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Overview ¶
Package marketdatarequest msg type = V.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Message ¶
type Message struct {
FIXMsgType string `fix:"V"`
Header fix44.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"`
//OpenCloseSettlFlag is a non-required field for MarketDataRequest.
OpenCloseSettlFlag *string `fix:"286"`
//Scope is a non-required field for MarketDataRequest.
Scope *string `fix:"546"`
//MDImplicitDelete is a non-required field for MarketDataRequest.
MDImplicitDelete *bool `fix:"547"`
//NoMDEntryTypes is a required field for MarketDataRequest.
NoMDEntryTypes []NoMDEntryTypes `fix:"267"`
//NoRelatedSym is a required field for MarketDataRequest.
NoRelatedSym []NoRelatedSym `fix:"146"`
Trailer fix44.Trailer
}
Message is a MarketDataRequest FIX Message
type NoLegs ¶
type NoLegs struct {
//InstrumentLeg Component
InstrumentLeg instrumentleg.Component
}
NoLegs is a repeating group in NoRelatedSym
type NoMDEntryTypes ¶
type NoMDEntryTypes struct {
//MDEntryType is a required field for NoMDEntryTypes.
MDEntryType string `fix:"269"`
}
NoMDEntryTypes is a repeating group in MarketDataRequest
type NoRelatedSym ¶
type NoRelatedSym struct {
//Instrument Component
Instrument instrument.Component
//NoUnderlyings is a non-required field for NoRelatedSym.
NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
//NoLegs is a non-required field for NoRelatedSym.
NoLegs []NoLegs `fix:"555,omitempty"`
//NoTradingSessions is a non-required field for NoRelatedSym.
NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
//ApplQueueAction is a non-required field for NoRelatedSym.
ApplQueueAction *int `fix:"815"`
//ApplQueueMax is a non-required field for NoRelatedSym.
ApplQueueMax *int `fix:"812"`
}
NoRelatedSym is a repeating group in MarketDataRequest
type NoTradingSessions ¶
type NoTradingSessions struct {
//TradingSessionID is a non-required field for NoTradingSessions.
TradingSessionID *string `fix:"336"`
//TradingSessionSubID is a non-required field for NoTradingSessions.
TradingSessionSubID *string `fix:"625"`
}
NoTradingSessions is a repeating group in NoRelatedSym
type NoUnderlyings ¶
type NoUnderlyings struct {
//UnderlyingInstrument Component
UnderlyingInstrument underlyinginstrument.Component
}
NoUnderlyings is a repeating group in NoRelatedSym
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