Documentation
¶
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 fix44.Header
//MDReqID is a non-required field for MarketDataSnapshotFullRefresh.
MDReqID *string `fix:"262"`
//Instrument Component
Instrument instrument.Component
//NoUnderlyings is a non-required field for MarketDataSnapshotFullRefresh.
NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
//NoLegs is a non-required field for MarketDataSnapshotFullRefresh.
NoLegs []NoLegs `fix:"555,omitempty"`
//FinancialStatus is a non-required field for MarketDataSnapshotFullRefresh.
FinancialStatus *string `fix:"291"`
//CorporateAction is a non-required field for MarketDataSnapshotFullRefresh.
CorporateAction *string `fix:"292"`
//NetChgPrevDay is a non-required field for MarketDataSnapshotFullRefresh.
NetChgPrevDay *float64 `fix:"451"`
//NoMDEntries is a required field for MarketDataSnapshotFullRefresh.
NoMDEntries []NoMDEntries `fix:"268"`
//ApplQueueDepth is a non-required field for MarketDataSnapshotFullRefresh.
ApplQueueDepth *int `fix:"813"`
//ApplQueueResolution is a non-required field for MarketDataSnapshotFullRefresh.
ApplQueueResolution *int `fix:"814"`
Trailer fix44.Trailer
}
Message is a MarketDataSnapshotFullRefresh FIX Message
type NoLegs ¶
type NoLegs struct {
//InstrumentLeg Component
InstrumentLeg instrumentleg.Component
}
NoLegs is a repeating group in MarketDataSnapshotFullRefresh
type NoMDEntries ¶
type NoMDEntries struct {
//MDEntryType is a required field for NoMDEntries.
MDEntryType string `fix:"269"`
//MDEntryPx is a non-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"`
//TradingSessionSubID is a non-required field for NoMDEntries.
TradingSessionSubID *string `fix:"625"`
//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"`
//OpenCloseSettlFlag is a non-required field for NoMDEntries.
OpenCloseSettlFlag *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"`
//Scope is a non-required field for NoMDEntries.
Scope *string `fix:"546"`
//PriceDelta is a non-required field for NoMDEntries.
PriceDelta *float64 `fix:"811"`
//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
type NoUnderlyings ¶
type NoUnderlyings struct {
//UnderlyingInstrument Component
UnderlyingInstrument underlyinginstrument.Component
}
NoUnderlyings is a repeating group in MarketDataSnapshotFullRefresh
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