ordercancelreplacerequest

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 15 Imported by: 0

Documentation

Overview

Package ordercancelreplacerequest msg type = G.

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:"G"`
	Header     fix44.Header
	//OrderID is a non-required field for OrderCancelReplaceRequest.
	OrderID *string `fix:"37"`
	//Parties Component
	Parties parties.Component
	//TradeOriginationDate is a non-required field for OrderCancelReplaceRequest.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for OrderCancelReplaceRequest.
	TradeDate *string `fix:"75"`
	//OrigClOrdID is a required field for OrderCancelReplaceRequest.
	OrigClOrdID string `fix:"41"`
	//ClOrdID is a required field for OrderCancelReplaceRequest.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for OrderCancelReplaceRequest.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for OrderCancelReplaceRequest.
	ClOrdLinkID *string `fix:"583"`
	//ListID is a non-required field for OrderCancelReplaceRequest.
	ListID *string `fix:"66"`
	//OrigOrdModTime is a non-required field for OrderCancelReplaceRequest.
	OrigOrdModTime *time.Time `fix:"586"`
	//Account is a non-required field for OrderCancelReplaceRequest.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for OrderCancelReplaceRequest.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for OrderCancelReplaceRequest.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for OrderCancelReplaceRequest.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for OrderCancelReplaceRequest.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for OrderCancelReplaceRequest.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for OrderCancelReplaceRequest.
	AllocID *string `fix:"70"`
	//NoAllocs is a non-required field for OrderCancelReplaceRequest.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	//SettlType is a non-required field for OrderCancelReplaceRequest.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for OrderCancelReplaceRequest.
	SettlDate *string `fix:"64"`
	//CashMargin is a non-required field for OrderCancelReplaceRequest.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for OrderCancelReplaceRequest.
	ClearingFeeIndicator *string `fix:"635"`
	//HandlInst is a non-required field for OrderCancelReplaceRequest.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for OrderCancelReplaceRequest.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for OrderCancelReplaceRequest.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for OrderCancelReplaceRequest.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for OrderCancelReplaceRequest.
	ExDestination *string `fix:"100"`
	//NoTradingSessions is a non-required field for OrderCancelReplaceRequest.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	//Instrument Component
	Instrument instrument.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//NoUnderlyings is a non-required field for OrderCancelReplaceRequest.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Side is a required field for OrderCancelReplaceRequest.
	Side string `fix:"54"`
	//TransactTime is a required field for OrderCancelReplaceRequest.
	TransactTime time.Time `fix:"60"`
	//QtyType is a non-required field for OrderCancelReplaceRequest.
	QtyType *int `fix:"854"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//OrdType is a required field for OrderCancelReplaceRequest.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for OrderCancelReplaceRequest.
	PriceType *int `fix:"423"`
	//Price is a non-required field for OrderCancelReplaceRequest.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for OrderCancelReplaceRequest.
	StopPx *float64 `fix:"99"`
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//YieldData Component
	YieldData yielddata.Component
	//PegInstructions Component
	PegInstructions peginstructions.Component
	//DiscretionInstructions Component
	DiscretionInstructions discretioninstructions.Component
	//TargetStrategy is a non-required field for OrderCancelReplaceRequest.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for OrderCancelReplaceRequest.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for OrderCancelReplaceRequest.
	ParticipationRate *float64 `fix:"849"`
	//ComplianceID is a non-required field for OrderCancelReplaceRequest.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for OrderCancelReplaceRequest.
	SolicitedFlag *bool `fix:"377"`
	//Currency is a non-required field for OrderCancelReplaceRequest.
	Currency *string `fix:"15"`
	//TimeInForce is a non-required field for OrderCancelReplaceRequest.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for OrderCancelReplaceRequest.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for OrderCancelReplaceRequest.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for OrderCancelReplaceRequest.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for OrderCancelReplaceRequest.
	GTBookingInst *int `fix:"427"`
	//CommissionData Component
	CommissionData commissiondata.Component
	//OrderCapacity is a non-required field for OrderCancelReplaceRequest.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for OrderCancelReplaceRequest.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for OrderCancelReplaceRequest.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for OrderCancelReplaceRequest.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for OrderCancelReplaceRequest.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for OrderCancelReplaceRequest.
	BookingType *int `fix:"775"`
	//Text is a non-required field for OrderCancelReplaceRequest.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for OrderCancelReplaceRequest.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for OrderCancelReplaceRequest.
	EncodedText *string `fix:"355"`
	//SettlDate2 is a non-required field for OrderCancelReplaceRequest.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for OrderCancelReplaceRequest.
	OrderQty2 *float64 `fix:"192"`
	//Price2 is a non-required field for OrderCancelReplaceRequest.
	Price2 *float64 `fix:"640"`
	//PositionEffect is a non-required field for OrderCancelReplaceRequest.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for OrderCancelReplaceRequest.
	CoveredOrUncovered *int `fix:"203"`
	//MaxShow is a non-required field for OrderCancelReplaceRequest.
	MaxShow *float64 `fix:"210"`
	//LocateReqd is a non-required field for OrderCancelReplaceRequest.
	LocateReqd *bool `fix:"114"`
	//CancellationRights is a non-required field for OrderCancelReplaceRequest.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for OrderCancelReplaceRequest.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for OrderCancelReplaceRequest.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for OrderCancelReplaceRequest.
	Designation *string `fix:"494"`
	Trailer     fix44.Trailer
}

Message is a OrderCancelReplaceRequest 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 OrderCancelReplaceRequest

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 OrderCancelReplaceRequest

type NoUnderlyings

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

NoUnderlyings is a repeating group in OrderCancelReplaceRequest

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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