securitydefinition

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 7 Imported by: 0

Documentation

Overview

Package securitydefinition msg type = d.

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:"d"`
	Header     fix44.Header
	//SecurityReqID is a required field for SecurityDefinition.
	SecurityReqID string `fix:"320"`
	//SecurityResponseID is a required field for SecurityDefinition.
	SecurityResponseID string `fix:"322"`
	//SecurityResponseType is a required field for SecurityDefinition.
	SecurityResponseType int `fix:"323"`
	//Instrument Component
	Instrument instrument.Component
	//InstrumentExtension Component
	InstrumentExtension instrumentextension.Component
	//NoUnderlyings is a non-required field for SecurityDefinition.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Currency is a non-required field for SecurityDefinition.
	Currency *string `fix:"15"`
	//TradingSessionID is a non-required field for SecurityDefinition.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for SecurityDefinition.
	TradingSessionSubID *string `fix:"625"`
	//Text is a non-required field for SecurityDefinition.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for SecurityDefinition.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for SecurityDefinition.
	EncodedText *string `fix:"355"`
	//NoLegs is a non-required field for SecurityDefinition.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//ExpirationCycle is a non-required field for SecurityDefinition.
	ExpirationCycle *int `fix:"827"`
	//RoundLot is a non-required field for SecurityDefinition.
	RoundLot *float64 `fix:"561"`
	//MinTradeVol is a non-required field for SecurityDefinition.
	MinTradeVol *float64 `fix:"562"`
	Trailer     fix44.Trailer
}

Message is a SecurityDefinition 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 SecurityDefinition

type NoUnderlyings

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

NoUnderlyings is a repeating group in SecurityDefinition

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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