Documentation
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Overview ¶
Package marketdatasnapshotfullrefresh msg type = W.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Message ¶
type Message struct { FIXMsgType string `fix:"W"` Header fix44.Header //MDReqID is a non-required field for MarketDataSnapshotFullRefresh. MDReqID *string `fix:"262"` //Instrument Component Instrument instrument.Component //NoUnderlyings is a non-required field for MarketDataSnapshotFullRefresh. NoUnderlyings []NoUnderlyings `fix:"711,omitempty"` //NoLegs is a non-required field for MarketDataSnapshotFullRefresh. NoLegs []NoLegs `fix:"555,omitempty"` //FinancialStatus is a non-required field for MarketDataSnapshotFullRefresh. FinancialStatus *string `fix:"291"` //CorporateAction is a non-required field for MarketDataSnapshotFullRefresh. CorporateAction *string `fix:"292"` //NetChgPrevDay is a non-required field for MarketDataSnapshotFullRefresh. NetChgPrevDay *float64 `fix:"451"` //NoMDEntries is a required field for MarketDataSnapshotFullRefresh. NoMDEntries []NoMDEntries `fix:"268"` //ApplQueueDepth is a non-required field for MarketDataSnapshotFullRefresh. ApplQueueDepth *int `fix:"813"` //ApplQueueResolution is a non-required field for MarketDataSnapshotFullRefresh. ApplQueueResolution *int `fix:"814"` Trailer fix44.Trailer }
Message is a MarketDataSnapshotFullRefresh FIX Message
type NoLegs ¶
type NoLegs struct { //InstrumentLeg Component InstrumentLeg instrumentleg.Component }
NoLegs is a repeating group in MarketDataSnapshotFullRefresh
type NoMDEntries ¶
type NoMDEntries struct { //MDEntryType is a required field for NoMDEntries. MDEntryType string `fix:"269"` //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"` //OpenCloseSettlFlag is a non-required field for NoMDEntries. OpenCloseSettlFlag *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"` //PriceDelta is a non-required field for NoMDEntries. PriceDelta *float64 `fix:"811"` //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 MarketDataSnapshotFullRefresh
type NoUnderlyings ¶
type NoUnderlyings struct { //UnderlyingInstrument Component UnderlyingInstrument underlyinginstrument.Component }
NoUnderlyings is a repeating group in MarketDataSnapshotFullRefresh
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