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Overview ¶
Package massquote msg type = i.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Message ¶
type Message struct {
FIXMsgType string `fix:"i"`
Header fix42.Header
//QuoteReqID is a non-required field for MassQuote.
QuoteReqID *string `fix:"131"`
//QuoteID is a required field for MassQuote.
QuoteID string `fix:"117"`
//QuoteResponseLevel is a non-required field for MassQuote.
QuoteResponseLevel *int `fix:"301"`
//DefBidSize is a non-required field for MassQuote.
DefBidSize *float64 `fix:"293"`
//DefOfferSize is a non-required field for MassQuote.
DefOfferSize *float64 `fix:"294"`
//NoQuoteSets is a required field for MassQuote.
NoQuoteSets []NoQuoteSets `fix:"296"`
Trailer fix42.Trailer
}
Message is a MassQuote FIX Message
type NoQuoteEntries ¶
type NoQuoteEntries struct {
//QuoteEntryID is a required field for NoQuoteEntries.
QuoteEntryID string `fix:"299"`
//Symbol is a non-required field for NoQuoteEntries.
Symbol *string `fix:"55"`
//SymbolSfx is a non-required field for NoQuoteEntries.
SymbolSfx *string `fix:"65"`
//SecurityID is a non-required field for NoQuoteEntries.
SecurityID *string `fix:"48"`
//IDSource is a non-required field for NoQuoteEntries.
IDSource *string `fix:"22"`
//SecurityType is a non-required field for NoQuoteEntries.
SecurityType *string `fix:"167"`
//MaturityMonthYear is a non-required field for NoQuoteEntries.
MaturityMonthYear *string `fix:"200"`
//MaturityDay is a non-required field for NoQuoteEntries.
MaturityDay *int `fix:"205"`
//PutOrCall is a non-required field for NoQuoteEntries.
PutOrCall *int `fix:"201"`
//StrikePrice is a non-required field for NoQuoteEntries.
StrikePrice *float64 `fix:"202"`
//OptAttribute is a non-required field for NoQuoteEntries.
OptAttribute *string `fix:"206"`
//ContractMultiplier is a non-required field for NoQuoteEntries.
ContractMultiplier *float64 `fix:"231"`
//CouponRate is a non-required field for NoQuoteEntries.
CouponRate *float64 `fix:"223"`
//SecurityExchange is a non-required field for NoQuoteEntries.
SecurityExchange *string `fix:"207"`
//Issuer is a non-required field for NoQuoteEntries.
Issuer *string `fix:"106"`
//EncodedIssuerLen is a non-required field for NoQuoteEntries.
EncodedIssuerLen *int `fix:"348"`
//EncodedIssuer is a non-required field for NoQuoteEntries.
EncodedIssuer *string `fix:"349"`
//SecurityDesc is a non-required field for NoQuoteEntries.
SecurityDesc *string `fix:"107"`
//EncodedSecurityDescLen is a non-required field for NoQuoteEntries.
EncodedSecurityDescLen *int `fix:"350"`
//EncodedSecurityDesc is a non-required field for NoQuoteEntries.
EncodedSecurityDesc *string `fix:"351"`
//BidPx is a non-required field for NoQuoteEntries.
BidPx *float64 `fix:"132"`
//OfferPx is a non-required field for NoQuoteEntries.
OfferPx *float64 `fix:"133"`
//BidSize is a non-required field for NoQuoteEntries.
BidSize *float64 `fix:"134"`
//OfferSize is a non-required field for NoQuoteEntries.
OfferSize *float64 `fix:"135"`
//ValidUntilTime is a non-required field for NoQuoteEntries.
ValidUntilTime *time.Time `fix:"62"`
//BidSpotRate is a non-required field for NoQuoteEntries.
BidSpotRate *float64 `fix:"188"`
//OfferSpotRate is a non-required field for NoQuoteEntries.
OfferSpotRate *float64 `fix:"190"`
//BidForwardPoints is a non-required field for NoQuoteEntries.
BidForwardPoints *float64 `fix:"189"`
//OfferForwardPoints is a non-required field for NoQuoteEntries.
OfferForwardPoints *float64 `fix:"191"`
//TransactTime is a non-required field for NoQuoteEntries.
TransactTime *time.Time `fix:"60"`
//TradingSessionID is a non-required field for NoQuoteEntries.
TradingSessionID *string `fix:"336"`
//FutSettDate is a non-required field for NoQuoteEntries.
FutSettDate *string `fix:"64"`
//OrdType is a non-required field for NoQuoteEntries.
OrdType *string `fix:"40"`
//FutSettDate2 is a non-required field for NoQuoteEntries.
FutSettDate2 *string `fix:"193"`
//OrderQty2 is a non-required field for NoQuoteEntries.
OrderQty2 *float64 `fix:"192"`
//Currency is a non-required field for NoQuoteEntries.
Currency *string `fix:"15"`
}
NoQuoteEntries is a repeating group in NoQuoteSets
type NoQuoteSets ¶
type NoQuoteSets struct {
//QuoteSetID is a required field for NoQuoteSets.
QuoteSetID string `fix:"302"`
//UnderlyingSymbol is a required field for NoQuoteSets.
UnderlyingSymbol string `fix:"311"`
//UnderlyingSymbolSfx is a non-required field for NoQuoteSets.
UnderlyingSymbolSfx *string `fix:"312"`
//UnderlyingSecurityID is a non-required field for NoQuoteSets.
UnderlyingSecurityID *string `fix:"309"`
//UnderlyingIDSource is a non-required field for NoQuoteSets.
UnderlyingIDSource *string `fix:"305"`
//UnderlyingSecurityType is a non-required field for NoQuoteSets.
UnderlyingSecurityType *string `fix:"310"`
//UnderlyingMaturityMonthYear is a non-required field for NoQuoteSets.
UnderlyingMaturityMonthYear *string `fix:"313"`
//UnderlyingMaturityDay is a non-required field for NoQuoteSets.
UnderlyingMaturityDay *int `fix:"314"`
//UnderlyingPutOrCall is a non-required field for NoQuoteSets.
UnderlyingPutOrCall *int `fix:"315"`
//UnderlyingStrikePrice is a non-required field for NoQuoteSets.
UnderlyingStrikePrice *float64 `fix:"316"`
//UnderlyingOptAttribute is a non-required field for NoQuoteSets.
UnderlyingOptAttribute *string `fix:"317"`
//UnderlyingContractMultiplier is a non-required field for NoQuoteSets.
UnderlyingContractMultiplier *float64 `fix:"436"`
//UnderlyingCouponRate is a non-required field for NoQuoteSets.
UnderlyingCouponRate *float64 `fix:"435"`
//UnderlyingSecurityExchange is a non-required field for NoQuoteSets.
UnderlyingSecurityExchange *string `fix:"308"`
//UnderlyingIssuer is a non-required field for NoQuoteSets.
UnderlyingIssuer *string `fix:"306"`
//EncodedUnderlyingIssuerLen is a non-required field for NoQuoteSets.
EncodedUnderlyingIssuerLen *int `fix:"362"`
//EncodedUnderlyingIssuer is a non-required field for NoQuoteSets.
EncodedUnderlyingIssuer *string `fix:"363"`
//UnderlyingSecurityDesc is a non-required field for NoQuoteSets.
UnderlyingSecurityDesc *string `fix:"307"`
//EncodedUnderlyingSecurityDescLen is a non-required field for NoQuoteSets.
EncodedUnderlyingSecurityDescLen *int `fix:"364"`
//EncodedUnderlyingSecurityDesc is a non-required field for NoQuoteSets.
EncodedUnderlyingSecurityDesc *string `fix:"365"`
//QuoteSetValidUntilTime is a non-required field for NoQuoteSets.
QuoteSetValidUntilTime *time.Time `fix:"367"`
//TotQuoteEntries is a required field for NoQuoteSets.
TotQuoteEntries int `fix:"304"`
//NoQuoteEntries is a required field for NoQuoteSets.
NoQuoteEntries []NoQuoteEntries `fix:"295"`
}
NoQuoteSets is a repeating group in MassQuote
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