quoterequest

Documentation

Overview

Package quoterequest msg type = R.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func New(quotereqid string, symbol string) *Message
  • func (m Message) Marshal() quickfix.Message
  • func (m *Message) SetFutSettDate(v string)
  • func (m *Message) SetFutSettDate2(v string)
  • func (m *Message) SetIDSource(v string)
  • func (m *Message) SetIssuer(v string)
  • func (m *Message) SetMaturityDay(v int)
  • func (m *Message) SetMaturityMonthYear(v string)
  • func (m *Message) SetOptAttribute(v string)
  • func (m *Message) SetOrdType(v string)
  • func (m *Message) SetOrderQty(v int)
  • func (m *Message) SetOrderQty2(v float64)
  • func (m *Message) SetPrevClosePx(v float64)
  • func (m *Message) SetPutOrCall(v int)
  • func (m *Message) SetQuoteReqID(v string)
  • func (m *Message) SetSecurityDesc(v string)
  • func (m *Message) SetSecurityExchange(v string)
  • func (m *Message) SetSecurityID(v string)
  • func (m *Message) SetSecurityType(v string)
  • func (m *Message) SetSide(v string)
  • func (m *Message) SetStrikePrice(v float64)
  • func (m *Message) SetSymbol(v string)
  • func (m *Message) SetSymbolSfx(v string)
• type RouteOut

Functions

func Route

func Route(router RouteOut) (string, string, quickfix.MessageRoute)

Route returns the beginstring, message type, and MessageRoute for this Message type

Types

type Message

type Message struct {
	FIXMsgType string `fix:"R"`
	fix41.Header
	//QuoteReqID is a required field for QuoteRequest.
	QuoteReqID string `fix:"131"`
	//Symbol is a required field for QuoteRequest.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for QuoteRequest.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for QuoteRequest.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for QuoteRequest.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for QuoteRequest.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for QuoteRequest.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for QuoteRequest.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for QuoteRequest.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for QuoteRequest.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for QuoteRequest.
	OptAttribute *string `fix:"206"`
	//SecurityExchange is a non-required field for QuoteRequest.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for QuoteRequest.
	Issuer *string `fix:"106"`
	//SecurityDesc is a non-required field for QuoteRequest.
	SecurityDesc *string `fix:"107"`
	//PrevClosePx is a non-required field for QuoteRequest.
	PrevClosePx *float64 `fix:"140"`
	//Side is a non-required field for QuoteRequest.
	Side *string `fix:"54"`
	//OrderQty is a non-required field for QuoteRequest.
	OrderQty *int `fix:"38"`
	//FutSettDate is a non-required field for QuoteRequest.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for QuoteRequest.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for QuoteRequest.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for QuoteRequest.
	OrderQty2 *float64 `fix:"192"`
	fix41.Trailer
}

Message is a QuoteRequest FIX Message

func New

func New(quotereqid string, symbol string) *Message

New returns an initialized QuoteRequest instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetFutSettDate

func (m *Message) SetFutSettDate(v string)

func (*Message) SetFutSettDate2

func (m *Message) SetFutSettDate2(v string)

func (*Message) SetIDSource

func (m *Message) SetIDSource(v string)

func (*Message) SetIssuer

func (m *Message) SetIssuer(v string)

func (*Message) SetMaturityDay

func (m *Message) SetMaturityDay(v int)

func (*Message) SetMaturityMonthYear

func (m *Message) SetMaturityMonthYear(v string)

func (*Message) SetOptAttribute

func (m *Message) SetOptAttribute(v string)

func (*Message) SetOrdType

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderQty

func (m *Message) SetOrderQty(v int)

func (*Message) SetOrderQty2

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetPrevClosePx

func (m *Message) SetPrevClosePx(v float64)

func (*Message) SetPutOrCall

func (m *Message) SetPutOrCall(v int)

func (*Message) SetQuoteReqID

func (m *Message) SetQuoteReqID(v string)

func (*Message) SetSecurityDesc

func (m *Message) SetSecurityDesc(v string)

func (*Message) SetSecurityExchange

func (m *Message) SetSecurityExchange(v string)

func (*Message) SetSecurityID

func (m *Message) SetSecurityID(v string)

func (*Message) SetSecurityType

func (m *Message) SetSecurityType(v string)

func (*Message) SetSide

func (m *Message) SetSide(v string)

func (*Message) SetStrikePrice

func (m *Message) SetStrikePrice(v float64)

func (*Message) SetSymbol

func (m *Message) SetSymbol(v string)

func (*Message) SetSymbolSfx

func (m *Message) SetSymbolSfx(v string)

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