executionreport

package
v0.3.0 Latest Latest
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 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 4 Imported by: 0

Documentation

Overview

Package executionreport msg type = 8.

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:"8"`
	fix42.Header
	//OrderID is a required field for ExecutionReport.
	OrderID string `fix:"37"`
	//SecondaryOrderID is a non-required field for ExecutionReport.
	SecondaryOrderID *string `fix:"198"`
	//ClOrdID is a non-required field for ExecutionReport.
	ClOrdID *string `fix:"11"`
	//OrigClOrdID is a non-required field for ExecutionReport.
	OrigClOrdID *string `fix:"41"`
	//ClientID is a non-required field for ExecutionReport.
	ClientID *string `fix:"109"`
	//ExecBroker is a non-required field for ExecutionReport.
	ExecBroker *string `fix:"76"`
	//NoContraBrokers is a non-required field for ExecutionReport.
	NoContraBrokers []NoContraBrokers `fix:"382,omitempty"`
	//ListID is a non-required field for ExecutionReport.
	ListID *string `fix:"66"`
	//ExecID is a required field for ExecutionReport.
	ExecID string `fix:"17"`
	//ExecTransType is a required field for ExecutionReport.
	ExecTransType string `fix:"20"`
	//ExecRefID is a non-required field for ExecutionReport.
	ExecRefID *string `fix:"19"`
	//ExecType is a required field for ExecutionReport.
	ExecType string `fix:"150"`
	//OrdStatus is a required field for ExecutionReport.
	OrdStatus string `fix:"39"`
	//OrdRejReason is a non-required field for ExecutionReport.
	OrdRejReason *int `fix:"103"`
	//ExecRestatementReason is a non-required field for ExecutionReport.
	ExecRestatementReason *int `fix:"378"`
	//Account is a non-required field for ExecutionReport.
	Account *string `fix:"1"`
	//SettlmntTyp is a non-required field for ExecutionReport.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for ExecutionReport.
	FutSettDate *string `fix:"64"`
	//Symbol is a required field for ExecutionReport.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for ExecutionReport.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for ExecutionReport.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for ExecutionReport.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for ExecutionReport.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for ExecutionReport.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for ExecutionReport.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for ExecutionReport.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for ExecutionReport.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for ExecutionReport.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for ExecutionReport.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for ExecutionReport.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for ExecutionReport.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for ExecutionReport.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for ExecutionReport.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for ExecutionReport.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for ExecutionReport.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for ExecutionReport.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for ExecutionReport.
	EncodedSecurityDesc *string `fix:"351"`
	//Side is a required field for ExecutionReport.
	Side string `fix:"54"`
	//OrderQty is a non-required field for ExecutionReport.
	OrderQty *float64 `fix:"38"`
	//CashOrderQty is a non-required field for ExecutionReport.
	CashOrderQty *float64 `fix:"152"`
	//OrdType is a non-required field for ExecutionReport.
	OrdType *string `fix:"40"`
	//Price is a non-required field for ExecutionReport.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for ExecutionReport.
	StopPx *float64 `fix:"99"`
	//PegDifference is a non-required field for ExecutionReport.
	PegDifference *float64 `fix:"211"`
	//DiscretionInst is a non-required field for ExecutionReport.
	DiscretionInst *string `fix:"388"`
	//DiscretionOffset is a non-required field for ExecutionReport.
	DiscretionOffset *float64 `fix:"389"`
	//Currency is a non-required field for ExecutionReport.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for ExecutionReport.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for ExecutionReport.
	SolicitedFlag *bool `fix:"377"`
	//TimeInForce is a non-required field for ExecutionReport.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for ExecutionReport.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for ExecutionReport.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for ExecutionReport.
	ExpireTime *time.Time `fix:"126"`
	//ExecInst is a non-required field for ExecutionReport.
	ExecInst *string `fix:"18"`
	//Rule80A is a non-required field for ExecutionReport.
	Rule80A *string `fix:"47"`
	//LastShares is a non-required field for ExecutionReport.
	LastShares *float64 `fix:"32"`
	//LastPx is a non-required field for ExecutionReport.
	LastPx *float64 `fix:"31"`
	//LastSpotRate is a non-required field for ExecutionReport.
	LastSpotRate *float64 `fix:"194"`
	//LastForwardPoints is a non-required field for ExecutionReport.
	LastForwardPoints *float64 `fix:"195"`
	//LastMkt is a non-required field for ExecutionReport.
	LastMkt *string `fix:"30"`
	//TradingSessionID is a non-required field for ExecutionReport.
	TradingSessionID *string `fix:"336"`
	//LastCapacity is a non-required field for ExecutionReport.
	LastCapacity *string `fix:"29"`
	//LeavesQty is a required field for ExecutionReport.
	LeavesQty float64 `fix:"151"`
	//CumQty is a required field for ExecutionReport.
	CumQty float64 `fix:"14"`
	//AvgPx is a required field for ExecutionReport.
	AvgPx float64 `fix:"6"`
	//DayOrderQty is a non-required field for ExecutionReport.
	DayOrderQty *float64 `fix:"424"`
	//DayCumQty is a non-required field for ExecutionReport.
	DayCumQty *float64 `fix:"425"`
	//DayAvgPx is a non-required field for ExecutionReport.
	DayAvgPx *float64 `fix:"426"`
	//GTBookingInst is a non-required field for ExecutionReport.
	GTBookingInst *int `fix:"427"`
	//TradeDate is a non-required field for ExecutionReport.
	TradeDate *string `fix:"75"`
	//TransactTime is a non-required field for ExecutionReport.
	TransactTime *time.Time `fix:"60"`
	//ReportToExch is a non-required field for ExecutionReport.
	ReportToExch *bool `fix:"113"`
	//Commission is a non-required field for ExecutionReport.
	Commission *float64 `fix:"12"`
	//CommType is a non-required field for ExecutionReport.
	CommType *string `fix:"13"`
	//GrossTradeAmt is a non-required field for ExecutionReport.
	GrossTradeAmt *float64 `fix:"381"`
	//SettlCurrAmt is a non-required field for ExecutionReport.
	SettlCurrAmt *float64 `fix:"119"`
	//SettlCurrency is a non-required field for ExecutionReport.
	SettlCurrency *string `fix:"120"`
	//SettlCurrFxRate is a non-required field for ExecutionReport.
	SettlCurrFxRate *float64 `fix:"155"`
	//SettlCurrFxRateCalc is a non-required field for ExecutionReport.
	SettlCurrFxRateCalc *string `fix:"156"`
	//HandlInst is a non-required field for ExecutionReport.
	HandlInst *string `fix:"21"`
	//MinQty is a non-required field for ExecutionReport.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for ExecutionReport.
	MaxFloor *float64 `fix:"111"`
	//OpenClose is a non-required field for ExecutionReport.
	OpenClose *string `fix:"77"`
	//MaxShow is a non-required field for ExecutionReport.
	MaxShow *float64 `fix:"210"`
	//Text is a non-required field for ExecutionReport.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for ExecutionReport.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for ExecutionReport.
	EncodedText *string `fix:"355"`
	//FutSettDate2 is a non-required field for ExecutionReport.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for ExecutionReport.
	OrderQty2 *float64 `fix:"192"`
	//ClearingFirm is a non-required field for ExecutionReport.
	ClearingFirm *string `fix:"439"`
	//ClearingAccount is a non-required field for ExecutionReport.
	ClearingAccount *string `fix:"440"`
	//MultiLegReportingType is a non-required field for ExecutionReport.
	MultiLegReportingType *string `fix:"442"`
	fix42.Trailer
}

Message is a ExecutionReport FIX Message

func New 

func New(orderid string, execid string, exectranstype string, exectype string, ordstatus string, symbol string, side string, leavesqty float64, cumqty float64, avgpx float64) *Message

New returns an initialized ExecutionReport instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAccount 

func (m *Message) SetAccount(v string)

func (*Message) SetAvgPx 

func (m *Message) SetAvgPx(v float64)

func (*Message) SetCashOrderQty 

func (m *Message) SetCashOrderQty(v float64)

func (*Message) SetClOrdID 

func (m *Message) SetClOrdID(v string)

func (*Message) SetClearingAccount 

func (m *Message) SetClearingAccount(v string)

func (*Message) SetClearingFirm 

func (m *Message) SetClearingFirm(v string)

func (*Message) SetClientID 

func (m *Message) SetClientID(v string)

func (*Message) SetCommType 

func (m *Message) SetCommType(v string)

func (*Message) SetCommission 

func (m *Message) SetCommission(v float64)

func (*Message) SetComplianceID 

func (m *Message) SetComplianceID(v string)

func (*Message) SetContractMultiplier 

func (m *Message) SetContractMultiplier(v float64)

func (*Message) SetCouponRate 

func (m *Message) SetCouponRate(v float64)

func (*Message) SetCumQty 

func (m *Message) SetCumQty(v float64)

func (*Message) SetCurrency 

func (m *Message) SetCurrency(v string)

func (*Message) SetDayAvgPx 

func (m *Message) SetDayAvgPx(v float64)

func (*Message) SetDayCumQty 

func (m *Message) SetDayCumQty(v float64)

func (*Message) SetDayOrderQty 

func (m *Message) SetDayOrderQty(v float64)

func (*Message) SetDiscretionInst 

func (m *Message) SetDiscretionInst(v string)

func (*Message) SetDiscretionOffset 

func (m *Message) SetDiscretionOffset(v float64)

func (*Message) SetEffectiveTime 

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

func (*Message) SetEncodedIssuer 

func (m *Message) SetEncodedIssuer(v string)

func (*Message) SetEncodedIssuerLen 

func (m *Message) SetEncodedIssuerLen(v int)

func (*Message) SetEncodedSecurityDesc 

func (m *Message) SetEncodedSecurityDesc(v string)

func (*Message) SetEncodedSecurityDescLen 

func (m *Message) SetEncodedSecurityDescLen(v int)

func (*Message) SetEncodedText 

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen 

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetExecBroker 

func (m *Message) SetExecBroker(v string)

func (*Message) SetExecID 

func (m *Message) SetExecID(v string)

func (*Message) SetExecInst 

func (m *Message) SetExecInst(v string)

func (*Message) SetExecRefID 

func (m *Message) SetExecRefID(v string)

func (*Message) SetExecRestatementReason 

func (m *Message) SetExecRestatementReason(v int)

func (*Message) SetExecTransType 

func (m *Message) SetExecTransType(v string)

func (*Message) SetExecType 

func (m *Message) SetExecType(v string)

func (*Message) SetExpireDate 

func (m *Message) SetExpireDate(v string)

func (*Message) SetExpireTime 

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

func (*Message) SetFutSettDate 

func (m *Message) SetFutSettDate(v string)

func (*Message) SetFutSettDate2 

func (m *Message) SetFutSettDate2(v string)

func (*Message) SetGTBookingInst 

func (m *Message) SetGTBookingInst(v int)

func (*Message) SetGrossTradeAmt 

func (m *Message) SetGrossTradeAmt(v float64)

func (*Message) SetHandlInst 

func (m *Message) SetHandlInst(v string)

func (*Message) SetIDSource 

func (m *Message) SetIDSource(v string)

func (*Message) SetIssuer 

func (m *Message) SetIssuer(v string)

func (*Message) SetLastCapacity 

func (m *Message) SetLastCapacity(v string)

func (*Message) SetLastForwardPoints 

func (m *Message) SetLastForwardPoints(v float64)

func (*Message) SetLastMkt 

func (m *Message) SetLastMkt(v string)

func (*Message) SetLastPx 

func (m *Message) SetLastPx(v float64)

func (*Message) SetLastShares 

func (m *Message) SetLastShares(v float64)

func (*Message) SetLastSpotRate 

func (m *Message) SetLastSpotRate(v float64)

func (*Message) SetLeavesQty 

func (m *Message) SetLeavesQty(v float64)

func (*Message) SetListID 

func (m *Message) SetListID(v string)

func (*Message) SetMaturityDay 

func (m *Message) SetMaturityDay(v int)

func (*Message) SetMaturityMonthYear 

func (m *Message) SetMaturityMonthYear(v string)

func (*Message) SetMaxFloor 

func (m *Message) SetMaxFloor(v float64)

func (*Message) SetMaxShow 

func (m *Message) SetMaxShow(v float64)

func (*Message) SetMinQty 

func (m *Message) SetMinQty(v float64)

func (*Message) SetMultiLegReportingType 

func (m *Message) SetMultiLegReportingType(v string)

func (*Message) SetNoContraBrokers 

func (m *Message) SetNoContraBrokers(v []NoContraBrokers)

func (*Message) SetOpenClose 

func (m *Message) SetOpenClose(v string)

func (*Message) SetOptAttribute 

func (m *Message) SetOptAttribute(v string)

func (*Message) SetOrdRejReason 

func (m *Message) SetOrdRejReason(v int)

func (*Message) SetOrdStatus 

func (m *Message) SetOrdStatus(v string)

func (*Message) SetOrdType 

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderID 

func (m *Message) SetOrderID(v string)

func (*Message) SetOrderQty 

func (m *Message) SetOrderQty(v float64)

func (*Message) SetOrderQty2 

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetOrigClOrdID 

func (m *Message) SetOrigClOrdID(v string)

func (*Message) SetPegDifference 

func (m *Message) SetPegDifference(v float64)

func (*Message) SetPrice 

func (m *Message) SetPrice(v float64)

func (*Message) SetPutOrCall 

func (m *Message) SetPutOrCall(v int)

func (*Message) SetReportToExch 

func (m *Message) SetReportToExch(v bool)

func (*Message) SetRule80A 

func (m *Message) SetRule80A(v string)

func (*Message) SetSecondaryOrderID 

func (m *Message) SetSecondaryOrderID(v string)

func (*Message) SetSecurityDesc 

func (m *Message) SetSecurityDesc(v string)

func (*Message) SetSecurityExchange 

func (m *Message) SetSecurityExchange(v string)

func (*Message) SetSecurityID 

func (m *Message) SetSecurityID(v string)

func (*Message) SetSecurityType 

func (m *Message) SetSecurityType(v string)

func (*Message) SetSettlCurrAmt 

func (m *Message) SetSettlCurrAmt(v float64)

func (*Message) SetSettlCurrFxRate 

func (m *Message) SetSettlCurrFxRate(v float64)

func (*Message) SetSettlCurrFxRateCalc 

func (m *Message) SetSettlCurrFxRateCalc(v string)

func (*Message) SetSettlCurrency 

func (m *Message) SetSettlCurrency(v string)

func (*Message) SetSettlmntTyp 

func (m *Message) SetSettlmntTyp(v string)

func (*Message) SetSide 

func (m *Message) SetSide(v string)

func (*Message) SetSolicitedFlag 

func (m *Message) SetSolicitedFlag(v bool)

func (*Message) SetStopPx 

func (m *Message) SetStopPx(v float64)

func (*Message) SetStrikePrice 

func (m *Message) SetStrikePrice(v float64)

func (*Message) SetSymbol 

func (m *Message) SetSymbol(v string)

func (*Message) SetSymbolSfx 

func (m *Message) SetSymbolSfx(v string)

func (*Message) SetText 

func (m *Message) SetText(v string)

func (*Message) SetTimeInForce 

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTradeDate 

func (m *Message) SetTradeDate(v string)

func (*Message) SetTradingSessionID 

func (m *Message) SetTradingSessionID(v string)

func (*Message) SetTransactTime 

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

type NoContraBrokers 

type NoContraBrokers struct {
	//ContraBroker is a non-required field for NoContraBrokers.
	ContraBroker *string `fix:"375"`
	//ContraTrader is a non-required field for NoContraBrokers.
	ContraTrader *string `fix:"337"`
	//ContraTradeQty is a non-required field for NoContraBrokers.
	ContraTradeQty *float64 `fix:"437"`
	//ContraTradeTime is a non-required field for NoContraBrokers.
	ContraTradeTime *time.Time `fix:"438"`
}

NoContraBrokers is a repeating group in ExecutionReport

func NewNoContraBrokers 

func NewNoContraBrokers() *NoContraBrokers

NewNoContraBrokers returns an initialized NoContraBrokers instance

func (*NoContraBrokers) SetContraBroker 

func (m *NoContraBrokers) SetContraBroker(v string)

func (*NoContraBrokers) SetContraTradeQty 

func (m *NoContraBrokers) SetContraTradeQty(v float64)

func (*NoContraBrokers) SetContraTradeTime 

func (m *NoContraBrokers) SetContraTradeTime(v time.Time)

func (*NoContraBrokers) SetContraTrader 

func (m *NoContraBrokers) SetContraTrader(v string)

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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