multilegordercancelreplace

package
v0.3.0 Latest Latest
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This package is not in the latest version of its module.

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

Documentation

Overview

Package multilegordercancelreplace msg type = AC.

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:"AC"`
	fix44.Header
	//OrderID is a non-required field for MultilegOrderCancelReplace.
	OrderID *string `fix:"37"`
	//OrigClOrdID is a required field for MultilegOrderCancelReplace.
	OrigClOrdID string `fix:"41"`
	//ClOrdID is a required field for MultilegOrderCancelReplace.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for MultilegOrderCancelReplace.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for MultilegOrderCancelReplace.
	ClOrdLinkID *string `fix:"583"`
	//OrigOrdModTime is a non-required field for MultilegOrderCancelReplace.
	OrigOrdModTime *time.Time `fix:"586"`
	//Parties is a non-required component for MultilegOrderCancelReplace.
	Parties *parties.Parties
	//TradeOriginationDate is a non-required field for MultilegOrderCancelReplace.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for MultilegOrderCancelReplace.
	TradeDate *string `fix:"75"`
	//Account is a non-required field for MultilegOrderCancelReplace.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for MultilegOrderCancelReplace.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for MultilegOrderCancelReplace.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for MultilegOrderCancelReplace.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for MultilegOrderCancelReplace.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for MultilegOrderCancelReplace.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for MultilegOrderCancelReplace.
	AllocID *string `fix:"70"`
	//NoAllocs is a non-required field for MultilegOrderCancelReplace.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	//SettlType is a non-required field for MultilegOrderCancelReplace.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for MultilegOrderCancelReplace.
	SettlDate *string `fix:"64"`
	//CashMargin is a non-required field for MultilegOrderCancelReplace.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for MultilegOrderCancelReplace.
	ClearingFeeIndicator *string `fix:"635"`
	//HandlInst is a non-required field for MultilegOrderCancelReplace.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for MultilegOrderCancelReplace.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for MultilegOrderCancelReplace.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for MultilegOrderCancelReplace.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for MultilegOrderCancelReplace.
	ExDestination *string `fix:"100"`
	//NoTradingSessions is a non-required field for MultilegOrderCancelReplace.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	//ProcessCode is a non-required field for MultilegOrderCancelReplace.
	ProcessCode *string `fix:"81"`
	//Side is a required field for MultilegOrderCancelReplace.
	Side string `fix:"54"`
	//Instrument is a required component for MultilegOrderCancelReplace.
	instrument.Instrument
	//NoUnderlyings is a non-required field for MultilegOrderCancelReplace.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//PrevClosePx is a non-required field for MultilegOrderCancelReplace.
	PrevClosePx *float64 `fix:"140"`
	//NoLegs is a required field for MultilegOrderCancelReplace.
	NoLegs []NoLegs `fix:"555"`
	//LocateReqd is a non-required field for MultilegOrderCancelReplace.
	LocateReqd *bool `fix:"114"`
	//TransactTime is a required field for MultilegOrderCancelReplace.
	TransactTime time.Time `fix:"60"`
	//QtyType is a non-required field for MultilegOrderCancelReplace.
	QtyType *int `fix:"854"`
	//OrderQtyData is a required component for MultilegOrderCancelReplace.
	orderqtydata.OrderQtyData
	//OrdType is a required field for MultilegOrderCancelReplace.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for MultilegOrderCancelReplace.
	PriceType *int `fix:"423"`
	//Price is a non-required field for MultilegOrderCancelReplace.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for MultilegOrderCancelReplace.
	StopPx *float64 `fix:"99"`
	//Currency is a non-required field for MultilegOrderCancelReplace.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for MultilegOrderCancelReplace.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for MultilegOrderCancelReplace.
	SolicitedFlag *bool `fix:"377"`
	//IOIID is a non-required field for MultilegOrderCancelReplace.
	IOIID *string `fix:"23"`
	//QuoteID is a non-required field for MultilegOrderCancelReplace.
	QuoteID *string `fix:"117"`
	//TimeInForce is a non-required field for MultilegOrderCancelReplace.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for MultilegOrderCancelReplace.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for MultilegOrderCancelReplace.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for MultilegOrderCancelReplace.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for MultilegOrderCancelReplace.
	GTBookingInst *int `fix:"427"`
	//CommissionData is a non-required component for MultilegOrderCancelReplace.
	CommissionData *commissiondata.CommissionData
	//OrderCapacity is a non-required field for MultilegOrderCancelReplace.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for MultilegOrderCancelReplace.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for MultilegOrderCancelReplace.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for MultilegOrderCancelReplace.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for MultilegOrderCancelReplace.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for MultilegOrderCancelReplace.
	BookingType *int `fix:"775"`
	//Text is a non-required field for MultilegOrderCancelReplace.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for MultilegOrderCancelReplace.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for MultilegOrderCancelReplace.
	EncodedText *string `fix:"355"`
	//PositionEffect is a non-required field for MultilegOrderCancelReplace.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for MultilegOrderCancelReplace.
	CoveredOrUncovered *int `fix:"203"`
	//MaxShow is a non-required field for MultilegOrderCancelReplace.
	MaxShow *float64 `fix:"210"`
	//PegInstructions is a non-required component for MultilegOrderCancelReplace.
	PegInstructions *peginstructions.PegInstructions
	//DiscretionInstructions is a non-required component for MultilegOrderCancelReplace.
	DiscretionInstructions *discretioninstructions.DiscretionInstructions
	//TargetStrategy is a non-required field for MultilegOrderCancelReplace.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for MultilegOrderCancelReplace.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for MultilegOrderCancelReplace.
	ParticipationRate *float64 `fix:"849"`
	//CancellationRights is a non-required field for MultilegOrderCancelReplace.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for MultilegOrderCancelReplace.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for MultilegOrderCancelReplace.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for MultilegOrderCancelReplace.
	Designation *string `fix:"494"`
	//MultiLegRptTypeReq is a non-required field for MultilegOrderCancelReplace.
	MultiLegRptTypeReq *int `fix:"563"`
	fix44.Trailer
}

Message is a MultilegOrderCancelReplace FIX Message

func New 

func New(origclordid string, clordid string, side string, instrument instrument.Instrument, nolegs []NoLegs, transacttime time.Time, orderqtydata orderqtydata.OrderQtyData, ordtype string) *Message

New returns an initialized MultilegOrderCancelReplace instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAccount 

func (m *Message) SetAccount(v string)

func (*Message) SetAccountType 

func (m *Message) SetAccountType(v int)

func (*Message) SetAcctIDSource 

func (m *Message) SetAcctIDSource(v int)

func (*Message) SetAllocID 

func (m *Message) SetAllocID(v string)

func (*Message) SetBookingType 

func (m *Message) SetBookingType(v int)

func (*Message) SetBookingUnit 

func (m *Message) SetBookingUnit(v string)

func (*Message) SetCancellationRights 

func (m *Message) SetCancellationRights(v string)

func (*Message) SetCashMargin 

func (m *Message) SetCashMargin(v string)

func (*Message) SetClOrdID 

func (m *Message) SetClOrdID(v string)

func (*Message) SetClOrdLinkID 

func (m *Message) SetClOrdLinkID(v string)

func (*Message) SetClearingFeeIndicator 

func (m *Message) SetClearingFeeIndicator(v string)

func (*Message) SetCommissionData 

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

func (*Message) SetComplianceID 

func (m *Message) SetComplianceID(v string)

func (*Message) SetCoveredOrUncovered 

func (m *Message) SetCoveredOrUncovered(v int)

func (*Message) SetCurrency 

func (m *Message) SetCurrency(v string)

func (*Message) SetCustOrderCapacity 

func (m *Message) SetCustOrderCapacity(v int)

func (*Message) SetDayBookingInst 

func (m *Message) SetDayBookingInst(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) SetEncodedText 

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen 

func (m *Message) SetEncodedTextLen(v int)

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) SetForexReq 

func (m *Message) SetForexReq(v bool)

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) SetMultiLegRptTypeReq 

func (m *Message) SetMultiLegRptTypeReq(v int)

func (*Message) SetNoAllocs 

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

func (*Message) SetNoLegs 

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

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) SetOrderCapacity 

func (m *Message) SetOrderCapacity(v string)

func (*Message) SetOrderID 

func (m *Message) SetOrderID(v string)

func (*Message) SetOrderQtyData 

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

func (*Message) SetOrderRestrictions 

func (m *Message) SetOrderRestrictions(v string)

func (*Message) SetOrigClOrdID 

func (m *Message) SetOrigClOrdID(v string)

func (*Message) SetOrigOrdModTime 

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

func (*Message) SetParticipationRate 

func (m *Message) SetParticipationRate(v float64)

func (*Message) SetParties 

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

func (*Message) SetPegInstructions 

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

func (*Message) SetPositionEffect 

func (m *Message) SetPositionEffect(v string)

func (*Message) SetPreallocMethod 

func (m *Message) SetPreallocMethod(v string)

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) SetQtyType 

func (m *Message) SetQtyType(v int)

func (*Message) SetQuoteID 

func (m *Message) SetQuoteID(v string)

func (*Message) SetRegistID 

func (m *Message) SetRegistID(v string)

func (*Message) SetSecondaryClOrdID 

func (m *Message) SetSecondaryClOrdID(v string)

func (*Message) SetSettlCurrency 

func (m *Message) SetSettlCurrency(v string)

func (*Message) SetSettlDate 

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlType 

func (m *Message) SetSettlType(v string)

func (*Message) SetSide 

func (m *Message) SetSide(v string)

func (*Message) SetSolicitedFlag 

func (m *Message) SetSolicitedFlag(v bool)

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) SetText 

func (m *Message) SetText(v string)

func (*Message) SetTimeInForce 

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTradeDate 

func (m *Message) SetTradeDate(v string)

func (*Message) SetTradeOriginationDate 

func (m *Message) SetTradeOriginationDate(v string)

func (*Message) SetTransactTime 

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

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"`
	//NestedParties3 is a non-required component for NoAllocs.
	NestedParties3 *nestedparties3.NestedParties3
	//AllocQty is a non-required field for NoAllocs.
	AllocQty *float64 `fix:"80"`
}

NoAllocs is a repeating group in MultilegOrderCancelReplace

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) SetNestedParties3 

func (m *NoAllocs) SetNestedParties3(v nestedparties3.NestedParties3)

type NoLegAllocs 

type NoLegAllocs struct {
	//LegAllocAccount is a non-required field for NoLegAllocs.
	LegAllocAccount *string `fix:"671"`
	//LegIndividualAllocID is a non-required field for NoLegAllocs.
	LegIndividualAllocID *string `fix:"672"`
	//NestedParties2 is a non-required component for NoLegAllocs.
	NestedParties2 *nestedparties2.NestedParties2
	//LegAllocQty is a non-required field for NoLegAllocs.
	LegAllocQty *float64 `fix:"673"`
	//LegAllocAcctIDSource is a non-required field for NoLegAllocs.
	LegAllocAcctIDSource *string `fix:"674"`
	//LegSettlCurrency is a non-required field for NoLegAllocs.
	LegSettlCurrency *string `fix:"675"`
}

NoLegAllocs is a repeating group in NoLegs

func NewNoLegAllocs 

func NewNoLegAllocs() *NoLegAllocs

NewNoLegAllocs returns an initialized NoLegAllocs instance

func (*NoLegAllocs) SetLegAllocAccount 

func (m *NoLegAllocs) SetLegAllocAccount(v string)

func (*NoLegAllocs) SetLegAllocAcctIDSource 

func (m *NoLegAllocs) SetLegAllocAcctIDSource(v string)

func (*NoLegAllocs) SetLegAllocQty 

func (m *NoLegAllocs) SetLegAllocQty(v float64)

func (*NoLegAllocs) SetLegIndividualAllocID 

func (m *NoLegAllocs) SetLegIndividualAllocID(v string)

func (*NoLegAllocs) SetLegSettlCurrency 

func (m *NoLegAllocs) SetLegSettlCurrency(v string)

func (*NoLegAllocs) SetNestedParties2 

func (m *NoLegAllocs) SetNestedParties2(v nestedparties2.NestedParties2)

type NoLegs 

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
	//LegQty is a non-required field for NoLegs.
	LegQty *float64 `fix:"687"`
	//LegSwapType is a non-required field for NoLegs.
	LegSwapType *int `fix:"690"`
	//LegStipulations is a non-required component for NoLegs.
	LegStipulations *legstipulations.LegStipulations
	//NoLegAllocs is a non-required field for NoLegs.
	NoLegAllocs []NoLegAllocs `fix:"670,omitempty"`
	//LegPositionEffect is a non-required field for NoLegs.
	LegPositionEffect *string `fix:"564"`
	//LegCoveredOrUncovered is a non-required field for NoLegs.
	LegCoveredOrUncovered *int `fix:"565"`
	//NestedParties is a non-required component for NoLegs.
	NestedParties *nestedparties.NestedParties
	//LegRefID is a non-required field for NoLegs.
	LegRefID *string `fix:"654"`
	//LegPrice is a non-required field for NoLegs.
	LegPrice *float64 `fix:"566"`
	//LegSettlType is a non-required field for NoLegs.
	LegSettlType *string `fix:"587"`
	//LegSettlDate is a non-required field for NoLegs.
	LegSettlDate *string `fix:"588"`
}

NoLegs is a repeating group in MultilegOrderCancelReplace

func NewNoLegs 

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg 

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

func (*NoLegs) SetLegCoveredOrUncovered 

func (m *NoLegs) SetLegCoveredOrUncovered(v int)

func (*NoLegs) SetLegPositionEffect 

func (m *NoLegs) SetLegPositionEffect(v string)

func (*NoLegs) SetLegPrice 

func (m *NoLegs) SetLegPrice(v float64)

func (*NoLegs) SetLegQty 

func (m *NoLegs) SetLegQty(v float64)

func (*NoLegs) SetLegRefID 

func (m *NoLegs) SetLegRefID(v string)

func (*NoLegs) SetLegSettlDate 

func (m *NoLegs) SetLegSettlDate(v string)

func (*NoLegs) SetLegSettlType 

func (m *NoLegs) SetLegSettlType(v string)

func (*NoLegs) SetLegStipulations 

func (m *NoLegs) SetLegStipulations(v legstipulations.LegStipulations)

func (*NoLegs) SetLegSwapType 

func (m *NoLegs) SetLegSwapType(v int)

func (*NoLegs) SetNestedParties 

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

func (*NoLegs) SetNoLegAllocs 

func (m *NoLegs) SetNoLegAllocs(v []NoLegAllocs)

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 MultilegOrderCancelReplace

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 MultilegOrderCancelReplace

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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