newordercross

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 16 Imported by: 0

Documentation

Overview

Package newordercross msg type = s.

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:"s"`
	Header     fix44.Header
	//CrossID is a required field for NewOrderCross.
	CrossID string `fix:"548"`
	//CrossType is a required field for NewOrderCross.
	CrossType int `fix:"549"`
	//CrossPrioritization is a required field for NewOrderCross.
	CrossPrioritization int `fix:"550"`
	//NoSides is a required field for NewOrderCross.
	NoSides []NoSides `fix:"552"`
	//Instrument Component
	Instrument instrument.Component
	//NoUnderlyings is a non-required field for NewOrderCross.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for NewOrderCross.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//SettlType is a non-required field for NewOrderCross.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for NewOrderCross.
	SettlDate *string `fix:"64"`
	//HandlInst is a non-required field for NewOrderCross.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for NewOrderCross.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for NewOrderCross.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for NewOrderCross.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for NewOrderCross.
	ExDestination *string `fix:"100"`
	//NoTradingSessions is a non-required field for NewOrderCross.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	//ProcessCode is a non-required field for NewOrderCross.
	ProcessCode *string `fix:"81"`
	//PrevClosePx is a non-required field for NewOrderCross.
	PrevClosePx *float64 `fix:"140"`
	//LocateReqd is a non-required field for NewOrderCross.
	LocateReqd *bool `fix:"114"`
	//TransactTime is a required field for NewOrderCross.
	TransactTime time.Time `fix:"60"`
	//Stipulations Component
	Stipulations stipulations.Component
	//OrdType is a required field for NewOrderCross.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for NewOrderCross.
	PriceType *int `fix:"423"`
	//Price is a non-required field for NewOrderCross.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for NewOrderCross.
	StopPx *float64 `fix:"99"`
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//YieldData Component
	YieldData yielddata.Component
	//Currency is a non-required field for NewOrderCross.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for NewOrderCross.
	ComplianceID *string `fix:"376"`
	//IOIID is a non-required field for NewOrderCross.
	IOIID *string `fix:"23"`
	//QuoteID is a non-required field for NewOrderCross.
	QuoteID *string `fix:"117"`
	//TimeInForce is a non-required field for NewOrderCross.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for NewOrderCross.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for NewOrderCross.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for NewOrderCross.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for NewOrderCross.
	GTBookingInst *int `fix:"427"`
	//MaxShow is a non-required field for NewOrderCross.
	MaxShow *float64 `fix:"210"`
	//PegInstructions Component
	PegInstructions peginstructions.Component
	//DiscretionInstructions Component
	DiscretionInstructions discretioninstructions.Component
	//TargetStrategy is a non-required field for NewOrderCross.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for NewOrderCross.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for NewOrderCross.
	ParticipationRate *float64 `fix:"849"`
	//CancellationRights is a non-required field for NewOrderCross.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for NewOrderCross.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for NewOrderCross.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for NewOrderCross.
	Designation *string `fix:"494"`
	Trailer     fix44.Trailer
}

Message is a NewOrderCross FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoAllocs

type NoAllocs struct {
	//AllocAccount is a non-required field for NoAllocs.
	AllocAccount *string `fix:"79"`
	//AllocAcctIDSource is a non-required field for NoAllocs.
	AllocAcctIDSource *int `fix:"661"`
	//AllocSettlCurrency is a non-required field for NoAllocs.
	AllocSettlCurrency *string `fix:"736"`
	//IndividualAllocID is a non-required field for NoAllocs.
	IndividualAllocID *string `fix:"467"`
	//NestedParties Component
	NestedParties nestedparties.Component
	//AllocQty is a non-required field for NoAllocs.
	AllocQty *float64 `fix:"80"`
}

NoAllocs is a repeating group in NoSides

type NoLegs

type NoLegs struct {
	//InstrumentLeg Component
	InstrumentLeg instrumentleg.Component
}

NoLegs is a repeating group in NewOrderCross

type NoSides

type NoSides struct {
	//Side is a required field for NoSides.
	Side string `fix:"54"`
	//ClOrdID is a required field for NoSides.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for NoSides.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for NoSides.
	ClOrdLinkID *string `fix:"583"`
	//Parties Component
	Parties parties.Component
	//TradeOriginationDate is a non-required field for NoSides.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for NoSides.
	TradeDate *string `fix:"75"`
	//Account is a non-required field for NoSides.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for NoSides.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for NoSides.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for NoSides.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for NoSides.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for NoSides.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for NoSides.
	AllocID *string `fix:"70"`
	//NoAllocs is a non-required field for NoSides.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	//QtyType is a non-required field for NoSides.
	QtyType *int `fix:"854"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//CommissionData Component
	CommissionData commissiondata.Component
	//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"`
	//ForexReq is a non-required field for NoSides.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for NoSides.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for NoSides.
	BookingType *int `fix:"775"`
	//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"`
	//PositionEffect is a non-required field for NoSides.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for NoSides.
	CoveredOrUncovered *int `fix:"203"`
	//CashMargin is a non-required field for NoSides.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for NoSides.
	ClearingFeeIndicator *string `fix:"635"`
	//SolicitedFlag is a non-required field for NoSides.
	SolicitedFlag *bool `fix:"377"`
	//SideComplianceID is a non-required field for NoSides.
	SideComplianceID *string `fix:"659"`
}

NoSides is a repeating group in NewOrderCross

type NoTradingSessions

type NoTradingSessions struct {
	//TradingSessionID is a non-required field for NoTradingSessions.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoTradingSessions.
	TradingSessionSubID *string `fix:"625"`
}

NoTradingSessions is a repeating group in NewOrderCross

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
}

NoUnderlyings is a repeating group in NewOrderCross

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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