marketdatasnapshotfullrefresh

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 4 Imported by: 0

Documentation

Overview

Package marketdatasnapshotfullrefresh msg type = W.

Index

Constants

This section is empty.

Variables

This section is empty.

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:"W"`
	Header     fix42.Header
	//MDReqID is a non-required field for MarketDataSnapshotFullRefresh.
	MDReqID *string `fix:"262"`
	//Symbol is a required field for MarketDataSnapshotFullRefresh.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for MarketDataSnapshotFullRefresh.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for MarketDataSnapshotFullRefresh.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for MarketDataSnapshotFullRefresh.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for MarketDataSnapshotFullRefresh.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for MarketDataSnapshotFullRefresh.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for MarketDataSnapshotFullRefresh.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for MarketDataSnapshotFullRefresh.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for MarketDataSnapshotFullRefresh.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for MarketDataSnapshotFullRefresh.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for MarketDataSnapshotFullRefresh.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for MarketDataSnapshotFullRefresh.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for MarketDataSnapshotFullRefresh.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for MarketDataSnapshotFullRefresh.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for MarketDataSnapshotFullRefresh.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for MarketDataSnapshotFullRefresh.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for MarketDataSnapshotFullRefresh.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for MarketDataSnapshotFullRefresh.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for MarketDataSnapshotFullRefresh.
	EncodedSecurityDesc *string `fix:"351"`
	//FinancialStatus is a non-required field for MarketDataSnapshotFullRefresh.
	FinancialStatus *string `fix:"291"`
	//CorporateAction is a non-required field for MarketDataSnapshotFullRefresh.
	CorporateAction *string `fix:"292"`
	//TotalVolumeTraded is a non-required field for MarketDataSnapshotFullRefresh.
	TotalVolumeTraded *float64 `fix:"387"`
	//NoMDEntries is a required field for MarketDataSnapshotFullRefresh.
	NoMDEntries []NoMDEntries `fix:"268"`
	Trailer     fix42.Trailer
}

Message is a MarketDataSnapshotFullRefresh FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoMDEntries

type NoMDEntries struct {
	//MDEntryType is a required field for NoMDEntries.
	MDEntryType string `fix:"269"`
	//MDEntryPx is a required field for NoMDEntries.
	MDEntryPx float64 `fix:"270"`
	//Currency is a non-required field for NoMDEntries.
	Currency *string `fix:"15"`
	//MDEntrySize is a non-required field for NoMDEntries.
	MDEntrySize *float64 `fix:"271"`
	//MDEntryDate is a non-required field for NoMDEntries.
	MDEntryDate *string `fix:"272"`
	//MDEntryTime is a non-required field for NoMDEntries.
	MDEntryTime *string `fix:"273"`
	//TickDirection is a non-required field for NoMDEntries.
	TickDirection *string `fix:"274"`
	//MDMkt is a non-required field for NoMDEntries.
	MDMkt *string `fix:"275"`
	//TradingSessionID is a non-required field for NoMDEntries.
	TradingSessionID *string `fix:"336"`
	//QuoteCondition is a non-required field for NoMDEntries.
	QuoteCondition *string `fix:"276"`
	//TradeCondition is a non-required field for NoMDEntries.
	TradeCondition *string `fix:"277"`
	//MDEntryOriginator is a non-required field for NoMDEntries.
	MDEntryOriginator *string `fix:"282"`
	//LocationID is a non-required field for NoMDEntries.
	LocationID *string `fix:"283"`
	//DeskID is a non-required field for NoMDEntries.
	DeskID *string `fix:"284"`
	//OpenCloseSettleFlag is a non-required field for NoMDEntries.
	OpenCloseSettleFlag *string `fix:"286"`
	//TimeInForce is a non-required field for NoMDEntries.
	TimeInForce *string `fix:"59"`
	//ExpireDate is a non-required field for NoMDEntries.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for NoMDEntries.
	ExpireTime *time.Time `fix:"126"`
	//MinQty is a non-required field for NoMDEntries.
	MinQty *float64 `fix:"110"`
	//ExecInst is a non-required field for NoMDEntries.
	ExecInst *string `fix:"18"`
	//SellerDays is a non-required field for NoMDEntries.
	SellerDays *int `fix:"287"`
	//OrderID is a non-required field for NoMDEntries.
	OrderID *string `fix:"37"`
	//QuoteEntryID is a non-required field for NoMDEntries.
	QuoteEntryID *string `fix:"299"`
	//MDEntryBuyer is a non-required field for NoMDEntries.
	MDEntryBuyer *string `fix:"288"`
	//MDEntrySeller is a non-required field for NoMDEntries.
	MDEntrySeller *string `fix:"289"`
	//NumberOfOrders is a non-required field for NoMDEntries.
	NumberOfOrders *int `fix:"346"`
	//MDEntryPositionNo is a non-required field for NoMDEntries.
	MDEntryPositionNo *int `fix:"290"`
	//Text is a non-required field for NoMDEntries.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoMDEntries.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoMDEntries.
	EncodedText *string `fix:"355"`
}

NoMDEntries is a repeating group in MarketDataSnapshotFullRefresh

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

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