tradecapturereport

package
v0.1.0 Latest Latest
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 Go to latest Published: Feb 21, 2016 License: Apache-1.1 Imports: 17 Imported by: 0

Documentation

Overview

Package tradecapturereport msg type = AE.

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Route 

func Route(router RouteOut) (string, string, quickfix.MessageRoute)

Route returns the beginstring, message type, and MessageRoute for this Mesage type

Types

type Message 

type Message struct {
	FIXMsgType string `fix:"AE"`
	Header     fixt11.Header
	//TradeReportID is a non-required field for TradeCaptureReport.
	TradeReportID *string `fix:"571"`
	//TradeReportTransType is a non-required field for TradeCaptureReport.
	TradeReportTransType *int `fix:"487"`
	//TradeReportType is a non-required field for TradeCaptureReport.
	TradeReportType *int `fix:"856"`
	//TradeRequestID is a non-required field for TradeCaptureReport.
	TradeRequestID *string `fix:"568"`
	//TrdType is a non-required field for TradeCaptureReport.
	TrdType *int `fix:"828"`
	//TrdSubType is a non-required field for TradeCaptureReport.
	TrdSubType *int `fix:"829"`
	//SecondaryTrdType is a non-required field for TradeCaptureReport.
	SecondaryTrdType *int `fix:"855"`
	//TransferReason is a non-required field for TradeCaptureReport.
	TransferReason *string `fix:"830"`
	//ExecType is a non-required field for TradeCaptureReport.
	ExecType *string `fix:"150"`
	//TotNumTradeReports is a non-required field for TradeCaptureReport.
	TotNumTradeReports *int `fix:"748"`
	//LastRptRequested is a non-required field for TradeCaptureReport.
	LastRptRequested *bool `fix:"912"`
	//UnsolicitedIndicator is a non-required field for TradeCaptureReport.
	UnsolicitedIndicator *bool `fix:"325"`
	//SubscriptionRequestType is a non-required field for TradeCaptureReport.
	SubscriptionRequestType *string `fix:"263"`
	//TradeReportRefID is a non-required field for TradeCaptureReport.
	TradeReportRefID *string `fix:"572"`
	//SecondaryTradeReportRefID is a non-required field for TradeCaptureReport.
	SecondaryTradeReportRefID *string `fix:"881"`
	//SecondaryTradeReportID is a non-required field for TradeCaptureReport.
	SecondaryTradeReportID *string `fix:"818"`
	//TradeLinkID is a non-required field for TradeCaptureReport.
	TradeLinkID *string `fix:"820"`
	//TrdMatchID is a non-required field for TradeCaptureReport.
	TrdMatchID *string `fix:"880"`
	//ExecID is a non-required field for TradeCaptureReport.
	ExecID *string `fix:"17"`
	//OrdStatus is a non-required field for TradeCaptureReport.
	OrdStatus *string `fix:"39"`
	//SecondaryExecID is a non-required field for TradeCaptureReport.
	SecondaryExecID *string `fix:"527"`
	//ExecRestatementReason is a non-required field for TradeCaptureReport.
	ExecRestatementReason *int `fix:"378"`
	//PreviouslyReported is a non-required field for TradeCaptureReport.
	PreviouslyReported *bool `fix:"570"`
	//PriceType is a non-required field for TradeCaptureReport.
	PriceType *int `fix:"423"`
	//Instrument Component
	Instrument instrument.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//QtyType is a non-required field for TradeCaptureReport.
	QtyType *int `fix:"854"`
	//YieldData Component
	YieldData yielddata.Component
	//UndInstrmtGrp Component
	UndInstrmtGrp undinstrmtgrp.Component
	//UnderlyingTradingSessionID is a non-required field for TradeCaptureReport.
	UnderlyingTradingSessionID *string `fix:"822"`
	//UnderlyingTradingSessionSubID is a non-required field for TradeCaptureReport.
	UnderlyingTradingSessionSubID *string `fix:"823"`
	//LastQty is a required field for TradeCaptureReport.
	LastQty float64 `fix:"32"`
	//LastPx is a required field for TradeCaptureReport.
	LastPx float64 `fix:"31"`
	//LastParPx is a non-required field for TradeCaptureReport.
	LastParPx *float64 `fix:"669"`
	//LastSpotRate is a non-required field for TradeCaptureReport.
	LastSpotRate *float64 `fix:"194"`
	//LastForwardPoints is a non-required field for TradeCaptureReport.
	LastForwardPoints *float64 `fix:"195"`
	//LastMkt is a non-required field for TradeCaptureReport.
	LastMkt *string `fix:"30"`
	//TradeDate is a non-required field for TradeCaptureReport.
	TradeDate *string `fix:"75"`
	//ClearingBusinessDate is a non-required field for TradeCaptureReport.
	ClearingBusinessDate *string `fix:"715"`
	//AvgPx is a non-required field for TradeCaptureReport.
	AvgPx *float64 `fix:"6"`
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//AvgPxIndicator is a non-required field for TradeCaptureReport.
	AvgPxIndicator *int `fix:"819"`
	//PositionAmountData Component
	PositionAmountData positionamountdata.Component
	//MultiLegReportingType is a non-required field for TradeCaptureReport.
	MultiLegReportingType *string `fix:"442"`
	//TradeLegRefID is a non-required field for TradeCaptureReport.
	TradeLegRefID *string `fix:"824"`
	//TrdInstrmtLegGrp Component
	TrdInstrmtLegGrp trdinstrmtleggrp.Component
	//TransactTime is a non-required field for TradeCaptureReport.
	TransactTime *time.Time `fix:"60"`
	//TrdRegTimestamps Component
	TrdRegTimestamps trdregtimestamps.Component
	//SettlType is a non-required field for TradeCaptureReport.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for TradeCaptureReport.
	SettlDate *string `fix:"64"`
	//MatchStatus is a non-required field for TradeCaptureReport.
	MatchStatus *string `fix:"573"`
	//MatchType is a non-required field for TradeCaptureReport.
	MatchType *string `fix:"574"`
	//TrdCapRptSideGrp Component
	TrdCapRptSideGrp trdcaprptsidegrp.Component
	//CopyMsgIndicator is a non-required field for TradeCaptureReport.
	CopyMsgIndicator *bool `fix:"797"`
	//PublishTrdIndicator is a non-required field for TradeCaptureReport.
	PublishTrdIndicator *bool `fix:"852"`
	//ShortSaleReason is a non-required field for TradeCaptureReport.
	ShortSaleReason *int `fix:"853"`
	//TrdRptStatus is a non-required field for TradeCaptureReport.
	TrdRptStatus *int `fix:"939"`
	//AsOfIndicator is a non-required field for TradeCaptureReport.
	AsOfIndicator *string `fix:"1015"`
	//SettlSessID is a non-required field for TradeCaptureReport.
	SettlSessID *string `fix:"716"`
	//SettlSessSubID is a non-required field for TradeCaptureReport.
	SettlSessSubID *string `fix:"717"`
	//TierCode is a non-required field for TradeCaptureReport.
	TierCode *string `fix:"994"`
	//MessageEventSource is a non-required field for TradeCaptureReport.
	MessageEventSource *string `fix:"1011"`
	//LastUpdateTime is a non-required field for TradeCaptureReport.
	LastUpdateTime *time.Time `fix:"779"`
	//RndPx is a non-required field for TradeCaptureReport.
	RndPx *float64 `fix:"991"`
	//TradeID is a non-required field for TradeCaptureReport.
	TradeID *string `fix:"1003"`
	//SecondaryTradeID is a non-required field for TradeCaptureReport.
	SecondaryTradeID *string `fix:"1040"`
	//FirmTradeID is a non-required field for TradeCaptureReport.
	FirmTradeID *string `fix:"1041"`
	//SecondaryFirmTradeID is a non-required field for TradeCaptureReport.
	SecondaryFirmTradeID *string `fix:"1042"`
	//CalculatedCcyLastQty is a non-required field for TradeCaptureReport.
	CalculatedCcyLastQty *float64 `fix:"1056"`
	//LastSwapPoints is a non-required field for TradeCaptureReport.
	LastSwapPoints *float64 `fix:"1071"`
	//UnderlyingSettlementDate is a non-required field for TradeCaptureReport.
	UnderlyingSettlementDate *string `fix:"987"`
	//GrossTradeAmt is a non-required field for TradeCaptureReport.
	GrossTradeAmt *float64 `fix:"381"`
	//RootParties Component
	RootParties rootparties.Component
	//OrderCategory is a non-required field for TradeCaptureReport.
	OrderCategory *string `fix:"1115"`
	//TradeHandlingInstr is a non-required field for TradeCaptureReport.
	TradeHandlingInstr *string `fix:"1123"`
	//OrigTradeHandlingInstr is a non-required field for TradeCaptureReport.
	OrigTradeHandlingInstr *string `fix:"1124"`
	//OrigTradeDate is a non-required field for TradeCaptureReport.
	OrigTradeDate *string `fix:"1125"`
	//OrigTradeID is a non-required field for TradeCaptureReport.
	OrigTradeID *string `fix:"1126"`
	//OrigSecondaryTradeID is a non-required field for TradeCaptureReport.
	OrigSecondaryTradeID *string `fix:"1127"`
	//TZTransactTime is a non-required field for TradeCaptureReport.
	TZTransactTime *string `fix:"1132"`
	//ReportedPxDiff is a non-required field for TradeCaptureReport.
	ReportedPxDiff *bool `fix:"1134"`
	//Currency is a non-required field for TradeCaptureReport.
	Currency *string `fix:"15"`
	//SettlCurrency is a non-required field for TradeCaptureReport.
	SettlCurrency *string `fix:"120"`
	//RejectText is a non-required field for TradeCaptureReport.
	RejectText *string `fix:"1328"`
	//FeeMultiplier is a non-required field for TradeCaptureReport.
	FeeMultiplier *float64 `fix:"1329"`
	//Volatility is a non-required field for TradeCaptureReport.
	Volatility *float64 `fix:"1188"`
	//DividendYield is a non-required field for TradeCaptureReport.
	DividendYield *float64 `fix:"1380"`
	//RiskFreeRate is a non-required field for TradeCaptureReport.
	RiskFreeRate *float64 `fix:"1190"`
	//CurrencyRatio is a non-required field for TradeCaptureReport.
	CurrencyRatio *float64 `fix:"1382"`
	//TrdRepIndicatorsGrp Component
	TrdRepIndicatorsGrp trdrepindicatorsgrp.Component
	//TradePublishIndicator is a non-required field for TradeCaptureReport.
	TradePublishIndicator *int `fix:"1390"`
	//ApplicationSequenceControl Component
	ApplicationSequenceControl applicationsequencecontrol.Component
	Trailer                    fixt11.Trailer
}

Message is a TradeCaptureReport FIX Message

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type RouteOut 

type RouteOut func(msg Message, sessionID quickfix.SessionID) quickfix.MessageRejectError

A RouteOut is the callback type that should be implemented for routing Message

Source Files

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