executionreport

package
v0.3.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 4 Imported by: 0

Documentation

Overview

Package executionreport msg type = 8.

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:"8"`
	fix42.Header
	//OrderID is a required field for ExecutionReport.
	OrderID string `fix:"37"`
	//SecondaryOrderID is a non-required field for ExecutionReport.
	SecondaryOrderID *string `fix:"198"`
	//ClOrdID is a non-required field for ExecutionReport.
	ClOrdID *string `fix:"11"`
	//OrigClOrdID is a non-required field for ExecutionReport.
	OrigClOrdID *string `fix:"41"`
	//ClientID is a non-required field for ExecutionReport.
	ClientID *string `fix:"109"`
	//ExecBroker is a non-required field for ExecutionReport.
	ExecBroker *string `fix:"76"`
	//NoContraBrokers is a non-required field for ExecutionReport.
	NoContraBrokers []NoContraBrokers `fix:"382,omitempty"`
	//ListID is a non-required field for ExecutionReport.
	ListID *string `fix:"66"`
	//ExecID is a required field for ExecutionReport.
	ExecID string `fix:"17"`
	//ExecTransType is a required field for ExecutionReport.
	ExecTransType string `fix:"20"`
	//ExecRefID is a non-required field for ExecutionReport.
	ExecRefID *string `fix:"19"`
	//ExecType is a required field for ExecutionReport.
	ExecType string `fix:"150"`
	//OrdStatus is a required field for ExecutionReport.
	OrdStatus string `fix:"39"`
	//OrdRejReason is a non-required field for ExecutionReport.
	OrdRejReason *int `fix:"103"`
	//ExecRestatementReason is a non-required field for ExecutionReport.
	ExecRestatementReason *int `fix:"378"`
	//Account is a non-required field for ExecutionReport.
	Account *string `fix:"1"`
	//SettlmntTyp is a non-required field for ExecutionReport.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for ExecutionReport.
	FutSettDate *string `fix:"64"`
	//Symbol is a required field for ExecutionReport.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for ExecutionReport.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for ExecutionReport.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for ExecutionReport.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for ExecutionReport.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for ExecutionReport.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for ExecutionReport.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for ExecutionReport.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for ExecutionReport.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for ExecutionReport.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for ExecutionReport.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for ExecutionReport.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for ExecutionReport.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for ExecutionReport.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for ExecutionReport.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for ExecutionReport.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for ExecutionReport.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for ExecutionReport.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for ExecutionReport.
	EncodedSecurityDesc *string `fix:"351"`
	//Side is a required field for ExecutionReport.
	Side string `fix:"54"`
	//OrderQty is a non-required field for ExecutionReport.
	OrderQty *float64 `fix:"38"`
	//CashOrderQty is a non-required field for ExecutionReport.
	CashOrderQty *float64 `fix:"152"`
	//OrdType is a non-required field for ExecutionReport.
	OrdType *string `fix:"40"`
	//Price is a non-required field for ExecutionReport.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for ExecutionReport.
	StopPx *float64 `fix:"99"`
	//PegDifference is a non-required field for ExecutionReport.
	PegDifference *float64 `fix:"211"`
	//DiscretionInst is a non-required field for ExecutionReport.
	DiscretionInst *string `fix:"388"`
	//DiscretionOffset is a non-required field for ExecutionReport.
	DiscretionOffset *float64 `fix:"389"`
	//Currency is a non-required field for ExecutionReport.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for ExecutionReport.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for ExecutionReport.
	SolicitedFlag *bool `fix:"377"`
	//TimeInForce is a non-required field for ExecutionReport.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for ExecutionReport.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for ExecutionReport.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for ExecutionReport.
	ExpireTime *time.Time `fix:"126"`
	//ExecInst is a non-required field for ExecutionReport.
	ExecInst *string `fix:"18"`
	//Rule80A is a non-required field for ExecutionReport.
	Rule80A *string `fix:"47"`
	//LastShares is a non-required field for ExecutionReport.
	LastShares *float64 `fix:"32"`
	//LastPx is a non-required field for ExecutionReport.
	LastPx *float64 `fix:"31"`
	//LastSpotRate is a non-required field for ExecutionReport.
	LastSpotRate *float64 `fix:"194"`
	//LastForwardPoints is a non-required field for ExecutionReport.
	LastForwardPoints *float64 `fix:"195"`
	//LastMkt is a non-required field for ExecutionReport.
	LastMkt *string `fix:"30"`
	//TradingSessionID is a non-required field for ExecutionReport.
	TradingSessionID *string `fix:"336"`
	//LastCapacity is a non-required field for ExecutionReport.
	LastCapacity *string `fix:"29"`
	//LeavesQty is a required field for ExecutionReport.
	LeavesQty float64 `fix:"151"`
	//CumQty is a required field for ExecutionReport.
	CumQty float64 `fix:"14"`
	//AvgPx is a required field for ExecutionReport.
	AvgPx float64 `fix:"6"`
	//DayOrderQty is a non-required field for ExecutionReport.
	DayOrderQty *float64 `fix:"424"`
	//DayCumQty is a non-required field for ExecutionReport.
	DayCumQty *float64 `fix:"425"`
	//DayAvgPx is a non-required field for ExecutionReport.
	DayAvgPx *float64 `fix:"426"`
	//GTBookingInst is a non-required field for ExecutionReport.
	GTBookingInst *int `fix:"427"`
	//TradeDate is a non-required field for ExecutionReport.
	TradeDate *string `fix:"75"`
	//TransactTime is a non-required field for ExecutionReport.
	TransactTime *time.Time `fix:"60"`
	//ReportToExch is a non-required field for ExecutionReport.
	ReportToExch *bool `fix:"113"`
	//Commission is a non-required field for ExecutionReport.
	Commission *float64 `fix:"12"`
	//CommType is a non-required field for ExecutionReport.
	CommType *string `fix:"13"`
	//GrossTradeAmt is a non-required field for ExecutionReport.
	GrossTradeAmt *float64 `fix:"381"`
	//SettlCurrAmt is a non-required field for ExecutionReport.
	SettlCurrAmt *float64 `fix:"119"`
	//SettlCurrency is a non-required field for ExecutionReport.
	SettlCurrency *string `fix:"120"`
	//SettlCurrFxRate is a non-required field for ExecutionReport.
	SettlCurrFxRate *float64 `fix:"155"`
	//SettlCurrFxRateCalc is a non-required field for ExecutionReport.
	SettlCurrFxRateCalc *string `fix:"156"`
	//HandlInst is a non-required field for ExecutionReport.
	HandlInst *string `fix:"21"`
	//MinQty is a non-required field for ExecutionReport.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for ExecutionReport.
	MaxFloor *float64 `fix:"111"`
	//OpenClose is a non-required field for ExecutionReport.
	OpenClose *string `fix:"77"`
	//MaxShow is a non-required field for ExecutionReport.
	MaxShow *float64 `fix:"210"`
	//Text is a non-required field for ExecutionReport.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for ExecutionReport.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for ExecutionReport.
	EncodedText *string `fix:"355"`
	//FutSettDate2 is a non-required field for ExecutionReport.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for ExecutionReport.
	OrderQty2 *float64 `fix:"192"`
	//ClearingFirm is a non-required field for ExecutionReport.
	ClearingFirm *string `fix:"439"`
	//ClearingAccount is a non-required field for ExecutionReport.
	ClearingAccount *string `fix:"440"`
	//MultiLegReportingType is a non-required field for ExecutionReport.
	MultiLegReportingType *string `fix:"442"`
	fix42.Trailer
}

Message is a ExecutionReport FIX Message

func New added in v0.2.0 

func New(orderid string, execid string, exectranstype string, exectype string, ordstatus string, symbol string, side string, leavesqty float64, cumqty float64, avgpx float64) *Message

New returns an initialized ExecutionReport instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAccount added in v0.2.0 

func (m *Message) SetAccount(v string)

func (*Message) SetAvgPx added in v0.2.0 

func (m *Message) SetAvgPx(v float64)

func (*Message) SetCashOrderQty added in v0.2.0 

func (m *Message) SetCashOrderQty(v float64)

func (*Message) SetClOrdID added in v0.2.0 

func (m *Message) SetClOrdID(v string)

func (*Message) SetClearingAccount added in v0.2.0 

func (m *Message) SetClearingAccount(v string)

func (*Message) SetClearingFirm added in v0.2.0 

func (m *Message) SetClearingFirm(v string)

func (*Message) SetClientID added in v0.2.0 

func (m *Message) SetClientID(v string)

func (*Message) SetCommType added in v0.2.0 

func (m *Message) SetCommType(v string)

func (*Message) SetCommission added in v0.2.0 

func (m *Message) SetCommission(v float64)

func (*Message) SetComplianceID added in v0.2.0 

func (m *Message) SetComplianceID(v string)

func (*Message) SetContractMultiplier added in v0.2.0 

func (m *Message) SetContractMultiplier(v float64)

func (*Message) SetCouponRate added in v0.2.0 

func (m *Message) SetCouponRate(v float64)

func (*Message) SetCumQty added in v0.2.0 

func (m *Message) SetCumQty(v float64)

func (*Message) SetCurrency added in v0.2.0 

func (m *Message) SetCurrency(v string)

func (*Message) SetDayAvgPx added in v0.2.0 

func (m *Message) SetDayAvgPx(v float64)

func (*Message) SetDayCumQty added in v0.2.0 

func (m *Message) SetDayCumQty(v float64)

func (*Message) SetDayOrderQty added in v0.2.0 

func (m *Message) SetDayOrderQty(v float64)

func (*Message) SetDiscretionInst added in v0.2.0 

func (m *Message) SetDiscretionInst(v string)

func (*Message) SetDiscretionOffset added in v0.2.0 

func (m *Message) SetDiscretionOffset(v float64)

func (*Message) SetEffectiveTime added in v0.2.0 

func (m *Message) SetEffectiveTime(v time.Time)

func (*Message) SetEncodedIssuer added in v0.2.0 

func (m *Message) SetEncodedIssuer(v string)

func (*Message) SetEncodedIssuerLen added in v0.2.0 

func (m *Message) SetEncodedIssuerLen(v int)

func (*Message) SetEncodedSecurityDesc added in v0.2.0 

func (m *Message) SetEncodedSecurityDesc(v string)

func (*Message) SetEncodedSecurityDescLen added in v0.2.0 

func (m *Message) SetEncodedSecurityDescLen(v int)

func (*Message) SetEncodedText added in v0.2.0 

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen added in v0.2.0 

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetExecBroker added in v0.2.0 

func (m *Message) SetExecBroker(v string)

func (*Message) SetExecID added in v0.2.0 

func (m *Message) SetExecID(v string)

func (*Message) SetExecInst added in v0.2.0 

func (m *Message) SetExecInst(v string)

func (*Message) SetExecRefID added in v0.2.0 

func (m *Message) SetExecRefID(v string)

func (*Message) SetExecRestatementReason added in v0.2.0 

func (m *Message) SetExecRestatementReason(v int)

func (*Message) SetExecTransType added in v0.2.0 

func (m *Message) SetExecTransType(v string)

func (*Message) SetExecType added in v0.2.0 

func (m *Message) SetExecType(v string)

func (*Message) SetExpireDate added in v0.2.0 

func (m *Message) SetExpireDate(v string)

func (*Message) SetExpireTime added in v0.2.0 

func (m *Message) SetExpireTime(v time.Time)

func (*Message) SetFutSettDate added in v0.2.0 

func (m *Message) SetFutSettDate(v string)

func (*Message) SetFutSettDate2 added in v0.2.0 

func (m *Message) SetFutSettDate2(v string)

func (*Message) SetGTBookingInst added in v0.2.0 

func (m *Message) SetGTBookingInst(v int)

func (*Message) SetGrossTradeAmt added in v0.2.0 

func (m *Message) SetGrossTradeAmt(v float64)

func (*Message) SetHandlInst added in v0.2.0 

func (m *Message) SetHandlInst(v string)

func (*Message) SetIDSource added in v0.2.0 

func (m *Message) SetIDSource(v string)

func (*Message) SetIssuer added in v0.2.0 

func (m *Message) SetIssuer(v string)

func (*Message) SetLastCapacity added in v0.2.0 

func (m *Message) SetLastCapacity(v string)

func (*Message) SetLastForwardPoints added in v0.2.0 

func (m *Message) SetLastForwardPoints(v float64)

func (*Message) SetLastMkt added in v0.2.0 

func (m *Message) SetLastMkt(v string)

func (*Message) SetLastPx added in v0.2.0 

func (m *Message) SetLastPx(v float64)

func (*Message) SetLastShares added in v0.2.0 

func (m *Message) SetLastShares(v float64)

func (*Message) SetLastSpotRate added in v0.2.0 

func (m *Message) SetLastSpotRate(v float64)

func (*Message) SetLeavesQty added in v0.2.0 

func (m *Message) SetLeavesQty(v float64)

func (*Message) SetListID added in v0.2.0 

func (m *Message) SetListID(v string)

func (*Message) SetMaturityDay added in v0.2.0 

func (m *Message) SetMaturityDay(v int)

func (*Message) SetMaturityMonthYear added in v0.2.0 

func (m *Message) SetMaturityMonthYear(v string)

func (*Message) SetMaxFloor added in v0.2.0 

func (m *Message) SetMaxFloor(v float64)

func (*Message) SetMaxShow added in v0.2.0 

func (m *Message) SetMaxShow(v float64)

func (*Message) SetMinQty added in v0.2.0 

func (m *Message) SetMinQty(v float64)

func (*Message) SetMultiLegReportingType added in v0.2.0 

func (m *Message) SetMultiLegReportingType(v string)

func (*Message) SetNoContraBrokers added in v0.2.0 

func (m *Message) SetNoContraBrokers(v []NoContraBrokers)

func (*Message) SetOpenClose added in v0.2.0 

func (m *Message) SetOpenClose(v string)

func (*Message) SetOptAttribute added in v0.2.0 

func (m *Message) SetOptAttribute(v string)

func (*Message) SetOrdRejReason added in v0.2.0 

func (m *Message) SetOrdRejReason(v int)

func (*Message) SetOrdStatus added in v0.2.0 

func (m *Message) SetOrdStatus(v string)

func (*Message) SetOrdType added in v0.2.0 

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderID added in v0.2.0 

func (m *Message) SetOrderID(v string)

func (*Message) SetOrderQty added in v0.2.0 

func (m *Message) SetOrderQty(v float64)

func (*Message) SetOrderQty2 added in v0.2.0 

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetOrigClOrdID added in v0.2.0 

func (m *Message) SetOrigClOrdID(v string)

func (*Message) SetPegDifference added in v0.2.0 

func (m *Message) SetPegDifference(v float64)

func (*Message) SetPrice added in v0.2.0 

func (m *Message) SetPrice(v float64)

func (*Message) SetPutOrCall added in v0.2.0 

func (m *Message) SetPutOrCall(v int)

func (*Message) SetReportToExch added in v0.2.0 

func (m *Message) SetReportToExch(v bool)

func (*Message) SetRule80A added in v0.2.0 

func (m *Message) SetRule80A(v string)

func (*Message) SetSecondaryOrderID added in v0.2.0 

func (m *Message) SetSecondaryOrderID(v string)

func (*Message) SetSecurityDesc added in v0.2.0 

func (m *Message) SetSecurityDesc(v string)

func (*Message) SetSecurityExchange added in v0.2.0 

func (m *Message) SetSecurityExchange(v string)

func (*Message) SetSecurityID added in v0.2.0 

func (m *Message) SetSecurityID(v string)

func (*Message) SetSecurityType added in v0.2.0 

func (m *Message) SetSecurityType(v string)

func (*Message) SetSettlCurrAmt added in v0.2.0 

func (m *Message) SetSettlCurrAmt(v float64)

func (*Message) SetSettlCurrFxRate added in v0.2.0 

func (m *Message) SetSettlCurrFxRate(v float64)

func (*Message) SetSettlCurrFxRateCalc added in v0.2.0 

func (m *Message) SetSettlCurrFxRateCalc(v string)

func (*Message) SetSettlCurrency added in v0.2.0 

func (m *Message) SetSettlCurrency(v string)

func (*Message) SetSettlmntTyp added in v0.2.0 

func (m *Message) SetSettlmntTyp(v string)

func (*Message) SetSide added in v0.2.0 

func (m *Message) SetSide(v string)

func (*Message) SetSolicitedFlag added in v0.2.0 

func (m *Message) SetSolicitedFlag(v bool)

func (*Message) SetStopPx added in v0.2.0 

func (m *Message) SetStopPx(v float64)

func (*Message) SetStrikePrice added in v0.2.0 

func (m *Message) SetStrikePrice(v float64)

func (*Message) SetSymbol added in v0.2.0 

func (m *Message) SetSymbol(v string)

func (*Message) SetSymbolSfx added in v0.2.0 

func (m *Message) SetSymbolSfx(v string)

func (*Message) SetText added in v0.2.0 

func (m *Message) SetText(v string)

func (*Message) SetTimeInForce added in v0.2.0 

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTradeDate added in v0.2.0 

func (m *Message) SetTradeDate(v string)

func (*Message) SetTradingSessionID added in v0.2.0 

func (m *Message) SetTradingSessionID(v string)

func (*Message) SetTransactTime added in v0.2.0 

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

type NoContraBrokers 

type NoContraBrokers struct {
	//ContraBroker is a non-required field for NoContraBrokers.
	ContraBroker *string `fix:"375"`
	//ContraTrader is a non-required field for NoContraBrokers.
	ContraTrader *string `fix:"337"`
	//ContraTradeQty is a non-required field for NoContraBrokers.
	ContraTradeQty *float64 `fix:"437"`
	//ContraTradeTime is a non-required field for NoContraBrokers.
	ContraTradeTime *time.Time `fix:"438"`
}

NoContraBrokers is a repeating group in ExecutionReport

func NewNoContraBrokers added in v0.2.0 

func NewNoContraBrokers() *NoContraBrokers

NewNoContraBrokers returns an initialized NoContraBrokers instance

func (*NoContraBrokers) SetContraBroker added in v0.2.0 

func (m *NoContraBrokers) SetContraBroker(v string)

func (*NoContraBrokers) SetContraTradeQty added in v0.2.0 

func (m *NoContraBrokers) SetContraTradeQty(v float64)

func (*NoContraBrokers) SetContraTradeTime added in v0.2.0 

func (m *NoContraBrokers) SetContraTradeTime(v time.Time)

func (*NoContraBrokers) SetContraTrader added in v0.2.0 

func (m *NoContraBrokers) SetContraTrader(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

Source Files

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