quote

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 16 Imported by: 0

Documentation

Overview

Package quote msg type = S.

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 Mesage type

Types

type Message

type Message struct {
	FIXMsgType string `fix:"S"`
	Header     fix44.Header
	//QuoteReqID is a non-required field for Quote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for Quote.
	QuoteID string `fix:"117"`
	//QuoteRespID is a non-required field for Quote.
	QuoteRespID *string `fix:"693"`
	//QuoteType is a non-required field for Quote.
	QuoteType *int `fix:"537"`
	//NoQuoteQualifiers is a non-required field for Quote.
	NoQuoteQualifiers []NoQuoteQualifiers `fix:"735,omitempty"`
	//QuoteResponseLevel is a non-required field for Quote.
	QuoteResponseLevel *int `fix:"301"`
	//Parties Component
	Parties parties.Component
	//TradingSessionID is a non-required field for Quote.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for Quote.
	TradingSessionSubID *string `fix:"625"`
	//Instrument Component
	Instrument instrument.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//NoUnderlyings is a non-required field for Quote.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Side is a non-required field for Quote.
	Side *string `fix:"54"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//SettlType is a non-required field for Quote.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for Quote.
	SettlDate *string `fix:"64"`
	//SettlDate2 is a non-required field for Quote.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for Quote.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for Quote.
	Currency *string `fix:"15"`
	//Stipulations Component
	Stipulations stipulations.Component
	//Account is a non-required field for Quote.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for Quote.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for Quote.
	AccountType *int `fix:"581"`
	//NoLegs is a non-required field for Quote.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//BidPx is a non-required field for Quote.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for Quote.
	OfferPx *float64 `fix:"133"`
	//MktBidPx is a non-required field for Quote.
	MktBidPx *float64 `fix:"645"`
	//MktOfferPx is a non-required field for Quote.
	MktOfferPx *float64 `fix:"646"`
	//MinBidSize is a non-required field for Quote.
	MinBidSize *float64 `fix:"647"`
	//BidSize is a non-required field for Quote.
	BidSize *float64 `fix:"134"`
	//MinOfferSize is a non-required field for Quote.
	MinOfferSize *float64 `fix:"648"`
	//OfferSize is a non-required field for Quote.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for Quote.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for Quote.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for Quote.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for Quote.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for Quote.
	OfferForwardPoints *float64 `fix:"191"`
	//MidPx is a non-required field for Quote.
	MidPx *float64 `fix:"631"`
	//BidYield is a non-required field for Quote.
	BidYield *float64 `fix:"632"`
	//MidYield is a non-required field for Quote.
	MidYield *float64 `fix:"633"`
	//OfferYield is a non-required field for Quote.
	OfferYield *float64 `fix:"634"`
	//TransactTime is a non-required field for Quote.
	TransactTime *time.Time `fix:"60"`
	//OrdType is a non-required field for Quote.
	OrdType *string `fix:"40"`
	//BidForwardPoints2 is a non-required field for Quote.
	BidForwardPoints2 *float64 `fix:"642"`
	//OfferForwardPoints2 is a non-required field for Quote.
	OfferForwardPoints2 *float64 `fix:"643"`
	//SettlCurrBidFxRate is a non-required field for Quote.
	SettlCurrBidFxRate *float64 `fix:"656"`
	//SettlCurrOfferFxRate is a non-required field for Quote.
	SettlCurrOfferFxRate *float64 `fix:"657"`
	//SettlCurrFxRateCalc is a non-required field for Quote.
	SettlCurrFxRateCalc *string `fix:"156"`
	//CommType is a non-required field for Quote.
	CommType *string `fix:"13"`
	//Commission is a non-required field for Quote.
	Commission *float64 `fix:"12"`
	//CustOrderCapacity is a non-required field for Quote.
	CustOrderCapacity *int `fix:"582"`
	//ExDestination is a non-required field for Quote.
	ExDestination *string `fix:"100"`
	//OrderCapacity is a non-required field for Quote.
	OrderCapacity *string `fix:"528"`
	//PriceType is a non-required field for Quote.
	PriceType *int `fix:"423"`
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//YieldData Component
	YieldData yielddata.Component
	//Text is a non-required field for Quote.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for Quote.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for Quote.
	EncodedText *string `fix:"355"`
	Trailer     fix44.Trailer
}

Message is a Quote 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
	//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 Component
	LegBenchmarkCurveData legbenchmarkcurvedata.Component
}

NoLegs is a repeating group in Quote

type NoQuoteQualifiers

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

NoQuoteQualifiers is a repeating group in Quote

type NoUnderlyings

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

NoUnderlyings is a repeating group in Quote

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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