crossordercancelrequest

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 9 Imported by: 0

Documentation

Overview

Package crossordercancelrequest msg type = u.

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:"u"`
	Header     fix44.Header
	//OrderID is a non-required field for CrossOrderCancelRequest.
	OrderID *string `fix:"37"`
	//CrossID is a required field for CrossOrderCancelRequest.
	CrossID string `fix:"548"`
	//OrigCrossID is a required field for CrossOrderCancelRequest.
	OrigCrossID string `fix:"551"`
	//CrossType is a required field for CrossOrderCancelRequest.
	CrossType int `fix:"549"`
	//CrossPrioritization is a required field for CrossOrderCancelRequest.
	CrossPrioritization int `fix:"550"`
	//NoSides is a required field for CrossOrderCancelRequest.
	NoSides []NoSides `fix:"552"`
	//Instrument Component
	Instrument instrument.Component
	//NoUnderlyings is a non-required field for CrossOrderCancelRequest.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for CrossOrderCancelRequest.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//TransactTime is a required field for CrossOrderCancelRequest.
	TransactTime time.Time `fix:"60"`
	Trailer      fix44.Trailer
}

Message is a CrossOrderCancelRequest FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoLegs

type NoLegs struct {
	//InstrumentLeg Component
	InstrumentLeg instrumentleg.Component
}

NoLegs is a repeating group in CrossOrderCancelRequest

type NoSides

type NoSides struct {
	//Side is a required field for NoSides.
	Side string `fix:"54"`
	//OrigClOrdID is a required field for NoSides.
	OrigClOrdID string `fix:"41"`
	//ClOrdID is a required field for NoSides.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for NoSides.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for NoSides.
	ClOrdLinkID *string `fix:"583"`
	//OrigOrdModTime is a non-required field for NoSides.
	OrigOrdModTime *time.Time `fix:"586"`
	//Parties Component
	Parties parties.Component
	//TradeOriginationDate is a non-required field for NoSides.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for NoSides.
	TradeDate *string `fix:"75"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//ComplianceID is a non-required field for NoSides.
	ComplianceID *string `fix:"376"`
	//Text is a non-required field for NoSides.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoSides.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoSides.
	EncodedText *string `fix:"355"`
}

NoSides is a repeating group in CrossOrderCancelRequest

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
}

NoUnderlyings is a repeating group in CrossOrderCancelRequest

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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