quoterequest

Documentation

Overview

Package quoterequest msg type = R.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• 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:"R"`
	Header     fix42.Header
	//QuoteReqID is a required field for QuoteRequest.
	QuoteReqID string `fix:"131"`
	//NoRelatedSym is a required field for QuoteRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	Trailer      fix42.Trailer
}

Message is a QuoteRequest FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

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"`
	//PrevClosePx is a non-required field for NoRelatedSym.
	PrevClosePx *float64 `fix:"140"`
	//QuoteRequestType is a non-required field for NoRelatedSym.
	QuoteRequestType *int `fix:"303"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
	//Side is a non-required field for NoRelatedSym.
	Side *string `fix:"54"`
	//OrderQty is a non-required field for NoRelatedSym.
	OrderQty *float64 `fix:"38"`
	//FutSettDate is a non-required field for NoRelatedSym.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for NoRelatedSym.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for NoRelatedSym.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoRelatedSym.
	OrderQty2 *float64 `fix:"192"`
	//ExpireTime is a non-required field for NoRelatedSym.
	ExpireTime *time.Time `fix:"126"`
	//TransactTime is a non-required field for NoRelatedSym.
	TransactTime *time.Time `fix:"60"`
	//Currency is a non-required field for NoRelatedSym.
	Currency *string `fix:"15"`
}

NoRelatedSym is a repeating group in QuoteRequest

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