Documentation ¶
Index ¶
- Constants
- func FixBool(b bool) string
- func FixCurrency(src string) (currency string, err error)
- func FixCustomerOrFirm(c int32) (execInst string, err error)
- func FixDiscretionInst(src string) (discretionInst string, err error)
- func FixExecInst(src string) (execInst string, err error)
- func FixOpenClose(src string) (openClose string, err error)
- func FixOrdType(src string) (ordType string, err error)
- func FixPutOrCall(p int32) (putOrCall string, err error)
- func FixRule80A(src string) (rule80A string, err error)
- func FixSecurityType(src string) (securityType string, err error)
- func FixSettlemntTyp(src string) (settlemntTyp string, err error)
- func FixShortSaleRule(s int32) (shortSaleRule string, err error)
- func FixSide(src string) (side string, err error)
- func FixTimeInForce(src string) (timeInForce string, err error)
- func IsAdminMsg(fixmsg *quickfix.Message) bool
- func PbCustomerOrFirm(s string) (customerOrFirm int32, err error)
- func PbCxlRejReason(s string) (cxlRejReasonCode int32, cxlRejReasonText string, err error)
- func PbCxlRejResponseTo(s string) (cxlRejResponseToCode int32, cxlRejResponseToText string, err error)
- func PbOrdRejReason(s string) (ordRejReason int32, ordRejReasonText string, err error)
- func PbPutOrCall(s string) (putOrCall int32, err error)
- type FixInfoLocal
Constants ¶
const ( /*Handlinst 21 HandlInst 2 = Automated execution order, public, Broker intervention OK. */ Handlinst = "2" // SecurityExchange_ISLAND ISLAND -- Nasdaq SecurityExchange_ISLAND = "ISLAND" )
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" )
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 )
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 )
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
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
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
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
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
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
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
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
const ( // Urgency_Normal 0 = Normal Urgency_Normal = "0" // Urgency_Flash 1 = Flash Urgency_Flash = "1" // Urgency_Background 2 = Background Urgency_Background = "2" )
61 Urgency
const ( // OpenClose_Open O=Open OpenClose_Open = "O" // OpenClose_Close C=Close OpenClose_Close = "C" )
77 OpenClose
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
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
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
const ( // PutOrCall_Put 0 = Put PutOrCall_Put = 0 // PutOrCall_Call 1 = Call PutOrCall_Call = 1 )
201 PutOrCall
const ( // CustomerOrFirm_Customer 0 = Customer CustomerOrFirm_Customer = 1 // CustomerOrFirm_Firm 1 = Firm CustomerOrFirm_Firm = 2 )
204 CustomerOrFirm
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
const ( // OrdRejReason_BrokerOption 0 = Broker Option(default if omitted) OrdRejReason_BrokerOption = 0 // OrdRejReason_OrderExceedsLimit 3 = Order exceeds limit OrdRejReason_OrderExceedsLimit = 3 )
103 OrdRejReason
const ( // CxlRejResponseTo_OrderCancelRequest 1 = Order Cancel Request CxlRejResponseTo_OrderCancelRequest = 1 // CxlRejResponseTo_OrderReplaceRequest 2 = Order Cancel/Replace Request CxlRejResponseTo_OrderReplaceRequest = 2 )
434 CxlRejResponseTo
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
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
const ( ShortSaleRule_1 = 1 ShortSaleRule_2 = 2 )
6086 ShortSaleRule
const (
// DiscretionInst_RelatedToDisplayedPrice 0 = Related to displayed price
DiscretionInst_RelatedToDisplayedPrice = "0"
)
388 DiscretionInst
const (
// InvalidHbtInt invalid HeartBtInt
InvalidHbtInt = "invalid HeartBtInt(108)"
)
const (
// SettlmntTyp 0 = Regular
SettlmntTyp_Regular = "Regular"
)
63 SettlmntTyp
Variables ¶
This section is empty.
Functions ¶
func FixCurrency ¶
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 ¶
FixCustomerOrFirm 204 CustomerOrFirm 0 = Customer 1 = Firm
func FixDiscretionInst ¶
FixDiscretionInst 388 DiscretionInst 0 = Related to displayed price
func FixExecInst ¶
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 ¶
FixOpenClose 77 OpenClose O=Open C=Close
func FixOrdType ¶
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 ¶
FixPutOrCall 201 PutOrCall 0 = Put 1 = Call
func FixRule80A ¶
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 ¶
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 ¶
FixSettlemntTyp 63 SettlmntTyp 0 = Regular
func FixShortSaleRule ¶
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 ¶
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 ¶
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 ¶
IsAdminMsg check if it's admin message @return bool : true -- it is admin message
false -- not admin message
func PbCustomerOrFirm ¶
PbCustomerOrFirm 204 CustomerOrFirm 0 = Customer 1 = Firm
func PbCxlRejReason ¶
PbCxlRejReason to proto
func PbCxlRejResponseTo ¶
func PbCxlRejResponseTo(s string) (cxlRejResponseToCode int32, cxlRejResponseToText string, err error)
PbCxlRejResponseTo to proto
func PbOrdRejReason ¶
PbOrdRejReason to proto
func PbPutOrCall ¶
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