Documentation
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Overview ¶
Package marketdatasnapshotfullrefresh msg type = W.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Message ¶
type Message struct {
FIXMsgType string `fix:"W"`
Header fix42.Header
//MDReqID is a non-required field for MarketDataSnapshotFullRefresh.
MDReqID *string `fix:"262"`
//Symbol is a required field for MarketDataSnapshotFullRefresh.
Symbol string `fix:"55"`
//SymbolSfx is a non-required field for MarketDataSnapshotFullRefresh.
SymbolSfx *string `fix:"65"`
//SecurityID is a non-required field for MarketDataSnapshotFullRefresh.
SecurityID *string `fix:"48"`
//IDSource is a non-required field for MarketDataSnapshotFullRefresh.
IDSource *string `fix:"22"`
//SecurityType is a non-required field for MarketDataSnapshotFullRefresh.
SecurityType *string `fix:"167"`
//MaturityMonthYear is a non-required field for MarketDataSnapshotFullRefresh.
MaturityMonthYear *string `fix:"200"`
//MaturityDay is a non-required field for MarketDataSnapshotFullRefresh.
MaturityDay *int `fix:"205"`
//PutOrCall is a non-required field for MarketDataSnapshotFullRefresh.
PutOrCall *int `fix:"201"`
//StrikePrice is a non-required field for MarketDataSnapshotFullRefresh.
StrikePrice *float64 `fix:"202"`
//OptAttribute is a non-required field for MarketDataSnapshotFullRefresh.
OptAttribute *string `fix:"206"`
//ContractMultiplier is a non-required field for MarketDataSnapshotFullRefresh.
ContractMultiplier *float64 `fix:"231"`
//CouponRate is a non-required field for MarketDataSnapshotFullRefresh.
CouponRate *float64 `fix:"223"`
//SecurityExchange is a non-required field for MarketDataSnapshotFullRefresh.
SecurityExchange *string `fix:"207"`
//Issuer is a non-required field for MarketDataSnapshotFullRefresh.
Issuer *string `fix:"106"`
//EncodedIssuerLen is a non-required field for MarketDataSnapshotFullRefresh.
EncodedIssuerLen *int `fix:"348"`
//EncodedIssuer is a non-required field for MarketDataSnapshotFullRefresh.
EncodedIssuer *string `fix:"349"`
//SecurityDesc is a non-required field for MarketDataSnapshotFullRefresh.
SecurityDesc *string `fix:"107"`
//EncodedSecurityDescLen is a non-required field for MarketDataSnapshotFullRefresh.
EncodedSecurityDescLen *int `fix:"350"`
//EncodedSecurityDesc is a non-required field for MarketDataSnapshotFullRefresh.
EncodedSecurityDesc *string `fix:"351"`
//FinancialStatus is a non-required field for MarketDataSnapshotFullRefresh.
FinancialStatus *string `fix:"291"`
//CorporateAction is a non-required field for MarketDataSnapshotFullRefresh.
CorporateAction *string `fix:"292"`
//TotalVolumeTraded is a non-required field for MarketDataSnapshotFullRefresh.
TotalVolumeTraded *float64 `fix:"387"`
//NoMDEntries is a required field for MarketDataSnapshotFullRefresh.
NoMDEntries []NoMDEntries `fix:"268"`
Trailer fix42.Trailer
}
Message is a MarketDataSnapshotFullRefresh FIX Message
type NoMDEntries ¶
type NoMDEntries struct {
//MDEntryType is a required field for NoMDEntries.
MDEntryType string `fix:"269"`
//MDEntryPx is a required field for NoMDEntries.
MDEntryPx float64 `fix:"270"`
//Currency is a non-required field for NoMDEntries.
Currency *string `fix:"15"`
//MDEntrySize is a non-required field for NoMDEntries.
MDEntrySize *float64 `fix:"271"`
//MDEntryDate is a non-required field for NoMDEntries.
MDEntryDate *string `fix:"272"`
//MDEntryTime is a non-required field for NoMDEntries.
MDEntryTime *string `fix:"273"`
//TickDirection is a non-required field for NoMDEntries.
TickDirection *string `fix:"274"`
//MDMkt is a non-required field for NoMDEntries.
MDMkt *string `fix:"275"`
//TradingSessionID is a non-required field for NoMDEntries.
TradingSessionID *string `fix:"336"`
//QuoteCondition is a non-required field for NoMDEntries.
QuoteCondition *string `fix:"276"`
//TradeCondition is a non-required field for NoMDEntries.
TradeCondition *string `fix:"277"`
//MDEntryOriginator is a non-required field for NoMDEntries.
MDEntryOriginator *string `fix:"282"`
//LocationID is a non-required field for NoMDEntries.
LocationID *string `fix:"283"`
//DeskID is a non-required field for NoMDEntries.
DeskID *string `fix:"284"`
//OpenCloseSettleFlag is a non-required field for NoMDEntries.
OpenCloseSettleFlag *string `fix:"286"`
//TimeInForce is a non-required field for NoMDEntries.
TimeInForce *string `fix:"59"`
//ExpireDate is a non-required field for NoMDEntries.
ExpireDate *string `fix:"432"`
//ExpireTime is a non-required field for NoMDEntries.
ExpireTime *time.Time `fix:"126"`
//MinQty is a non-required field for NoMDEntries.
MinQty *float64 `fix:"110"`
//ExecInst is a non-required field for NoMDEntries.
ExecInst *string `fix:"18"`
//SellerDays is a non-required field for NoMDEntries.
SellerDays *int `fix:"287"`
//OrderID is a non-required field for NoMDEntries.
OrderID *string `fix:"37"`
//QuoteEntryID is a non-required field for NoMDEntries.
QuoteEntryID *string `fix:"299"`
//MDEntryBuyer is a non-required field for NoMDEntries.
MDEntryBuyer *string `fix:"288"`
//MDEntrySeller is a non-required field for NoMDEntries.
MDEntrySeller *string `fix:"289"`
//NumberOfOrders is a non-required field for NoMDEntries.
NumberOfOrders *int `fix:"346"`
//MDEntryPositionNo is a non-required field for NoMDEntries.
MDEntryPositionNo *int `fix:"290"`
//Text is a non-required field for NoMDEntries.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for NoMDEntries.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for NoMDEntries.
EncodedText *string `fix:"355"`
}
NoMDEntries is a repeating group in MarketDataSnapshotFullRefresh
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