crossordercancelrequest

Documentation

Overview

Package crossordercancelrequest msg type = u.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoLegs
• type NoSides
• type NoUnderlyings
• type RouteOut

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:"u"`
	Header     fix44.Header
	//OrderID is a non-required field for CrossOrderCancelRequest.
	OrderID *string `fix:"37"`
	//CrossID is a required field for CrossOrderCancelRequest.
	CrossID string `fix:"548"`
	//OrigCrossID is a required field for CrossOrderCancelRequest.
	OrigCrossID string `fix:"551"`
	//CrossType is a required field for CrossOrderCancelRequest.
	CrossType int `fix:"549"`
	//CrossPrioritization is a required field for CrossOrderCancelRequest.
	CrossPrioritization int `fix:"550"`
	//NoSides is a required field for CrossOrderCancelRequest.
	NoSides []NoSides `fix:"552"`
	//Instrument Component
	Instrument instrument.Component
	//NoUnderlyings is a non-required field for CrossOrderCancelRequest.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for CrossOrderCancelRequest.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//TransactTime is a required field for CrossOrderCancelRequest.
	TransactTime time.Time `fix:"60"`
	Trailer      fix44.Trailer
}

Message is a CrossOrderCancelRequest 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 CrossOrderCancelRequest

type NoSides

type NoSides struct {
	//Side is a required field for NoSides.
	Side string `fix:"54"`
	//OrigClOrdID is a required field for NoSides.
	OrigClOrdID string `fix:"41"`
	//ClOrdID is a required field for NoSides.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for NoSides.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for NoSides.
	ClOrdLinkID *string `fix:"583"`
	//OrigOrdModTime is a non-required field for NoSides.
	OrigOrdModTime *time.Time `fix:"586"`
	//Parties Component
	Parties parties.Component
	//TradeOriginationDate is a non-required field for NoSides.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for NoSides.
	TradeDate *string `fix:"75"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//ComplianceID is a non-required field for NoSides.
	ComplianceID *string `fix:"376"`
	//Text is a non-required field for NoSides.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoSides.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoSides.
	EncodedText *string `fix:"355"`
}

NoSides is a repeating group in CrossOrderCancelRequest

type NoUnderlyings

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

NoUnderlyings is a repeating group in CrossOrderCancelRequest

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