ioi

Documentation

Overview

Package ioi msg type = 6.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoIOIQualifiers
• type NoLegs
• type NoRoutingIDs
• 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:"6"`
	Header     fix44.Header
	//IOIID is a required field for IOI.
	IOIID string `fix:"23"`
	//IOITransType is a required field for IOI.
	IOITransType string `fix:"28"`
	//IOIRefID is a non-required field for IOI.
	IOIRefID *string `fix:"26"`
	//Instrument Component
	Instrument instrument.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//NoUnderlyings is a non-required field for IOI.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Side is a required field for IOI.
	Side string `fix:"54"`
	//QtyType is a non-required field for IOI.
	QtyType *int `fix:"854"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//IOIQty is a required field for IOI.
	IOIQty string `fix:"27"`
	//Currency is a non-required field for IOI.
	Currency *string `fix:"15"`
	//Stipulations Component
	Stipulations stipulations.Component
	//NoLegs is a non-required field for IOI.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//PriceType is a non-required field for IOI.
	PriceType *int `fix:"423"`
	//Price is a non-required field for IOI.
	Price *float64 `fix:"44"`
	//ValidUntilTime is a non-required field for IOI.
	ValidUntilTime *time.Time `fix:"62"`
	//IOIQltyInd is a non-required field for IOI.
	IOIQltyInd *string `fix:"25"`
	//IOINaturalFlag is a non-required field for IOI.
	IOINaturalFlag *bool `fix:"130"`
	//NoIOIQualifiers is a non-required field for IOI.
	NoIOIQualifiers []NoIOIQualifiers `fix:"199,omitempty"`
	//Text is a non-required field for IOI.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for IOI.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for IOI.
	EncodedText *string `fix:"355"`
	//TransactTime is a non-required field for IOI.
	TransactTime *time.Time `fix:"60"`
	//URLLink is a non-required field for IOI.
	URLLink *string `fix:"149"`
	//NoRoutingIDs is a non-required field for IOI.
	NoRoutingIDs []NoRoutingIDs `fix:"215,omitempty"`
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//YieldData Component
	YieldData yielddata.Component
	Trailer   fix44.Trailer
}

Message is a IOI FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoIOIQualifiers

type NoIOIQualifiers struct {
	//IOIQualifier is a non-required field for NoIOIQualifiers.
	IOIQualifier *string `fix:"104"`
}

NoIOIQualifiers is a repeating group in IOI

type NoLegs

type NoLegs struct {
	//InstrumentLeg Component
	InstrumentLeg instrumentleg.Component
	//LegIOIQty is a non-required field for NoLegs.
	LegIOIQty *string `fix:"682"`
	//LegStipulations Component
	LegStipulations legstipulations.Component
}

NoLegs is a repeating group in IOI

type NoRoutingIDs

type NoRoutingIDs struct {
	//RoutingType is a non-required field for NoRoutingIDs.
	RoutingType *int `fix:"216"`
	//RoutingID is a non-required field for NoRoutingIDs.
	RoutingID *string `fix:"217"`
}

NoRoutingIDs is a repeating group in IOI

type NoUnderlyings

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

NoUnderlyings is a repeating group in IOI

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