marketdatarequest

package
v0.2.0 Latest Latest
Warning

This package is not in the latest version of its module.

 Go to latest Published: Apr 19, 2016 License: Apache-1.1 Imports: 4 Imported by: 0

Documentation

Overview

Package marketdatarequest msg type = V.

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 Message type

Types

type Message 

type Message struct {
	FIXMsgType string `fix:"V"`
	fix43.Header
	//MDReqID is a required field for MarketDataRequest.
	MDReqID string `fix:"262"`
	//SubscriptionRequestType is a required field for MarketDataRequest.
	SubscriptionRequestType string `fix:"263"`
	//MarketDepth is a required field for MarketDataRequest.
	MarketDepth int `fix:"264"`
	//MDUpdateType is a non-required field for MarketDataRequest.
	MDUpdateType *int `fix:"265"`
	//AggregatedBook is a non-required field for MarketDataRequest.
	AggregatedBook *bool `fix:"266"`
	//OpenCloseSettleFlag is a non-required field for MarketDataRequest.
	OpenCloseSettleFlag *string `fix:"286"`
	//Scope is a non-required field for MarketDataRequest.
	Scope *string `fix:"546"`
	//MDImplicitDelete is a non-required field for MarketDataRequest.
	MDImplicitDelete *bool `fix:"547"`
	//NoMDEntryTypes is a required field for MarketDataRequest.
	NoMDEntryTypes []NoMDEntryTypes `fix:"267"`
	//NoRelatedSym is a required field for MarketDataRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	//NoTradingSessions is a non-required field for MarketDataRequest.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	fix43.Trailer
}

Message is a MarketDataRequest FIX Message

func New added in v0.2.0 

func New(mdreqid string, subscriptionrequesttype string, marketdepth int, nomdentrytypes []NoMDEntryTypes, norelatedsym []NoRelatedSym) *Message

New returns an initialized MarketDataRequest instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAggregatedBook added in v0.2.0 

func (m *Message) SetAggregatedBook(v bool)

func (*Message) SetMDImplicitDelete added in v0.2.0 

func (m *Message) SetMDImplicitDelete(v bool)

func (*Message) SetMDReqID added in v0.2.0 

func (m *Message) SetMDReqID(v string)

func (*Message) SetMDUpdateType added in v0.2.0 

func (m *Message) SetMDUpdateType(v int)

func (*Message) SetMarketDepth added in v0.2.0 

func (m *Message) SetMarketDepth(v int)

func (*Message) SetNoMDEntryTypes added in v0.2.0 

func (m *Message) SetNoMDEntryTypes(v []NoMDEntryTypes)

func (*Message) SetNoRelatedSym added in v0.2.0 

func (m *Message) SetNoRelatedSym(v []NoRelatedSym)

func (*Message) SetNoTradingSessions added in v0.2.0 

func (m *Message) SetNoTradingSessions(v []NoTradingSessions)

func (*Message) SetOpenCloseSettleFlag added in v0.2.0 

func (m *Message) SetOpenCloseSettleFlag(v string)

func (*Message) SetScope added in v0.2.0 

func (m *Message) SetScope(v string)

func (*Message) SetSubscriptionRequestType added in v0.2.0 

func (m *Message) SetSubscriptionRequestType(v string)

type NoMDEntryTypes 

type NoMDEntryTypes struct {
	//MDEntryType is a required field for NoMDEntryTypes.
	MDEntryType string `fix:"269"`
}

NoMDEntryTypes is a repeating group in MarketDataRequest

func NewNoMDEntryTypes added in v0.2.0 

func NewNoMDEntryTypes(mdentrytype string) *NoMDEntryTypes

NewNoMDEntryTypes returns an initialized NoMDEntryTypes instance

func (*NoMDEntryTypes) SetMDEntryType added in v0.2.0 

func (m *NoMDEntryTypes) SetMDEntryType(v string)

type NoRelatedSym 

type NoRelatedSym struct {
	//Instrument is a required component for NoRelatedSym.
	instrument.Instrument
}

NoRelatedSym is a repeating group in MarketDataRequest

func NewNoRelatedSym added in v0.2.0 

func NewNoRelatedSym(instrument instrument.Instrument) *NoRelatedSym

NewNoRelatedSym returns an initialized NoRelatedSym instance

func (*NoRelatedSym) SetInstrument added in v0.2.0 

func (m *NoRelatedSym) SetInstrument(v instrument.Instrument)

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 MarketDataRequest

func NewNoTradingSessions added in v0.2.0 

func NewNoTradingSessions() *NoTradingSessions

NewNoTradingSessions returns an initialized NoTradingSessions instance

func (*NoTradingSessions) SetTradingSessionID added in v0.2.0 

func (m *NoTradingSessions) SetTradingSessionID(v string)

func (*NoTradingSessions) SetTradingSessionSubID added in v0.2.0 

func (m *NoTradingSessions) SetTradingSessionSubID(v string)

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

View all Source files

Jump to

Keyboard shortcuts

? : This menu
/ : Search site
f or F : Jump to
y or Y : Canonical URL
go.dev uses cookies from Google to deliver and enhance the quality of its services and to analyze traffic. Learn more.