Documentation
¶
Overview ¶
Package marketdatarequest msg type = V.
Index ¶
- func Route(router RouteOut) (string, string, quickfix.MessageRoute)
- type Message
- func (m Message) Marshal() quickfix.Message
- func (m *Message) SetAggregatedBook(v bool)
- func (m *Message) SetMDImplicitDelete(v bool)
- func (m *Message) SetMDReqID(v string)
- func (m *Message) SetMDUpdateType(v int)
- func (m *Message) SetMarketDepth(v int)
- func (m *Message) SetNoMDEntryTypes(v []NoMDEntryTypes)
- func (m *Message) SetNoRelatedSym(v []NoRelatedSym)
- func (m *Message) SetOpenCloseSettlFlag(v string)
- func (m *Message) SetScope(v string)
- func (m *Message) SetSubscriptionRequestType(v string)
- type NoLegs
- type NoMDEntryTypes
- type NoRelatedSym
- func (m *NoRelatedSym) SetApplQueueAction(v int)
- func (m *NoRelatedSym) SetApplQueueMax(v int)
- func (m *NoRelatedSym) SetInstrument(v instrument.Instrument)
- func (m *NoRelatedSym) SetNoLegs(v []NoLegs)
- func (m *NoRelatedSym) SetNoTradingSessions(v []NoTradingSessions)
- func (m *NoRelatedSym) SetNoUnderlyings(v []NoUnderlyings)
- type NoTradingSessions
- type NoUnderlyings
- type RouteOut
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Message ¶
type Message struct {
FIXMsgType string `fix:"V"`
fix44.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"`
//OpenCloseSettlFlag is a non-required field for MarketDataRequest.
OpenCloseSettlFlag *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"`
fix44.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) SetAggregatedBook ¶ added in v0.2.0
func (*Message) SetMDImplicitDelete ¶ added in v0.2.0
func (*Message) SetMDReqID ¶ added in v0.2.0
func (*Message) SetMDUpdateType ¶ added in v0.2.0
func (*Message) SetMarketDepth ¶ added in v0.2.0
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) SetOpenCloseSettlFlag ¶ added in v0.2.0
func (*Message) SetSubscriptionRequestType ¶ added in v0.2.0
type NoLegs ¶
type NoLegs struct {
//InstrumentLeg is a non-required component for NoLegs.
InstrumentLeg *instrumentleg.InstrumentLeg
}
NoLegs is a repeating group in NoRelatedSym
func NewNoLegs ¶ added in v0.2.0
func NewNoLegs() *NoLegs
NewNoLegs returns an initialized NoLegs instance
func (*NoLegs) SetInstrumentLeg ¶ added in v0.2.0
func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)
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
//NoUnderlyings is a non-required field for NoRelatedSym.
NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
//NoLegs is a non-required field for NoRelatedSym.
NoLegs []NoLegs `fix:"555,omitempty"`
//NoTradingSessions is a non-required field for NoRelatedSym.
NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
//ApplQueueAction is a non-required field for NoRelatedSym.
ApplQueueAction *int `fix:"815"`
//ApplQueueMax is a non-required field for NoRelatedSym.
ApplQueueMax *int `fix:"812"`
}
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) SetApplQueueAction ¶ added in v0.2.0
func (m *NoRelatedSym) SetApplQueueAction(v int)
func (*NoRelatedSym) SetApplQueueMax ¶ added in v0.2.0
func (m *NoRelatedSym) SetApplQueueMax(v int)
func (*NoRelatedSym) SetInstrument ¶ added in v0.2.0
func (m *NoRelatedSym) SetInstrument(v instrument.Instrument)
func (*NoRelatedSym) SetNoLegs ¶ added in v0.2.0
func (m *NoRelatedSym) SetNoLegs(v []NoLegs)
func (*NoRelatedSym) SetNoTradingSessions ¶ added in v0.2.0
func (m *NoRelatedSym) SetNoTradingSessions(v []NoTradingSessions)
func (*NoRelatedSym) SetNoUnderlyings ¶ added in v0.2.0
func (m *NoRelatedSym) SetNoUnderlyings(v []NoUnderlyings)
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 NoRelatedSym
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 NoUnderlyings ¶
type NoUnderlyings struct {
//UnderlyingInstrument is a non-required component for NoUnderlyings.
UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}
NoUnderlyings is a repeating group in NoRelatedSym
func NewNoUnderlyings ¶ added in v0.2.0
func NewNoUnderlyings() *NoUnderlyings
NewNoUnderlyings returns an initialized NoUnderlyings instance
func (*NoUnderlyings) SetUnderlyingInstrument ¶ added in v0.2.0
func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)