties3.Component
//AllocQty is a non-required field for NoAllocs.
AllocQty *float64 `fix:"80"`
}
NoAllocs is a repeating group in MultilegOrderCancelReplace
type NoLegAllocs ¶
type NoLegAllocs struct {
//LegAllocAccount is a non-required field for NoLegAllocs.
LegAllocAccount *string `fix:"671"`
//LegIndividualAllocID is a non-required field for NoLegAllocs.
LegIndividualAllocID *string `fix:"672"`
//NestedParties2 Component
NestedParties2 nestedparties2.Component
//LegAllocQty is a non-required field for NoLegAllocs.
LegAllocQty *float64 `fix:"673"`
//LegAllocAcctIDSource is a non-required field for NoLegAllocs.
LegAllocAcctIDSource *string `fix:"674"`
//LegSettlCurrency is a non-required field for NoLegAllocs.
LegSettlCurrency *string `fix:"675"`
}
NoLegAllocs is a repeating group in NoLegs
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
//NoLegAllocs is a non-required field for NoLegs.
NoLegAllocs []NoLegAllocs `fix:"670,omitempty"`
//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"`
}
NoLegs is a repeating group in MultilegOrderCancelReplace
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 MultilegOrderCancelReplace
type NoUnderlyings ¶
type NoUnderlyings struct {
//UnderlyingInstrument Component
UnderlyingInstrument underlyinginstrument.Component
}
NoUnderlyings is a repeating group in MultilegOrderCancelReplace
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