tradecapturereport

Documentation

Overview

Package tradecapturereport msg type = AE.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoClearingInstructions
• type NoContAmts
• type NoMiscFees
• type NoSides
• 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:"AE"`
	Header     fix43.Header
	//TradeReportID is a required field for TradeCaptureReport.
	TradeReportID string `fix:"571"`
	//TradeReportTransType is a non-required field for TradeCaptureReport.
	TradeReportTransType *string `fix:"487"`
	//TradeRequestID is a non-required field for TradeCaptureReport.
	TradeRequestID *string `fix:"568"`
	//ExecType is a required field for TradeCaptureReport.
	ExecType string `fix:"150"`
	//TradeReportRefID is a non-required field for TradeCaptureReport.
	TradeReportRefID *string `fix:"572"`
	//ExecID is a non-required field for TradeCaptureReport.
	ExecID *string `fix:"17"`
	//SecondaryExecID is a non-required field for TradeCaptureReport.
	SecondaryExecID *string `fix:"527"`
	//ExecRestatementReason is a non-required field for TradeCaptureReport.
	ExecRestatementReason *int `fix:"378"`
	//PreviouslyReported is a required field for TradeCaptureReport.
	PreviouslyReported bool `fix:"570"`
	//Instrument Component
	Instrument instrument.Component
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//LastQty is a required field for TradeCaptureReport.
	LastQty float64 `fix:"32"`
	//LastPx is a required field for TradeCaptureReport.
	LastPx float64 `fix:"31"`
	//LastSpotRate is a non-required field for TradeCaptureReport.
	LastSpotRate *float64 `fix:"194"`
	//LastForwardPoints is a non-required field for TradeCaptureReport.
	LastForwardPoints *float64 `fix:"195"`
	//LastMkt is a non-required field for TradeCaptureReport.
	LastMkt *string `fix:"30"`
	//TradeDate is a required field for TradeCaptureReport.
	TradeDate string `fix:"75"`
	//TransactTime is a required field for TradeCaptureReport.
	TransactTime time.Time `fix:"60"`
	//SettlmntTyp is a non-required field for TradeCaptureReport.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for TradeCaptureReport.
	FutSettDate *string `fix:"64"`
	//MatchStatus is a non-required field for TradeCaptureReport.
	MatchStatus *string `fix:"573"`
	//MatchType is a non-required field for TradeCaptureReport.
	MatchType *string `fix:"574"`
	//NoSides is a required field for TradeCaptureReport.
	NoSides []NoSides `fix:"552"`
	Trailer fix43.Trailer
}

Message is a TradeCaptureReport FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoClearingInstructions

type NoClearingInstructions struct {
	//ClearingInstruction is a non-required field for NoClearingInstructions.
	ClearingInstruction *int `fix:"577"`
}

NoClearingInstructions is a repeating group in NoSides

type NoContAmts

type NoContAmts struct {
	//ContAmtType is a non-required field for NoContAmts.
	ContAmtType *int `fix:"519"`
	//ContAmtValue is a non-required field for NoContAmts.
	ContAmtValue *float64 `fix:"520"`
	//ContAmtCurr is a non-required field for NoContAmts.
	ContAmtCurr *string `fix:"521"`
}

NoContAmts is a repeating group in NoSides

type NoMiscFees

type NoMiscFees struct {
	//MiscFeeAmt is a non-required field for NoMiscFees.
	MiscFeeAmt *float64 `fix:"137"`
	//MiscFeeCurr is a non-required field for NoMiscFees.
	MiscFeeCurr *string `fix:"138"`
	//MiscFeeType is a non-required field for NoMiscFees.
	MiscFeeType *string `fix:"139"`
}

NoMiscFees is a repeating group in NoSides

type NoSides

type NoSides struct {
	//Side is a required field for NoSides.
	Side string `fix:"54"`
	//OrderID is a required field for NoSides.
	OrderID string `fix:"37"`
	//SecondaryOrderID is a non-required field for NoSides.
	SecondaryOrderID *string `fix:"198"`
	//ClOrdID is a non-required field for NoSides.
	ClOrdID *string `fix:"11"`
	//Parties Component
	Parties parties.Component
	//Account is a non-required field for NoSides.
	Account *string `fix:"1"`
	//AccountType is a non-required field for NoSides.
	AccountType *int `fix:"581"`
	//ProcessCode is a non-required field for NoSides.
	ProcessCode *string `fix:"81"`
	//OddLot is a non-required field for NoSides.
	OddLot *bool `fix:"575"`
	//NoClearingInstructions is a non-required field for NoSides.
	NoClearingInstructions []NoClearingInstructions `fix:"576,omitempty"`
	//ClearingFeeIndicator is a non-required field for NoSides.
	ClearingFeeIndicator *string `fix:"635"`
	//TradeInputSource is a non-required field for NoSides.
	TradeInputSource *string `fix:"578"`
	//TradeInputDevice is a non-required field for NoSides.
	TradeInputDevice *string `fix:"579"`
	//Currency is a non-required field for NoSides.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for NoSides.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for NoSides.
	SolicitedFlag *bool `fix:"377"`
	//OrderCapacity is a non-required field for NoSides.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for NoSides.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for NoSides.
	CustOrderCapacity *int `fix:"582"`
	//TransBkdTime is a non-required field for NoSides.
	TransBkdTime *time.Time `fix:"483"`
	//TradingSessionID is a non-required field for NoSides.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoSides.
	TradingSessionSubID *string `fix:"625"`
	//CommissionData Component
	CommissionData commissiondata.Component
	//GrossTradeAmt is a non-required field for NoSides.
	GrossTradeAmt *float64 `fix:"381"`
	//NumDaysInterest is a non-required field for NoSides.
	NumDaysInterest *int `fix:"157"`
	//ExDate is a non-required field for NoSides.
	ExDate *string `fix:"230"`
	//AccruedInterestRate is a non-required field for NoSides.
	AccruedInterestRate *float64 `fix:"158"`
	//AccruedInterestAmt is a non-required field for NoSides.
	AccruedInterestAmt *float64 `fix:"159"`
	//Concession is a non-required field for NoSides.
	Concession *float64 `fix:"238"`
	//TotalTakedown is a non-required field for NoSides.
	TotalTakedown *float64 `fix:"237"`
	//NetMoney is a non-required field for NoSides.
	NetMoney *float64 `fix:"118"`
	//SettlCurrAmt is a non-required field for NoSides.
	SettlCurrAmt *float64 `fix:"119"`
	//SettlCurrency is a non-required field for NoSides.
	SettlCurrency *string `fix:"120"`
	//SettlCurrFxRate is a non-required field for NoSides.
	SettlCurrFxRate *float64 `fix:"155"`
	//SettlCurrFxRateCalc is a non-required field for NoSides.
	SettlCurrFxRateCalc *string `fix:"156"`
	//PositionEffect is a non-required field for NoSides.
	PositionEffect *string `fix:"77"`
	//Text is a non-required field for NoSides.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoSides.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoSides.
	EncodedText *string `fix:"355"`
	//MultiLegReportingType is a non-required field for NoSides.
	MultiLegReportingType *string `fix:"442"`
	//NoContAmts is a non-required field for NoSides.
	NoContAmts []NoContAmts `fix:"518,omitempty"`
	//NoMiscFees is a non-required field for NoSides.
	NoMiscFees []NoMiscFees `fix:"136,omitempty"`
}

NoSides is a repeating group in TradeCaptureReport

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