crossordercancelreplacerequest

package
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 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 16 Imported by: 0

Documentation

Overview

Package crossordercancelreplacerequest msg type = t.

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:"t"`
	fix44.Header
	//OrderID is a non-required field for CrossOrderCancelReplaceRequest.
	OrderID *string `fix:"37"`
	//CrossID is a required field for CrossOrderCancelReplaceRequest.
	CrossID string `fix:"548"`
	//OrigCrossID is a required field for CrossOrderCancelReplaceRequest.
	OrigCrossID string `fix:"551"`
	//CrossType is a required field for CrossOrderCancelReplaceRequest.
	CrossType int `fix:"549"`
	//CrossPrioritization is a required field for CrossOrderCancelReplaceRequest.
	CrossPrioritization int `fix:"550"`
	//NoSides is a required field for CrossOrderCancelReplaceRequest.
	NoSides []NoSides `fix:"552"`
	//Instrument is a required component for CrossOrderCancelReplaceRequest.
	instrument.Instrument
	//NoUnderlyings is a non-required field for CrossOrderCancelReplaceRequest.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for CrossOrderCancelReplaceRequest.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//SettlType is a non-required field for CrossOrderCancelReplaceRequest.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for CrossOrderCancelReplaceRequest.
	SettlDate *string `fix:"64"`
	//HandlInst is a non-required field for CrossOrderCancelReplaceRequest.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for CrossOrderCancelReplaceRequest.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for CrossOrderCancelReplaceRequest.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for CrossOrderCancelReplaceRequest.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for CrossOrderCancelReplaceRequest.
	ExDestination *string `fix:"100"`
	//NoTradingSessions is a non-required field for CrossOrderCancelReplaceRequest.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	//ProcessCode is a non-required field for CrossOrderCancelReplaceRequest.
	ProcessCode *string `fix:"81"`
	//PrevClosePx is a non-required field for CrossOrderCancelReplaceRequest.
	PrevClosePx *float64 `fix:"140"`
	//LocateReqd is a non-required field for CrossOrderCancelReplaceRequest.
	LocateReqd *bool `fix:"114"`
	//TransactTime is a required field for CrossOrderCancelReplaceRequest.
	TransactTime time.Time `fix:"60"`
	//Stipulations is a non-required component for CrossOrderCancelReplaceRequest.
	Stipulations *stipulations.Stipulations
	//OrdType is a required field for CrossOrderCancelReplaceRequest.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for CrossOrderCancelReplaceRequest.
	PriceType *int `fix:"423"`
	//Price is a non-required field for CrossOrderCancelReplaceRequest.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for CrossOrderCancelReplaceRequest.
	StopPx *float64 `fix:"99"`
	//SpreadOrBenchmarkCurveData is a non-required component for CrossOrderCancelReplaceRequest.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//YieldData is a non-required component for CrossOrderCancelReplaceRequest.
	YieldData *yielddata.YieldData
	//Currency is a non-required field for CrossOrderCancelReplaceRequest.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for CrossOrderCancelReplaceRequest.
	ComplianceID *string `fix:"376"`
	//IOIID is a non-required field for CrossOrderCancelReplaceRequest.
	IOIID *string `fix:"23"`
	//QuoteID is a non-required field for CrossOrderCancelReplaceRequest.
	QuoteID *string `fix:"117"`
	//TimeInForce is a non-required field for CrossOrderCancelReplaceRequest.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for CrossOrderCancelReplaceRequest.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for CrossOrderCancelReplaceRequest.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for CrossOrderCancelReplaceRequest.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for CrossOrderCancelReplaceRequest.
	GTBookingInst *int `fix:"427"`
	//MaxShow is a non-required field for CrossOrderCancelReplaceRequest.
	MaxShow *float64 `fix:"210"`
	//PegInstructions is a non-required component for CrossOrderCancelReplaceRequest.
	PegInstructions *peginstructions.PegInstructions
	//DiscretionInstructions is a non-required component for CrossOrderCancelReplaceRequest.
	DiscretionInstructions *discretioninstructions.DiscretionInstructions
	//TargetStrategy is a non-required field for CrossOrderCancelReplaceRequest.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for CrossOrderCancelReplaceRequest.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for CrossOrderCancelReplaceRequest.
	ParticipationRate *float64 `fix:"849"`
	//CancellationRights is a non-required field for CrossOrderCancelReplaceRequest.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for CrossOrderCancelReplaceRequest.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for CrossOrderCancelReplaceRequest.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for CrossOrderCancelReplaceRequest.
	Designation *string `fix:"494"`
	fix44.Trailer
}

Message is a CrossOrderCancelReplaceRequest FIX Message

func New 

func New(crossid string, origcrossid string, crosstype int, crossprioritization int, nosides []NoSides, instrument instrument.Instrument, transacttime time.Time, ordtype string) *Message

New returns an initialized CrossOrderCancelReplaceRequest instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetCancellationRights 

func (m *Message) SetCancellationRights(v string)

func (*Message) SetComplianceID 

func (m *Message) SetComplianceID(v string)

func (*Message) SetCrossID 

func (m *Message) SetCrossID(v string)

func (*Message) SetCrossPrioritization 

func (m *Message) SetCrossPrioritization(v int)

func (*Message) SetCrossType 

func (m *Message) SetCrossType(v int)

func (*Message) SetCurrency 

func (m *Message) SetCurrency(v string)

func (*Message) SetDesignation 

func (m *Message) SetDesignation(v string)

func (*Message) SetDiscretionInstructions 

func (m *Message) SetDiscretionInstructions(v discretioninstructions.DiscretionInstructions)

func (*Message) SetEffectiveTime 

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

func (*Message) SetExDestination 

func (m *Message) SetExDestination(v string)

func (*Message) SetExecInst 

func (m *Message) SetExecInst(v string)

func (*Message) SetExpireDate 

func (m *Message) SetExpireDate(v string)

func (*Message) SetExpireTime 

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

func (*Message) SetGTBookingInst 

func (m *Message) SetGTBookingInst(v int)

func (*Message) SetHandlInst 

func (m *Message) SetHandlInst(v string)

func (*Message) SetIOIID 

func (m *Message) SetIOIID(v string)

func (*Message) SetInstrument 

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

func (*Message) SetLocateReqd 

func (m *Message) SetLocateReqd(v bool)

func (*Message) SetMaxFloor 

func (m *Message) SetMaxFloor(v float64)

func (*Message) SetMaxShow 

func (m *Message) SetMaxShow(v float64)

func (*Message) SetMinQty 

func (m *Message) SetMinQty(v float64)

func (*Message) SetMoneyLaunderingStatus 

func (m *Message) SetMoneyLaunderingStatus(v string)

func (*Message) SetNoLegs 

func (m *Message) SetNoLegs(v []NoLegs)

func (*Message) SetNoSides 

func (m *Message) SetNoSides(v []NoSides)

func (*Message) SetNoTradingSessions 

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

func (*Message) SetNoUnderlyings 

func (m *Message) SetNoUnderlyings(v []NoUnderlyings)

func (*Message) SetOrdType 

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderID 

func (m *Message) SetOrderID(v string)

func (*Message) SetOrigCrossID 

func (m *Message) SetOrigCrossID(v string)

func (*Message) SetParticipationRate 

func (m *Message) SetParticipationRate(v float64)

func (*Message) SetPegInstructions 

func (m *Message) SetPegInstructions(v peginstructions.PegInstructions)

func (*Message) SetPrevClosePx 

func (m *Message) SetPrevClosePx(v float64)

func (*Message) SetPrice 

func (m *Message) SetPrice(v float64)

func (*Message) SetPriceType 

func (m *Message) SetPriceType(v int)

func (*Message) SetProcessCode 

func (m *Message) SetProcessCode(v string)

func (*Message) SetQuoteID 

func (m *Message) SetQuoteID(v string)

func (*Message) SetRegistID 

func (m *Message) SetRegistID(v string)

func (*Message) SetSettlDate 

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlType 

func (m *Message) SetSettlType(v string)

func (*Message) SetSpreadOrBenchmarkCurveData 

func (m *Message) SetSpreadOrBenchmarkCurveData(v spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData)

func (*Message) SetStipulations 

func (m *Message) SetStipulations(v stipulations.Stipulations)

func (*Message) SetStopPx 

func (m *Message) SetStopPx(v float64)

func (*Message) SetTargetStrategy 

func (m *Message) SetTargetStrategy(v int)

func (*Message) SetTargetStrategyParameters 

func (m *Message) SetTargetStrategyParameters(v string)

func (*Message) SetTimeInForce 

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTransactTime 

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

func (*Message) SetYieldData 

func (m *Message) SetYieldData(v yielddata.YieldData)

type NoAllocs 

type NoAllocs struct {
	//AllocAccount is a non-required field for NoAllocs.
	AllocAccount *string `fix:"79"`
	//AllocAcctIDSource is a non-required field for NoAllocs.
	AllocAcctIDSource *int `fix:"661"`
	//AllocSettlCurrency is a non-required field for NoAllocs.
	AllocSettlCurrency *string `fix:"736"`
	//IndividualAllocID is a non-required field for NoAllocs.
	IndividualAllocID *string `fix:"467"`
	//NestedParties is a non-required component for NoAllocs.
	NestedParties *nestedparties.NestedParties
	//AllocQty is a non-required field for NoAllocs.
	AllocQty *float64 `fix:"80"`
}

NoAllocs is a repeating group in NoSides

func NewNoAllocs 

func NewNoAllocs() *NoAllocs

NewNoAllocs returns an initialized NoAllocs instance

func (*NoAllocs) SetAllocAccount 

func (m *NoAllocs) SetAllocAccount(v string)

func (*NoAllocs) SetAllocAcctIDSource 

func (m *NoAllocs) SetAllocAcctIDSource(v int)

func (*NoAllocs) SetAllocQty 

func (m *NoAllocs) SetAllocQty(v float64)

func (*NoAllocs) SetAllocSettlCurrency 

func (m *NoAllocs) SetAllocSettlCurrency(v string)

func (*NoAllocs) SetIndividualAllocID 

func (m *NoAllocs) SetIndividualAllocID(v string)

func (*NoAllocs) SetNestedParties 

func (m *NoAllocs) SetNestedParties(v nestedparties.NestedParties)

type NoLegs 

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
}

NoLegs is a repeating group in CrossOrderCancelReplaceRequest

func NewNoLegs 

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg 

func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)

type NoSides 

type NoSides struct {
	//Side is a required field for NoSides.
	Side string `fix:"54"`
	//OrigClOrdID is a required field for NoSides.
	OrigClOrdID string `fix:"41"`
	//ClOrdID is a required field for NoSides.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for NoSides.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for NoSides.
	ClOrdLinkID *string `fix:"583"`
	//OrigOrdModTime is a non-required field for NoSides.
	OrigOrdModTime *time.Time `fix:"586"`
	//Parties is a non-required component for NoSides.
	Parties *parties.Parties
	//TradeOriginationDate is a non-required field for NoSides.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for NoSides.
	TradeDate *string `fix:"75"`
	//Account is a non-required field for NoSides.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for NoSides.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for NoSides.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for NoSides.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for NoSides.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for NoSides.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for NoSides.
	AllocID *string `fix:"70"`
	//NoAllocs is a non-required field for NoSides.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	//QtyType is a non-required field for NoSides.
	QtyType *int `fix:"854"`
	//OrderQtyData is a required component for NoSides.
	orderqtydata.OrderQtyData
	//CommissionData is a non-required component for NoSides.
	CommissionData *commissiondata.CommissionData
	//OrderCapacity is a non-required field for NoSides.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for NoSides.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for NoSides.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for NoSides.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for NoSides.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for NoSides.
	BookingType *int `fix:"775"`
	//Text is a non-required field for NoSides.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoSides.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoSides.
	EncodedText *string `fix:"355"`
	//PositionEffect is a non-required field for NoSides.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for NoSides.
	CoveredOrUncovered *int `fix:"203"`
	//CashMargin is a non-required field for NoSides.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for NoSides.
	ClearingFeeIndicator *string `fix:"635"`
	//SolicitedFlag is a non-required field for NoSides.
	SolicitedFlag *bool `fix:"377"`
	//SideComplianceID is a non-required field for NoSides.
	SideComplianceID *string `fix:"659"`
}

NoSides is a repeating group in CrossOrderCancelReplaceRequest

func NewNoSides 

func NewNoSides(side string, origclordid string, clordid string, orderqtydata orderqtydata.OrderQtyData) *NoSides

NewNoSides returns an initialized NoSides instance

func (*NoSides) SetAccount 

func (m *NoSides) SetAccount(v string)

func (*NoSides) SetAccountType 

func (m *NoSides) SetAccountType(v int)

func (*NoSides) SetAcctIDSource 

func (m *NoSides) SetAcctIDSource(v int)

func (*NoSides) SetAllocID 

func (m *NoSides) SetAllocID(v string)

func (*NoSides) SetBookingType 

func (m *NoSides) SetBookingType(v int)

func (*NoSides) SetBookingUnit 

func (m *NoSides) SetBookingUnit(v string)

func (*NoSides) SetCashMargin 

func (m *NoSides) SetCashMargin(v string)

func (*NoSides) SetClOrdID 

func (m *NoSides) SetClOrdID(v string)

func (*NoSides) SetClOrdLinkID 

func (m *NoSides) SetClOrdLinkID(v string)

func (*NoSides) SetClearingFeeIndicator 

func (m *NoSides) SetClearingFeeIndicator(v string)

func (*NoSides) SetCommissionData 

func (m *NoSides) SetCommissionData(v commissiondata.CommissionData)

func (*NoSides) SetCoveredOrUncovered 

func (m *NoSides) SetCoveredOrUncovered(v int)

func (*NoSides) SetCustOrderCapacity 

func (m *NoSides) SetCustOrderCapacity(v int)

func (*NoSides) SetDayBookingInst 

func (m *NoSides) SetDayBookingInst(v string)

func (*NoSides) SetEncodedText 

func (m *NoSides) SetEncodedText(v string)

func (*NoSides) SetEncodedTextLen 

func (m *NoSides) SetEncodedTextLen(v int)

func (*NoSides) SetForexReq 

func (m *NoSides) SetForexReq(v bool)

func (*NoSides) SetNoAllocs 

func (m *NoSides) SetNoAllocs(v []NoAllocs)

func (*NoSides) SetOrderCapacity 

func (m *NoSides) SetOrderCapacity(v string)

func (*NoSides) SetOrderQtyData 

func (m *NoSides) SetOrderQtyData(v orderqtydata.OrderQtyData)

func (*NoSides) SetOrderRestrictions 

func (m *NoSides) SetOrderRestrictions(v string)

func (*NoSides) SetOrigClOrdID 

func (m *NoSides) SetOrigClOrdID(v string)

func (*NoSides) SetOrigOrdModTime 

func (m *NoSides) SetOrigOrdModTime(v time.Time)

func (*NoSides) SetParties 

func (m *NoSides) SetParties(v parties.Parties)

func (*NoSides) SetPositionEffect 

func (m *NoSides) SetPositionEffect(v string)

func (*NoSides) SetPreallocMethod 

func (m *NoSides) SetPreallocMethod(v string)

func (*NoSides) SetQtyType 

func (m *NoSides) SetQtyType(v int)

func (*NoSides) SetSecondaryClOrdID 

func (m *NoSides) SetSecondaryClOrdID(v string)

func (*NoSides) SetSettlCurrency 

func (m *NoSides) SetSettlCurrency(v string)

func (*NoSides) SetSide 

func (m *NoSides) SetSide(v string)

func (*NoSides) SetSideComplianceID 

func (m *NoSides) SetSideComplianceID(v string)

func (*NoSides) SetSolicitedFlag 

func (m *NoSides) SetSolicitedFlag(v bool)

func (*NoSides) SetText 

func (m *NoSides) SetText(v string)

func (*NoSides) SetTradeDate 

func (m *NoSides) SetTradeDate(v string)

func (*NoSides) SetTradeOriginationDate 

func (m *NoSides) SetTradeOriginationDate(v string)

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 CrossOrderCancelReplaceRequest

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 NoUnderlyings 

type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}

NoUnderlyings is a repeating group in CrossOrderCancelReplaceRequest

func NewNoUnderlyings 

func NewNoUnderlyings() *NoUnderlyings

NewNoUnderlyings returns an initialized NoUnderlyings instance

func (*NoUnderlyings) SetUnderlyingInstrument 

func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)

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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