massquote

type Message struct {
	FIXMsgType string `fix:"i"`
	fix43.Header
	//QuoteReqID is a non-required field for MassQuote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for MassQuote.
	QuoteID string `fix:"117"`
	//QuoteType is a non-required field for MassQuote.
	QuoteType *int `fix:"537"`
	//QuoteResponseLevel is a non-required field for MassQuote.
	QuoteResponseLevel *int `fix:"301"`
	//Parties is a non-required component for MassQuote.
	Parties *parties.Parties
	//Account is a non-required field for MassQuote.
	Account *string `fix:"1"`
	//AccountType is a non-required field for MassQuote.
	AccountType *int `fix:"581"`
	//DefBidSize is a non-required field for MassQuote.
	DefBidSize *float64 `fix:"293"`
	//DefOfferSize is a non-required field for MassQuote.
	DefOfferSize *float64 `fix:"294"`
	//NoQuoteSets is a required field for MassQuote.
	NoQuoteSets []NoQuoteSets `fix:"296"`
	fix43.Trailer
}

type NoQuoteEntries struct {
	//QuoteEntryID is a required field for NoQuoteEntries.
	QuoteEntryID string `fix:"299"`
	//Instrument is a non-required component for NoQuoteEntries.
	Instrument *instrument.Instrument
	//BidPx is a non-required field for NoQuoteEntries.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for NoQuoteEntries.
	OfferPx *float64 `fix:"133"`
	//BidSize is a non-required field for NoQuoteEntries.
	BidSize *float64 `fix:"134"`
	//OfferSize is a non-required field for NoQuoteEntries.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for NoQuoteEntries.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for NoQuoteEntries.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for NoQuoteEntries.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for NoQuoteEntries.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for NoQuoteEntries.
	OfferForwardPoints *float64 `fix:"191"`
	//MidPx is a non-required field for NoQuoteEntries.
	MidPx *float64 `fix:"631"`
	//BidYield is a non-required field for NoQuoteEntries.
	BidYield *float64 `fix:"632"`
	//MidYield is a non-required field for NoQuoteEntries.
	MidYield *float64 `fix:"633"`
	//OfferYield is a non-required field for NoQuoteEntries.
	OfferYield *float64 `fix:"634"`
	//TransactTime is a non-required field for NoQuoteEntries.
	TransactTime *time.Time `fix:"60"`
	//TradingSessionID is a non-required field for NoQuoteEntries.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoQuoteEntries.
	TradingSessionSubID *string `fix:"625"`
	//FutSettDate is a non-required field for NoQuoteEntries.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for NoQuoteEntries.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for NoQuoteEntries.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoQuoteEntries.
	OrderQty2 *float64 `fix:"192"`
	//BidForwardPoints2 is a non-required field for NoQuoteEntries.
	BidForwardPoints2 *float64 `fix:"642"`
	//OfferForwardPoints2 is a non-required field for NoQuoteEntries.
	OfferForwardPoints2 *float64 `fix:"643"`
	//Currency is a non-required field for NoQuoteEntries.
	Currency *string `fix:"15"`
}

type NoQuoteSets struct {
	//QuoteSetID is a required field for NoQuoteSets.
	QuoteSetID string `fix:"302"`
	//UnderlyingInstrument is a non-required component for NoQuoteSets.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
	//QuoteSetValidUntilTime is a non-required field for NoQuoteSets.
	QuoteSetValidUntilTime *time.Time `fix:"367"`
	//TotQuoteEntries is a required field for NoQuoteSets.
	TotQuoteEntries int `fix:"304"`
	//NoQuoteEntries is a required field for NoQuoteSets.
	NoQuoteEntries []NoQuoteEntries `fix:"295"`
}

type RouteOut func(msg Message, sessionID quickfix.SessionID) quickfix.MessageRejectError