securitydefinition

Documentation

Overview

Package securitydefinition msg type = d.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type ClearingBusinessDate
• type Message
  • func (m Message) Marshal() quickfix.Message
• 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 ClearingBusinessDate

type ClearingBusinessDate struct {
	//LegOptionRatio is a non-required field for ClearingBusinessDate.
	LegOptionRatio *float64 `fix:"1017"`
	//LegPrice is a non-required field for ClearingBusinessDate.
	LegPrice *float64 `fix:"566"`
}

ClearingBusinessDate is a repeating group in SecurityDefinition

type Message

type Message struct {
	FIXMsgType string `fix:"d"`
	Header     fixt11.Header
	//SecurityReqID is a non-required field for SecurityDefinition.
	SecurityReqID *string `fix:"320"`
	//SecurityResponseID is a non-required field for SecurityDefinition.
	SecurityResponseID *string `fix:"322"`
	//SecurityResponseType is a non-required field for SecurityDefinition.
	SecurityResponseType *int `fix:"323"`
	//Instrument Component
	Instrument instrument.Component
	//InstrumentExtension Component
	InstrumentExtension instrumentextension.Component
	//UndInstrmtGrp Component
	UndInstrmtGrp undinstrmtgrp.Component
	//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"`
	//InstrmtLegGrp Component
	InstrmtLegGrp instrmtleggrp.Component
	//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"`
	//SecurityReportID is a non-required field for SecurityDefinition.
	SecurityReportID *int `fix:"964"`
	//ClearingBusinessDate is a non-required field for SecurityDefinition.
	ClearingBusinessDate []ClearingBusinessDate `fix:"715,omitempty"`
	Trailer              fixt11.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 RouteOut

type RouteOut func(msg Message, sessionID quickfix.SessionID) quickfix.MessageRejectError

A RouteOut is the callback type that should be implemented for routing Message