marketdatarequest

Documentation

Overview

Package marketdatarequest msg type = V.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• 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:"V"`
	Header     fixt11.Header
	//MDReqID is a required field for MarketDataRequest.
	MDReqID string `fix:"262"`
	//SubscriptionRequestType is a required field for MarketDataRequest.
	SubscriptionRequestType string `fix:"263"`
	//MarketDepth is a required field for MarketDataRequest.
	MarketDepth int `fix:"264"`
	//MDUpdateType is a non-required field for MarketDataRequest.
	MDUpdateType *int `fix:"265"`
	//AggregatedBook is a non-required field for MarketDataRequest.
	AggregatedBook *bool `fix:"266"`
	//OpenCloseSettlFlag is a non-required field for MarketDataRequest.
	OpenCloseSettlFlag *string `fix:"286"`
	//Scope is a non-required field for MarketDataRequest.
	Scope *string `fix:"546"`
	//MDImplicitDelete is a non-required field for MarketDataRequest.
	MDImplicitDelete *bool `fix:"547"`
	//MDReqGrp Component
	MDReqGrp mdreqgrp.Component
	//InstrmtMDReqGrp Component
	InstrmtMDReqGrp instrmtmdreqgrp.Component
	//TrdgSesGrp Component
	TrdgSesGrp trdgsesgrp.Component
	//ApplQueueAction is a non-required field for MarketDataRequest.
	ApplQueueAction *int `fix:"815"`
	//ApplQueueMax is a non-required field for MarketDataRequest.
	ApplQueueMax *int `fix:"812"`
	//MDQuoteType is a non-required field for MarketDataRequest.
	MDQuoteType *int `fix:"1070"`
	//Parties Component
	Parties parties.Component
	Trailer fixt11.Trailer
}

Message is a MarketDataRequest FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

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