newordermultileg

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 10 Imported by: 0

Documentation

Overview

Package newordermultileg msg type = AB.

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:"AB"`
	Header     fix43.Header
	//ClOrdID is a required field for NewOrderMultileg.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for NewOrderMultileg.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for NewOrderMultileg.
	ClOrdLinkID *string `fix:"583"`
	//Parties Component
	Parties parties.Component
	//Account is a non-required field for NewOrderMultileg.
	Account *string `fix:"1"`
	//AccountType is a non-required field for NewOrderMultileg.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for NewOrderMultileg.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for NewOrderMultileg.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for NewOrderMultileg.
	PreallocMethod *string `fix:"591"`
	//NoAllocs is a non-required field for NewOrderMultileg.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	//SettlmntTyp is a non-required field for NewOrderMultileg.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for NewOrderMultileg.
	FutSettDate *string `fix:"64"`
	//CashMargin is a non-required field for NewOrderMultileg.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for NewOrderMultileg.
	ClearingFeeIndicator *string `fix:"635"`
	//HandlInst is a required field for NewOrderMultileg.
	HandlInst string `fix:"21"`
	//ExecInst is a non-required field for NewOrderMultileg.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for NewOrderMultileg.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for NewOrderMultileg.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for NewOrderMultileg.
	ExDestination *string `fix:"100"`
	//NoTradingSessions is a non-required field for NewOrderMultileg.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	//ProcessCode is a non-required field for NewOrderMultileg.
	ProcessCode *string `fix:"81"`
	//Side is a required field for NewOrderMultileg.
	Side string `fix:"54"`
	//Instrument Component
	Instrument instrument.Component
	//PrevClosePx is a non-required field for NewOrderMultileg.
	PrevClosePx *float64 `fix:"140"`
	//NoLegs is a required field for NewOrderMultileg.
	NoLegs []NoLegs `fix:"555"`
	//LocateReqd is a non-required field for NewOrderMultileg.
	LocateReqd *bool `fix:"114"`
	//TransactTime is a required field for NewOrderMultileg.
	TransactTime time.Time `fix:"60"`
	//QuantityType is a non-required field for NewOrderMultileg.
	QuantityType *int `fix:"465"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//OrdType is a required field for NewOrderMultileg.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for NewOrderMultileg.
	PriceType *int `fix:"423"`
	//Price is a non-required field for NewOrderMultileg.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for NewOrderMultileg.
	StopPx *float64 `fix:"99"`
	//Currency is a non-required field for NewOrderMultileg.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for NewOrderMultileg.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for NewOrderMultileg.
	SolicitedFlag *bool `fix:"377"`
	//IOIid is a non-required field for NewOrderMultileg.
	IOIid *string `fix:"23"`
	//QuoteID is a non-required field for NewOrderMultileg.
	QuoteID *string `fix:"117"`
	//TimeInForce is a non-required field for NewOrderMultileg.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for NewOrderMultileg.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for NewOrderMultileg.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for NewOrderMultileg.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for NewOrderMultileg.
	GTBookingInst *int `fix:"427"`
	//CommissionData Component
	CommissionData commissiondata.Component
	//OrderCapacity is a non-required field for NewOrderMultileg.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for NewOrderMultileg.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for NewOrderMultileg.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for NewOrderMultileg.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for NewOrderMultileg.
	SettlCurrency *string `fix:"120"`
	//Text is a non-required field for NewOrderMultileg.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NewOrderMultileg.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NewOrderMultileg.
	EncodedText *string `fix:"355"`
	//PositionEffect is a non-required field for NewOrderMultileg.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for NewOrderMultileg.
	CoveredOrUncovered *int `fix:"203"`
	//MaxShow is a non-required field for NewOrderMultileg.
	MaxShow *float64 `fix:"210"`
	//PegDifference is a non-required field for NewOrderMultileg.
	PegDifference *float64 `fix:"211"`
	//DiscretionInst is a non-required field for NewOrderMultileg.
	DiscretionInst *string `fix:"388"`
	//DiscretionOffset is a non-required field for NewOrderMultileg.
	DiscretionOffset *float64 `fix:"389"`
	//CancellationRights is a non-required field for NewOrderMultileg.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for NewOrderMultileg.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for NewOrderMultileg.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for NewOrderMultileg.
	Designation *string `fix:"494"`
	//MultiLegRptTypeReq is a non-required field for NewOrderMultileg.
	MultiLegRptTypeReq *int `fix:"563"`
	//NetMoney is a non-required field for NewOrderMultileg.
	NetMoney *float64 `fix:"118"`
	Trailer  fix43.Trailer
}

Message is a NewOrderMultileg FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoAllocs

type NoAllocs struct {
	//AllocAccount is a non-required field for NoAllocs.
	AllocAccount *string `fix:"79"`
	//IndividualAllocID is a non-required field for NoAllocs.
	IndividualAllocID *string `fix:"467"`
	//AllocQty is a non-required field for NoAllocs.
	AllocQty *float64 `fix:"80"`
}

NoAllocs is a repeating group in NewOrderMultileg

type NoLegs

type NoLegs struct {
	//InstrumentLeg Component
	InstrumentLeg instrumentleg.Component
	//LegPositionEffect is a non-required field for NoLegs.
	LegPositionEffect *string `fix:"564"`
	//LegCoveredOrUncovered is a non-required field for NoLegs.
	LegCoveredOrUncovered *int `fix:"565"`
	//NestedParties Component
	NestedParties nestedparties.Component
	//LegRefID is a non-required field for NoLegs.
	LegRefID *string `fix:"654"`
	//LegPrice is a non-required field for NoLegs.
	LegPrice *float64 `fix:"566"`
	//LegSettlmntTyp is a non-required field for NoLegs.
	LegSettlmntTyp *string `fix:"587"`
	//LegFutSettDate is a non-required field for NoLegs.
	LegFutSettDate *string `fix:"588"`
}

NoLegs is a repeating group in NewOrderMultileg

type NoTradingSessions

type NoTradingSessions struct {
	//TradingSessionID is a non-required field for NoTradingSessions.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoTradingSessions.
	TradingSessionSubID *string `fix:"625"`
}

NoTradingSessions is a repeating group in NewOrderMultileg

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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