massquote

package
v0.2.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Apr 19, 2016 License: Apache-1.1 Imports: 4 Imported by: 0

Documentation

Overview

Package massquote msg type = i.

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:"i"`
	fix42.Header
	//QuoteReqID is a non-required field for MassQuote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for MassQuote.
	QuoteID string `fix:"117"`
	//QuoteResponseLevel is a non-required field for MassQuote.
	QuoteResponseLevel *int `fix:"301"`
	//DefBidSize is a non-required field for MassQuote.
	DefBidSize *float64 `fix:"293"`
	//DefOfferSize is a non-required field for MassQuote.
	DefOfferSize *float64 `fix:"294"`
	//NoQuoteSets is a required field for MassQuote.
	NoQuoteSets []NoQuoteSets `fix:"296"`
	fix42.Trailer
}

Message is a MassQuote FIX Message

func New added in v0.2.0 

func New(quoteid string, noquotesets []NoQuoteSets) *Message

New returns an initialized MassQuote instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetDefBidSize added in v0.2.0 

func (m *Message) SetDefBidSize(v float64)

func (*Message) SetDefOfferSize added in v0.2.0 

func (m *Message) SetDefOfferSize(v float64)

func (*Message) SetNoQuoteSets added in v0.2.0 

func (m *Message) SetNoQuoteSets(v []NoQuoteSets)

func (*Message) SetQuoteID added in v0.2.0 

func (m *Message) SetQuoteID(v string)

func (*Message) SetQuoteReqID added in v0.2.0 

func (m *Message) SetQuoteReqID(v string)

func (*Message) SetQuoteResponseLevel added in v0.2.0 

func (m *Message) SetQuoteResponseLevel(v int)

type NoQuoteEntries 

type NoQuoteEntries struct {
	//QuoteEntryID is a required field for NoQuoteEntries.
	QuoteEntryID string `fix:"299"`
	//Symbol is a non-required field for NoQuoteEntries.
	Symbol *string `fix:"55"`
	//SymbolSfx is a non-required field for NoQuoteEntries.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for NoQuoteEntries.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for NoQuoteEntries.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for NoQuoteEntries.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for NoQuoteEntries.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for NoQuoteEntries.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for NoQuoteEntries.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for NoQuoteEntries.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for NoQuoteEntries.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for NoQuoteEntries.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for NoQuoteEntries.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for NoQuoteEntries.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for NoQuoteEntries.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for NoQuoteEntries.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for NoQuoteEntries.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for NoQuoteEntries.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for NoQuoteEntries.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for NoQuoteEntries.
	EncodedSecurityDesc *string `fix:"351"`
	//BidPx is a non-required field for NoQuoteEntries.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for NoQuoteEntries.
	OfferPx *float64 `fix:"133"`
	//BidSize is a non-required field for NoQuoteEntries.
	BidSize *float64 `fix:"134"`
	//OfferSize is a non-required field for NoQuoteEntries.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for NoQuoteEntries.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for NoQuoteEntries.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for NoQuoteEntries.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for NoQuoteEntries.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for NoQuoteEntries.
	OfferForwardPoints *float64 `fix:"191"`
	//TransactTime is a non-required field for NoQuoteEntries.
	TransactTime *time.Time `fix:"60"`
	//TradingSessionID is a non-required field for NoQuoteEntries.
	TradingSessionID *string `fix:"336"`
	//FutSettDate is a non-required field for NoQuoteEntries.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for NoQuoteEntries.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for NoQuoteEntries.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoQuoteEntries.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for NoQuoteEntries.
	Currency *string `fix:"15"`
}

NoQuoteEntries is a repeating group in NoQuoteSets

func NewNoQuoteEntries added in v0.2.0 

func NewNoQuoteEntries(quoteentryid string) *NoQuoteEntries

NewNoQuoteEntries returns an initialized NoQuoteEntries instance

func (*NoQuoteEntries) SetBidForwardPoints added in v0.2.0 

func (m *NoQuoteEntries) SetBidForwardPoints(v float64)

func (*NoQuoteEntries) SetBidPx added in v0.2.0 

func (m *NoQuoteEntries) SetBidPx(v float64)

func (*NoQuoteEntries) SetBidSize added in v0.2.0 

func (m *NoQuoteEntries) SetBidSize(v float64)

func (*NoQuoteEntries) SetBidSpotRate added in v0.2.0 

func (m *NoQuoteEntries) SetBidSpotRate(v float64)

func (*NoQuoteEntries) SetContractMultiplier added in v0.2.0 

func (m *NoQuoteEntries) SetContractMultiplier(v float64)

func (*NoQuoteEntries) SetCouponRate added in v0.2.0 

func (m *NoQuoteEntries) SetCouponRate(v float64)

func (*NoQuoteEntries) SetCurrency added in v0.2.0 

func (m *NoQuoteEntries) SetCurrency(v string)

func (*NoQuoteEntries) SetEncodedIssuer added in v0.2.0 

func (m *NoQuoteEntries) SetEncodedIssuer(v string)

func (*NoQuoteEntries) SetEncodedIssuerLen added in v0.2.0 

func (m *NoQuoteEntries) SetEncodedIssuerLen(v int)

func (*NoQuoteEntries) SetEncodedSecurityDesc added in v0.2.0 

func (m *NoQuoteEntries) SetEncodedSecurityDesc(v string)

func (*NoQuoteEntries) SetEncodedSecurityDescLen added in v0.2.0 

func (m *NoQuoteEntries) SetEncodedSecurityDescLen(v int)

func (*NoQuoteEntries) SetFutSettDate added in v0.2.0 

func (m *NoQuoteEntries) SetFutSettDate(v string)

func (*NoQuoteEntries) SetFutSettDate2 added in v0.2.0 

func (m *NoQuoteEntries) SetFutSettDate2(v string)

func (*NoQuoteEntries) SetIDSource added in v0.2.0 

func (m *NoQuoteEntries) SetIDSource(v string)

func (*NoQuoteEntries) SetIssuer added in v0.2.0 

func (m *NoQuoteEntries) SetIssuer(v string)

func (*NoQuoteEntries) SetMaturityDay added in v0.2.0 

func (m *NoQuoteEntries) SetMaturityDay(v int)

func (*NoQuoteEntries) SetMaturityMonthYear added in v0.2.0 

func (m *NoQuoteEntries) SetMaturityMonthYear(v string)

func (*NoQuoteEntries) SetOfferForwardPoints added in v0.2.0 

func (m *NoQuoteEntries) SetOfferForwardPoints(v float64)

func (*NoQuoteEntries) SetOfferPx added in v0.2.0 

func (m *NoQuoteEntries) SetOfferPx(v float64)

func (*NoQuoteEntries) SetOfferSize added in v0.2.0 

func (m *NoQuoteEntries) SetOfferSize(v float64)

func (*NoQuoteEntries) SetOfferSpotRate added in v0.2.0 

func (m *NoQuoteEntries) SetOfferSpotRate(v float64)

func (*NoQuoteEntries) SetOptAttribute added in v0.2.0 

func (m *NoQuoteEntries) SetOptAttribute(v string)

func (*NoQuoteEntries) SetOrdType added in v0.2.0 

func (m *NoQuoteEntries) SetOrdType(v string)

func (*NoQuoteEntries) SetOrderQty2 added in v0.2.0 

func (m *NoQuoteEntries) SetOrderQty2(v float64)

func (*NoQuoteEntries) SetPutOrCall added in v0.2.0 

func (m *NoQuoteEntries) SetPutOrCall(v int)

func (*NoQuoteEntries) SetQuoteEntryID added in v0.2.0 

func (m *NoQuoteEntries) SetQuoteEntryID(v string)

func (*NoQuoteEntries) SetSecurityDesc added in v0.2.0 

func (m *NoQuoteEntries) SetSecurityDesc(v string)

func (*NoQuoteEntries) SetSecurityExchange added in v0.2.0 

func (m *NoQuoteEntries) SetSecurityExchange(v string)

func (*NoQuoteEntries) SetSecurityID added in v0.2.0 

func (m *NoQuoteEntries) SetSecurityID(v string)

func (*NoQuoteEntries) SetSecurityType added in v0.2.0 

func (m *NoQuoteEntries) SetSecurityType(v string)

func (*NoQuoteEntries) SetStrikePrice added in v0.2.0 

func (m *NoQuoteEntries) SetStrikePrice(v float64)

func (*NoQuoteEntries) SetSymbol added in v0.2.0 

func (m *NoQuoteEntries) SetSymbol(v string)

func (*NoQuoteEntries) SetSymbolSfx added in v0.2.0 

func (m *NoQuoteEntries) SetSymbolSfx(v string)

func (*NoQuoteEntries) SetTradingSessionID added in v0.2.0 

func (m *NoQuoteEntries) SetTradingSessionID(v string)

func (*NoQuoteEntries) SetTransactTime added in v0.2.0 

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

func (*NoQuoteEntries) SetValidUntilTime added in v0.2.0 

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

type NoQuoteSets 

type NoQuoteSets struct {
	//QuoteSetID is a required field for NoQuoteSets.
	QuoteSetID string `fix:"302"`
	//UnderlyingSymbol is a required field for NoQuoteSets.
	UnderlyingSymbol string `fix:"311"`
	//UnderlyingSymbolSfx is a non-required field for NoQuoteSets.
	UnderlyingSymbolSfx *string `fix:"312"`
	//UnderlyingSecurityID is a non-required field for NoQuoteSets.
	UnderlyingSecurityID *string `fix:"309"`
	//UnderlyingIDSource is a non-required field for NoQuoteSets.
	UnderlyingIDSource *string `fix:"305"`
	//UnderlyingSecurityType is a non-required field for NoQuoteSets.
	UnderlyingSecurityType *string `fix:"310"`
	//UnderlyingMaturityMonthYear is a non-required field for NoQuoteSets.
	UnderlyingMaturityMonthYear *string `fix:"313"`
	//UnderlyingMaturityDay is a non-required field for NoQuoteSets.
	UnderlyingMaturityDay *int `fix:"314"`
	//UnderlyingPutOrCall is a non-required field for NoQuoteSets.
	UnderlyingPutOrCall *int `fix:"315"`
	//UnderlyingStrikePrice is a non-required field for NoQuoteSets.
	UnderlyingStrikePrice *float64 `fix:"316"`
	//UnderlyingOptAttribute is a non-required field for NoQuoteSets.
	UnderlyingOptAttribute *string `fix:"317"`
	//UnderlyingContractMultiplier is a non-required field for NoQuoteSets.
	UnderlyingContractMultiplier *float64 `fix:"436"`
	//UnderlyingCouponRate is a non-required field for NoQuoteSets.
	UnderlyingCouponRate *float64 `fix:"435"`
	//UnderlyingSecurityExchange is a non-required field for NoQuoteSets.
	UnderlyingSecurityExchange *string `fix:"308"`
	//UnderlyingIssuer is a non-required field for NoQuoteSets.
	UnderlyingIssuer *string `fix:"306"`
	//EncodedUnderlyingIssuerLen is a non-required field for NoQuoteSets.
	EncodedUnderlyingIssuerLen *int `fix:"362"`
	//EncodedUnderlyingIssuer is a non-required field for NoQuoteSets.
	EncodedUnderlyingIssuer *string `fix:"363"`
	//UnderlyingSecurityDesc is a non-required field for NoQuoteSets.
	UnderlyingSecurityDesc *string `fix:"307"`
	//EncodedUnderlyingSecurityDescLen is a non-required field for NoQuoteSets.
	EncodedUnderlyingSecurityDescLen *int `fix:"364"`
	//EncodedUnderlyingSecurityDesc is a non-required field for NoQuoteSets.
	EncodedUnderlyingSecurityDesc *string `fix:"365"`
	//QuoteSetValidUntilTime is a non-required field for NoQuoteSets.
	QuoteSetValidUntilTime *time.Time `fix:"367"`
	//TotQuoteEntries is a required field for NoQuoteSets.
	TotQuoteEntries int `fix:"304"`
	//NoQuoteEntries is a required field for NoQuoteSets.
	NoQuoteEntries []NoQuoteEntries `fix:"295"`
}

NoQuoteSets is a repeating group in MassQuote

func NewNoQuoteSets added in v0.2.0 

func NewNoQuoteSets(quotesetid string, underlyingsymbol string, totquoteentries int, noquoteentries []NoQuoteEntries) *NoQuoteSets

NewNoQuoteSets returns an initialized NoQuoteSets instance

func (*NoQuoteSets) SetEncodedUnderlyingIssuer added in v0.2.0 

func (m *NoQuoteSets) SetEncodedUnderlyingIssuer(v string)

func (*NoQuoteSets) SetEncodedUnderlyingIssuerLen added in v0.2.0 

func (m *NoQuoteSets) SetEncodedUnderlyingIssuerLen(v int)

func (*NoQuoteSets) SetEncodedUnderlyingSecurityDesc added in v0.2.0 

func (m *NoQuoteSets) SetEncodedUnderlyingSecurityDesc(v string)

func (*NoQuoteSets) SetEncodedUnderlyingSecurityDescLen added in v0.2.0 

func (m *NoQuoteSets) SetEncodedUnderlyingSecurityDescLen(v int)

func (*NoQuoteSets) SetNoQuoteEntries added in v0.2.0 

func (m *NoQuoteSets) SetNoQuoteEntries(v []NoQuoteEntries)

func (*NoQuoteSets) SetQuoteSetID added in v0.2.0 

func (m *NoQuoteSets) SetQuoteSetID(v string)

func (*NoQuoteSets) SetQuoteSetValidUntilTime added in v0.2.0 

func (m *NoQuoteSets) SetQuoteSetValidUntilTime(v time.Time)

func (*NoQuoteSets) SetTotQuoteEntries added in v0.2.0 

func (m *NoQuoteSets) SetTotQuoteEntries(v int)

func (*NoQuoteSets) SetUnderlyingContractMultiplier added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingContractMultiplier(v float64)

func (*NoQuoteSets) SetUnderlyingCouponRate added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingCouponRate(v float64)

func (*NoQuoteSets) SetUnderlyingIDSource added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingIDSource(v string)

func (*NoQuoteSets) SetUnderlyingIssuer added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingIssuer(v string)

func (*NoQuoteSets) SetUnderlyingMaturityDay added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingMaturityDay(v int)

func (*NoQuoteSets) SetUnderlyingMaturityMonthYear added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingMaturityMonthYear(v string)

func (*NoQuoteSets) SetUnderlyingOptAttribute added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingOptAttribute(v string)

func (*NoQuoteSets) SetUnderlyingPutOrCall added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingPutOrCall(v int)

func (*NoQuoteSets) SetUnderlyingSecurityDesc added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingSecurityDesc(v string)

func (*NoQuoteSets) SetUnderlyingSecurityExchange added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingSecurityExchange(v string)

func (*NoQuoteSets) SetUnderlyingSecurityID added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingSecurityID(v string)

func (*NoQuoteSets) SetUnderlyingSecurityType added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingSecurityType(v string)

func (*NoQuoteSets) SetUnderlyingStrikePrice added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingStrikePrice(v float64)

func (*NoQuoteSets) SetUnderlyingSymbol added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingSymbol(v string)

func (*NoQuoteSets) SetUnderlyingSymbolSfx added in v0.2.0 

func (m *NoQuoteSets) SetUnderlyingSymbolSfx(v string)

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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