ordermasscancelreport

Documentation

Overview

Package ordermasscancelreport msg type = r.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoAffectedOrders
• 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:"r"`
	Header     fix44.Header
	//ClOrdID is a non-required field for OrderMassCancelReport.
	ClOrdID *string `fix:"11"`
	//SecondaryClOrdID is a non-required field for OrderMassCancelReport.
	SecondaryClOrdID *string `fix:"526"`
	//OrderID is a required field for OrderMassCancelReport.
	OrderID string `fix:"37"`
	//SecondaryOrderID is a non-required field for OrderMassCancelReport.
	SecondaryOrderID *string `fix:"198"`
	//MassCancelRequestType is a required field for OrderMassCancelReport.
	MassCancelRequestType string `fix:"530"`
	//MassCancelResponse is a required field for OrderMassCancelReport.
	MassCancelResponse string `fix:"531"`
	//MassCancelRejectReason is a non-required field for OrderMassCancelReport.
	MassCancelRejectReason *string `fix:"532"`
	//TotalAffectedOrders is a non-required field for OrderMassCancelReport.
	TotalAffectedOrders *int `fix:"533"`
	//NoAffectedOrders is a non-required field for OrderMassCancelReport.
	NoAffectedOrders []NoAffectedOrders `fix:"534,omitempty"`
	//TradingSessionID is a non-required field for OrderMassCancelReport.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for OrderMassCancelReport.
	TradingSessionSubID *string `fix:"625"`
	//Instrument Component
	Instrument instrument.Component
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
	//Side is a non-required field for OrderMassCancelReport.
	Side *string `fix:"54"`
	//TransactTime is a non-required field for OrderMassCancelReport.
	TransactTime *time.Time `fix:"60"`
	//Text is a non-required field for OrderMassCancelReport.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for OrderMassCancelReport.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for OrderMassCancelReport.
	EncodedText *string `fix:"355"`
	Trailer     fix44.Trailer
}

Message is a OrderMassCancelReport FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoAffectedOrders

type NoAffectedOrders struct {
	//OrigClOrdID is a non-required field for NoAffectedOrders.
	OrigClOrdID *string `fix:"41"`
	//AffectedOrderID is a non-required field for NoAffectedOrders.
	AffectedOrderID *string `fix:"535"`
	//AffectedSecondaryOrderID is a non-required field for NoAffectedOrders.
	AffectedSecondaryOrderID *string `fix:"536"`
}

NoAffectedOrders is a repeating group in OrderMassCancelReport

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