marketdatarequest

package
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Published: Jun 3, 2016 License: Apache-1.1 Imports: 6 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"`
	fix44.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"`
	//OpenCloseSettlFlag is a non-required field for MarketDataRequest.
	OpenCloseSettlFlag *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"`
	fix44.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) SetOpenCloseSettlFlag

func (m *Message) SetOpenCloseSettlFlag(v string)

func (*Message) SetScope

func (m *Message) SetScope(v string)

func (*Message) SetSubscriptionRequestType

func (m *Message) SetSubscriptionRequestType(v string)

type NoLegs

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

NoLegs is a repeating group in NoRelatedSym

func NewNoLegs

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg

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

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
	//NoUnderlyings is a non-required field for NoRelatedSym.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for NoRelatedSym.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//NoTradingSessions is a non-required field for NoRelatedSym.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	//ApplQueueAction is a non-required field for NoRelatedSym.
	ApplQueueAction *int `fix:"815"`
	//ApplQueueMax is a non-required field for NoRelatedSym.
	ApplQueueMax *int `fix:"812"`
}

NoRelatedSym is a repeating group in MarketDataRequest

func NewNoRelatedSym

func NewNoRelatedSym(instrument instrument.Instrument) *NoRelatedSym

NewNoRelatedSym returns an initialized NoRelatedSym instance

func (*NoRelatedSym) SetApplQueueAction

func (m *NoRelatedSym) SetApplQueueAction(v int)

func (*NoRelatedSym) SetApplQueueMax

func (m *NoRelatedSym) SetApplQueueMax(v int)

func (*NoRelatedSym) SetInstrument

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

func (*NoRelatedSym) SetNoLegs

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

func (*NoRelatedSym) SetNoTradingSessions

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

func (*NoRelatedSym) SetNoUnderlyings

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

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 NoRelatedSym

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 NoRelatedSym

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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