quoterequest

Documentation

Overview

Package quoterequest msg type = R.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoLegs
• type NoQuoteQualifiers
• type NoRelatedSym
• 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:"R"`
	Header     fix44.Header
	//QuoteReqID is a required field for QuoteRequest.
	QuoteReqID string `fix:"131"`
	//RFQReqID is a non-required field for QuoteRequest.
	RFQReqID *string `fix:"644"`
	//ClOrdID is a non-required field for QuoteRequest.
	ClOrdID *string `fix:"11"`
	//OrderCapacity is a non-required field for QuoteRequest.
	OrderCapacity *string `fix:"528"`
	//NoRelatedSym is a required field for QuoteRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	//Text is a non-required field for QuoteRequest.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for QuoteRequest.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for QuoteRequest.
	EncodedText *string `fix:"355"`
	Trailer     fix44.Trailer
}

Message is a QuoteRequest FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoLegs

type NoLegs struct {
	//InstrumentLeg Component
	InstrumentLeg instrumentleg.Component
	//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 Component
	LegStipulations legstipulations.Component
	//NestedParties Component
	NestedParties nestedparties.Component
	//LegBenchmarkCurveData Component
	LegBenchmarkCurveData legbenchmarkcurvedata.Component
}

NoLegs is a repeating group in NoRelatedSym

type NoQuoteQualifiers

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

NoQuoteQualifiers is a repeating group in NoRelatedSym

type NoRelatedSym

type NoRelatedSym struct {
	//Instrument Component
	Instrument instrument.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//NoUnderlyings is a non-required field for NoRelatedSym.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//PrevClosePx is a non-required field for NoRelatedSym.
	PrevClosePx *float64 `fix:"140"`
	//QuoteRequestType is a non-required field for NoRelatedSym.
	QuoteRequestType *int `fix:"303"`
	//QuoteType is a non-required field for NoRelatedSym.
	QuoteType *int `fix:"537"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoRelatedSym.
	TradingSessionSubID *string `fix:"625"`
	//TradeOriginationDate is a non-required field for NoRelatedSym.
	TradeOriginationDate *string `fix:"229"`
	//Side is a non-required field for NoRelatedSym.
	Side *string `fix:"54"`
	//QtyType is a non-required field for NoRelatedSym.
	QtyType *int `fix:"854"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//SettlType is a non-required field for NoRelatedSym.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for NoRelatedSym.
	SettlDate *string `fix:"64"`
	//SettlDate2 is a non-required field for NoRelatedSym.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoRelatedSym.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for NoRelatedSym.
	Currency *string `fix:"15"`
	//Stipulations Component
	Stipulations stipulations.Component
	//Account is a non-required field for NoRelatedSym.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for NoRelatedSym.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for NoRelatedSym.
	AccountType *int `fix:"581"`
	//NoLegs is a non-required field for NoRelatedSym.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//NoQuoteQualifiers is a non-required field for NoRelatedSym.
	NoQuoteQualifiers []NoQuoteQualifiers `fix:"735,omitempty"`
	//QuotePriceType is a non-required field for NoRelatedSym.
	QuotePriceType *int `fix:"692"`
	//OrdType is a non-required field for NoRelatedSym.
	OrdType *string `fix:"40"`
	//ValidUntilTime is a non-required field for NoRelatedSym.
	ValidUntilTime *time.Time `fix:"62"`
	//ExpireTime is a non-required field for NoRelatedSym.
	ExpireTime *time.Time `fix:"126"`
	//TransactTime is a non-required field for NoRelatedSym.
	TransactTime *time.Time `fix:"60"`
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//PriceType is a non-required field for NoRelatedSym.
	PriceType *int `fix:"423"`
	//Price is a non-required field for NoRelatedSym.
	Price *float64 `fix:"44"`
	//Price2 is a non-required field for NoRelatedSym.
	Price2 *float64 `fix:"640"`
	//YieldData Component
	YieldData yielddata.Component
	//Parties Component
	Parties parties.Component
}

NoRelatedSym is a repeating group in QuoteRequest

type NoUnderlyings

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

NoUnderlyings is a repeating group in NoRelatedSym

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