marketdatasnapshotfullrefresh

package
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Published: Jun 3, 2016 License: Apache-1.1 Imports: 5 Imported by: 0

Documentation

Overview

Package marketdatasnapshotfullrefresh msg type = W.

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:"W"`
	fix43.Header
	//MDReqID is a non-required field for MarketDataSnapshotFullRefresh.
	MDReqID *string `fix:"262"`
	//Instrument is a required component for MarketDataSnapshotFullRefresh.
	instrument.Instrument
	//FinancialStatus is a non-required field for MarketDataSnapshotFullRefresh.
	FinancialStatus *string `fix:"291"`
	//CorporateAction is a non-required field for MarketDataSnapshotFullRefresh.
	CorporateAction *string `fix:"292"`
	//TotalVolumeTraded is a non-required field for MarketDataSnapshotFullRefresh.
	TotalVolumeTraded *float64 `fix:"387"`
	//TotalVolumeTradedDate is a non-required field for MarketDataSnapshotFullRefresh.
	TotalVolumeTradedDate *string `fix:"449"`
	//TotalVolumeTradedTime is a non-required field for MarketDataSnapshotFullRefresh.
	TotalVolumeTradedTime *string `fix:"450"`
	//NetChgPrevDay is a non-required field for MarketDataSnapshotFullRefresh.
	NetChgPrevDay *float64 `fix:"451"`
	//NoMDEntries is a required field for MarketDataSnapshotFullRefresh.
	NoMDEntries []NoMDEntries `fix:"268"`
	fix43.Trailer
}

Message is a MarketDataSnapshotFullRefresh FIX Message

func New

func New(instrument instrument.Instrument, nomdentries []NoMDEntries) *Message

New returns an initialized MarketDataSnapshotFullRefresh instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetCorporateAction

func (m *Message) SetCorporateAction(v string)

func (*Message) SetFinancialStatus

func (m *Message) SetFinancialStatus(v string)

func (*Message) SetInstrument

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

func (*Message) SetMDReqID

func (m *Message) SetMDReqID(v string)

func (*Message) SetNetChgPrevDay

func (m *Message) SetNetChgPrevDay(v float64)

func (*Message) SetNoMDEntries

func (m *Message) SetNoMDEntries(v []NoMDEntries)

func (*Message) SetTotalVolumeTraded

func (m *Message) SetTotalVolumeTraded(v float64)

func (*Message) SetTotalVolumeTradedDate

func (m *Message) SetTotalVolumeTradedDate(v string)

func (*Message) SetTotalVolumeTradedTime

func (m *Message) SetTotalVolumeTradedTime(v string)

type NoMDEntries

type NoMDEntries struct {
	//MDEntryType is a required field for NoMDEntries.
	MDEntryType string `fix:"269"`
	//MDEntryPx is a non-required field for NoMDEntries.
	MDEntryPx *float64 `fix:"270"`
	//Currency is a non-required field for NoMDEntries.
	Currency *string `fix:"15"`
	//MDEntrySize is a non-required field for NoMDEntries.
	MDEntrySize *float64 `fix:"271"`
	//MDEntryDate is a non-required field for NoMDEntries.
	MDEntryDate *string `fix:"272"`
	//MDEntryTime is a non-required field for NoMDEntries.
	MDEntryTime *string `fix:"273"`
	//TickDirection is a non-required field for NoMDEntries.
	TickDirection *string `fix:"274"`
	//MDMkt is a non-required field for NoMDEntries.
	MDMkt *string `fix:"275"`
	//TradingSessionID is a non-required field for NoMDEntries.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoMDEntries.
	TradingSessionSubID *string `fix:"625"`
	//QuoteCondition is a non-required field for NoMDEntries.
	QuoteCondition *string `fix:"276"`
	//TradeCondition is a non-required field for NoMDEntries.
	TradeCondition *string `fix:"277"`
	//MDEntryOriginator is a non-required field for NoMDEntries.
	MDEntryOriginator *string `fix:"282"`
	//LocationID is a non-required field for NoMDEntries.
	LocationID *string `fix:"283"`
	//DeskID is a non-required field for NoMDEntries.
	DeskID *string `fix:"284"`
	//OpenCloseSettleFlag is a non-required field for NoMDEntries.
	OpenCloseSettleFlag *string `fix:"286"`
	//TimeInForce is a non-required field for NoMDEntries.
	TimeInForce *string `fix:"59"`
	//ExpireDate is a non-required field for NoMDEntries.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for NoMDEntries.
	ExpireTime *time.Time `fix:"126"`
	//MinQty is a non-required field for NoMDEntries.
	MinQty *float64 `fix:"110"`
	//ExecInst is a non-required field for NoMDEntries.
	ExecInst *string `fix:"18"`
	//SellerDays is a non-required field for NoMDEntries.
	SellerDays *int `fix:"287"`
	//OrderID is a non-required field for NoMDEntries.
	OrderID *string `fix:"37"`
	//QuoteEntryID is a non-required field for NoMDEntries.
	QuoteEntryID *string `fix:"299"`
	//MDEntryBuyer is a non-required field for NoMDEntries.
	MDEntryBuyer *string `fix:"288"`
	//MDEntrySeller is a non-required field for NoMDEntries.
	MDEntrySeller *string `fix:"289"`
	//NumberOfOrders is a non-required field for NoMDEntries.
	NumberOfOrders *int `fix:"346"`
	//MDEntryPositionNo is a non-required field for NoMDEntries.
	MDEntryPositionNo *int `fix:"290"`
	//Scope is a non-required field for NoMDEntries.
	Scope *string `fix:"546"`
	//Text is a non-required field for NoMDEntries.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoMDEntries.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoMDEntries.
	EncodedText *string `fix:"355"`
}

NoMDEntries is a repeating group in MarketDataSnapshotFullRefresh

func NewNoMDEntries

func NewNoMDEntries(mdentrytype string) *NoMDEntries

NewNoMDEntries returns an initialized NoMDEntries instance

func (*NoMDEntries) SetCurrency

func (m *NoMDEntries) SetCurrency(v string)

func (*NoMDEntries) SetDeskID

func (m *NoMDEntries) SetDeskID(v string)

func (*NoMDEntries) SetEncodedText

func (m *NoMDEntries) SetEncodedText(v string)

func (*NoMDEntries) SetEncodedTextLen

func (m *NoMDEntries) SetEncodedTextLen(v int)

func (*NoMDEntries) SetExecInst

func (m *NoMDEntries) SetExecInst(v string)

func (*NoMDEntries) SetExpireDate

func (m *NoMDEntries) SetExpireDate(v string)

func (*NoMDEntries) SetExpireTime

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

func (*NoMDEntries) SetLocationID

func (m *NoMDEntries) SetLocationID(v string)

func (*NoMDEntries) SetMDEntryBuyer

func (m *NoMDEntries) SetMDEntryBuyer(v string)

func (*NoMDEntries) SetMDEntryDate

func (m *NoMDEntries) SetMDEntryDate(v string)

func (*NoMDEntries) SetMDEntryOriginator

func (m *NoMDEntries) SetMDEntryOriginator(v string)

func (*NoMDEntries) SetMDEntryPositionNo

func (m *NoMDEntries) SetMDEntryPositionNo(v int)

func (*NoMDEntries) SetMDEntryPx

func (m *NoMDEntries) SetMDEntryPx(v float64)

func (*NoMDEntries) SetMDEntrySeller

func (m *NoMDEntries) SetMDEntrySeller(v string)

func (*NoMDEntries) SetMDEntrySize

func (m *NoMDEntries) SetMDEntrySize(v float64)

func (*NoMDEntries) SetMDEntryTime

func (m *NoMDEntries) SetMDEntryTime(v string)

func (*NoMDEntries) SetMDEntryType

func (m *NoMDEntries) SetMDEntryType(v string)

func (*NoMDEntries) SetMDMkt

func (m *NoMDEntries) SetMDMkt(v string)

func (*NoMDEntries) SetMinQty

func (m *NoMDEntries) SetMinQty(v float64)

func (*NoMDEntries) SetNumberOfOrders

func (m *NoMDEntries) SetNumberOfOrders(v int)

func (*NoMDEntries) SetOpenCloseSettleFlag

func (m *NoMDEntries) SetOpenCloseSettleFlag(v string)

func (*NoMDEntries) SetOrderID

func (m *NoMDEntries) SetOrderID(v string)

func (*NoMDEntries) SetQuoteCondition

func (m *NoMDEntries) SetQuoteCondition(v string)

func (*NoMDEntries) SetQuoteEntryID

func (m *NoMDEntries) SetQuoteEntryID(v string)

func (*NoMDEntries) SetScope

func (m *NoMDEntries) SetScope(v string)

func (*NoMDEntries) SetSellerDays

func (m *NoMDEntries) SetSellerDays(v int)

func (*NoMDEntries) SetText

func (m *NoMDEntries) SetText(v string)

func (*NoMDEntries) SetTickDirection

func (m *NoMDEntries) SetTickDirection(v string)

func (*NoMDEntries) SetTimeInForce

func (m *NoMDEntries) SetTimeInForce(v string)

func (*NoMDEntries) SetTradeCondition

func (m *NoMDEntries) SetTradeCondition(v string)

func (*NoMDEntries) SetTradingSessionID

func (m *NoMDEntries) SetTradingSessionID(v string)

func (*NoMDEntries) SetTradingSessionSubID

func (m *NoMDEntries) 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

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