marketdatasnapshotfullrefresh

package
v0.2.0 Latest Latest
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Published: Apr 19, 2016 License: Apache-1.1 Imports: 5 Imported by: 0

Documentation

Overview

Package marketdatasnapshotfullrefresh msg type = W.

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:"W"`
	fix43.Header
	//MDReqID is a non-required field for MarketDataSnapshotFullRefresh.
	MDReqID *string `fix:"262"`
	//Instrument is a required component for MarketDataSnapshotFullRefresh.
	instrument.Instrument
	//FinancialStatus is a non-required field for MarketDataSnapshotFullRefresh.
	FinancialStatus *string `fix:"291"`
	//CorporateAction is a non-required field for MarketDataSnapshotFullRefresh.
	CorporateAction *string `fix:"292"`
	//TotalVolumeTraded is a non-required field for MarketDataSnapshotFullRefresh.
	TotalVolumeTraded *float64 `fix:"387"`
	//TotalVolumeTradedDate is a non-required field for MarketDataSnapshotFullRefresh.
	TotalVolumeTradedDate *string `fix:"449"`
	//TotalVolumeTradedTime is a non-required field for MarketDataSnapshotFullRefresh.
	TotalVolumeTradedTime *string `fix:"450"`
	//NetChgPrevDay is a non-required field for MarketDataSnapshotFullRefresh.
	NetChgPrevDay *float64 `fix:"451"`
	//NoMDEntries is a required field for MarketDataSnapshotFullRefresh.
	NoMDEntries []NoMDEntries `fix:"268"`
	fix43.Trailer
}

Message is a MarketDataSnapshotFullRefresh FIX Message

func New added in v0.2.0

func New(instrument instrument.Instrument, nomdentries []NoMDEntries) *Message

New returns an initialized MarketDataSnapshotFullRefresh instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetCorporateAction added in v0.2.0

func (m *Message) SetCorporateAction(v string)

func (*Message) SetFinancialStatus added in v0.2.0

func (m *Message) SetFinancialStatus(v string)

func (*Message) SetInstrument added in v0.2.0

func (m *Message) SetInstrument(v instrument.Instrument)

func (*Message) SetMDReqID added in v0.2.0

func (m *Message) SetMDReqID(v string)

func (*Message) SetNetChgPrevDay added in v0.2.0

func (m *Message) SetNetChgPrevDay(v float64)

func (*Message) SetNoMDEntries added in v0.2.0

func (m *Message) SetNoMDEntries(v []NoMDEntries)

func (*Message) SetTotalVolumeTraded added in v0.2.0

func (m *Message) SetTotalVolumeTraded(v float64)

func (*Message) SetTotalVolumeTradedDate added in v0.2.0

func (m *Message) SetTotalVolumeTradedDate(v string)

func (*Message) SetTotalVolumeTradedTime added in v0.2.0

func (m *Message) SetTotalVolumeTradedTime(v string)

type NoMDEntries

type NoMDEntries struct {
	//MDEntryType is a required field for NoMDEntries.
	MDEntryType string `fix:"269"`
	//MDEntryPx is a non-required field for NoMDEntries.
	MDEntryPx *float64 `fix:"270"`
	//Currency is a non-required field for NoMDEntries.
	Currency *string `fix:"15"`
	//MDEntrySize is a non-required field for NoMDEntries.
	MDEntrySize *float64 `fix:"271"`
	//MDEntryDate is a non-required field for NoMDEntries.
	MDEntryDate *string `fix:"272"`
	//MDEntryTime is a non-required field for NoMDEntries.
	MDEntryTime *string `fix:"273"`
	//TickDirection is a non-required field for NoMDEntries.
	TickDirection *string `fix:"274"`
	//MDMkt is a non-required field for NoMDEntries.
	MDMkt *string `fix:"275"`
	//TradingSessionID is a non-required field for NoMDEntries.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoMDEntries.
	TradingSessionSubID *string `fix:"625"`
	//QuoteCondition is a non-required field for NoMDEntries.
	QuoteCondition *string `fix:"276"`
	//TradeCondition is a non-required field for NoMDEntries.
	TradeCondition *string `fix:"277"`
	//MDEntryOriginator is a non-required field for NoMDEntries.
	MDEntryOriginator *string `fix:"282"`
	//LocationID is a non-required field for NoMDEntries.
	LocationID *string `fix:"283"`
	//DeskID is a non-required field for NoMDEntries.
	DeskID *string `fix:"284"`
	//OpenCloseSettleFlag is a non-required field for NoMDEntries.
	OpenCloseSettleFlag *string `fix:"286"`
	//TimeInForce is a non-required field for NoMDEntries.
	TimeInForce *string `fix:"59"`
	//ExpireDate is a non-required field for NoMDEntries.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for NoMDEntries.
	ExpireTime *time.Time `fix:"126"`
	//MinQty is a non-required field for NoMDEntries.
	MinQty *float64 `fix:"110"`
	//ExecInst is a non-required field for NoMDEntries.
	ExecInst *string `fix:"18"`
	//SellerDays is a non-required field for NoMDEntries.
	SellerDays *int `fix:"287"`
	//OrderID is a non-required field for NoMDEntries.
	OrderID *string `fix:"37"`
	//QuoteEntryID is a non-required field for NoMDEntries.
	QuoteEntryID *string `fix:"299"`
	//MDEntryBuyer is a non-required field for NoMDEntries.
	MDEntryBuyer *string `fix:"288"`
	//MDEntrySeller is a non-required field for NoMDEntries.
	MDEntrySeller *string `fix:"289"`
	//NumberOfOrders is a non-required field for NoMDEntries.
	NumberOfOrders *int `fix:"346"`
	//MDEntryPositionNo is a non-required field for NoMDEntries.
	MDEntryPositionNo *int `fix:"290"`
	//Scope is a non-required field for NoMDEntries.
	Scope *string `fix:"546"`
	//Text is a non-required field for NoMDEntries.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoMDEntries.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoMDEntries.
	EncodedText *string `fix:"355"`
}

NoMDEntries is a repeating group in MarketDataSnapshotFullRefresh

func NewNoMDEntries added in v0.2.0

func NewNoMDEntries(mdentrytype string) *NoMDEntries

NewNoMDEntries returns an initialized NoMDEntries instance

func (*NoMDEntries) SetCurrency added in v0.2.0

func (m *NoMDEntries) SetCurrency(v string)

func (*NoMDEntries) SetDeskID added in v0.2.0

func (m *NoMDEntries) SetDeskID(v string)

func (*NoMDEntries) SetEncodedText added in v0.2.0

func (m *NoMDEntries) SetEncodedText(v string)

func (*NoMDEntries) SetEncodedTextLen added in v0.2.0

func (m *NoMDEntries) SetEncodedTextLen(v int)

func (*NoMDEntries) SetExecInst added in v0.2.0

func (m *NoMDEntries) SetExecInst(v string)

func (*NoMDEntries) SetExpireDate added in v0.2.0

func (m *NoMDEntries) SetExpireDate(v string)

func (*NoMDEntries) SetExpireTime added in v0.2.0

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

func (*NoMDEntries) SetLocationID added in v0.2.0

func (m *NoMDEntries) SetLocationID(v string)

func (*NoMDEntries) SetMDEntryBuyer added in v0.2.0

func (m *NoMDEntries) SetMDEntryBuyer(v string)

func (*NoMDEntries) SetMDEntryDate added in v0.2.0

func (m *NoMDEntries) SetMDEntryDate(v string)

func (*NoMDEntries) SetMDEntryOriginator added in v0.2.0

func (m *NoMDEntries) SetMDEntryOriginator(v string)

func (*NoMDEntries) SetMDEntryPositionNo added in v0.2.0

func (m *NoMDEntries) SetMDEntryPositionNo(v int)

func (*NoMDEntries) SetMDEntryPx added in v0.2.0

func (m *NoMDEntries) SetMDEntryPx(v float64)

func (*NoMDEntries) SetMDEntrySeller added in v0.2.0

func (m *NoMDEntries) SetMDEntrySeller(v string)

func (*NoMDEntries) SetMDEntrySize added in v0.2.0

func (m *NoMDEntries) SetMDEntrySize(v float64)

func (*NoMDEntries) SetMDEntryTime added in v0.2.0

func (m *NoMDEntries) SetMDEntryTime(v string)

func (*NoMDEntries) SetMDEntryType added in v0.2.0

func (m *NoMDEntries) SetMDEntryType(v string)

func (*NoMDEntries) SetMDMkt added in v0.2.0

func (m *NoMDEntries) SetMDMkt(v string)

func (*NoMDEntries) SetMinQty added in v0.2.0

func (m *NoMDEntries) SetMinQty(v float64)

func (*NoMDEntries) SetNumberOfOrders added in v0.2.0

func (m *NoMDEntries) SetNumberOfOrders(v int)

func (*NoMDEntries) SetOpenCloseSettleFlag added in v0.2.0

func (m *NoMDEntries) SetOpenCloseSettleFlag(v string)

func (*NoMDEntries) SetOrderID added in v0.2.0

func (m *NoMDEntries) SetOrderID(v string)

func (*NoMDEntries) SetQuoteCondition added in v0.2.0

func (m *NoMDEntries) SetQuoteCondition(v string)

func (*NoMDEntries) SetQuoteEntryID added in v0.2.0

func (m *NoMDEntries) SetQuoteEntryID(v string)

func (*NoMDEntries) SetScope added in v0.2.0

func (m *NoMDEntries) SetScope(v string)

func (*NoMDEntries) SetSellerDays added in v0.2.0

func (m *NoMDEntries) SetSellerDays(v int)

func (*NoMDEntries) SetText added in v0.2.0

func (m *NoMDEntries) SetText(v string)

func (*NoMDEntries) SetTickDirection added in v0.2.0

func (m *NoMDEntries) SetTickDirection(v string)

func (*NoMDEntries) SetTimeInForce added in v0.2.0

func (m *NoMDEntries) SetTimeInForce(v string)

func (*NoMDEntries) SetTradeCondition added in v0.2.0

func (m *NoMDEntries) SetTradeCondition(v string)

func (*NoMDEntries) SetTradingSessionID added in v0.2.0

func (m *NoMDEntries) SetTradingSessionID(v string)

func (*NoMDEntries) SetTradingSessionSubID added in v0.2.0

func (m *NoMDEntries) SetTradingSessionSubID(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

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