ibfixdefine

package
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Published: Oct 8, 2023 License: MIT Imports: 2 Imported by: 0

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Index

Constants

View Source
const (
	/*Handlinst 21 HandlInst
	  2 = Automated execution
	  order,
	  public, Broker
	  intervention
	  OK.
	*/
	Handlinst = "2"

	// SecurityExchange_ISLAND ISLAND -- Nasdaq
	SecurityExchange_ISLAND = "ISLAND"
)
View Source
const (
	// MsgTypeHeartbeat Heartbeat
	MsgTypeHeartbeat = "0"

	// MsgTypeTestRequest Test Request
	MsgTypeTestRequest = "1"

	// MsgTypeResendRequest Resend Request
	MsgTypeResendRequest = "2"

	// MsgTypeSessionLevelReject Session Level Reject
	MsgTypeSessionLevelReject = "3"

	// MsgTypeSequenceReset Sequence Reset and Gap Fill
	MsgTypeSequenceReset = "4"

	// MsgTypeLogout Logout
	MsgTypeLogout = "5"

	// MsgTypeExecutionReport Execution Report
	MsgTypeExecutionReport = "8"

	// MsgTypeOrderCancelReject Order Cancel Reject
	MsgTypeOrderCancelReject = "9"

	// MsgTypeLogon logon
	MsgTypeLogon = "A"

	// MsgTypeBulletinMessage News/Bulletin Message
	MsgTypeBulletinMessage = "B"

	// MsgTypeNewOrderSingle New Order Single
	MsgTypeNewOrderSingle = "D"

	// MsgTypeOrderCancel Order Cancel Request
	MsgTypeOrderCancel = "F"

	// MsgTypeOrderReplace Cancel/Replace Request
	MsgTypeOrderReplace = "G"

	// MsgTypeOrderStatus Order Status Request
	MsgTypeOrderStatus = "H"

	// MsgTypeAllocation Allocation
	MsgTypeAllocation = "J"

	// MsgTypeAllocationAck Allocation Ack
	MsgTypeAllocationAck = "P"

	// MsgTypeMultilegCancelReplaceRequest Multileg Cancel Replace Request
	MsgTypeMultilegCancelReplaceRequest = "AC"
)
View Source
const (

	// Tag8 8 BeginString
	Tag8 = 8

	// Tag35 35 MsgType
	Tag35 = 35

	// Tag43  PossDupFlag
	Tag43 = 43

	// Tag49 49 SenderCompID
	Tag49 = 49

	// Tag56 56 TargetCompID Default is “IB.”
	Tag56 = 56

	// Tag34 34 MsgSeqNum
	Tag34 = 34

	// Tag36 36 NewSeqNo
	Tag36 = 36

	// Tag45 45 RefSeqNo
	Tag45 = 45

	// Tag52 52 SendingTime UTC Time Stamp
	// Time of message transmission (always expressed in UTC (Universal Time
	// Coordinated, also known as “GMT”)
	Tag52 = 52

	// Tag58 58 Text
	Tag58 = 58

	// Tag98 98 EncryptMethod
	// Valid Value = 0 (none, encryption is currently not supported)
	Tag98 = 98

	// Tag102 CxlRejReason
	Tag102 = 102

	// Tag108 108 HeartBtIn
	Tag108 = 108

	// Tag112 112 TestReqID Y A timestamp string is suggested for TestReqID
	Tag112 = 112

	// Tag123 123 GapFillFlag
	// Indicates that the Sequence Reset message is
	// replacing administrative or application messages which
	// will not be resent.
	// Y = Gap Fill message, MsgSeqNum field valid
	// N = Sequence Reset, ignore MsgSeqNum
	Tag123 = 123

	// Tag141 141 ResetSeqNumFlag
	Tag141 = 141
)
View Source
const (

	// Tag1 1 Account
	Tag1 = 1

	// Tag6 AvgPx. Calculated average price of all fills on this order.
	Tag6 = 6

	// Tag7 7 BeginSeqNo
	Tag7 = 7

	// Tag11 ClOrdID Unique identifier for Order as assigned by order routing firm. Uniqueness must be
	//       guaranteed within a single trading day. Firms which electronically submit multi-day orders should
	//       consider embedding a date within the ClOrdID field to assure uniqueness across days.
	Tag11 = 11

	// Tag15  Currency. This tag is required if tag 100=SMART or if ISIN/CUSIP is used
	Tag15 = 15

	// Tag14 CumQty. Total number of shares filled.
	Tag14 = 14

	// Tag16 16 EndSeqNo
	Tag16 = 16

	// Tag17 ExecID
	Tag17 = 17

	// Tag18 ExecInst Used to create Relative, Market Peg, Trailing Stop, and VWAP orders.
	Tag18 = 18

	// Tag19 ExecRefID
	Tag19 = 19

	// Tag20 ExecTransType
	Tag20 = 20

	// Tag21 21 HandlInst
	Tag21 = 21

	// Tag22 IDSource
	Tag22 = 22

	// Tag30 LastMkt. Market of execution for last fill.
	Tag30 = 30

	// Tag31 LastPx. Price of this (last) fill.
	Tag31 = 31

	// Tag32 LastShares
	Tag32 = 32

	// Tag37 OrderID. Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed
	//       within a single trading day. Firms which accept multi-day orders should consider
	//       embedding a date within the OrderID field to assure uniqueness across days.
	Tag37 = 37

	// Tag38 38 OrderQty. Number of shares ordered
	Tag38 = 38

	// Tag39 OrdStatus Identifies the current status of the order
	Tag39 = 39

	// Tag40 40 OrdType
	Tag40 = 40

	// Tag41 41 OrigClOrdID. ClOrdID of the previous order (NOT the initial order of the day) as assigned by the
	//       institution, used to identify the previous order in cancel and cancel/replace requests.
	Tag41 = 41

	// Tag44 44 Price. Price per share. Should not be present for market orders.
	Tag44 = 44

	// Tag47 Rule80A
	Tag47 = 47

	// Tag48 SecurityID
	Tag48 = 48

	// Tag54 54 Side
	Tag54 = 54

	// Tag55 55 Symbol
	Tag55 = 55

	// Tag59 TimeInForce
	Tag59 = 59

	// Tag60 TransactTime
	Tag60 = 60

	// Tag61 Urgency. Urgency of message
	Tag61 = 61

	// Tag63 SettlemntTyp
	Tag63 = 63

	// Tag65 Symbol Suffix
	Tag65 = 65

	// Tag77 OpenClose
	Tag77 = 77

	// Tag99  StopPx. Required for stop and stop limit orders
	Tag99 = 99

	// Tag100 100 ExDestination
	Tag100 = 100

	// Tag103 OrdRejReason
	Tag103 = 103

	// Tag109 ClientID
	Tag109 = 109

	// Tag111 Used to create Hidden or Iceberg Orders
	Tag111 = 111

	// Tag114 LocateReqd. Indicates whether the broker is to locate the stock in conjunction with a short sale order.
	Tag114 = 114

	// Tag126 ExpireTime. Time/Date of order expiration
	Tag126 = 126

	// Tag148 Headline. The text of the Bulletin will be contained in this tag
	Tag148 = 148

	// Tag150 ExecType Identifies the type of Execution Report
	Tag150 = 150

	// Tag151 Leaves Qty The amount of shares open for further execution.
	Tag151 = 151

	// Tag167 SecurityType
	Tag167 = 167

	// Tag168 EffectiveTime. Time the details within the message should take effect
	Tag168 = 168

	// Tag200 MaturityMonthYear. Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT
	Tag200 = 200

	// Tag201 PutOrCall
	Tag201 = 201

	// Tag202 202 Strike Price
	Tag202 = 202

	// Tag204 CustomerOrFirm
	Tag204 = 204

	// Tag205 Strike Price
	Tag205 = 205

	// Tag207 SecurityExchange
	Tag207 = 207

	// Tag211 Peg Difference. Used to create Relative, Market Peg, & Trailing Stop Orders.
	Tag211 = 211

	// Tag231 ContractMultiplier. Specifies the ratio or multiply factor to convert from contracts to shares
	Tag231 = 231

	// Tag378  ExecRestatementReason
	Tag378 = 378

	// Tag388 DiscretionInst. Code to identify the price a DiscretionOffset is related to and should be mathematically added to.
	Tag388 = 388

	// Tag389 DiscretionOffset. Amount (signed) added to the “related to” price specified via DiscretionInst.
	Tag389 = 389

	// Tag432 ExpireDate. Date of order expiration
	Tag432 = 432

	// Tag434 CxlRejResponseTo. dentifies the type of request that a cancel replace request is in response to.
	Tag434 = 434

	// Tag439 ClearingFirm
	Tag439 = 439

	// Tag440 ClearingAccount. Supplemental accounting information forwarded to clearing house/ firm
	Tag440 = 440

	// Tag5700 LocateBroker.
	Tag5700 = 5700

	// Tag6010 Order Reference
	Tag6010 = 6010

	// Tag6013 ComboLegInfo
	Tag6013 = 6013

	// Tag6035 IBKR Local Symbol
	Tag6035 = 6035

	// Tag6037 OptionOrigin
	Tag6037 = 6037

	// Tag6058 TradingClass
	Tag6058 = 6058

	// Tag6086 ShortSaleRule
	Tag6086 = 6086

	// Tag6143 DailyNewID. ID number associated with a particular bulletin
	Tag6143 = 6143

	// Tag6205 ForceOnlyRTH
	Tag6205 = 6205

	// Tag6207 Cust Account. A unique value required for any and all ND omnibus sub-account
	Tag6207 = 6207

	// Tag6273 PipExchanges
	Tag6273 = 6273

	// Tag6257 NoBarriers
	Tag6257 = 6257

	// Tag6258 BarrierPrice
	Tag6258 = 6258

	// Tag6259 BarrierStopPrice
	Tag6259 = 6259

	// Tag6260 BarriertrailingAmt
	Tag6260 = 6260

	// Tag6261 BarrierPriceDelimter
	Tag6261 = 6261

	// Tag6262 BarrierLimitPrice
	Tag6262 = 6262

	// Tag6269 BarrierTrailingAmtUnit
	Tag6269 = 6269
)
View Source
const (
	// ExecType_New 0 = New
	ExecType_New = "0"

	// ExecType_PartialFill 1 = Partial Fill
	ExecType_PartialFill = "1"

	// ExecType_Fill 2 = Fill
	ExecType_Fill = "2"

	// ExecType_Canceled 4 = Canceled
	ExecType_Canceled = "4"

	// ExecType_Replace 5 = Replace
	ExecType_Replace = "5"

	// ExecType_PendingCancel 6 = Pending Cancel/Replace
	ExecType_PendingCancel = "6"

	// ExecType_PendingNew A = Pending New
	ExecType_PendingNew = "A"

	// ExecType_Rejected 8 = Rejected
	ExecType_Rejected = "8"

	// ExecType_Expired C = Expired
	ExecType_Expired = "C"

	// ExecType_Restated D = Restated
	ExecType_Restated = "D"

	// ExecType_PendingReplace E = Pending Replace
	ExecType_PendingReplace = "E"
)

150 ExecType

View Source
const (
	// OrdStatus_New 0 = New
	OrdStatus_New = "0"

	// OrdStatus_PartiallyFilled 1 = Partially filled
	OrdStatus_PartiallyFilled = "1"

	// OrdStatus_Filled 2 = Filled
	OrdStatus_Filled = "2"

	// OrdStatus_Canceled 4 = Canceled
	OrdStatus_Canceled = "4"

	// OrdStatus_Replaced5 = Replaced
	OrdStatus_Replaced = "5"

	// OrdStatus_PendingCancel 6 = Pending Cancel
	OrdStatus_PendingCancel = "6"

	// OrdStatus_Rejected 8 = Rejected
	OrdStatus_Rejected = "8"

	// OrdStatus_PendingNew A = Pending New
	OrdStatus_PendingNew = "A"

	// OrdStatus_Expired C = Expired
	OrdStatus_Expired = "C"

	// OrdStatus_PendingReplace E = Pending Replace (Returned if tag 8=FIX.4.3)
	OrdStatus_PendingReplace = "E"
)

39 OrdStatus

View Source
const (
	// OrderType_Market 1 = Market
	OrderType_Market = "1"

	// OrderType_Limit 2 = Limit
	OrderType_Limit = "2"

	// OrderType_Stop 3 = Stop
	OrderType_Stop = "3"

	// OrderType_StopLimit 4 = Stop limit
	OrderType_StopLimit = "4"

	// OrderType_MarketOnClose 5 = Market on close
	OrderType_MarketOnClose = "5"

	// OrderType_LimitOnClose B = Limit on close
	OrderType_LimitOnClose = "B"

	// OrderType_MarketIfTouchedJ = Market If Touched
	OrderType_MarketIfTouched = "J"

	// OrderType_LimitIfTouched LT = Limit if touched
	OrderType_LimitIfTouched = "LT"

	// OrderType_Pegged P = Pegged (requires execInst = L, R, M, P or O)
	OrderType_Pegged = "P"

	// OrderType_TSLTSL = Trailing Stop Limit
	OrderType_TSL = "TSL"

	// OrderType_MIDPX MIDPX = MidPrice
	OrderType_MIDPX = "MIDPX"
)

40 OrdType

View Source
const (
	// Currency_USD USD = US Dollar
	Currency_USD = "USD"

	// Currency_AUD AUD = Australian Dollar
	Currency_AUD = "AUD"

	// Currency_CAD CAD = Canadian Dollar
	Currency_CAD = "CAD"

	// Currency_CHF CHF = Swiss Franc
	Currency_CHF = "CHF"

	// Currency_EUR EUR = Euros
	Currency_EUR = "EUR"

	// Currency_GBP GBP = British Pound
	Currency_GBP = "GBP"

	// Currency_HKD HKD = Hong Kong $
	Currency_HKD = "HKD"

	// Currency_JPY JPY = Japanese Yen
	Currency_JPY = "JPY"
)

15 Currency

View Source
const (
	// ExecTransTyp_eNew 0 = New
	ExecTransType_New = "0"

	// ExecTransType_Cancel 1 = Cancel
	ExecTransType_Cancel = "1"

	// ExecTransType_Correct 2 = Correct
	ExecTransType_Correct = "2"

	// ExecTransType_Status 3 = Status
	ExecTransType_Status = "3"
)

20 ExecTransType

View Source
const (
	// Rule80A_A A = Agency single order
	Rule80A_A = "A"

	// Rule80A_J J = Program Order, index arb, for individual customer
	Rule80A_J = "J"

	// Rule80A_K K = Program Order, non-index arb, for individual customer
	Rule80A_K = "K"

	// Rule80A_I I = Individual Investor, single order
	Rule80A_I = "I"

	// Rule80A_P P = Principal
	Rule80A_P = "P"

	// Rule80A_U U = Program Order, index arb for other agency
	Rule80A_U = "U"

	// Rule80A_Y Y = Program Order, non-index arb, for other agency
	Rule80A_Y = "Y"

	// Rule80A_M M = Program Order, index arb for other member
	Rule80A_M = "M"

	// N = Program Order, non-index arb for other member
	Rule80A_N = 9

	// W = All other orders as agent for other member
	Rule80A_W = 10
)

47 Rule80A

View Source
const (
	// Side_Buy 1 = Buy
	Side_Buy = "1"

	// Side_Sell 2 = Sell
	Side_Sell = "2"

	// Side_BuyMinus 3 = BuyMinus (interpreted as buy)
	Side_BuyMinus = "3"

	// Side_SellPlus 4 = SellPlus (interpreted as sell)
	Side_SellPlus = "4"

	// Side_SellShort 5 = Sell Short
	Side_SellShort = "5"

	// Side_SellShortExempt 6 = Sell Short Exempt
	Side_SellShortExempt = "6"
)

54 Side

View Source
const (
	// TimeInForce_Day 0 = Day
	TimeInForce_Day = "0"

	// TimeInForce_GTC 1 = GTC
	TimeInForce_GTC = "1"

	// TimeInForce_OPG 2 = OPG
	TimeInForce_OPG = "2"

	// TimeInForce_IOC 3 = IOC
	TimeInForce_IOC = "3"

	// TimeInForce_FOK 4 = Fill or Kill (FOK)
	TimeInForce_FOK = "4"

	// TimeInForce_GTD 6 = GTD (If used, EITHER tag 432 or tag 126 can be used. NOT both.)
	TimeInForce_GTD = "6"

	// TimeInForce_AtTheClosing 7 = At the Closing
	TimeInForce_AtTheClosing = "7"

	// TimeInForce_Auction 8 = Auction
	TimeInForce_Auction = "8"
)

59 TimeInForce

View Source
const (
	// Urgency_Normal 0 = Normal
	Urgency_Normal = "0"

	// Urgency_Flash 1 = Flash
	Urgency_Flash = "1"

	// Urgency_Background 2 = Background
	Urgency_Background = "2"
)

61 Urgency

View Source
const (
	// OpenClose_Open O=Open
	OpenClose_Open = "O"

	// OpenClose_Close C=Close
	OpenClose_Close = "C"
)

77 OpenClose

View Source
const (
	// AllocStatus_Accepted 0 = Accepted (Successfully Processed)
	AllocStatus_Accepted = 0

	// AllocStatus_Rejected 1 = Rejected
	AllocStatus_Rejected = 1

	// AllocStatus_Received 3 = Received
	AllocStatus_Received = 3
)

87 AllocStatus

View Source
const (
	// RejectCode_UnknownAccount 0 = unknown account(s)
	RejectCode_UnknownAccount = 0

	// RejectCode_IncorrectQuantity 1 = incorrect quantity
	RejectCode_IncorrectQuantity = 1

	// RejectCode_IncorrectAveragePrice 2 = incorrect average price
	RejectCode_IncorrectAveragePrice = 2

	// RejectCode_UnknownExecutingBrokerMnemonic 3 = unknown executing broker mnemonic
	RejectCode_UnknownExecutingBrokerMnemonic = 3

	// RejectCode_CommissionDifference 4 = commission difference
	RejectCode_CommissionDifference = 4

	// RejectCode_UnknownOrderID 5 = unknown OrderID
	RejectCode_UnknownOrderID = 5

	// RejectCode_UnknownListID 6 = unknown ListID
	RejectCode_UnknownListID = 6

	// 7 = other
	RejectCode_Other = 7
)

88 RejectCode AllocRejCode

View Source
const (
	// SecurityType_CS CS = Common stock, can also be sent as STK.
	SecurityType_CS = "CS"

	// SecurityType_FUT FUT = Future
	SecurityType_FUT = "FUT"

	// SecurityType_OPT OPT = Option, except for options on futures.
	SecurityType_OPT = "OPT"

	// SecurityType_FOP FOP = Options on Futures
	SecurityType_FOP = "FOP"

	// SecurityType_WAR WAR = Warrant
	SecurityType_WAR = "WAR"

	// SecurityType_MLEG MLEG = Multi-leg component, can also be sent as MULTILEG.
	SecurityType_MLEG = "MLEG"

	// SecurityType_ CASH = Foreign exchange.
	SecurityType_CASH = "CASH"

	// SecurityType_BOND BOND = Bonds
	SecurityType_BOND = "BOND"

	// SecurityType_CFD CFD = Contract for difference
	SecurityType_CFD = "CFD"

	// SecurityType_CMDTY CMDTY = Spot
	SecurityType_CMDTY = "CMDTY"

	// SecurityType_FUND FUND = Mutual fund
	SecurityType_FUND = "FUND"
)

167 SecurityType

View Source
const (
	// PutOrCall_Put 0 = Put
	PutOrCall_Put = 0

	// PutOrCall_Call 1 = Call
	PutOrCall_Call = 1
)

201 PutOrCall

View Source
const (
	// CustomerOrFirm_Customer 0 = Customer
	CustomerOrFirm_Customer = 1

	// CustomerOrFirm_Firm 1 = Firm
	CustomerOrFirm_Firm = 2
)

204 CustomerOrFirm

View Source
const (
	// CxlRejReason_TooLateToCancel 0 = Too late to cancel
	CxlRejReason_TooLateToCancel = 0

	// CxlRejReason_UnknownOrder 1 = Unknown order
	CxlRejReason_UnknownOrder = 1

	// CxlRejReason_BrokerOption 2 = Broker Option
	CxlRejReason_BrokerOption = 2

	// CxlRejReason_OrderAlreadyInPending 3 = Order already in Pending Cancel or Pending Replace status
	CxlRejReason_OrderAlreadyInPending = 3
)

102 CxlRejReason

View Source
const (
	// OrdRejReason_BrokerOption 0 = Broker Option(default if omitted)
	OrdRejReason_BrokerOption = 0

	// OrdRejReason_OrderExceedsLimit 3 = Order exceeds limit
	OrdRejReason_OrderExceedsLimit = 3
)

103 OrdRejReason

View Source
const (
	// CxlRejResponseTo_OrderCancelRequest 1 = Order Cancel Request
	CxlRejResponseTo_OrderCancelRequest = 1

	// CxlRejResponseTo_OrderReplaceRequest 2 = Order Cancel/Replace Request
	CxlRejResponseTo_OrderReplaceRequest = 2
)

434 CxlRejResponseTo

View Source
const (
	// ExecInst_MarketPeg P = Market Peg
	ExecInst_MarketPeg = "P"

	// ExecInst_PrimaryPeg R = Primary peg (primary market – buy at  bid/sell at        // offer)
	ExecInst_PrimaryPeg = "R"

	// ExecInst_MidpointPeg M = Midpoint peg
	ExecInst_MidpointPeg = "M"

	// ExecInst_AllOrNone G = All or None
	ExecInst_AllOrNone = "G"

	// ExecInst_PegToVWAP W = Peg to VWAP
	ExecInst_PegToVWAP = "W"

	// ExecInst_TrailingStopPeg a = Trailing Stop Peg(FIX 4.4)
	ExecInst_TrailingStopPeg = "a"

	// ExecInst_PegToStock s = Peg to stock (IBKR Custom value)
	ExecInst_PegToStock = "s"

	// ExecInst_AlgoOrders e = Used for IBKR Algo orders
	ExecInst_AlgoOrders = "e"
)

18 ExecInst

View Source
const (
	// AllocTransType_New 0 = New
	AllocTransType_New = "0"

	// AllocTransType_Replace 1 = Replace
	AllocTransType_Replace = "1"

	// AllocTransType_Cancel 2 = Cancel
	AllocTransType_Cancel = "2"

	// AllocTransType_Preliminary 3 = Preliminary (without MiscFees and NetMoney)
	AllocTransType_Preliminary = "3"

	// AllocTransType_Calculated 4 = Calculated (includes MiscFees and NetMoney)
	AllocTransType_Calculated = "4"

	// AllocTransType_CalculatedWithoutPreliminary 5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney)
	AllocTransType_CalculatedWithoutPreliminary = "5"
)

71 AllocTransType

View Source
const (
	ShortSaleRule_1 = 1
	ShortSaleRule_2 = 2
)

6086 ShortSaleRule

View Source
const (
	// DiscretionInst_RelatedToDisplayedPrice 0 = Related to displayed price
	DiscretionInst_RelatedToDisplayedPrice = "0"
)

388 DiscretionInst

View Source
const (
	// InvalidHbtInt invalid HeartBtInt
	InvalidHbtInt = "invalid HeartBtInt(108)"
)
View Source
const (
	// SettlmntTyp 0 = Regular
	SettlmntTyp_Regular = "Regular"
)

63 SettlmntTyp

Variables

This section is empty.

Functions

func FixBool

func FixBool(b bool) string

FixBool to bool

func FixCurrency

func FixCurrency(src string) (currency string, err error)

FixCurrency 15 Currency USD = US Dollar AUD = Australian Dollar CAD = Canadian Dollar CHF = Swiss Franc EUR = Euros GBP = British Pound HKD = Hong Kong $ JPY = Japanese Yen

func FixCustomerOrFirm

func FixCustomerOrFirm(c int32) (execInst string, err error)

FixCustomerOrFirm 204 CustomerOrFirm 0 = Customer 1 = Firm

func FixDiscretionInst

func FixDiscretionInst(src string) (discretionInst string, err error)

FixDiscretionInst 388 DiscretionInst 0 = Related to displayed price

func FixExecInst

func FixExecInst(src string) (execInst string, err error)

FixExecInst 18 ExecInst P = Market Peg R = Primary peg (primary market – buy at bid/sell at offer) M = Midpoint peg G = All or None W = Peg to VWAP a = Trailing Stop Peg (FIX 4.4) s = Peg to stock (IBKR Custom value) e = Used for IBKR Algo orders

func FixOpenClose

func FixOpenClose(src string) (openClose string, err error)

FixOpenClose 77 OpenClose O=Open C=Close

func FixOrdType

func FixOrdType(src string) (ordType string, err error)

FixOrdType 40 OrdType 1 = Market 2 = Limit 3 = Stop 4 = Stop limit 5 = Market on close B = Limit on close J = Market If Touched LT = Limit if touched P = Pegged (requires execInst = L, R, M, P or O) TSL = Trailing Stop Limit MIDPX = MidPrice

func FixPutOrCall

func FixPutOrCall(p int32) (putOrCall string, err error)

FixPutOrCall 201 PutOrCall 0 = Put 1 = Call

func FixRule80A

func FixRule80A(src string) (rule80A string, err error)

FixRule80A 47 Rule80A (OrderCapacity) A = Agency single order J = Program Order, index arb, for individual customer K = Program Order, non-index arb, for individual customer I = Individual Investor, single order P = Principal U = Program Order, index arb for other agency Y = Program Order, non-index arb, for other agency M = Program Order, index arb for other member N = Program Order, non-index arb for other member W = All other orders as agent for other member

func FixSecurityType

func FixSecurityType(src string) (securityType string, err error)

FixSecurityType 167 SecurityType CS = Common stock, can also be sent as STK. FUT = Future OPT = Option, except for options on futures. FOP = Options on Futures WAR = Warrant MLEG = Multi-leg component, can also be sent as MULTILEG. CASH = Foreign exchange. BOND = Bonds CFD = Contract for difference CMDTY = Spot FUND = Mutual fund

func FixSettlemntTyp

func FixSettlemntTyp(src string) (settlemntTyp string, err error)

FixSettlemntTyp 63 SettlmntTyp 0 = Regular

func FixShortSaleRule

func FixShortSaleRule(s int32) (shortSaleRule string, err error)

FixShortSaleRule 6086 ShortSaleRule The value “1” may only be used by an IBKR customer who uses IBKR as its executing broker only and does not use IBKR as its clearing broker (a “Non-Clearing Customer”). The value “1” may only be used by a Non-Clearing Customer who has arranged with its clearing broker or custody agent (as designated in Tag 439 on the order) to borrow the shares that are required to be delivered in connection with the short sale order.

The value “2” may only be used by a Non-Clearing Customer who has arranged with a clearing broker or custody agent other than its usual clearing broker or custody agent to borrow the shares that are required to be delivered in connection with the short sale order, i.e. a party other than the clearing firm designated in Tag 439 on the order. If a Non-Clearing customer uses the value “2” for this Tag 6086, the Non-Clearing Customer must also use in combination Tags 114 (with the value “N”) and 5700 (with the clearing broker’s or custody agent’s MPID).

An IBKR customer who executes and clears through IBKR (a “Cleared Customer”) may not use this Tag 6086.

func FixSide

func FixSide(src string) (side string, err error)

FixSide 54 side 1 = Buy 2 = Sell 3 = BuyMinus (interpreted as buy) 4 = SellPlus (interpreted as sell) 5 = Sell Short 6 = Sell Short Exempt

func FixTimeInForce

func FixTimeInForce(src string) (timeInForce string, err error)

FixTimeInForce 59 TimeInForce 0 = Day 1 = GTC 2 = OPG 3 = IOC 4 = Fill or Kill (FOK) 6 = GTD (If used, EITHER tag 432 or tag 126 can be used. NOT both.) 7 = At the Closing 8 = Auction

func IsAdminMsg

func IsAdminMsg(fixmsg *quickfix.Message) bool

IsAdminMsg check if it's admin message @return bool : true -- it is admin message

false -- not admin message

func PbCustomerOrFirm

func PbCustomerOrFirm(s string) (customerOrFirm int32, err error)

PbCustomerOrFirm 204 CustomerOrFirm 0 = Customer 1 = Firm

func PbCxlRejReason

func PbCxlRejReason(s string) (cxlRejReasonCode int32, cxlRejReasonText string, err error)

PbCxlRejReason to proto

func PbCxlRejResponseTo

func PbCxlRejResponseTo(s string) (cxlRejResponseToCode int32, cxlRejResponseToText string, err error)

PbCxlRejResponseTo to proto

func PbOrdRejReason

func PbOrdRejReason(s string) (ordRejReason int32, ordRejReasonText string, err error)

PbOrdRejReason to proto

func PbPutOrCall

func PbPutOrCall(s string) (putOrCall int32, err error)

PbPutOrCall 201 PutOrCall 0 = Put 1 = Call

Types

type FixInfoLocal

type FixInfoLocal struct {
	BeginString  string // FIX.4.1, FIX.4.2 or FIX.4.3 are supported in this tag
	MsgType      string
	SenderCompID string // By default, this is the IBKR username.
	TargetCompID string // Default is “IB.”
	MsgSeqNum    uint64
}

FixInfoLocal fix base values for local use

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