ioi

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 6 Imported by: 0

Documentation

Overview

Package ioi msg type = 6.

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:"6"`
	Header     fix43.Header
	//IOIid is a required field for IOI.
	IOIid string `fix:"23"`
	//IOITransType is a required field for IOI.
	IOITransType string `fix:"28"`
	//IOIRefID is a non-required field for IOI.
	IOIRefID *string `fix:"26"`
	//Instrument Component
	Instrument instrument.Component
	//Side is a required field for IOI.
	Side string `fix:"54"`
	//QuantityType is a non-required field for IOI.
	QuantityType *int `fix:"465"`
	//IOIQty is a required field for IOI.
	IOIQty string `fix:"27"`
	//PriceType is a non-required field for IOI.
	PriceType *int `fix:"423"`
	//Price is a non-required field for IOI.
	Price *float64 `fix:"44"`
	//Currency is a non-required field for IOI.
	Currency *string `fix:"15"`
	//ValidUntilTime is a non-required field for IOI.
	ValidUntilTime *time.Time `fix:"62"`
	//IOIQltyInd is a non-required field for IOI.
	IOIQltyInd *string `fix:"25"`
	//IOINaturalFlag is a non-required field for IOI.
	IOINaturalFlag *bool `fix:"130"`
	//NoIOIQualifiers is a non-required field for IOI.
	NoIOIQualifiers []NoIOIQualifiers `fix:"199,omitempty"`
	//Text is a non-required field for IOI.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for IOI.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for IOI.
	EncodedText *string `fix:"355"`
	//TransactTime is a non-required field for IOI.
	TransactTime *time.Time `fix:"60"`
	//URLLink is a non-required field for IOI.
	URLLink *string `fix:"149"`
	//NoRoutingIDs is a non-required field for IOI.
	NoRoutingIDs []NoRoutingIDs `fix:"215,omitempty"`
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//Benchmark is a non-required field for IOI.
	Benchmark *string `fix:"219"`
	Trailer   fix43.Trailer
}

Message is a IOI FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoIOIQualifiers

type NoIOIQualifiers struct {
	//IOIQualifier is a non-required field for NoIOIQualifiers.
	IOIQualifier *string `fix:"104"`
}

NoIOIQualifiers is a repeating group in IOI

type NoRoutingIDs

type NoRoutingIDs struct {
	//RoutingType is a non-required field for NoRoutingIDs.
	RoutingType *int `fix:"216"`
	//RoutingID is a non-required field for NoRoutingIDs.
	RoutingID *string `fix:"217"`
}

NoRoutingIDs is a repeating group in IOI

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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