rfqrequest

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 6 Imported by: 0

Documentation

Overview

Package rfqrequest msg type = AH.

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:"AH"`
	Header     fix44.Header
	//RFQReqID is a required field for RFQRequest.
	RFQReqID string `fix:"644"`
	//NoRelatedSym is a required field for RFQRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	//SubscriptionRequestType is a non-required field for RFQRequest.
	SubscriptionRequestType *string `fix:"263"`
	Trailer                 fix44.Trailer
}

Message is a RFQRequest 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
}

NoLegs is a repeating group in NoRelatedSym

type NoRelatedSym

type NoRelatedSym struct {
	//Instrument Component
	Instrument instrument.Component
	//NoUnderlyings is a non-required field for NoRelatedSym.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for NoRelatedSym.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//PrevClosePx is a non-required field for NoRelatedSym.
	PrevClosePx *float64 `fix:"140"`
	//QuoteRequestType is a non-required field for NoRelatedSym.
	QuoteRequestType *int `fix:"303"`
	//QuoteType is a non-required field for NoRelatedSym.
	QuoteType *int `fix:"537"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoRelatedSym.
	TradingSessionSubID *string `fix:"625"`
}

NoRelatedSym is a repeating group in RFQRequest

type NoUnderlyings

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

NoUnderlyings is a repeating group in NoRelatedSym

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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