tradecapturereportrequest

Documentation

Overview

Package tradecapturereportrequest msg type = AD.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoDates
• 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:"AD"`
	Header     fix44.Header
	//TradeRequestID is a required field for TradeCaptureReportRequest.
	TradeRequestID string `fix:"568"`
	//TradeRequestType is a required field for TradeCaptureReportRequest.
	TradeRequestType int `fix:"569"`
	//SubscriptionRequestType is a non-required field for TradeCaptureReportRequest.
	SubscriptionRequestType *string `fix:"263"`
	//TradeReportID is a non-required field for TradeCaptureReportRequest.
	TradeReportID *string `fix:"571"`
	//SecondaryTradeReportID is a non-required field for TradeCaptureReportRequest.
	SecondaryTradeReportID *string `fix:"818"`
	//ExecID is a non-required field for TradeCaptureReportRequest.
	ExecID *string `fix:"17"`
	//ExecType is a non-required field for TradeCaptureReportRequest.
	ExecType *string `fix:"150"`
	//OrderID is a non-required field for TradeCaptureReportRequest.
	OrderID *string `fix:"37"`
	//ClOrdID is a non-required field for TradeCaptureReportRequest.
	ClOrdID *string `fix:"11"`
	//MatchStatus is a non-required field for TradeCaptureReportRequest.
	MatchStatus *string `fix:"573"`
	//TrdType is a non-required field for TradeCaptureReportRequest.
	TrdType *int `fix:"828"`
	//TrdSubType is a non-required field for TradeCaptureReportRequest.
	TrdSubType *int `fix:"829"`
	//TransferReason is a non-required field for TradeCaptureReportRequest.
	TransferReason *string `fix:"830"`
	//SecondaryTrdType is a non-required field for TradeCaptureReportRequest.
	SecondaryTrdType *int `fix:"855"`
	//TradeLinkID is a non-required field for TradeCaptureReportRequest.
	TradeLinkID *string `fix:"820"`
	//TrdMatchID is a non-required field for TradeCaptureReportRequest.
	TrdMatchID *string `fix:"880"`
	//Parties Component
	Parties parties.Component
	//Instrument Component
	Instrument instrument.Component
	//InstrumentExtension Component
	InstrumentExtension instrumentextension.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//NoUnderlyings is a non-required field for TradeCaptureReportRequest.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for TradeCaptureReportRequest.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//NoDates is a non-required field for TradeCaptureReportRequest.
	NoDates []NoDates `fix:"580,omitempty"`
	//ClearingBusinessDate is a non-required field for TradeCaptureReportRequest.
	ClearingBusinessDate *string `fix:"715"`
	//TradingSessionID is a non-required field for TradeCaptureReportRequest.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for TradeCaptureReportRequest.
	TradingSessionSubID *string `fix:"625"`
	//TimeBracket is a non-required field for TradeCaptureReportRequest.
	TimeBracket *string `fix:"943"`
	//Side is a non-required field for TradeCaptureReportRequest.
	Side *string `fix:"54"`
	//MultiLegReportingType is a non-required field for TradeCaptureReportRequest.
	MultiLegReportingType *string `fix:"442"`
	//TradeInputSource is a non-required field for TradeCaptureReportRequest.
	TradeInputSource *string `fix:"578"`
	//TradeInputDevice is a non-required field for TradeCaptureReportRequest.
	TradeInputDevice *string `fix:"579"`
	//ResponseTransportType is a non-required field for TradeCaptureReportRequest.
	ResponseTransportType *int `fix:"725"`
	//ResponseDestination is a non-required field for TradeCaptureReportRequest.
	ResponseDestination *string `fix:"726"`
	//Text is a non-required field for TradeCaptureReportRequest.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for TradeCaptureReportRequest.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for TradeCaptureReportRequest.
	EncodedText *string `fix:"355"`
	Trailer     fix44.Trailer
}

Message is a TradeCaptureReportRequest FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoDates

type NoDates struct {
	//TradeDate is a non-required field for NoDates.
	TradeDate *string `fix:"75"`
	//TransactTime is a non-required field for NoDates.
	TransactTime *time.Time `fix:"60"`
}

NoDates is a repeating group in TradeCaptureReportRequest

type NoLegs

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

NoLegs is a repeating group in TradeCaptureReportRequest

type NoUnderlyings

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

NoUnderlyings is a repeating group in TradeCaptureReportRequest

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