marketdataincrementalrefresh

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 5 Imported by: 0

Documentation

Overview

Package marketdataincrementalrefresh msg type = X.

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:"X"`
	Header     fix43.Header
	//MDReqID is a non-required field for MarketDataIncrementalRefresh.
	MDReqID *string `fix:"262"`
	//NoMDEntries is a required field for MarketDataIncrementalRefresh.
	NoMDEntries []NoMDEntries `fix:"268"`
	Trailer     fix43.Trailer
}

Message is a MarketDataIncrementalRefresh FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoMDEntries

type NoMDEntries struct {
	//MDUpdateAction is a required field for NoMDEntries.
	MDUpdateAction string `fix:"279"`
	//DeleteReason is a non-required field for NoMDEntries.
	DeleteReason *string `fix:"285"`
	//MDEntryType is a non-required field for NoMDEntries.
	MDEntryType *string `fix:"269"`
	//MDEntryID is a non-required field for NoMDEntries.
	MDEntryID *string `fix:"278"`
	//MDEntryRefID is a non-required field for NoMDEntries.
	MDEntryRefID *string `fix:"280"`
	//Instrument Component
	Instrument instrument.Component
	//FinancialStatus is a non-required field for NoMDEntries.
	FinancialStatus *string `fix:"291"`
	//CorporateAction is a non-required field for NoMDEntries.
	CorporateAction *string `fix:"292"`
	//MDEntryPx is a non-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"`
	//TradingSessionSubID is a non-required field for NoMDEntries.
	TradingSessionSubID *string `fix:"625"`
	//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"`
	//Scope is a non-required field for NoMDEntries.
	Scope *string `fix:"546"`
	//TotalVolumeTraded is a non-required field for NoMDEntries.
	TotalVolumeTraded *float64 `fix:"387"`
	//TotalVolumeTradedDate is a non-required field for NoMDEntries.
	TotalVolumeTradedDate *string `fix:"449"`
	//TotalVolumeTradedTime is a non-required field for NoMDEntries.
	TotalVolumeTradedTime *string `fix:"450"`
	//NetChgPrevDay is a non-required field for NoMDEntries.
	NetChgPrevDay *float64 `fix:"451"`
	//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 MarketDataIncrementalRefresh

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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