marketdatarequest

package
v0.5.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Sep 1, 2016 License: Apache-1.1 Imports: 6 Imported by: 0

Documentation

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 MarketDataRequest 

type MarketDataRequest struct {
	fix42.Header
	quickfix.Body
	fix42.Trailer
	//ReceiveTime is the time that this message was read from the socket connection
	ReceiveTime time.Time
}

MarketDataRequest is the fix42 MarketDataRequest type, MsgType = V

func FromMessage 

func FromMessage(m quickfix.Message) MarketDataRequest

FromMessage creates a MarketDataRequest from a quickfix.Message instance

func New 

func New(mdreqid field.MDReqIDField, subscriptionrequesttype field.SubscriptionRequestTypeField, marketdepth field.MarketDepthField) (m MarketDataRequest)

New returns a MarketDataRequest initialized with the required fields for MarketDataRequest

func (MarketDataRequest) GetAggregatedBook 

func (m MarketDataRequest) GetAggregatedBook() (f field.AggregatedBookField, err quickfix.MessageRejectError)

GetAggregatedBook gets AggregatedBook, Tag 266

func (MarketDataRequest) GetMDReqID 

func (m MarketDataRequest) GetMDReqID() (f field.MDReqIDField, err quickfix.MessageRejectError)

GetMDReqID gets MDReqID, Tag 262

func (MarketDataRequest) GetMDUpdateType 

func (m MarketDataRequest) GetMDUpdateType() (f field.MDUpdateTypeField, err quickfix.MessageRejectError)

GetMDUpdateType gets MDUpdateType, Tag 265

func (MarketDataRequest) GetMarketDepth 

func (m MarketDataRequest) GetMarketDepth() (f field.MarketDepthField, err quickfix.MessageRejectError)

GetMarketDepth gets MarketDepth, Tag 264

func (MarketDataRequest) GetNoMDEntryTypes 

func (m MarketDataRequest) GetNoMDEntryTypes() (NoMDEntryTypesRepeatingGroup, quickfix.MessageRejectError)

GetNoMDEntryTypes gets NoMDEntryTypes, Tag 267

func (MarketDataRequest) GetNoRelatedSym 

func (m MarketDataRequest) GetNoRelatedSym() (NoRelatedSymRepeatingGroup, quickfix.MessageRejectError)

GetNoRelatedSym gets NoRelatedSym, Tag 146

func (MarketDataRequest) GetSubscriptionRequestType 

func (m MarketDataRequest) GetSubscriptionRequestType() (f field.SubscriptionRequestTypeField, err quickfix.MessageRejectError)

GetSubscriptionRequestType gets SubscriptionRequestType, Tag 263

func (MarketDataRequest) HasAggregatedBook 

func (m MarketDataRequest) HasAggregatedBook() bool

HasAggregatedBook returns true if AggregatedBook is present, Tag 266

func (MarketDataRequest) HasMDReqID 

func (m MarketDataRequest) HasMDReqID() bool

HasMDReqID returns true if MDReqID is present, Tag 262

func (MarketDataRequest) HasMDUpdateType 

func (m MarketDataRequest) HasMDUpdateType() bool

HasMDUpdateType returns true if MDUpdateType is present, Tag 265

func (MarketDataRequest) HasMarketDepth 

func (m MarketDataRequest) HasMarketDepth() bool

HasMarketDepth returns true if MarketDepth is present, Tag 264

func (MarketDataRequest) HasNoMDEntryTypes 

func (m MarketDataRequest) HasNoMDEntryTypes() bool

HasNoMDEntryTypes returns true if NoMDEntryTypes is present, Tag 267

func (MarketDataRequest) HasNoRelatedSym 

func (m MarketDataRequest) HasNoRelatedSym() bool

HasNoRelatedSym returns true if NoRelatedSym is present, Tag 146

func (MarketDataRequest) HasSubscriptionRequestType 

func (m MarketDataRequest) HasSubscriptionRequestType() bool

HasSubscriptionRequestType returns true if SubscriptionRequestType is present, Tag 263

func (MarketDataRequest) SetAggregatedBook 

func (m MarketDataRequest) SetAggregatedBook(v bool)

SetAggregatedBook sets AggregatedBook, Tag 266

func (MarketDataRequest) SetMDReqID 

func (m MarketDataRequest) SetMDReqID(v string)

SetMDReqID sets MDReqID, Tag 262

func (MarketDataRequest) SetMDUpdateType 

func (m MarketDataRequest) SetMDUpdateType(v int)

SetMDUpdateType sets MDUpdateType, Tag 265

func (MarketDataRequest) SetMarketDepth 

func (m MarketDataRequest) SetMarketDepth(v int)

SetMarketDepth sets MarketDepth, Tag 264

func (MarketDataRequest) SetNoMDEntryTypes 

func (m MarketDataRequest) SetNoMDEntryTypes(f NoMDEntryTypesRepeatingGroup)

SetNoMDEntryTypes sets NoMDEntryTypes, Tag 267

func (MarketDataRequest) SetNoRelatedSym 

func (m MarketDataRequest) SetNoRelatedSym(f NoRelatedSymRepeatingGroup)

SetNoRelatedSym sets NoRelatedSym, Tag 146

func (MarketDataRequest) SetSubscriptionRequestType 

func (m MarketDataRequest) SetSubscriptionRequestType(v string)

SetSubscriptionRequestType sets SubscriptionRequestType, Tag 263

func (MarketDataRequest) ToMessage 

func (m MarketDataRequest) ToMessage() quickfix.Message

ToMessage returns a quickfix.Message instance

type NoMDEntryTypes 

type NoMDEntryTypes struct {
	quickfix.Group
}

NoMDEntryTypes is a repeating group element, Tag 267

func (NoMDEntryTypes) GetMDEntryType 

func (m NoMDEntryTypes) GetMDEntryType() (f field.MDEntryTypeField, err quickfix.MessageRejectError)

GetMDEntryType gets MDEntryType, Tag 269

func (NoMDEntryTypes) HasMDEntryType 

func (m NoMDEntryTypes) HasMDEntryType() bool

HasMDEntryType returns true if MDEntryType is present, Tag 269

func (NoMDEntryTypes) SetMDEntryType 

func (m NoMDEntryTypes) SetMDEntryType(v string)

SetMDEntryType sets MDEntryType, Tag 269

type NoMDEntryTypesRepeatingGroup 

type NoMDEntryTypesRepeatingGroup struct {
	*quickfix.RepeatingGroup
}

NoMDEntryTypesRepeatingGroup is a repeating group, Tag 267

func NewNoMDEntryTypesRepeatingGroup 

func NewNoMDEntryTypesRepeatingGroup() NoMDEntryTypesRepeatingGroup

NewNoMDEntryTypesRepeatingGroup returns an initialized, NoMDEntryTypesRepeatingGroup

func (NoMDEntryTypesRepeatingGroup) Add 

func (m NoMDEntryTypesRepeatingGroup) Add() NoMDEntryTypes

Add create and append a new NoMDEntryTypes to this group

func (NoMDEntryTypesRepeatingGroup) Get 

func (m NoMDEntryTypesRepeatingGroup) Get(i int) NoMDEntryTypes

Get returns the ith NoMDEntryTypes in the NoMDEntryTypesRepeatinGroup

type NoRelatedSym 

type NoRelatedSym struct {
	quickfix.Group
}

NoRelatedSym is a repeating group element, Tag 146

func (NoRelatedSym) GetContractMultiplier 

func (m NoRelatedSym) GetContractMultiplier() (f field.ContractMultiplierField, err quickfix.MessageRejectError)

GetContractMultiplier gets ContractMultiplier, Tag 231

func (NoRelatedSym) GetCouponRate 

func (m NoRelatedSym) GetCouponRate() (f field.CouponRateField, err quickfix.MessageRejectError)

GetCouponRate gets CouponRate, Tag 223

func (NoRelatedSym) GetEncodedIssuer 

func (m NoRelatedSym) GetEncodedIssuer() (f field.EncodedIssuerField, err quickfix.MessageRejectError)

GetEncodedIssuer gets EncodedIssuer, Tag 349

func (NoRelatedSym) GetEncodedIssuerLen 

func (m NoRelatedSym) GetEncodedIssuerLen() (f field.EncodedIssuerLenField, err quickfix.MessageRejectError)

GetEncodedIssuerLen gets EncodedIssuerLen, Tag 348

func (NoRelatedSym) GetEncodedSecurityDesc 

func (m NoRelatedSym) GetEncodedSecurityDesc() (f field.EncodedSecurityDescField, err quickfix.MessageRejectError)

GetEncodedSecurityDesc gets EncodedSecurityDesc, Tag 351

func (NoRelatedSym) GetEncodedSecurityDescLen 

func (m NoRelatedSym) GetEncodedSecurityDescLen() (f field.EncodedSecurityDescLenField, err quickfix.MessageRejectError)

GetEncodedSecurityDescLen gets EncodedSecurityDescLen, Tag 350

func (NoRelatedSym) GetIDSource 

func (m NoRelatedSym) GetIDSource() (f field.IDSourceField, err quickfix.MessageRejectError)

GetIDSource gets IDSource, Tag 22

func (NoRelatedSym) GetIssuer 

func (m NoRelatedSym) GetIssuer() (f field.IssuerField, err quickfix.MessageRejectError)

GetIssuer gets Issuer, Tag 106

func (NoRelatedSym) GetMaturityDay 

func (m NoRelatedSym) GetMaturityDay() (f field.MaturityDayField, err quickfix.MessageRejectError)

GetMaturityDay gets MaturityDay, Tag 205

func (NoRelatedSym) GetMaturityMonthYear 

func (m NoRelatedSym) GetMaturityMonthYear() (f field.MaturityMonthYearField, err quickfix.MessageRejectError)

GetMaturityMonthYear gets MaturityMonthYear, Tag 200

func (NoRelatedSym) GetOptAttribute 

func (m NoRelatedSym) GetOptAttribute() (f field.OptAttributeField, err quickfix.MessageRejectError)

GetOptAttribute gets OptAttribute, Tag 206

func (NoRelatedSym) GetPutOrCall 

func (m NoRelatedSym) GetPutOrCall() (f field.PutOrCallField, err quickfix.MessageRejectError)

GetPutOrCall gets PutOrCall, Tag 201

func (NoRelatedSym) GetSecurityDesc 

func (m NoRelatedSym) GetSecurityDesc() (f field.SecurityDescField, err quickfix.MessageRejectError)

GetSecurityDesc gets SecurityDesc, Tag 107

func (NoRelatedSym) GetSecurityExchange 

func (m NoRelatedSym) GetSecurityExchange() (f field.SecurityExchangeField, err quickfix.MessageRejectError)

GetSecurityExchange gets SecurityExchange, Tag 207

func (NoRelatedSym) GetSecurityID 

func (m NoRelatedSym) GetSecurityID() (f field.SecurityIDField, err quickfix.MessageRejectError)

GetSecurityID gets SecurityID, Tag 48

func (NoRelatedSym) GetSecurityType 

func (m NoRelatedSym) GetSecurityType() (f field.SecurityTypeField, err quickfix.MessageRejectError)

GetSecurityType gets SecurityType, Tag 167

func (NoRelatedSym) GetStrikePrice 

func (m NoRelatedSym) GetStrikePrice() (f field.StrikePriceField, err quickfix.MessageRejectError)

GetStrikePrice gets StrikePrice, Tag 202

func (NoRelatedSym) GetSymbol 

func (m NoRelatedSym) GetSymbol() (f field.SymbolField, err quickfix.MessageRejectError)

GetSymbol gets Symbol, Tag 55

func (NoRelatedSym) GetSymbolSfx 

func (m NoRelatedSym) GetSymbolSfx() (f field.SymbolSfxField, err quickfix.MessageRejectError)

GetSymbolSfx gets SymbolSfx, Tag 65

func (NoRelatedSym) GetTradingSessionID 

func (m NoRelatedSym) GetTradingSessionID() (f field.TradingSessionIDField, err quickfix.MessageRejectError)

GetTradingSessionID gets TradingSessionID, Tag 336

func (NoRelatedSym) HasContractMultiplier 

func (m NoRelatedSym) HasContractMultiplier() bool

HasContractMultiplier returns true if ContractMultiplier is present, Tag 231

func (NoRelatedSym) HasCouponRate 

func (m NoRelatedSym) HasCouponRate() bool

HasCouponRate returns true if CouponRate is present, Tag 223

func (NoRelatedSym) HasEncodedIssuer 

func (m NoRelatedSym) HasEncodedIssuer() bool

HasEncodedIssuer returns true if EncodedIssuer is present, Tag 349

func (NoRelatedSym) HasEncodedIssuerLen 

func (m NoRelatedSym) HasEncodedIssuerLen() bool

HasEncodedIssuerLen returns true if EncodedIssuerLen is present, Tag 348

func (NoRelatedSym) HasEncodedSecurityDesc 

func (m NoRelatedSym) HasEncodedSecurityDesc() bool

HasEncodedSecurityDesc returns true if EncodedSecurityDesc is present, Tag 351

func (NoRelatedSym) HasEncodedSecurityDescLen 

func (m NoRelatedSym) HasEncodedSecurityDescLen() bool

HasEncodedSecurityDescLen returns true if EncodedSecurityDescLen is present, Tag 350

func (NoRelatedSym) HasIDSource 

func (m NoRelatedSym) HasIDSource() bool

HasIDSource returns true if IDSource is present, Tag 22

func (NoRelatedSym) HasIssuer 

func (m NoRelatedSym) HasIssuer() bool

HasIssuer returns true if Issuer is present, Tag 106

func (NoRelatedSym) HasMaturityDay 

func (m NoRelatedSym) HasMaturityDay() bool

HasMaturityDay returns true if MaturityDay is present, Tag 205

func (NoRelatedSym) HasMaturityMonthYear 

func (m NoRelatedSym) HasMaturityMonthYear() bool

HasMaturityMonthYear returns true if MaturityMonthYear is present, Tag 200

func (NoRelatedSym) HasOptAttribute 

func (m NoRelatedSym) HasOptAttribute() bool

HasOptAttribute returns true if OptAttribute is present, Tag 206

func (NoRelatedSym) HasPutOrCall 

func (m NoRelatedSym) HasPutOrCall() bool

HasPutOrCall returns true if PutOrCall is present, Tag 201

func (NoRelatedSym) HasSecurityDesc 

func (m NoRelatedSym) HasSecurityDesc() bool

HasSecurityDesc returns true if SecurityDesc is present, Tag 107

func (NoRelatedSym) HasSecurityExchange 

func (m NoRelatedSym) HasSecurityExchange() bool

HasSecurityExchange returns true if SecurityExchange is present, Tag 207

func (NoRelatedSym) HasSecurityID 

func (m NoRelatedSym) HasSecurityID() bool

HasSecurityID returns true if SecurityID is present, Tag 48

func (NoRelatedSym) HasSecurityType 

func (m NoRelatedSym) HasSecurityType() bool

HasSecurityType returns true if SecurityType is present, Tag 167

func (NoRelatedSym) HasStrikePrice 

func (m NoRelatedSym) HasStrikePrice() bool

HasStrikePrice returns true if StrikePrice is present, Tag 202

func (NoRelatedSym) HasSymbol 

func (m NoRelatedSym) HasSymbol() bool

HasSymbol returns true if Symbol is present, Tag 55

func (NoRelatedSym) HasSymbolSfx 

func (m NoRelatedSym) HasSymbolSfx() bool

HasSymbolSfx returns true if SymbolSfx is present, Tag 65

func (NoRelatedSym) HasTradingSessionID 

func (m NoRelatedSym) HasTradingSessionID() bool

HasTradingSessionID returns true if TradingSessionID is present, Tag 336

func (NoRelatedSym) SetContractMultiplier 

func (m NoRelatedSym) SetContractMultiplier(value decimal.Decimal, scale int32)

SetContractMultiplier sets ContractMultiplier, Tag 231

func (NoRelatedSym) SetCouponRate 

func (m NoRelatedSym) SetCouponRate(value decimal.Decimal, scale int32)

SetCouponRate sets CouponRate, Tag 223

func (NoRelatedSym) SetEncodedIssuer 

func (m NoRelatedSym) SetEncodedIssuer(v string)

SetEncodedIssuer sets EncodedIssuer, Tag 349

func (NoRelatedSym) SetEncodedIssuerLen 

func (m NoRelatedSym) SetEncodedIssuerLen(v int)

SetEncodedIssuerLen sets EncodedIssuerLen, Tag 348

func (NoRelatedSym) SetEncodedSecurityDesc 

func (m NoRelatedSym) SetEncodedSecurityDesc(v string)

SetEncodedSecurityDesc sets EncodedSecurityDesc, Tag 351

func (NoRelatedSym) SetEncodedSecurityDescLen 

func (m NoRelatedSym) SetEncodedSecurityDescLen(v int)

SetEncodedSecurityDescLen sets EncodedSecurityDescLen, Tag 350

func (NoRelatedSym) SetIDSource 

func (m NoRelatedSym) SetIDSource(v string)

SetIDSource sets IDSource, Tag 22

func (NoRelatedSym) SetIssuer 

func (m NoRelatedSym) SetIssuer(v string)

SetIssuer sets Issuer, Tag 106

func (NoRelatedSym) SetMaturityDay 

func (m NoRelatedSym) SetMaturityDay(v int)

SetMaturityDay sets MaturityDay, Tag 205

func (NoRelatedSym) SetMaturityMonthYear 

func (m NoRelatedSym) SetMaturityMonthYear(v string)

SetMaturityMonthYear sets MaturityMonthYear, Tag 200

func (NoRelatedSym) SetOptAttribute 

func (m NoRelatedSym) SetOptAttribute(v string)

SetOptAttribute sets OptAttribute, Tag 206

func (NoRelatedSym) SetPutOrCall 

func (m NoRelatedSym) SetPutOrCall(v int)

SetPutOrCall sets PutOrCall, Tag 201

func (NoRelatedSym) SetSecurityDesc 

func (m NoRelatedSym) SetSecurityDesc(v string)

SetSecurityDesc sets SecurityDesc, Tag 107

func (NoRelatedSym) SetSecurityExchange 

func (m NoRelatedSym) SetSecurityExchange(v string)

SetSecurityExchange sets SecurityExchange, Tag 207

func (NoRelatedSym) SetSecurityID 

func (m NoRelatedSym) SetSecurityID(v string)

SetSecurityID sets SecurityID, Tag 48

func (NoRelatedSym) SetSecurityType 

func (m NoRelatedSym) SetSecurityType(v string)

SetSecurityType sets SecurityType, Tag 167

func (NoRelatedSym) SetStrikePrice 

func (m NoRelatedSym) SetStrikePrice(value decimal.Decimal, scale int32)

SetStrikePrice sets StrikePrice, Tag 202

func (NoRelatedSym) SetSymbol 

func (m NoRelatedSym) SetSymbol(v string)

SetSymbol sets Symbol, Tag 55

func (NoRelatedSym) SetSymbolSfx 

func (m NoRelatedSym) SetSymbolSfx(v string)

SetSymbolSfx sets SymbolSfx, Tag 65

func (NoRelatedSym) SetTradingSessionID 

func (m NoRelatedSym) SetTradingSessionID(v string)

SetTradingSessionID sets TradingSessionID, Tag 336

type NoRelatedSymRepeatingGroup 

type NoRelatedSymRepeatingGroup struct {
	*quickfix.RepeatingGroup
}

NoRelatedSymRepeatingGroup is a repeating group, Tag 146

func NewNoRelatedSymRepeatingGroup 

func NewNoRelatedSymRepeatingGroup() NoRelatedSymRepeatingGroup

NewNoRelatedSymRepeatingGroup returns an initialized, NoRelatedSymRepeatingGroup

func (NoRelatedSymRepeatingGroup) Add 

func (m NoRelatedSymRepeatingGroup) Add() NoRelatedSym

Add create and append a new NoRelatedSym to this group

func (NoRelatedSymRepeatingGroup) Get 

func (m NoRelatedSymRepeatingGroup) Get(i int) NoRelatedSym

Get returns the ith NoRelatedSym in the NoRelatedSymRepeatinGroup

type RouteOut 

type RouteOut func(msg MarketDataRequest, sessionID quickfix.SessionID) quickfix.MessageRejectError

A RouteOut is the callback type that should be implemented for routing Message

Source Files

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