marketdatarequest

package
v0.3.0 Latest Latest
Warning

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 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"`
	fix43.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"`
	//OpenCloseSettleFlag is a non-required field for MarketDataRequest.
	OpenCloseSettleFlag *string `fix:"286"`
	//Scope is a non-required field for MarketDataRequest.
	Scope *string `fix:"546"`
	//MDImplicitDelete is a non-required field for MarketDataRequest.
	MDImplicitDelete *bool `fix:"547"`
	//NoMDEntryTypes is a required field for MarketDataRequest.
	NoMDEntryTypes []NoMDEntryTypes `fix:"267"`
	//NoRelatedSym is a required field for MarketDataRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	//NoTradingSessions is a non-required field for MarketDataRequest.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	fix43.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) SetMDImplicitDelete

func (m *Message) SetMDImplicitDelete(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) SetNoTradingSessions

func (m *Message) SetNoTradingSessions(v []NoTradingSessions)

func (*Message) SetOpenCloseSettleFlag

func (m *Message) SetOpenCloseSettleFlag(v string)

func (*Message) SetScope

func (m *Message) SetScope(v string)

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 {
	//Instrument is a required component for NoRelatedSym.
	instrument.Instrument
}

NoRelatedSym is a repeating group in MarketDataRequest

func NewNoRelatedSym

func NewNoRelatedSym(instrument instrument.Instrument) *NoRelatedSym

NewNoRelatedSym returns an initialized NoRelatedSym instance

func (*NoRelatedSym) SetInstrument

func (m *NoRelatedSym) SetInstrument(v instrument.Instrument)

type NoTradingSessions

type NoTradingSessions struct {
	//TradingSessionID is a non-required field for NoTradingSessions.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoTradingSessions.
	TradingSessionSubID *string `fix:"625"`
}

NoTradingSessions is a repeating group in MarketDataRequest

func NewNoTradingSessions

func NewNoTradingSessions() *NoTradingSessions

NewNoTradingSessions returns an initialized NoTradingSessions instance

func (*NoTradingSessions) SetTradingSessionID

func (m *NoTradingSessions) SetTradingSessionID(v string)

func (*NoTradingSessions) SetTradingSessionSubID

func (m *NoTradingSessions) SetTradingSessionSubID(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

Jump to

Keyboard shortcuts

? : This menu
/ : Search site
f or F : Jump to
y or Y : Canonical URL