marketdatarequest

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

Documentation

Overview

Package marketdatarequest msg type = V.

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:"V"`
	fix42.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"`
	//NoMDEntryTypes is a required field for MarketDataRequest.
	NoMDEntryTypes []NoMDEntryTypes `fix:"267"`
	//NoRelatedSym is a required field for MarketDataRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	fix42.Trailer
}

Message is a MarketDataRequest FIX Message

func New 

func New(mdreqid string, subscriptionrequesttype string, marketdepth int, nomdentrytypes []NoMDEntryTypes, norelatedsym []NoRelatedSym) *Message

New returns an initialized MarketDataRequest instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAggregatedBook 

func (m *Message) SetAggregatedBook(v bool)

func (*Message) SetMDReqID 

func (m *Message) SetMDReqID(v string)

func (*Message) SetMDUpdateType 

func (m *Message) SetMDUpdateType(v int)

func (*Message) SetMarketDepth 

func (m *Message) SetMarketDepth(v int)

func (*Message) SetNoMDEntryTypes 

func (m *Message) SetNoMDEntryTypes(v []NoMDEntryTypes)

func (*Message) SetNoRelatedSym 

func (m *Message) SetNoRelatedSym(v []NoRelatedSym)

func (*Message) SetSubscriptionRequestType 

func (m *Message) SetSubscriptionRequestType(v string)

type NoMDEntryTypes 

type NoMDEntryTypes struct {
	//MDEntryType is a required field for NoMDEntryTypes.
	MDEntryType string `fix:"269"`
}

NoMDEntryTypes is a repeating group in MarketDataRequest

func NewNoMDEntryTypes 

func NewNoMDEntryTypes(mdentrytype string) *NoMDEntryTypes

NewNoMDEntryTypes returns an initialized NoMDEntryTypes instance

func (*NoMDEntryTypes) SetMDEntryType 

func (m *NoMDEntryTypes) SetMDEntryType(v string)

type NoRelatedSym 

type NoRelatedSym struct {
	//Symbol is a required field for NoRelatedSym.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for NoRelatedSym.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for NoRelatedSym.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for NoRelatedSym.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for NoRelatedSym.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for NoRelatedSym.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for NoRelatedSym.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for NoRelatedSym.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for NoRelatedSym.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for NoRelatedSym.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for NoRelatedSym.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for NoRelatedSym.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for NoRelatedSym.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for NoRelatedSym.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for NoRelatedSym.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for NoRelatedSym.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for NoRelatedSym.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for NoRelatedSym.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for NoRelatedSym.
	EncodedSecurityDesc *string `fix:"351"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
}

NoRelatedSym is a repeating group in MarketDataRequest

func NewNoRelatedSym 

func NewNoRelatedSym(symbol string) *NoRelatedSym

NewNoRelatedSym returns an initialized NoRelatedSym instance

func (*NoRelatedSym) SetContractMultiplier 

func (m *NoRelatedSym) SetContractMultiplier(v float64)

func (*NoRelatedSym) SetCouponRate 

func (m *NoRelatedSym) SetCouponRate(v float64)

func (*NoRelatedSym) SetEncodedIssuer 

func (m *NoRelatedSym) SetEncodedIssuer(v string)

func (*NoRelatedSym) SetEncodedIssuerLen 

func (m *NoRelatedSym) SetEncodedIssuerLen(v int)

func (*NoRelatedSym) SetEncodedSecurityDesc 

func (m *NoRelatedSym) SetEncodedSecurityDesc(v string)

func (*NoRelatedSym) SetEncodedSecurityDescLen 

func (m *NoRelatedSym) SetEncodedSecurityDescLen(v int)

func (*NoRelatedSym) SetIDSource 

func (m *NoRelatedSym) SetIDSource(v string)

func (*NoRelatedSym) SetIssuer 

func (m *NoRelatedSym) SetIssuer(v string)

func (*NoRelatedSym) SetMaturityDay 

func (m *NoRelatedSym) SetMaturityDay(v int)

func (*NoRelatedSym) SetMaturityMonthYear 

func (m *NoRelatedSym) SetMaturityMonthYear(v string)

func (*NoRelatedSym) SetOptAttribute 

func (m *NoRelatedSym) SetOptAttribute(v string)

func (*NoRelatedSym) SetPutOrCall 

func (m *NoRelatedSym) SetPutOrCall(v int)

func (*NoRelatedSym) SetSecurityDesc 

func (m *NoRelatedSym) SetSecurityDesc(v string)

func (*NoRelatedSym) SetSecurityExchange 

func (m *NoRelatedSym) SetSecurityExchange(v string)

func (*NoRelatedSym) SetSecurityID 

func (m *NoRelatedSym) SetSecurityID(v string)

func (*NoRelatedSym) SetSecurityType 

func (m *NoRelatedSym) SetSecurityType(v string)

func (*NoRelatedSym) SetStrikePrice 

func (m *NoRelatedSym) SetStrikePrice(v float64)

func (*NoRelatedSym) SetSymbol 

func (m *NoRelatedSym) SetSymbol(v string)

func (*NoRelatedSym) SetSymbolSfx 

func (m *NoRelatedSym) SetSymbolSfx(v string)

func (*NoRelatedSym) SetTradingSessionID 

func (m *NoRelatedSym) SetTradingSessionID(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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