marketdatarequest

Documentation

Overview

Package marketdatarequest msg type = V.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoMDEntryTypes
• type NoRelatedSym
• 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:"V"`
	Header     fix42.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"`
	//NoMDEntryTypes is a required field for MarketDataRequest.
	NoMDEntryTypes []NoMDEntryTypes `fix:"267"`
	//NoRelatedSym is a required field for MarketDataRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	Trailer      fix42.Trailer
}

Message is a MarketDataRequest FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoMDEntryTypes

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

NoMDEntryTypes is a repeating group in MarketDataRequest

type NoRelatedSym

type NoRelatedSym struct {
	//Symbol is a required field for NoRelatedSym.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for NoRelatedSym.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for NoRelatedSym.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for NoRelatedSym.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for NoRelatedSym.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for NoRelatedSym.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for NoRelatedSym.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for NoRelatedSym.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for NoRelatedSym.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for NoRelatedSym.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for NoRelatedSym.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for NoRelatedSym.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for NoRelatedSym.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for NoRelatedSym.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for NoRelatedSym.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for NoRelatedSym.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for NoRelatedSym.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for NoRelatedSym.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for NoRelatedSym.
	EncodedSecurityDesc *string `fix:"351"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
}

NoRelatedSym is a repeating group in MarketDataRequest

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