marketdataincrementalrefresh

package
v0.3.0 Latest Latest
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 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 7 Imported by: 0

Documentation

Overview

Package marketdataincrementalrefresh msg type = X.

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:"X"`
	fix44.Header
	//MDReqID is a non-required field for MarketDataIncrementalRefresh.
	MDReqID *string `fix:"262"`
	//NoMDEntries is a required field for MarketDataIncrementalRefresh.
	NoMDEntries []NoMDEntries `fix:"268"`
	//ApplQueueDepth is a non-required field for MarketDataIncrementalRefresh.
	ApplQueueDepth *int `fix:"813"`
	//ApplQueueResolution is a non-required field for MarketDataIncrementalRefresh.
	ApplQueueResolution *int `fix:"814"`
	fix44.Trailer
}

Message is a MarketDataIncrementalRefresh FIX Message

func New 

func New(nomdentries []NoMDEntries) *Message

New returns an initialized MarketDataIncrementalRefresh instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetApplQueueDepth 

func (m *Message) SetApplQueueDepth(v int)

func (*Message) SetApplQueueResolution 

func (m *Message) SetApplQueueResolution(v int)

func (*Message) SetMDReqID 

func (m *Message) SetMDReqID(v string)

func (*Message) SetNoMDEntries 

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

type NoLegs 

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

NoLegs is a repeating group in NoMDEntries

func NewNoLegs 

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg 

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

type NoMDEntries 

type NoMDEntries struct {
	//MDUpdateAction is a required field for NoMDEntries.
	MDUpdateAction string `fix:"279"`
	//DeleteReason is a non-required field for NoMDEntries.
	DeleteReason *string `fix:"285"`
	//MDEntryType is a non-required field for NoMDEntries.
	MDEntryType *string `fix:"269"`
	//MDEntryID is a non-required field for NoMDEntries.
	MDEntryID *string `fix:"278"`
	//MDEntryRefID is a non-required field for NoMDEntries.
	MDEntryRefID *string `fix:"280"`
	//Instrument is a non-required component for NoMDEntries.
	Instrument *instrument.Instrument
	//NoUnderlyings is a non-required field for NoMDEntries.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for NoMDEntries.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//FinancialStatus is a non-required field for NoMDEntries.
	FinancialStatus *string `fix:"291"`
	//CorporateAction is a non-required field for NoMDEntries.
	CorporateAction *string `fix:"292"`
	//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"`
	//OpenCloseSettlFlag is a non-required field for NoMDEntries.
	OpenCloseSettlFlag *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"`
	//PriceDelta is a non-required field for NoMDEntries.
	PriceDelta *float64 `fix:"811"`
	//NetChgPrevDay is a non-required field for NoMDEntries.
	NetChgPrevDay *float64 `fix:"451"`
	//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 MarketDataIncrementalRefresh

func NewNoMDEntries 

func NewNoMDEntries(mdupdateaction string) *NoMDEntries

NewNoMDEntries returns an initialized NoMDEntries instance

func (*NoMDEntries) SetCorporateAction 

func (m *NoMDEntries) SetCorporateAction(v string)

func (*NoMDEntries) SetCurrency 

func (m *NoMDEntries) SetCurrency(v string)

func (*NoMDEntries) SetDeleteReason 

func (m *NoMDEntries) SetDeleteReason(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) SetFinancialStatus 

func (m *NoMDEntries) SetFinancialStatus(v string)

func (*NoMDEntries) SetInstrument 

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

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) SetMDEntryID 

func (m *NoMDEntries) SetMDEntryID(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) SetMDEntryRefID 

func (m *NoMDEntries) SetMDEntryRefID(v string)

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) SetMDUpdateAction 

func (m *NoMDEntries) SetMDUpdateAction(v string)

func (*NoMDEntries) SetMinQty 

func (m *NoMDEntries) SetMinQty(v float64)

func (*NoMDEntries) SetNetChgPrevDay 

func (m *NoMDEntries) SetNetChgPrevDay(v float64)

func (*NoMDEntries) SetNoLegs 

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

func (*NoMDEntries) SetNoUnderlyings 

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

func (*NoMDEntries) SetNumberOfOrders 

func (m *NoMDEntries) SetNumberOfOrders(v int)

func (*NoMDEntries) SetOpenCloseSettlFlag 

func (m *NoMDEntries) SetOpenCloseSettlFlag(v string)

func (*NoMDEntries) SetOrderID 

func (m *NoMDEntries) SetOrderID(v string)

func (*NoMDEntries) SetPriceDelta 

func (m *NoMDEntries) SetPriceDelta(v float64)

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 NoUnderlyings 

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

NoUnderlyings is a repeating group in NoMDEntries

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

Source Files

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