Documentation
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Overview ¶
Package marketdatarequest msg type = V.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Message ¶
type Message struct {
FIXMsgType string `fix:"V"`
Header fix42.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"`
//NoMDEntryTypes is a required field for MarketDataRequest.
NoMDEntryTypes []NoMDEntryTypes `fix:"267"`
//NoRelatedSym is a required field for MarketDataRequest.
NoRelatedSym []NoRelatedSym `fix:"146"`
Trailer fix42.Trailer
}
Message is a MarketDataRequest FIX Message
type NoMDEntryTypes ¶
type NoMDEntryTypes struct {
//MDEntryType is a required field for NoMDEntryTypes.
MDEntryType string `fix:"269"`
}
NoMDEntryTypes is a repeating group in MarketDataRequest
type NoRelatedSym ¶
type NoRelatedSym struct {
//Symbol is a required field for NoRelatedSym.
Symbol string `fix:"55"`
//SymbolSfx is a non-required field for NoRelatedSym.
SymbolSfx *string `fix:"65"`
//SecurityID is a non-required field for NoRelatedSym.
SecurityID *string `fix:"48"`
//IDSource is a non-required field for NoRelatedSym.
IDSource *string `fix:"22"`
//SecurityType is a non-required field for NoRelatedSym.
SecurityType *string `fix:"167"`
//MaturityMonthYear is a non-required field for NoRelatedSym.
MaturityMonthYear *string `fix:"200"`
//MaturityDay is a non-required field for NoRelatedSym.
MaturityDay *int `fix:"205"`
//PutOrCall is a non-required field for NoRelatedSym.
PutOrCall *int `fix:"201"`
//StrikePrice is a non-required field for NoRelatedSym.
StrikePrice *float64 `fix:"202"`
//OptAttribute is a non-required field for NoRelatedSym.
OptAttribute *string `fix:"206"`
//ContractMultiplier is a non-required field for NoRelatedSym.
ContractMultiplier *float64 `fix:"231"`
//CouponRate is a non-required field for NoRelatedSym.
CouponRate *float64 `fix:"223"`
//SecurityExchange is a non-required field for NoRelatedSym.
SecurityExchange *string `fix:"207"`
//Issuer is a non-required field for NoRelatedSym.
Issuer *string `fix:"106"`
//EncodedIssuerLen is a non-required field for NoRelatedSym.
EncodedIssuerLen *int `fix:"348"`
//EncodedIssuer is a non-required field for NoRelatedSym.
EncodedIssuer *string `fix:"349"`
//SecurityDesc is a non-required field for NoRelatedSym.
SecurityDesc *string `fix:"107"`
//EncodedSecurityDescLen is a non-required field for NoRelatedSym.
EncodedSecurityDescLen *int `fix:"350"`
//EncodedSecurityDesc is a non-required field for NoRelatedSym.
EncodedSecurityDesc *string `fix:"351"`
//TradingSessionID is a non-required field for NoRelatedSym.
TradingSessionID *string `fix:"336"`
}
NoRelatedSym is a repeating group in MarketDataRequest
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