quoteresponse

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

Documentation

Overview

Package quoteresponse msg type = AJ.

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:"AJ"`
	fix44.Header
	//QuoteRespID is a required field for QuoteResponse.
	QuoteRespID string `fix:"693"`
	//QuoteID is a non-required field for QuoteResponse.
	QuoteID *string `fix:"117"`
	//QuoteRespType is a required field for QuoteResponse.
	QuoteRespType int `fix:"694"`
	//ClOrdID is a non-required field for QuoteResponse.
	ClOrdID *string `fix:"11"`
	//OrderCapacity is a non-required field for QuoteResponse.
	OrderCapacity *string `fix:"528"`
	//IOIID is a non-required field for QuoteResponse.
	IOIID *string `fix:"23"`
	//QuoteType is a non-required field for QuoteResponse.
	QuoteType *int `fix:"537"`
	//NoQuoteQualifiers is a non-required field for QuoteResponse.
	NoQuoteQualifiers []NoQuoteQualifiers `fix:"735,omitempty"`
	//Parties is a non-required component for QuoteResponse.
	Parties *parties.Parties
	//TradingSessionID is a non-required field for QuoteResponse.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for QuoteResponse.
	TradingSessionSubID *string `fix:"625"`
	//Instrument is a required component for QuoteResponse.
	instrument.Instrument
	//FinancingDetails is a non-required component for QuoteResponse.
	FinancingDetails *financingdetails.FinancingDetails
	//NoUnderlyings is a non-required field for QuoteResponse.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Side is a non-required field for QuoteResponse.
	Side *string `fix:"54"`
	//OrderQtyData is a non-required component for QuoteResponse.
	OrderQtyData *orderqtydata.OrderQtyData
	//SettlType is a non-required field for QuoteResponse.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for QuoteResponse.
	SettlDate *string `fix:"64"`
	//SettlDate2 is a non-required field for QuoteResponse.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for QuoteResponse.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for QuoteResponse.
	Currency *string `fix:"15"`
	//Stipulations is a non-required component for QuoteResponse.
	Stipulations *stipulations.Stipulations
	//Account is a non-required field for QuoteResponse.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for QuoteResponse.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for QuoteResponse.
	AccountType *int `fix:"581"`
	//NoLegs is a non-required field for QuoteResponse.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//BidPx is a non-required field for QuoteResponse.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for QuoteResponse.
	OfferPx *float64 `fix:"133"`
	//MktBidPx is a non-required field for QuoteResponse.
	MktBidPx *float64 `fix:"645"`
	//MktOfferPx is a non-required field for QuoteResponse.
	MktOfferPx *float64 `fix:"646"`
	//MinBidSize is a non-required field for QuoteResponse.
	MinBidSize *float64 `fix:"647"`
	//BidSize is a non-required field for QuoteResponse.
	BidSize *float64 `fix:"134"`
	//MinOfferSize is a non-required field for QuoteResponse.
	MinOfferSize *float64 `fix:"648"`
	//OfferSize is a non-required field for QuoteResponse.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for QuoteResponse.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for QuoteResponse.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for QuoteResponse.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for QuoteResponse.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for QuoteResponse.
	OfferForwardPoints *float64 `fix:"191"`
	//MidPx is a non-required field for QuoteResponse.
	MidPx *float64 `fix:"631"`
	//BidYield is a non-required field for QuoteResponse.
	BidYield *float64 `fix:"632"`
	//MidYield is a non-required field for QuoteResponse.
	MidYield *float64 `fix:"633"`
	//OfferYield is a non-required field for QuoteResponse.
	OfferYield *float64 `fix:"634"`
	//TransactTime is a non-required field for QuoteResponse.
	TransactTime *time.Time `fix:"60"`
	//OrdType is a non-required field for QuoteResponse.
	OrdType *string `fix:"40"`
	//BidForwardPoints2 is a non-required field for QuoteResponse.
	BidForwardPoints2 *float64 `fix:"642"`
	//OfferForwardPoints2 is a non-required field for QuoteResponse.
	OfferForwardPoints2 *float64 `fix:"643"`
	//SettlCurrBidFxRate is a non-required field for QuoteResponse.
	SettlCurrBidFxRate *float64 `fix:"656"`
	//SettlCurrOfferFxRate is a non-required field for QuoteResponse.
	SettlCurrOfferFxRate *float64 `fix:"657"`
	//SettlCurrFxRateCalc is a non-required field for QuoteResponse.
	SettlCurrFxRateCalc *string `fix:"156"`
	//Commission is a non-required field for QuoteResponse.
	Commission *float64 `fix:"12"`
	//CommType is a non-required field for QuoteResponse.
	CommType *string `fix:"13"`
	//CustOrderCapacity is a non-required field for QuoteResponse.
	CustOrderCapacity *int `fix:"582"`
	//ExDestination is a non-required field for QuoteResponse.
	ExDestination *string `fix:"100"`
	//Text is a non-required field for QuoteResponse.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for QuoteResponse.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for QuoteResponse.
	EncodedText *string `fix:"355"`
	//Price is a non-required field for QuoteResponse.
	Price *float64 `fix:"44"`
	//PriceType is a non-required field for QuoteResponse.
	PriceType *int `fix:"423"`
	//SpreadOrBenchmarkCurveData is a non-required component for QuoteResponse.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//YieldData is a non-required component for QuoteResponse.
	YieldData *yielddata.YieldData
	fix44.Trailer
}

Message is a QuoteResponse FIX Message

func New

func New(quoterespid string, quoteresptype int, instrument instrument.Instrument) *Message

New returns an initialized QuoteResponse 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) SetBidForwardPoints

func (m *Message) SetBidForwardPoints(v float64)

func (*Message) SetBidForwardPoints2

func (m *Message) SetBidForwardPoints2(v float64)

func (*Message) SetBidPx

func (m *Message) SetBidPx(v float64)

func (*Message) SetBidSize

func (m *Message) SetBidSize(v float64)

func (*Message) SetBidSpotRate

func (m *Message) SetBidSpotRate(v float64)

func (*Message) SetBidYield

func (m *Message) SetBidYield(v float64)

func (*Message) SetClOrdID

func (m *Message) SetClOrdID(v string)

func (*Message) SetCommType

func (m *Message) SetCommType(v string)

func (*Message) SetCommission

func (m *Message) SetCommission(v float64)

func (*Message) SetCurrency

func (m *Message) SetCurrency(v string)

func (*Message) SetCustOrderCapacity

func (m *Message) SetCustOrderCapacity(v int)

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) SetFinancingDetails

func (m *Message) SetFinancingDetails(v financingdetails.FinancingDetails)

func (*Message) SetIOIID

func (m *Message) SetIOIID(v string)

func (*Message) SetInstrument

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

func (*Message) SetMidPx

func (m *Message) SetMidPx(v float64)

func (*Message) SetMidYield

func (m *Message) SetMidYield(v float64)

func (*Message) SetMinBidSize

func (m *Message) SetMinBidSize(v float64)

func (*Message) SetMinOfferSize

func (m *Message) SetMinOfferSize(v float64)

func (*Message) SetMktBidPx

func (m *Message) SetMktBidPx(v float64)

func (*Message) SetMktOfferPx

func (m *Message) SetMktOfferPx(v float64)

func (*Message) SetNoLegs

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

func (*Message) SetNoQuoteQualifiers

func (m *Message) SetNoQuoteQualifiers(v []NoQuoteQualifiers)

func (*Message) SetNoUnderlyings

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

func (*Message) SetOfferForwardPoints

func (m *Message) SetOfferForwardPoints(v float64)

func (*Message) SetOfferForwardPoints2

func (m *Message) SetOfferForwardPoints2(v float64)

func (*Message) SetOfferPx

func (m *Message) SetOfferPx(v float64)

func (*Message) SetOfferSize

func (m *Message) SetOfferSize(v float64)

func (*Message) SetOfferSpotRate

func (m *Message) SetOfferSpotRate(v float64)

func (*Message) SetOfferYield

func (m *Message) SetOfferYield(v float64)

func (*Message) SetOrdType

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderCapacity

func (m *Message) SetOrderCapacity(v string)

func (*Message) SetOrderQty2

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetOrderQtyData

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

func (*Message) SetParties

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

func (*Message) SetPrice

func (m *Message) SetPrice(v float64)

func (*Message) SetPriceType

func (m *Message) SetPriceType(v int)

func (*Message) SetQuoteID

func (m *Message) SetQuoteID(v string)

func (*Message) SetQuoteRespID

func (m *Message) SetQuoteRespID(v string)

func (*Message) SetQuoteRespType

func (m *Message) SetQuoteRespType(v int)

func (*Message) SetQuoteType

func (m *Message) SetQuoteType(v int)

func (*Message) SetSettlCurrBidFxRate

func (m *Message) SetSettlCurrBidFxRate(v float64)

func (*Message) SetSettlCurrFxRateCalc

func (m *Message) SetSettlCurrFxRateCalc(v string)

func (*Message) SetSettlCurrOfferFxRate

func (m *Message) SetSettlCurrOfferFxRate(v float64)

func (*Message) SetSettlDate

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlDate2

func (m *Message) SetSettlDate2(v string)

func (*Message) SetSettlType

func (m *Message) SetSettlType(v string)

func (*Message) SetSide

func (m *Message) SetSide(v string)

func (*Message) SetSpreadOrBenchmarkCurveData

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

func (*Message) SetStipulations

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

func (*Message) SetText

func (m *Message) SetText(v string)

func (*Message) SetTradingSessionID

func (m *Message) SetTradingSessionID(v string)

func (*Message) SetTradingSessionSubID

func (m *Message) SetTradingSessionSubID(v string)

func (*Message) SetTransactTime

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

func (*Message) SetValidUntilTime

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

func (*Message) SetYieldData

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

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"`
	//LegSettlType is a non-required field for NoLegs.
	LegSettlType *string `fix:"587"`
	//LegSettlDate is a non-required field for NoLegs.
	LegSettlDate *string `fix:"588"`
	//LegStipulations is a non-required component for NoLegs.
	LegStipulations *legstipulations.LegStipulations
	//NestedParties is a non-required component for NoLegs.
	NestedParties *nestedparties.NestedParties
	//LegPriceType is a non-required field for NoLegs.
	LegPriceType *int `fix:"686"`
	//LegBidPx is a non-required field for NoLegs.
	LegBidPx *float64 `fix:"681"`
	//LegOfferPx is a non-required field for NoLegs.
	LegOfferPx *float64 `fix:"684"`
	//LegBenchmarkCurveData is a non-required component for NoLegs.
	LegBenchmarkCurveData *legbenchmarkcurvedata.LegBenchmarkCurveData
}

NoLegs is a repeating group in QuoteResponse

func NewNoLegs

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg

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

func (*NoLegs) SetLegBenchmarkCurveData

func (m *NoLegs) SetLegBenchmarkCurveData(v legbenchmarkcurvedata.LegBenchmarkCurveData)

func (*NoLegs) SetLegBidPx

func (m *NoLegs) SetLegBidPx(v float64)

func (*NoLegs) SetLegOfferPx

func (m *NoLegs) SetLegOfferPx(v float64)

func (*NoLegs) SetLegPriceType

func (m *NoLegs) SetLegPriceType(v int)

func (*NoLegs) SetLegQty

func (m *NoLegs) SetLegQty(v float64)

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)

type NoQuoteQualifiers

type NoQuoteQualifiers struct {
	//QuoteQualifier is a non-required field for NoQuoteQualifiers.
	QuoteQualifier *string `fix:"695"`
}

NoQuoteQualifiers is a repeating group in QuoteResponse

func NewNoQuoteQualifiers

func NewNoQuoteQualifiers() *NoQuoteQualifiers

NewNoQuoteQualifiers returns an initialized NoQuoteQualifiers instance

func (*NoQuoteQualifiers) SetQuoteQualifier

func (m *NoQuoteQualifiers) SetQuoteQualifier(v string)

type NoUnderlyings

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

NoUnderlyings is a repeating group in QuoteResponse

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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