ordercancelreplacerequest

package
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Published: Jun 3, 2016 License: Apache-1.1 Imports: 4 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 Message type

Types

type Message

type Message struct {
	FIXMsgType string `fix:"G"`
	fix42.Header
	//OrderID is a non-required field for OrderCancelReplaceRequest.
	OrderID *string `fix:"37"`
	//ClientID is a non-required field for OrderCancelReplaceRequest.
	ClientID *string `fix:"109"`
	//ExecBroker is a non-required field for OrderCancelReplaceRequest.
	ExecBroker *string `fix:"76"`
	//OrigClOrdID is a required field for OrderCancelReplaceRequest.
	OrigClOrdID string `fix:"41"`
	//ClOrdID is a required field for OrderCancelReplaceRequest.
	ClOrdID string `fix:"11"`
	//ListID is a non-required field for OrderCancelReplaceRequest.
	ListID *string `fix:"66"`
	//Account is a non-required field for OrderCancelReplaceRequest.
	Account *string `fix:"1"`
	//NoAllocs is a non-required field for OrderCancelReplaceRequest.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	//SettlmntTyp is a non-required field for OrderCancelReplaceRequest.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for OrderCancelReplaceRequest.
	FutSettDate *string `fix:"64"`
	//HandlInst is a 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"`
	//Symbol is a required field for OrderCancelReplaceRequest.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for OrderCancelReplaceRequest.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for OrderCancelReplaceRequest.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for OrderCancelReplaceRequest.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for OrderCancelReplaceRequest.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for OrderCancelReplaceRequest.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for OrderCancelReplaceRequest.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for OrderCancelReplaceRequest.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for OrderCancelReplaceRequest.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for OrderCancelReplaceRequest.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for OrderCancelReplaceRequest.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for OrderCancelReplaceRequest.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for OrderCancelReplaceRequest.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for OrderCancelReplaceRequest.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for OrderCancelReplaceRequest.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for OrderCancelReplaceRequest.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for OrderCancelReplaceRequest.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for OrderCancelReplaceRequest.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for OrderCancelReplaceRequest.
	EncodedSecurityDesc *string `fix:"351"`
	//Side is a required field for OrderCancelReplaceRequest.
	Side string `fix:"54"`
	//TransactTime is a required field for OrderCancelReplaceRequest.
	TransactTime time.Time `fix:"60"`
	//OrderQty is a non-required field for OrderCancelReplaceRequest.
	OrderQty *float64 `fix:"38"`
	//CashOrderQty is a non-required field for OrderCancelReplaceRequest.
	CashOrderQty *float64 `fix:"152"`
	//OrdType is a required field for OrderCancelReplaceRequest.
	OrdType string `fix:"40"`
	//Price is a non-required field for OrderCancelReplaceRequest.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for OrderCancelReplaceRequest.
	StopPx *float64 `fix:"99"`
	//PegDifference is a non-required field for OrderCancelReplaceRequest.
	PegDifference *float64 `fix:"211"`
	//DiscretionInst is a non-required field for OrderCancelReplaceRequest.
	DiscretionInst *string `fix:"388"`
	//DiscretionOffset is a non-required field for OrderCancelReplaceRequest.
	DiscretionOffset *float64 `fix:"389"`
	//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"`
	//Commission is a non-required field for OrderCancelReplaceRequest.
	Commission *float64 `fix:"12"`
	//CommType is a non-required field for OrderCancelReplaceRequest.
	CommType *string `fix:"13"`
	//Rule80A is a non-required field for OrderCancelReplaceRequest.
	Rule80A *string `fix:"47"`
	//ForexReq is a non-required field for OrderCancelReplaceRequest.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for OrderCancelReplaceRequest.
	SettlCurrency *string `fix:"120"`
	//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"`
	//FutSettDate2 is a non-required field for OrderCancelReplaceRequest.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for OrderCancelReplaceRequest.
	OrderQty2 *float64 `fix:"192"`
	//OpenClose is a non-required field for OrderCancelReplaceRequest.
	OpenClose *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for OrderCancelReplaceRequest.
	CoveredOrUncovered *int `fix:"203"`
	//CustomerOrFirm is a non-required field for OrderCancelReplaceRequest.
	CustomerOrFirm *int `fix:"204"`
	//MaxShow is a non-required field for OrderCancelReplaceRequest.
	MaxShow *float64 `fix:"210"`
	//LocateReqd is a non-required field for OrderCancelReplaceRequest.
	LocateReqd *bool `fix:"114"`
	//ClearingFirm is a non-required field for OrderCancelReplaceRequest.
	ClearingFirm *string `fix:"439"`
	//ClearingAccount is a non-required field for OrderCancelReplaceRequest.
	ClearingAccount *string `fix:"440"`
	fix42.Trailer
}

Message is a OrderCancelReplaceRequest FIX Message

func New added in v0.2.0

func New(origclordid string, clordid string, handlinst string, symbol string, side string, transacttime time.Time, ordtype string) *Message

New returns an initialized OrderCancelReplaceRequest instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAccount added in v0.2.0

func (m *Message) SetAccount(v string)

func (*Message) SetCashOrderQty added in v0.2.0

func (m *Message) SetCashOrderQty(v float64)

func (*Message) SetClOrdID added in v0.2.0

func (m *Message) SetClOrdID(v string)

func (*Message) SetClearingAccount added in v0.2.0

func (m *Message) SetClearingAccount(v string)

func (*Message) SetClearingFirm added in v0.2.0

func (m *Message) SetClearingFirm(v string)

func (*Message) SetClientID added in v0.2.0

func (m *Message) SetClientID(v string)

func (*Message) SetCommType added in v0.2.0

func (m *Message) SetCommType(v string)

func (*Message) SetCommission added in v0.2.0

func (m *Message) SetCommission(v float64)

func (*Message) SetComplianceID added in v0.2.0

func (m *Message) SetComplianceID(v string)

func (*Message) SetContractMultiplier added in v0.2.0

func (m *Message) SetContractMultiplier(v float64)

func (*Message) SetCouponRate added in v0.2.0

func (m *Message) SetCouponRate(v float64)

func (*Message) SetCoveredOrUncovered added in v0.2.0

func (m *Message) SetCoveredOrUncovered(v int)

func (*Message) SetCurrency added in v0.2.0

func (m *Message) SetCurrency(v string)

func (*Message) SetCustomerOrFirm added in v0.2.0

func (m *Message) SetCustomerOrFirm(v int)

func (*Message) SetDiscretionInst added in v0.2.0

func (m *Message) SetDiscretionInst(v string)

func (*Message) SetDiscretionOffset added in v0.2.0

func (m *Message) SetDiscretionOffset(v float64)

func (*Message) SetEffectiveTime added in v0.2.0

func (m *Message) SetEffectiveTime(v time.Time)

func (*Message) SetEncodedIssuer added in v0.2.0

func (m *Message) SetEncodedIssuer(v string)

func (*Message) SetEncodedIssuerLen added in v0.2.0

func (m *Message) SetEncodedIssuerLen(v int)

func (*Message) SetEncodedSecurityDesc added in v0.2.0

func (m *Message) SetEncodedSecurityDesc(v string)

func (*Message) SetEncodedSecurityDescLen added in v0.2.0

func (m *Message) SetEncodedSecurityDescLen(v int)

func (*Message) SetEncodedText added in v0.2.0

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen added in v0.2.0

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetExDestination added in v0.2.0

func (m *Message) SetExDestination(v string)

func (*Message) SetExecBroker added in v0.2.0

func (m *Message) SetExecBroker(v string)

func (*Message) SetExecInst added in v0.2.0

func (m *Message) SetExecInst(v string)

func (*Message) SetExpireDate added in v0.2.0

func (m *Message) SetExpireDate(v string)

func (*Message) SetExpireTime added in v0.2.0

func (m *Message) SetExpireTime(v time.Time)

func (*Message) SetForexReq added in v0.2.0

func (m *Message) SetForexReq(v bool)

func (*Message) SetFutSettDate added in v0.2.0

func (m *Message) SetFutSettDate(v string)

func (*Message) SetFutSettDate2 added in v0.2.0

func (m *Message) SetFutSettDate2(v string)

func (*Message) SetGTBookingInst added in v0.2.0

func (m *Message) SetGTBookingInst(v int)

func (*Message) SetHandlInst added in v0.2.0

func (m *Message) SetHandlInst(v string)

func (*Message) SetIDSource added in v0.2.0

func (m *Message) SetIDSource(v string)

func (*Message) SetIssuer added in v0.2.0

func (m *Message) SetIssuer(v string)

func (*Message) SetListID added in v0.2.0

func (m *Message) SetListID(v string)

func (*Message) SetLocateReqd added in v0.2.0

func (m *Message) SetLocateReqd(v bool)

func (*Message) SetMaturityDay added in v0.2.0

func (m *Message) SetMaturityDay(v int)

func (*Message) SetMaturityMonthYear added in v0.2.0

func (m *Message) SetMaturityMonthYear(v string)

func (*Message) SetMaxFloor added in v0.2.0

func (m *Message) SetMaxFloor(v float64)

func (*Message) SetMaxShow added in v0.2.0

func (m *Message) SetMaxShow(v float64)

func (*Message) SetMinQty added in v0.2.0

func (m *Message) SetMinQty(v float64)

func (*Message) SetNoAllocs added in v0.2.0

func (m *Message) SetNoAllocs(v []NoAllocs)

func (*Message) SetNoTradingSessions added in v0.2.0

func (m *Message) SetNoTradingSessions(v []NoTradingSessions)

func (*Message) SetOpenClose added in v0.2.0

func (m *Message) SetOpenClose(v string)

func (*Message) SetOptAttribute added in v0.2.0

func (m *Message) SetOptAttribute(v string)

func (*Message) SetOrdType added in v0.2.0

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderID added in v0.2.0

func (m *Message) SetOrderID(v string)

func (*Message) SetOrderQty added in v0.2.0

func (m *Message) SetOrderQty(v float64)

func (*Message) SetOrderQty2 added in v0.2.0

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetOrigClOrdID added in v0.2.0

func (m *Message) SetOrigClOrdID(v string)

func (*Message) SetPegDifference added in v0.2.0

func (m *Message) SetPegDifference(v float64)

func (*Message) SetPrice added in v0.2.0

func (m *Message) SetPrice(v float64)

func (*Message) SetPutOrCall added in v0.2.0

func (m *Message) SetPutOrCall(v int)

func (*Message) SetRule80A added in v0.2.0

func (m *Message) SetRule80A(v string)

func (*Message) SetSecurityDesc added in v0.2.0

func (m *Message) SetSecurityDesc(v string)

func (*Message) SetSecurityExchange added in v0.2.0

func (m *Message) SetSecurityExchange(v string)

func (*Message) SetSecurityID added in v0.2.0

func (m *Message) SetSecurityID(v string)

func (*Message) SetSecurityType added in v0.2.0

func (m *Message) SetSecurityType(v string)

func (*Message) SetSettlCurrency added in v0.2.0

func (m *Message) SetSettlCurrency(v string)

func (*Message) SetSettlmntTyp added in v0.2.0

func (m *Message) SetSettlmntTyp(v string)

func (*Message) SetSide added in v0.2.0

func (m *Message) SetSide(v string)

func (*Message) SetSolicitedFlag added in v0.2.0

func (m *Message) SetSolicitedFlag(v bool)

func (*Message) SetStopPx added in v0.2.0

func (m *Message) SetStopPx(v float64)

func (*Message) SetStrikePrice added in v0.2.0

func (m *Message) SetStrikePrice(v float64)

func (*Message) SetSymbol added in v0.2.0

func (m *Message) SetSymbol(v string)

func (*Message) SetSymbolSfx added in v0.2.0

func (m *Message) SetSymbolSfx(v string)

func (*Message) SetText added in v0.2.0

func (m *Message) SetText(v string)

func (*Message) SetTimeInForce added in v0.2.0

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTransactTime added in v0.2.0

func (m *Message) SetTransactTime(v time.Time)

type NoAllocs

type NoAllocs struct {
	//AllocAccount is a non-required field for NoAllocs.
	AllocAccount *string `fix:"79"`
	//AllocShares is a non-required field for NoAllocs.
	AllocShares *float64 `fix:"80"`
}

NoAllocs is a repeating group in OrderCancelReplaceRequest

func NewNoAllocs added in v0.2.0

func NewNoAllocs() *NoAllocs

NewNoAllocs returns an initialized NoAllocs instance

func (*NoAllocs) SetAllocAccount added in v0.2.0

func (m *NoAllocs) SetAllocAccount(v string)

func (*NoAllocs) SetAllocShares added in v0.2.0

func (m *NoAllocs) SetAllocShares(v float64)

type NoTradingSessions

type NoTradingSessions struct {
	//TradingSessionID is a non-required field for NoTradingSessions.
	TradingSessionID *string `fix:"336"`
}

NoTradingSessions is a repeating group in OrderCancelReplaceRequest

func NewNoTradingSessions added in v0.2.0

func NewNoTradingSessions() *NoTradingSessions

NewNoTradingSessions returns an initialized NoTradingSessions instance

func (*NoTradingSessions) SetTradingSessionID added in v0.2.0

func (m *NoTradingSessions) SetTradingSessionID(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

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