marketdatarequest

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: 6 Imported by: 0

Documentation

Overview

Package marketdatarequest msg type = V.

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:"V"`
	fix44.Header
	//MDReqID is a required field for MarketDataRequest.
	MDReqID string `fix:"262"`
	//SubscriptionRequestType is a required field for MarketDataRequest.
	SubscriptionRequestType string `fix:"263"`
	//MarketDepth is a required field for MarketDataRequest.
	MarketDepth int `fix:"264"`
	//MDUpdateType is a non-required field for MarketDataRequest.
	MDUpdateType *int `fix:"265"`
	//AggregatedBook is a non-required field for MarketDataRequest.
	AggregatedBook *bool `fix:"266"`
	//OpenCloseSettlFlag is a non-required field for MarketDataRequest.
	OpenCloseSettlFlag *string `fix:"286"`
	//Scope is a non-required field for MarketDataRequest.
	Scope *string `fix:"546"`
	//MDImplicitDelete is a non-required field for MarketDataRequest.
	MDImplicitDelete *bool `fix:"547"`
	//NoMDEntryTypes is a required field for MarketDataRequest.
	NoMDEntryTypes []NoMDEntryTypes `fix:"267"`
	//NoRelatedSym is a required field for MarketDataRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	fix44.Trailer
}

Message is a MarketDataRequest FIX Message

func New added in v0.2.0 

func New(mdreqid string, subscriptionrequesttype string, marketdepth int, nomdentrytypes []NoMDEntryTypes, norelatedsym []NoRelatedSym) *Message

New returns an initialized MarketDataRequest instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAggregatedBook added in v0.2.0 

func (m *Message) SetAggregatedBook(v bool)

func (*Message) SetMDImplicitDelete added in v0.2.0 

func (m *Message) SetMDImplicitDelete(v bool)

func (*Message) SetMDReqID added in v0.2.0 

func (m *Message) SetMDReqID(v string)

func (*Message) SetMDUpdateType added in v0.2.0 

func (m *Message) SetMDUpdateType(v int)

func (*Message) SetMarketDepth added in v0.2.0 

func (m *Message) SetMarketDepth(v int)

func (*Message) SetNoMDEntryTypes added in v0.2.0 

func (m *Message) SetNoMDEntryTypes(v []NoMDEntryTypes)

func (*Message) SetNoRelatedSym added in v0.2.0 

func (m *Message) SetNoRelatedSym(v []NoRelatedSym)

func (*Message) SetOpenCloseSettlFlag added in v0.2.0 

func (m *Message) SetOpenCloseSettlFlag(v string)

func (*Message) SetScope added in v0.2.0 

func (m *Message) SetScope(v string)

func (*Message) SetSubscriptionRequestType added in v0.2.0 

func (m *Message) SetSubscriptionRequestType(v string)

type NoLegs 

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
}

NoLegs is a repeating group in NoRelatedSym

func NewNoLegs added in v0.2.0 

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg added in v0.2.0 

func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)

type NoMDEntryTypes 

type NoMDEntryTypes struct {
	//MDEntryType is a required field for NoMDEntryTypes.
	MDEntryType string `fix:"269"`
}

NoMDEntryTypes is a repeating group in MarketDataRequest

func NewNoMDEntryTypes added in v0.2.0 

func NewNoMDEntryTypes(mdentrytype string) *NoMDEntryTypes

NewNoMDEntryTypes returns an initialized NoMDEntryTypes instance

func (*NoMDEntryTypes) SetMDEntryType added in v0.2.0 

func (m *NoMDEntryTypes) SetMDEntryType(v string)

type NoRelatedSym 

type NoRelatedSym struct {
	//Instrument is a required component for NoRelatedSym.
	instrument.Instrument
	//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"`
	//NoTradingSessions is a non-required field for NoRelatedSym.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	//ApplQueueAction is a non-required field for NoRelatedSym.
	ApplQueueAction *int `fix:"815"`
	//ApplQueueMax is a non-required field for NoRelatedSym.
	ApplQueueMax *int `fix:"812"`
}

NoRelatedSym is a repeating group in MarketDataRequest

func NewNoRelatedSym added in v0.2.0 

func NewNoRelatedSym(instrument instrument.Instrument) *NoRelatedSym

NewNoRelatedSym returns an initialized NoRelatedSym instance

func (*NoRelatedSym) SetApplQueueAction added in v0.2.0 

func (m *NoRelatedSym) SetApplQueueAction(v int)

func (*NoRelatedSym) SetApplQueueMax added in v0.2.0 

func (m *NoRelatedSym) SetApplQueueMax(v int)

func (*NoRelatedSym) SetInstrument added in v0.2.0 

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

func (*NoRelatedSym) SetNoLegs added in v0.2.0 

func (m *NoRelatedSym) SetNoLegs(v []NoLegs)

func (*NoRelatedSym) SetNoTradingSessions added in v0.2.0 

func (m *NoRelatedSym) SetNoTradingSessions(v []NoTradingSessions)

func (*NoRelatedSym) SetNoUnderlyings added in v0.2.0 

func (m *NoRelatedSym) SetNoUnderlyings(v []NoUnderlyings)

type NoTradingSessions 

type NoTradingSessions struct {
	//TradingSessionID is a non-required field for NoTradingSessions.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoTradingSessions.
	TradingSessionSubID *string `fix:"625"`
}

NoTradingSessions is a repeating group in NoRelatedSym

func NewNoTradingSessions added in v0.2.0 

func NewNoTradingSessions() *NoTradingSessions

NewNoTradingSessions returns an initialized NoTradingSessions instance

func (*NoTradingSessions) SetTradingSessionID added in v0.2.0 

func (m *NoTradingSessions) SetTradingSessionID(v string)

func (*NoTradingSessions) SetTradingSessionSubID added in v0.2.0 

func (m *NoTradingSessions) SetTradingSessionSubID(v string)

type NoUnderlyings 

type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}

NoUnderlyings is a repeating group in NoRelatedSym

func NewNoUnderlyings added in v0.2.0 

func NewNoUnderlyings() *NoUnderlyings

NewNoUnderlyings returns an initialized NoUnderlyings instance

func (*NoUnderlyings) SetUnderlyingInstrument added in v0.2.0 

func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)

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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