derivativesecuritylist

Documentation

Overview

Package derivativesecuritylist msg type = AA.

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:"AA"`
	Header     fixt11.Header
	//SecurityReqID is a non-required field for DerivativeSecurityList.
	SecurityReqID *string `fix:"320"`
	//SecurityResponseID is a non-required field for DerivativeSecurityList.
	SecurityResponseID *string `fix:"322"`
	//SecurityRequestResult is a non-required field for DerivativeSecurityList.
	SecurityRequestResult *int `fix:"560"`
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
	//TotNoRelatedSym is a non-required field for DerivativeSecurityList.
	TotNoRelatedSym *int `fix:"393"`
	//LastFragment is a non-required field for DerivativeSecurityList.
	LastFragment *bool `fix:"893"`
	//RelSymDerivSecGrp Component
	RelSymDerivSecGrp relsymderivsecgrp.Component
	//DerivativeSecurityDefinition Component
	DerivativeSecurityDefinition derivativesecuritydefinition.Component
	//ApplicationSequenceControl Component
	ApplicationSequenceControl applicationsequencecontrol.Component
	//SecurityReportID is a non-required field for DerivativeSecurityList.
	SecurityReportID *int `fix:"964"`
	//ClearingBusinessDate is a non-required field for DerivativeSecurityList.
	ClearingBusinessDate *string `fix:"715"`
	//TransactTime is a non-required field for DerivativeSecurityList.
	TransactTime *time.Time `fix:"60"`
	Trailer      fixt11.Trailer
}

Message is a DerivativeSecurityList 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