marketdatarequest

package
v0.3.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 3 Imported by: 0

Documentation

Overview

Package marketdatarequest msg type = V.

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 Message type

Types

type Message 

type Message struct {
	FIXMsgType string `fix:"V"`
	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"`
	fix42.Trailer
}

Message is a MarketDataRequest FIX Message

func New added in v0.2.0 

func New(mdreqid string, subscriptionrequesttype string, marketdepth int, nomdentrytypes []NoMDEntryTypes, norelatedsym []NoRelatedSym) *Message

New returns an initialized MarketDataRequest instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAggregatedBook added in v0.2.0 

func (m *Message) SetAggregatedBook(v bool)

func (*Message) SetMDReqID added in v0.2.0 

func (m *Message) SetMDReqID(v string)

func (*Message) SetMDUpdateType added in v0.2.0 

func (m *Message) SetMDUpdateType(v int)

func (*Message) SetMarketDepth added in v0.2.0 

func (m *Message) SetMarketDepth(v int)

func (*Message) SetNoMDEntryTypes added in v0.2.0 

func (m *Message) SetNoMDEntryTypes(v []NoMDEntryTypes)

func (*Message) SetNoRelatedSym added in v0.2.0 

func (m *Message) SetNoRelatedSym(v []NoRelatedSym)

func (*Message) SetSubscriptionRequestType added in v0.2.0 

func (m *Message) SetSubscriptionRequestType(v string)

type NoMDEntryTypes 

type NoMDEntryTypes struct {
	//MDEntryType is a required field for NoMDEntryTypes.
	MDEntryType string `fix:"269"`
}

NoMDEntryTypes is a repeating group in MarketDataRequest

func NewNoMDEntryTypes added in v0.2.0 

func NewNoMDEntryTypes(mdentrytype string) *NoMDEntryTypes

NewNoMDEntryTypes returns an initialized NoMDEntryTypes instance

func (*NoMDEntryTypes) SetMDEntryType added in v0.2.0 

func (m *NoMDEntryTypes) SetMDEntryType(v string)

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

func NewNoRelatedSym added in v0.2.0 

func NewNoRelatedSym(symbol string) *NoRelatedSym

NewNoRelatedSym returns an initialized NoRelatedSym instance

func (*NoRelatedSym) SetContractMultiplier added in v0.2.0 

func (m *NoRelatedSym) SetContractMultiplier(v float64)

func (*NoRelatedSym) SetCouponRate added in v0.2.0 

func (m *NoRelatedSym) SetCouponRate(v float64)

func (*NoRelatedSym) SetEncodedIssuer added in v0.2.0 

func (m *NoRelatedSym) SetEncodedIssuer(v string)

func (*NoRelatedSym) SetEncodedIssuerLen added in v0.2.0 

func (m *NoRelatedSym) SetEncodedIssuerLen(v int)

func (*NoRelatedSym) SetEncodedSecurityDesc added in v0.2.0 

func (m *NoRelatedSym) SetEncodedSecurityDesc(v string)

func (*NoRelatedSym) SetEncodedSecurityDescLen added in v0.2.0 

func (m *NoRelatedSym) SetEncodedSecurityDescLen(v int)

func (*NoRelatedSym) SetIDSource added in v0.2.0 

func (m *NoRelatedSym) SetIDSource(v string)

func (*NoRelatedSym) SetIssuer added in v0.2.0 

func (m *NoRelatedSym) SetIssuer(v string)

func (*NoRelatedSym) SetMaturityDay added in v0.2.0 

func (m *NoRelatedSym) SetMaturityDay(v int)

func (*NoRelatedSym) SetMaturityMonthYear added in v0.2.0 

func (m *NoRelatedSym) SetMaturityMonthYear(v string)

func (*NoRelatedSym) SetOptAttribute added in v0.2.0 

func (m *NoRelatedSym) SetOptAttribute(v string)

func (*NoRelatedSym) SetPutOrCall added in v0.2.0 

func (m *NoRelatedSym) SetPutOrCall(v int)

func (*NoRelatedSym) SetSecurityDesc added in v0.2.0 

func (m *NoRelatedSym) SetSecurityDesc(v string)

func (*NoRelatedSym) SetSecurityExchange added in v0.2.0 

func (m *NoRelatedSym) SetSecurityExchange(v string)

func (*NoRelatedSym) SetSecurityID added in v0.2.0 

func (m *NoRelatedSym) SetSecurityID(v string)

func (*NoRelatedSym) SetSecurityType added in v0.2.0 

func (m *NoRelatedSym) SetSecurityType(v string)

func (*NoRelatedSym) SetStrikePrice added in v0.2.0 

func (m *NoRelatedSym) SetStrikePrice(v float64)

func (*NoRelatedSym) SetSymbol added in v0.2.0 

func (m *NoRelatedSym) SetSymbol(v string)

func (*NoRelatedSym) SetSymbolSfx added in v0.2.0 

func (m *NoRelatedSym) SetSymbolSfx(v string)

func (*NoRelatedSym) SetTradingSessionID added in v0.2.0 

func (m *NoRelatedSym) SetTradingSessionID(v string)

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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