quote

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: 4 Imported by: 0

Documentation

Overview

Package quote msg type = S.

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:"S"`
	fix42.Header
	//QuoteReqID is a non-required field for Quote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for Quote.
	QuoteID string `fix:"117"`
	//QuoteResponseLevel is a non-required field for Quote.
	QuoteResponseLevel *int `fix:"301"`
	//TradingSessionID is a non-required field for Quote.
	TradingSessionID *string `fix:"336"`
	//Symbol is a required field for Quote.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for Quote.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for Quote.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for Quote.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for Quote.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for Quote.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for Quote.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for Quote.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for Quote.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for Quote.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for Quote.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for Quote.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for Quote.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for Quote.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for Quote.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for Quote.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for Quote.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for Quote.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for Quote.
	EncodedSecurityDesc *string `fix:"351"`
	//BidPx is a non-required field for Quote.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for Quote.
	OfferPx *float64 `fix:"133"`
	//BidSize is a non-required field for Quote.
	BidSize *float64 `fix:"134"`
	//OfferSize is a non-required field for Quote.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for Quote.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for Quote.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for Quote.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for Quote.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for Quote.
	OfferForwardPoints *float64 `fix:"191"`
	//TransactTime is a non-required field for Quote.
	TransactTime *time.Time `fix:"60"`
	//FutSettDate is a non-required field for Quote.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for Quote.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for Quote.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for Quote.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for Quote.
	Currency *string `fix:"15"`
	fix42.Trailer
}

Message is a Quote FIX Message

func New added in v0.2.0 

func New(quoteid string, symbol string) *Message

New returns an initialized Quote instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetBidForwardPoints added in v0.2.0 

func (m *Message) SetBidForwardPoints(v float64)

func (*Message) SetBidPx added in v0.2.0 

func (m *Message) SetBidPx(v float64)

func (*Message) SetBidSize added in v0.2.0 

func (m *Message) SetBidSize(v float64)

func (*Message) SetBidSpotRate added in v0.2.0 

func (m *Message) SetBidSpotRate(v float64)

func (*Message) SetContractMultiplier added in v0.2.0 

func (m *Message) SetContractMultiplier(v float64)

func (*Message) SetCouponRate added in v0.2.0 

func (m *Message) SetCouponRate(v float64)

func (*Message) SetCurrency added in v0.2.0 

func (m *Message) SetCurrency(v string)

func (*Message) SetEncodedIssuer added in v0.2.0 

func (m *Message) SetEncodedIssuer(v string)

func (*Message) SetEncodedIssuerLen added in v0.2.0 

func (m *Message) SetEncodedIssuerLen(v int)

func (*Message) SetEncodedSecurityDesc added in v0.2.0 

func (m *Message) SetEncodedSecurityDesc(v string)

func (*Message) SetEncodedSecurityDescLen added in v0.2.0 

func (m *Message) SetEncodedSecurityDescLen(v int)

func (*Message) SetFutSettDate added in v0.2.0 

func (m *Message) SetFutSettDate(v string)

func (*Message) SetFutSettDate2 added in v0.2.0 

func (m *Message) SetFutSettDate2(v string)

func (*Message) SetIDSource added in v0.2.0 

func (m *Message) SetIDSource(v string)

func (*Message) SetIssuer added in v0.2.0 

func (m *Message) SetIssuer(v string)

func (*Message) SetMaturityDay added in v0.2.0 

func (m *Message) SetMaturityDay(v int)

func (*Message) SetMaturityMonthYear added in v0.2.0 

func (m *Message) SetMaturityMonthYear(v string)

func (*Message) SetOfferForwardPoints added in v0.2.0 

func (m *Message) SetOfferForwardPoints(v float64)

func (*Message) SetOfferPx added in v0.2.0 

func (m *Message) SetOfferPx(v float64)

func (*Message) SetOfferSize added in v0.2.0 

func (m *Message) SetOfferSize(v float64)

func (*Message) SetOfferSpotRate added in v0.2.0 

func (m *Message) SetOfferSpotRate(v float64)

func (*Message) SetOptAttribute added in v0.2.0 

func (m *Message) SetOptAttribute(v string)

func (*Message) SetOrdType added in v0.2.0 

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderQty2 added in v0.2.0 

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetPutOrCall added in v0.2.0 

func (m *Message) SetPutOrCall(v int)

func (*Message) SetQuoteID added in v0.2.0 

func (m *Message) SetQuoteID(v string)

func (*Message) SetQuoteReqID added in v0.2.0 

func (m *Message) SetQuoteReqID(v string)

func (*Message) SetQuoteResponseLevel added in v0.2.0 

func (m *Message) SetQuoteResponseLevel(v int)

func (*Message) SetSecurityDesc added in v0.2.0 

func (m *Message) SetSecurityDesc(v string)

func (*Message) SetSecurityExchange added in v0.2.0 

func (m *Message) SetSecurityExchange(v string)

func (*Message) SetSecurityID added in v0.2.0 

func (m *Message) SetSecurityID(v string)

func (*Message) SetSecurityType added in v0.2.0 

func (m *Message) SetSecurityType(v string)

func (*Message) SetStrikePrice added in v0.2.0 

func (m *Message) SetStrikePrice(v float64)

func (*Message) SetSymbol added in v0.2.0 

func (m *Message) SetSymbol(v string)

func (*Message) SetSymbolSfx added in v0.2.0 

func (m *Message) SetSymbolSfx(v string)

func (*Message) SetTradingSessionID added in v0.2.0 

func (m *Message) SetTradingSessionID(v string)

func (*Message) SetTransactTime added in v0.2.0 

func (m *Message) SetTransactTime(v time.Time)

func (*Message) SetValidUntilTime added in v0.2.0 

func (m *Message) SetValidUntilTime(v time.Time)

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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