quotecancel

Documentation

Overview

Package quotecancel msg type = Z.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoLegs
• type NoQuoteEntries
• 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:"Z"`
	Header     fix44.Header
	//QuoteReqID is a non-required field for QuoteCancel.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for QuoteCancel.
	QuoteID string `fix:"117"`
	//QuoteCancelType is a required field for QuoteCancel.
	QuoteCancelType int `fix:"298"`
	//QuoteResponseLevel is a non-required field for QuoteCancel.
	QuoteResponseLevel *int `fix:"301"`
	//Parties Component
	Parties parties.Component
	//Account is a non-required field for QuoteCancel.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for QuoteCancel.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for QuoteCancel.
	AccountType *int `fix:"581"`
	//TradingSessionID is a non-required field for QuoteCancel.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for QuoteCancel.
	TradingSessionSubID *string `fix:"625"`
	//NoQuoteEntries is a non-required field for QuoteCancel.
	NoQuoteEntries []NoQuoteEntries `fix:"295,omitempty"`
	Trailer        fix44.Trailer
}

Message is a QuoteCancel 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 NoQuoteEntries

type NoQuoteEntries

type NoQuoteEntries struct {
	//Instrument Component
	Instrument instrument.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//NoUnderlyings is a non-required field for NoQuoteEntries.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for NoQuoteEntries.
	NoLegs []NoLegs `fix:"555,omitempty"`
}

NoQuoteEntries is a repeating group in QuoteCancel

type NoUnderlyings

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

NoUnderlyings is a repeating group in NoQuoteEntries

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