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     fix41.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"`
	//SecurityType is a non-required field for Quote.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for Quote.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for Quote.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for Quote.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for Quote.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for Quote.
	OptAttribute *string `fix:"206"`
	//SecurityExchange is a non-required field for Quote.
	SecurityExchange *string `fix:"207"`
	//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 non-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"`
	//BidSpotRate is a non-required field for Quote.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for Quote.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for Quote.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for Quote.
	OfferForwardPoints *float64 `fix:"191"`
	//TransactTime is a non-required field for Quote.
	TransactTime *time.Time `fix:"60"`
	//FutSettDate is a non-required field for Quote.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for Quote.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for Quote.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for Quote.
	OrderQty2 *float64 `fix:"192"`
	Trailer   fix41.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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