Documentation
¶
Overview ¶
Package executionreport msg type = 8.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Message ¶
type Message struct { FIXMsgType string `fix:"8"` Header fix44.Header //OrderID is a required field for ExecutionReport. OrderID string `fix:"37"` //SecondaryOrderID is a non-required field for ExecutionReport. SecondaryOrderID *string `fix:"198"` //SecondaryClOrdID is a non-required field for ExecutionReport. SecondaryClOrdID *string `fix:"526"` //SecondaryExecID is a non-required field for ExecutionReport. SecondaryExecID *string `fix:"527"` //ClOrdID is a non-required field for ExecutionReport. ClOrdID *string `fix:"11"` //OrigClOrdID is a non-required field for ExecutionReport. OrigClOrdID *string `fix:"41"` //ClOrdLinkID is a non-required field for ExecutionReport. ClOrdLinkID *string `fix:"583"` //QuoteRespID is a non-required field for ExecutionReport. QuoteRespID *string `fix:"693"` //OrdStatusReqID is a non-required field for ExecutionReport. OrdStatusReqID *string `fix:"790"` //MassStatusReqID is a non-required field for ExecutionReport. MassStatusReqID *string `fix:"584"` //TotNumReports is a non-required field for ExecutionReport. TotNumReports *int `fix:"911"` //LastRptRequested is a non-required field for ExecutionReport. LastRptRequested *bool `fix:"912"` //Parties Component Parties parties.Component //TradeOriginationDate is a non-required field for ExecutionReport. TradeOriginationDate *string `fix:"229"` //NoContraBrokers is a non-required field for ExecutionReport. NoContraBrokers []NoContraBrokers `fix:"382,omitempty"` //ListID is a non-required field for ExecutionReport. ListID *string `fix:"66"` //CrossID is a non-required field for ExecutionReport. CrossID *string `fix:"548"` //OrigCrossID is a non-required field for ExecutionReport. OrigCrossID *string `fix:"551"` //CrossType is a non-required field for ExecutionReport. CrossType *int `fix:"549"` //ExecID is a required field for ExecutionReport. ExecID string `fix:"17"` //ExecRefID is a non-required field for ExecutionReport. ExecRefID *string `fix:"19"` //ExecType is a required field for ExecutionReport. ExecType string `fix:"150"` //OrdStatus is a required field for ExecutionReport. OrdStatus string `fix:"39"` //WorkingIndicator is a non-required field for ExecutionReport. WorkingIndicator *bool `fix:"636"` //OrdRejReason is a non-required field for ExecutionReport. OrdRejReason *int `fix:"103"` //ExecRestatementReason is a non-required field for ExecutionReport. ExecRestatementReason *int `fix:"378"` //Account is a non-required field for ExecutionReport. Account *string `fix:"1"` //AcctIDSource is a non-required field for ExecutionReport. AcctIDSource *int `fix:"660"` //AccountType is a non-required field for ExecutionReport. AccountType *int `fix:"581"` //DayBookingInst is a non-required field for ExecutionReport. DayBookingInst *string `fix:"589"` //BookingUnit is a non-required field for ExecutionReport. BookingUnit *string `fix:"590"` //PreallocMethod is a non-required field for ExecutionReport. PreallocMethod *string `fix:"591"` //SettlType is a non-required field for ExecutionReport. SettlType *string `fix:"63"` //SettlDate is a non-required field for ExecutionReport. SettlDate *string `fix:"64"` //CashMargin is a non-required field for ExecutionReport. CashMargin *string `fix:"544"` //ClearingFeeIndicator is a non-required field for ExecutionReport. ClearingFeeIndicator *string `fix:"635"` //Instrument Component Instrument instrument.Component //FinancingDetails Component FinancingDetails financingdetails.Component //NoUnderlyings is a non-required field for ExecutionReport. NoUnderlyings []NoUnderlyings `fix:"711,omitempty"` //Side is a required field for ExecutionReport. Side string `fix:"54"` //Stipulations Component Stipulations stipulations.Component //QtyType is a non-required field for ExecutionReport. QtyType *int `fix:"854"` //OrderQtyData Component OrderQtyData orderqtydata.Component //OrdType is a non-required field for ExecutionReport. OrdType *string `fix:"40"` //PriceType is a non-required field for ExecutionReport. PriceType *int `fix:"423"` //Price is a non-required field for ExecutionReport. Price *float64 `fix:"44"` //StopPx is a non-required field for ExecutionReport. StopPx *float64 `fix:"99"` //PegInstructions Component PegInstructions peginstructions.Component //DiscretionInstructions Component DiscretionInstructions discretioninstructions.Component //PeggedPrice is a non-required field for ExecutionReport. PeggedPrice *float64 `fix:"839"` //DiscretionPrice is a non-required field for ExecutionReport. DiscretionPrice *float64 `fix:"845"` //TargetStrategy is a non-required field for ExecutionReport. TargetStrategy *int `fix:"847"` //TargetStrategyParameters is a non-required field for ExecutionReport. TargetStrategyParameters *string `fix:"848"` //ParticipationRate is a non-required field for ExecutionReport. ParticipationRate *float64 `fix:"849"` //TargetStrategyPerformance is a non-required field for ExecutionReport. TargetStrategyPerformance *float64 `fix:"850"` //Currency is a non-required field for ExecutionReport. Currency *string `fix:"15"` //ComplianceID is a non-required field for ExecutionReport. ComplianceID *string `fix:"376"` //SolicitedFlag is a non-required field for ExecutionReport. SolicitedFlag *bool `fix:"377"` //TimeInForce is a non-required field for ExecutionReport. TimeInForce *string `fix:"59"` //EffectiveTime is a non-required field for ExecutionReport. EffectiveTime *time.Time `fix:"168"` //ExpireDate is a non-required field for ExecutionReport. ExpireDate *string `fix:"432"` //ExpireTime is a non-required field for ExecutionReport. ExpireTime *time.Time `fix:"126"` //ExecInst is a non-required field for ExecutionReport. ExecInst *string `fix:"18"` //OrderCapacity is a non-required field for ExecutionReport. OrderCapacity *string `fix:"528"` //OrderRestrictions is a non-required field for ExecutionReport. OrderRestrictions *string `fix:"529"` //CustOrderCapacity is a non-required field for ExecutionReport. CustOrderCapacity *int `fix:"582"` //LastQty is a non-required field for ExecutionReport. LastQty *float64 `fix:"32"` //UnderlyingLastQty is a non-required field for ExecutionReport. UnderlyingLastQty *float64 `fix:"652"` //LastPx is a non-required field for ExecutionReport. LastPx *float64 `fix:"31"` //UnderlyingLastPx is a non-required field for ExecutionReport. UnderlyingLastPx *float64 `fix:"651"` //LastParPx is a non-required field for ExecutionReport. LastParPx *float64 `fix:"669"` //LastSpotRate is a non-required field for ExecutionReport. LastSpotRate *float64 `fix:"194"` //LastForwardPoints is a non-required field for ExecutionReport. LastForwardPoints *float64 `fix:"195"` //LastMkt is a non-required field for ExecutionReport. LastMkt *string `fix:"30"` //TradingSessionID is a non-required field for ExecutionReport. TradingSessionID *string `fix:"336"` //TradingSessionSubID is a non-required field for ExecutionReport. TradingSessionSubID *string `fix:"625"` //TimeBracket is a non-required field for ExecutionReport. TimeBracket *string `fix:"943"` //LastCapacity is a non-required field for ExecutionReport. LastCapacity *string `fix:"29"` //LeavesQty is a required field for ExecutionReport. LeavesQty float64 `fix:"151"` //CumQty is a required field for ExecutionReport. CumQty float64 `fix:"14"` //AvgPx is a required field for ExecutionReport. AvgPx float64 `fix:"6"` //DayOrderQty is a non-required field for ExecutionReport. DayOrderQty *float64 `fix:"424"` //DayCumQty is a non-required field for ExecutionReport. DayCumQty *float64 `fix:"425"` //DayAvgPx is a non-required field for ExecutionReport. DayAvgPx *float64 `fix:"426"` //GTBookingInst is a non-required field for ExecutionReport. GTBookingInst *int `fix:"427"` //TradeDate is a non-required field for ExecutionReport. TradeDate *string `fix:"75"` //TransactTime is a non-required field for ExecutionReport. TransactTime *time.Time `fix:"60"` //ReportToExch is a non-required field for ExecutionReport. ReportToExch *bool `fix:"113"` //CommissionData Component CommissionData commissiondata.Component //SpreadOrBenchmarkCurveData Component SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component //YieldData Component YieldData yielddata.Component //GrossTradeAmt is a non-required field for ExecutionReport. GrossTradeAmt *float64 `fix:"381"` //NumDaysInterest is a non-required field for ExecutionReport. NumDaysInterest *int `fix:"157"` //ExDate is a non-required field for ExecutionReport. ExDate *string `fix:"230"` //AccruedInterestRate is a non-required field for ExecutionReport. AccruedInterestRate *float64 `fix:"158"` //AccruedInterestAmt is a non-required field for ExecutionReport. AccruedInterestAmt *float64 `fix:"159"` //InterestAtMaturity is a non-required field for ExecutionReport. InterestAtMaturity *float64 `fix:"738"` //EndAccruedInterestAmt is a non-required field for ExecutionReport. EndAccruedInterestAmt *float64 `fix:"920"` //StartCash is a non-required field for ExecutionReport. StartCash *float64 `fix:"921"` //EndCash is a non-required field for ExecutionReport. EndCash *float64 `fix:"922"` //TradedFlatSwitch is a non-required field for ExecutionReport. TradedFlatSwitch *bool `fix:"258"` //BasisFeatureDate is a non-required field for ExecutionReport. BasisFeatureDate *string `fix:"259"` //BasisFeaturePrice is a non-required field for ExecutionReport. BasisFeaturePrice *float64 `fix:"260"` //Concession is a non-required field for ExecutionReport. Concession *float64 `fix:"238"` //TotalTakedown is a non-required field for ExecutionReport. TotalTakedown *float64 `fix:"237"` //NetMoney is a non-required field for ExecutionReport. NetMoney *float64 `fix:"118"` //SettlCurrAmt is a non-required field for ExecutionReport. SettlCurrAmt *float64 `fix:"119"` //SettlCurrency is a non-required field for ExecutionReport. SettlCurrency *string `fix:"120"` //SettlCurrFxRate is a non-required field for ExecutionReport. SettlCurrFxRate *float64 `fix:"155"` //SettlCurrFxRateCalc is a non-required field for ExecutionReport. SettlCurrFxRateCalc *string `fix:"156"` //HandlInst is a non-required field for ExecutionReport. HandlInst *string `fix:"21"` //MinQty is a non-required field for ExecutionReport. MinQty *float64 `fix:"110"` //MaxFloor is a non-required field for ExecutionReport. MaxFloor *float64 `fix:"111"` //PositionEffect is a non-required field for ExecutionReport. PositionEffect *string `fix:"77"` //MaxShow is a non-required field for ExecutionReport. MaxShow *float64 `fix:"210"` //BookingType is a non-required field for ExecutionReport. BookingType *int `fix:"775"` //Text is a non-required field for ExecutionReport. Text *string `fix:"58"` //EncodedTextLen is a non-required field for ExecutionReport. EncodedTextLen *int `fix:"354"` //EncodedText is a non-required field for ExecutionReport. EncodedText *string `fix:"355"` //SettlDate2 is a non-required field for ExecutionReport. SettlDate2 *string `fix:"193"` //OrderQty2 is a non-required field for ExecutionReport. OrderQty2 *float64 `fix:"192"` //LastForwardPoints2 is a non-required field for ExecutionReport. LastForwardPoints2 *float64 `fix:"641"` //MultiLegReportingType is a non-required field for ExecutionReport. MultiLegReportingType *string `fix:"442"` //CancellationRights is a non-required field for ExecutionReport. CancellationRights *string `fix:"480"` //MoneyLaunderingStatus is a non-required field for ExecutionReport. MoneyLaunderingStatus *string `fix:"481"` //RegistID is a non-required field for ExecutionReport. RegistID *string `fix:"513"` //Designation is a non-required field for ExecutionReport. Designation *string `fix:"494"` //TransBkdTime is a non-required field for ExecutionReport. TransBkdTime *time.Time `fix:"483"` //ExecValuationPoint is a non-required field for ExecutionReport. ExecValuationPoint *time.Time `fix:"515"` //ExecPriceType is a non-required field for ExecutionReport. ExecPriceType *string `fix:"484"` //ExecPriceAdjustment is a non-required field for ExecutionReport. ExecPriceAdjustment *float64 `fix:"485"` //PriorityIndicator is a non-required field for ExecutionReport. PriorityIndicator *int `fix:"638"` //PriceImprovement is a non-required field for ExecutionReport. PriceImprovement *float64 `fix:"639"` //LastLiquidityInd is a non-required field for ExecutionReport. LastLiquidityInd *int `fix:"851"` //NoContAmts is a non-required field for ExecutionReport. NoContAmts []NoContAmts `fix:"518,omitempty"` //NoLegs is a non-required field for ExecutionReport. NoLegs []NoLegs `fix:"555,omitempty"` //CopyMsgIndicator is a non-required field for ExecutionReport. CopyMsgIndicator *bool `fix:"797"` //NoMiscFees is a non-required field for ExecutionReport. NoMiscFees []NoMiscFees `fix:"136,omitempty"` Trailer fix44.Trailer }
Message is a ExecutionReport FIX Message
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 ExecutionReport
type NoContraBrokers ¶
type NoContraBrokers struct { //ContraBroker is a non-required field for NoContraBrokers. ContraBroker *string `fix:"375"` //ContraTrader is a non-required field for NoContraBrokers. ContraTrader *string `fix:"337"` //ContraTradeQty is a non-required field for NoContraBrokers. ContraTradeQty *float64 `fix:"437"` //ContraTradeTime is a non-required field for NoContraBrokers. ContraTradeTime *time.Time `fix:"438"` //ContraLegRefID is a non-required field for NoContraBrokers. ContraLegRefID *string `fix:"655"` }
NoContraBrokers is a repeating group in ExecutionReport
type NoLegs ¶
type NoLegs struct { //InstrumentLeg Component InstrumentLeg instrumentleg.Component //LegQty is a non-required field for NoLegs. LegQty *float64 `fix:"687"` //LegSwapType is a non-required field for NoLegs. LegSwapType *int `fix:"690"` //LegStipulations Component LegStipulations legstipulations.Component //LegPositionEffect is a non-required field for NoLegs. LegPositionEffect *string `fix:"564"` //LegCoveredOrUncovered is a non-required field for NoLegs. LegCoveredOrUncovered *int `fix:"565"` //NestedParties Component NestedParties nestedparties.Component //LegRefID is a non-required field for NoLegs. LegRefID *string `fix:"654"` //LegPrice is a non-required field for NoLegs. LegPrice *float64 `fix:"566"` //LegSettlType is a non-required field for NoLegs. LegSettlType *string `fix:"587"` //LegSettlDate is a non-required field for NoLegs. LegSettlDate *string `fix:"588"` //LegLastPx is a non-required field for NoLegs. LegLastPx *float64 `fix:"637"` }
NoLegs is a repeating group in ExecutionReport
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"` //MiscFeeBasis is a non-required field for NoMiscFees. MiscFeeBasis *int `fix:"891"` }
NoMiscFees is a repeating group in ExecutionReport
type NoUnderlyings ¶
type NoUnderlyings struct { //UnderlyingInstrument Component UnderlyingInstrument underlyinginstrument.Component }
NoUnderlyings is a repeating group in ExecutionReport
Click to show internal directories.
Click to hide internal directories.