 Documentation
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      Documentation
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    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) SetNoTradingSessions(v []NoTradingSessions)
- func (m *Message) SetOpenCloseSettleFlag(v string)
- func (m *Message) SetScope(v string)
- func (m *Message) SetSubscriptionRequestType(v string)
 
- type NoMDEntryTypes
- type NoRelatedSym
- type NoTradingSessions
- type RouteOut
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
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) 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) SetNoTradingSessions ¶ added in v0.2.0
func (m *Message) SetNoTradingSessions(v []NoTradingSessions)
func (*Message) SetOpenCloseSettleFlag ¶ added in v0.2.0
func (*Message) SetSubscriptionRequestType ¶ added in v0.2.0
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)
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