tradecapturereport

package
v0.2.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Apr 19, 2016 License: Apache-1.1 Imports: 15 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 Message type

Types

type Message 

type Message struct {
	FIXMsgType string `fix:"AE"`
	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 is a required component for TradeCaptureReport.
	instrument.Instrument
	//FinancingDetails is a non-required component for TradeCaptureReport.
	FinancingDetails *financingdetails.FinancingDetails
	//OrderQtyData is a non-required component for TradeCaptureReport.
	OrderQtyData *orderqtydata.OrderQtyData
	//QtyType is a non-required field for TradeCaptureReport.
	QtyType *int `fix:"854"`
	//YieldData is a non-required component for TradeCaptureReport.
	YieldData *yielddata.YieldData
	//UndInstrmtGrp is a non-required component for TradeCaptureReport.
	UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
	//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 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 is a non-required component for TradeCaptureReport.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//AvgPxIndicator is a non-required field for TradeCaptureReport.
	AvgPxIndicator *int `fix:"819"`
	//PositionAmountData is a non-required component for TradeCaptureReport.
	PositionAmountData *positionamountdata.PositionAmountData
	//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 is a non-required component for TradeCaptureReport.
	TrdInstrmtLegGrp *trdinstrmtleggrp.TrdInstrmtLegGrp
	//TransactTime is a non-required field for TradeCaptureReport.
	TransactTime *time.Time `fix:"60"`
	//TrdRegTimestamps is a non-required component for TradeCaptureReport.
	TrdRegTimestamps *trdregtimestamps.TrdRegTimestamps
	//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 is a required component for TradeCaptureReport.
	trdcaprptsidegrp.TrdCapRptSideGrp
	//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 is a non-required component for TradeCaptureReport.
	RootParties *rootparties.RootParties
	//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"`
	fixt11.Trailer
}

Message is a TradeCaptureReport FIX Message

func New 

func New(instrument instrument.Instrument, lastqty float64, lastpx float64, tradedate string, trdcaprptsidegrp trdcaprptsidegrp.TrdCapRptSideGrp) *Message

New returns an initialized TradeCaptureReport instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAsOfIndicator 

func (m *Message) SetAsOfIndicator(v string)

func (*Message) SetAvgPx 

func (m *Message) SetAvgPx(v float64)

func (*Message) SetAvgPxIndicator 

func (m *Message) SetAvgPxIndicator(v int)

func (*Message) SetCalculatedCcyLastQty 

func (m *Message) SetCalculatedCcyLastQty(v float64)

func (*Message) SetClearingBusinessDate 

func (m *Message) SetClearingBusinessDate(v string)

func (*Message) SetCopyMsgIndicator 

func (m *Message) SetCopyMsgIndicator(v bool)

func (*Message) SetExecID 

func (m *Message) SetExecID(v string)

func (*Message) SetExecRestatementReason 

func (m *Message) SetExecRestatementReason(v int)

func (*Message) SetExecType 

func (m *Message) SetExecType(v string)

func (*Message) SetFinancingDetails 

func (m *Message) SetFinancingDetails(v financingdetails.FinancingDetails)

func (*Message) SetFirmTradeID 

func (m *Message) SetFirmTradeID(v string)

func (*Message) SetGrossTradeAmt 

func (m *Message) SetGrossTradeAmt(v float64)

func (*Message) SetInstrument 

func (m *Message) SetInstrument(v instrument.Instrument)

func (*Message) SetLastForwardPoints 

func (m *Message) SetLastForwardPoints(v float64)

func (*Message) SetLastMkt 

func (m *Message) SetLastMkt(v string)

func (*Message) SetLastParPx 

func (m *Message) SetLastParPx(v float64)

func (*Message) SetLastPx 

func (m *Message) SetLastPx(v float64)

func (*Message) SetLastQty 

func (m *Message) SetLastQty(v float64)

func (*Message) SetLastRptRequested 

func (m *Message) SetLastRptRequested(v bool)

func (*Message) SetLastSpotRate 

func (m *Message) SetLastSpotRate(v float64)

func (*Message) SetLastSwapPoints 

func (m *Message) SetLastSwapPoints(v float64)

func (*Message) SetLastUpdateTime 

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

func (*Message) SetMatchStatus 

func (m *Message) SetMatchStatus(v string)

func (*Message) SetMatchType 

func (m *Message) SetMatchType(v string)

func (*Message) SetMessageEventSource 

func (m *Message) SetMessageEventSource(v string)

func (*Message) SetMultiLegReportingType 

func (m *Message) SetMultiLegReportingType(v string)

func (*Message) SetOrdStatus 

func (m *Message) SetOrdStatus(v string)

func (*Message) SetOrderCategory 

func (m *Message) SetOrderCategory(v string)

func (*Message) SetOrderQtyData 

func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData)

func (*Message) SetOrigSecondaryTradeID 

func (m *Message) SetOrigSecondaryTradeID(v string)

func (*Message) SetOrigTradeDate 

func (m *Message) SetOrigTradeDate(v string)

func (*Message) SetOrigTradeHandlingInstr 

func (m *Message) SetOrigTradeHandlingInstr(v string)

func (*Message) SetOrigTradeID 

func (m *Message) SetOrigTradeID(v string)

func (*Message) SetPositionAmountData 

func (m *Message) SetPositionAmountData(v positionamountdata.PositionAmountData)

func (*Message) SetPreviouslyReported 

func (m *Message) SetPreviouslyReported(v bool)

func (*Message) SetPriceType 

func (m *Message) SetPriceType(v int)

func (*Message) SetPublishTrdIndicator 

func (m *Message) SetPublishTrdIndicator(v bool)

func (*Message) SetQtyType 

func (m *Message) SetQtyType(v int)

func (*Message) SetReportedPxDiff 

func (m *Message) SetReportedPxDiff(v bool)

func (*Message) SetRndPx 

func (m *Message) SetRndPx(v float64)

func (*Message) SetRootParties 

func (m *Message) SetRootParties(v rootparties.RootParties)

func (*Message) SetSecondaryExecID 

func (m *Message) SetSecondaryExecID(v string)

func (*Message) SetSecondaryFirmTradeID 

func (m *Message) SetSecondaryFirmTradeID(v string)

func (*Message) SetSecondaryTradeID 

func (m *Message) SetSecondaryTradeID(v string)

func (*Message) SetSecondaryTradeReportID 

func (m *Message) SetSecondaryTradeReportID(v string)

func (*Message) SetSecondaryTradeReportRefID 

func (m *Message) SetSecondaryTradeReportRefID(v string)

func (*Message) SetSecondaryTrdType 

func (m *Message) SetSecondaryTrdType(v int)

func (*Message) SetSettlDate 

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlSessID 

func (m *Message) SetSettlSessID(v string)

func (*Message) SetSettlSessSubID 

func (m *Message) SetSettlSessSubID(v string)

func (*Message) SetSettlType 

func (m *Message) SetSettlType(v string)

func (*Message) SetShortSaleReason 

func (m *Message) SetShortSaleReason(v int)

func (*Message) SetSpreadOrBenchmarkCurveData 

func (m *Message) SetSpreadOrBenchmarkCurveData(v spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData)

func (*Message) SetSubscriptionRequestType 

func (m *Message) SetSubscriptionRequestType(v string)

func (*Message) SetTZTransactTime 

func (m *Message) SetTZTransactTime(v string)

func (*Message) SetTierCode 

func (m *Message) SetTierCode(v string)

func (*Message) SetTotNumTradeReports 

func (m *Message) SetTotNumTradeReports(v int)

func (*Message) SetTradeDate 

func (m *Message) SetTradeDate(v string)

func (*Message) SetTradeHandlingInstr 

func (m *Message) SetTradeHandlingInstr(v string)

func (*Message) SetTradeID 

func (m *Message) SetTradeID(v string)

func (*Message) SetTradeLegRefID 

func (m *Message) SetTradeLegRefID(v string)

func (*Message) SetTradeLinkID 

func (m *Message) SetTradeLinkID(v string)

func (*Message) SetTradeReportID 

func (m *Message) SetTradeReportID(v string)

func (*Message) SetTradeReportRefID 

func (m *Message) SetTradeReportRefID(v string)

func (*Message) SetTradeReportTransType 

func (m *Message) SetTradeReportTransType(v int)

func (*Message) SetTradeReportType 

func (m *Message) SetTradeReportType(v int)

func (*Message) SetTradeRequestID 

func (m *Message) SetTradeRequestID(v string)

func (*Message) SetTransactTime 

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

func (*Message) SetTransferReason 

func (m *Message) SetTransferReason(v string)

func (*Message) SetTrdCapRptSideGrp 

func (m *Message) SetTrdCapRptSideGrp(v trdcaprptsidegrp.TrdCapRptSideGrp)

func (*Message) SetTrdInstrmtLegGrp 

func (m *Message) SetTrdInstrmtLegGrp(v trdinstrmtleggrp.TrdInstrmtLegGrp)

func (*Message) SetTrdMatchID 

func (m *Message) SetTrdMatchID(v string)

func (*Message) SetTrdRegTimestamps 

func (m *Message) SetTrdRegTimestamps(v trdregtimestamps.TrdRegTimestamps)

func (*Message) SetTrdRptStatus 

func (m *Message) SetTrdRptStatus(v int)

func (*Message) SetTrdSubType 

func (m *Message) SetTrdSubType(v int)

func (*Message) SetTrdType 

func (m *Message) SetTrdType(v int)

func (*Message) SetUndInstrmtGrp 

func (m *Message) SetUndInstrmtGrp(v undinstrmtgrp.UndInstrmtGrp)

func (*Message) SetUnderlyingSettlementDate 

func (m *Message) SetUnderlyingSettlementDate(v string)

func (*Message) SetUnderlyingTradingSessionID 

func (m *Message) SetUnderlyingTradingSessionID(v string)

func (*Message) SetUnderlyingTradingSessionSubID 

func (m *Message) SetUnderlyingTradingSessionSubID(v string)

func (*Message) SetUnsolicitedIndicator 

func (m *Message) SetUnsolicitedIndicator(v bool)

func (*Message) SetYieldData 

func (m *Message) SetYieldData(v yielddata.YieldData)

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

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