ordercancelrequest

Documentation

Overview

Package ordercancelrequest msg type = F.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoUnderlyings
• type RouteOut

Functions

func Route

func Route(router RouteOut) (string, string, quickfix.MessageRoute)

Route returns the beginstring, message type, and MessageRoute for this Mesage type

Types

type Message

type Message struct {
	FIXMsgType string `fix:"F"`
	Header     fix44.Header
	//OrigClOrdID is a required field for OrderCancelRequest.
	OrigClOrdID string `fix:"41"`
	//OrderID is a non-required field for OrderCancelRequest.
	OrderID *string `fix:"37"`
	//ClOrdID is a required field for OrderCancelRequest.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for OrderCancelRequest.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for OrderCancelRequest.
	ClOrdLinkID *string `fix:"583"`
	//ListID is a non-required field for OrderCancelRequest.
	ListID *string `fix:"66"`
	//OrigOrdModTime is a non-required field for OrderCancelRequest.
	OrigOrdModTime *time.Time `fix:"586"`
	//Account is a non-required field for OrderCancelRequest.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for OrderCancelRequest.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for OrderCancelRequest.
	AccountType *int `fix:"581"`
	//Parties Component
	Parties parties.Component
	//Instrument Component
	Instrument instrument.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//NoUnderlyings is a non-required field for OrderCancelRequest.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Side is a required field for OrderCancelRequest.
	Side string `fix:"54"`
	//TransactTime is a required field for OrderCancelRequest.
	TransactTime time.Time `fix:"60"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//ComplianceID is a non-required field for OrderCancelRequest.
	ComplianceID *string `fix:"376"`
	//Text is a non-required field for OrderCancelRequest.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for OrderCancelRequest.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for OrderCancelRequest.
	EncodedText *string `fix:"355"`
	Trailer     fix44.Trailer
}

Message is a OrderCancelRequest FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
}

NoUnderlyings is a repeating group in OrderCancelRequest

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