positionreport

Documentation

Overview

Package positionreport msg type = AP.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoLegs
• type NoUnderlyings
• 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:"AP"`
	Header     fix44.Header
	//PosMaintRptID is a required field for PositionReport.
	PosMaintRptID string `fix:"721"`
	//PosReqID is a non-required field for PositionReport.
	PosReqID *string `fix:"710"`
	//PosReqType is a non-required field for PositionReport.
	PosReqType *int `fix:"724"`
	//SubscriptionRequestType is a non-required field for PositionReport.
	SubscriptionRequestType *string `fix:"263"`
	//TotalNumPosReports is a non-required field for PositionReport.
	TotalNumPosReports *int `fix:"727"`
	//UnsolicitedIndicator is a non-required field for PositionReport.
	UnsolicitedIndicator *bool `fix:"325"`
	//PosReqResult is a required field for PositionReport.
	PosReqResult int `fix:"728"`
	//ClearingBusinessDate is a required field for PositionReport.
	ClearingBusinessDate string `fix:"715"`
	//SettlSessID is a non-required field for PositionReport.
	SettlSessID *string `fix:"716"`
	//SettlSessSubID is a non-required field for PositionReport.
	SettlSessSubID *string `fix:"717"`
	//Parties Component
	Parties parties.Component
	//Account is a required field for PositionReport.
	Account string `fix:"1"`
	//AcctIDSource is a non-required field for PositionReport.
	AcctIDSource *int `fix:"660"`
	//AccountType is a required field for PositionReport.
	AccountType int `fix:"581"`
	//Instrument Component
	Instrument instrument.Component
	//Currency is a non-required field for PositionReport.
	Currency *string `fix:"15"`
	//SettlPrice is a required field for PositionReport.
	SettlPrice float64 `fix:"730"`
	//SettlPriceType is a required field for PositionReport.
	SettlPriceType int `fix:"731"`
	//PriorSettlPrice is a required field for PositionReport.
	PriorSettlPrice float64 `fix:"734"`
	//NoLegs is a non-required field for PositionReport.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//NoUnderlyings is a non-required field for PositionReport.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//PositionQty Component
	PositionQty positionqty.Component
	//PositionAmountData Component
	PositionAmountData positionamountdata.Component
	//RegistStatus is a non-required field for PositionReport.
	RegistStatus *string `fix:"506"`
	//DeliveryDate is a non-required field for PositionReport.
	DeliveryDate *string `fix:"743"`
	//Text is a non-required field for PositionReport.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for PositionReport.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for PositionReport.
	EncodedText *string `fix:"355"`
	Trailer     fix44.Trailer
}

Message is a PositionReport FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoLegs

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

NoLegs is a repeating group in PositionReport

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
	//UnderlyingSettlPrice is a required field for NoUnderlyings.
	UnderlyingSettlPrice float64 `fix:"732"`
	//UnderlyingSettlPriceType is a required field for NoUnderlyings.
	UnderlyingSettlPriceType int `fix:"733"`
}

NoUnderlyings is a repeating group in PositionReport

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