ordermasscancelreport

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 6 Imported by: 0

Documentation

Overview

Package ordermasscancelreport msg type = r.

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:"r"`
	Header     fix43.Header
	//ClOrdID is a non-required field for OrderMassCancelReport.
	ClOrdID *string `fix:"11"`
	//SecondaryClOrdID is a non-required field for OrderMassCancelReport.
	SecondaryClOrdID *string `fix:"526"`
	//OrderID is a required field for OrderMassCancelReport.
	OrderID string `fix:"37"`
	//SecondaryOrderID is a non-required field for OrderMassCancelReport.
	SecondaryOrderID *string `fix:"198"`
	//MassCancelRequestType is a required field for OrderMassCancelReport.
	MassCancelRequestType string `fix:"530"`
	//MassCancelResponse is a required field for OrderMassCancelReport.
	MassCancelResponse string `fix:"531"`
	//MassCancelRejectReason is a non-required field for OrderMassCancelReport.
	MassCancelRejectReason *string `fix:"532"`
	//TotalAffectedOrders is a non-required field for OrderMassCancelReport.
	TotalAffectedOrders *int `fix:"533"`
	//NoAffectedOrders is a non-required field for OrderMassCancelReport.
	NoAffectedOrders []NoAffectedOrders `fix:"534,omitempty"`
	//TradingSessionID is a non-required field for OrderMassCancelReport.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for OrderMassCancelReport.
	TradingSessionSubID *string `fix:"625"`
	//Instrument Component
	Instrument instrument.Component
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
	//Side is a non-required field for OrderMassCancelReport.
	Side *string `fix:"54"`
	//TransactTime is a non-required field for OrderMassCancelReport.
	TransactTime *time.Time `fix:"60"`
	//Text is a non-required field for OrderMassCancelReport.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for OrderMassCancelReport.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for OrderMassCancelReport.
	EncodedText *string `fix:"355"`
	Trailer     fix43.Trailer
}

Message is a OrderMassCancelReport FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoAffectedOrders

type NoAffectedOrders struct {
	//OrigClOrdID is a non-required field for NoAffectedOrders.
	OrigClOrdID *string `fix:"41"`
	//AffectedOrderID is a non-required field for NoAffectedOrders.
	AffectedOrderID *string `fix:"535"`
	//AffectedSecondaryOrderID is a non-required field for NoAffectedOrders.
	AffectedSecondaryOrderID *string `fix:"536"`
}

NoAffectedOrders is a repeating group in OrderMassCancelReport

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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