quote

package
v0.3.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 4 Imported by: 0

Documentation

Overview

Package quote msg type = S.

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:"S"`
	fix42.Header
	//QuoteReqID is a non-required field for Quote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for Quote.
	QuoteID string `fix:"117"`
	//QuoteResponseLevel is a non-required field for Quote.
	QuoteResponseLevel *int `fix:"301"`
	//TradingSessionID is a non-required field for Quote.
	TradingSessionID *string `fix:"336"`
	//Symbol is a required field for Quote.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for Quote.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for Quote.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for Quote.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for Quote.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for Quote.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for Quote.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for Quote.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for Quote.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for Quote.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for Quote.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for Quote.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for Quote.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for Quote.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for Quote.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for Quote.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for Quote.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for Quote.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for Quote.
	EncodedSecurityDesc *string `fix:"351"`
	//BidPx is a non-required field for Quote.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for Quote.
	OfferPx *float64 `fix:"133"`
	//BidSize is a non-required field for Quote.
	BidSize *float64 `fix:"134"`
	//OfferSize is a non-required field for Quote.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for Quote.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for Quote.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for Quote.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for Quote.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for Quote.
	OfferForwardPoints *float64 `fix:"191"`
	//TransactTime is a non-required field for Quote.
	TransactTime *time.Time `fix:"60"`
	//FutSettDate is a non-required field for Quote.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for Quote.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for Quote.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for Quote.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for Quote.
	Currency *string `fix:"15"`
	fix42.Trailer
}

Message is a Quote FIX Message

func New 

func New(quoteid string, symbol string) *Message

New returns an initialized Quote instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetBidForwardPoints 

func (m *Message) SetBidForwardPoints(v float64)

func (*Message) SetBidPx 

func (m *Message) SetBidPx(v float64)

func (*Message) SetBidSize 

func (m *Message) SetBidSize(v float64)

func (*Message) SetBidSpotRate 

func (m *Message) SetBidSpotRate(v float64)

func (*Message) SetContractMultiplier 

func (m *Message) SetContractMultiplier(v float64)

func (*Message) SetCouponRate 

func (m *Message) SetCouponRate(v float64)

func (*Message) SetCurrency 

func (m *Message) SetCurrency(v string)

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) SetFutSettDate 

func (m *Message) SetFutSettDate(v string)

func (*Message) SetFutSettDate2 

func (m *Message) SetFutSettDate2(v string)

func (*Message) SetIDSource 

func (m *Message) SetIDSource(v string)

func (*Message) SetIssuer 

func (m *Message) SetIssuer(v string)

func (*Message) SetMaturityDay 

func (m *Message) SetMaturityDay(v int)

func (*Message) SetMaturityMonthYear 

func (m *Message) SetMaturityMonthYear(v string)

func (*Message) SetOfferForwardPoints 

func (m *Message) SetOfferForwardPoints(v float64)

func (*Message) SetOfferPx 

func (m *Message) SetOfferPx(v float64)

func (*Message) SetOfferSize 

func (m *Message) SetOfferSize(v float64)

func (*Message) SetOfferSpotRate 

func (m *Message) SetOfferSpotRate(v float64)

func (*Message) SetOptAttribute 

func (m *Message) SetOptAttribute(v string)

func (*Message) SetOrdType 

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderQty2 

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetPutOrCall 

func (m *Message) SetPutOrCall(v int)

func (*Message) SetQuoteID 

func (m *Message) SetQuoteID(v string)

func (*Message) SetQuoteReqID 

func (m *Message) SetQuoteReqID(v string)

func (*Message) SetQuoteResponseLevel 

func (m *Message) SetQuoteResponseLevel(v int)

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) 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) SetTradingSessionID 

func (m *Message) SetTradingSessionID(v string)

func (*Message) SetTransactTime 

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

func (*Message) SetValidUntilTime 

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

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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