newordercross

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

Documentation

Overview

Package newordercross msg type = s.

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

Message is a NewOrderCross FIX Message

func New 

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

New returns an initialized NewOrderCross 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) 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 NewOrderCross

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"`
	//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"`
	//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 NewOrderCross

func NewNoSides 

func NewNoSides(side 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) 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 NewOrderCross

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 NewOrderCross

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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