quote

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 4 Imported by: 0

Documentation

Overview

Package quote msg type = S.

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:"S"`
	Header     fix40.Header
	//QuoteReqID is a non-required field for Quote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for Quote.
	QuoteID string `fix:"117"`
	//Symbol is a required field for Quote.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for Quote.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for Quote.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for Quote.
	IDSource *string `fix:"22"`
	//Issuer is a non-required field for Quote.
	Issuer *string `fix:"106"`
	//SecurityDesc is a non-required field for Quote.
	SecurityDesc *string `fix:"107"`
	//BidPx is a required field for Quote.
	BidPx float64 `fix:"132"`
	//OfferPx is a non-required field for Quote.
	OfferPx *float64 `fix:"133"`
	//BidSize is a non-required field for Quote.
	BidSize *int `fix:"134"`
	//OfferSize is a non-required field for Quote.
	OfferSize *int `fix:"135"`
	//ValidUntilTime is a non-required field for Quote.
	ValidUntilTime *time.Time `fix:"62"`
	Trailer        fix40.Trailer
}

Message is a Quote 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

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