tradecapturereportack

Documentation

Overview

Package tradecapturereportack msg type = AR.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoAllocs
• type NoLegs
• type RouteOut

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:"AR"`
	Header     fix44.Header
	//TradeReportID is a required field for TradeCaptureReportAck.
	TradeReportID string `fix:"571"`
	//TradeReportTransType is a non-required field for TradeCaptureReportAck.
	TradeReportTransType *int `fix:"487"`
	//TradeReportType is a non-required field for TradeCaptureReportAck.
	TradeReportType *int `fix:"856"`
	//TrdType is a non-required field for TradeCaptureReportAck.
	TrdType *int `fix:"828"`
	//TrdSubType is a non-required field for TradeCaptureReportAck.
	TrdSubType *int `fix:"829"`
	//SecondaryTrdType is a non-required field for TradeCaptureReportAck.
	SecondaryTrdType *int `fix:"855"`
	//TransferReason is a non-required field for TradeCaptureReportAck.
	TransferReason *string `fix:"830"`
	//ExecType is a required field for TradeCaptureReportAck.
	ExecType string `fix:"150"`
	//TradeReportRefID is a non-required field for TradeCaptureReportAck.
	TradeReportRefID *string `fix:"572"`
	//SecondaryTradeReportRefID is a non-required field for TradeCaptureReportAck.
	SecondaryTradeReportRefID *string `fix:"881"`
	//TrdRptStatus is a non-required field for TradeCaptureReportAck.
	TrdRptStatus *int `fix:"939"`
	//TradeReportRejectReason is a non-required field for TradeCaptureReportAck.
	TradeReportRejectReason *int `fix:"751"`
	//SecondaryTradeReportID is a non-required field for TradeCaptureReportAck.
	SecondaryTradeReportID *string `fix:"818"`
	//SubscriptionRequestType is a non-required field for TradeCaptureReportAck.
	SubscriptionRequestType *string `fix:"263"`
	//TradeLinkID is a non-required field for TradeCaptureReportAck.
	TradeLinkID *string `fix:"820"`
	//TrdMatchID is a non-required field for TradeCaptureReportAck.
	TrdMatchID *string `fix:"880"`
	//ExecID is a non-required field for TradeCaptureReportAck.
	ExecID *string `fix:"17"`
	//SecondaryExecID is a non-required field for TradeCaptureReportAck.
	SecondaryExecID *string `fix:"527"`
	//Instrument Component
	Instrument instrument.Component
	//TransactTime is a non-required field for TradeCaptureReportAck.
	TransactTime *time.Time `fix:"60"`
	//TrdRegTimestamps Component
	TrdRegTimestamps trdregtimestamps.Component
	//ResponseTransportType is a non-required field for TradeCaptureReportAck.
	ResponseTransportType *int `fix:"725"`
	//ResponseDestination is a non-required field for TradeCaptureReportAck.
	ResponseDestination *string `fix:"726"`
	//Text is a non-required field for TradeCaptureReportAck.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for TradeCaptureReportAck.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for TradeCaptureReportAck.
	EncodedText *string `fix:"355"`
	//NoLegs is a non-required field for TradeCaptureReportAck.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//ClearingFeeIndicator is a non-required field for TradeCaptureReportAck.
	ClearingFeeIndicator *string `fix:"635"`
	//OrderCapacity is a non-required field for TradeCaptureReportAck.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for TradeCaptureReportAck.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for TradeCaptureReportAck.
	CustOrderCapacity *int `fix:"582"`
	//Account is a non-required field for TradeCaptureReportAck.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for TradeCaptureReportAck.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for TradeCaptureReportAck.
	AccountType *int `fix:"581"`
	//PositionEffect is a non-required field for TradeCaptureReportAck.
	PositionEffect *string `fix:"77"`
	//PreallocMethod is a non-required field for TradeCaptureReportAck.
	PreallocMethod *string `fix:"591"`
	//NoAllocs is a non-required field for TradeCaptureReportAck.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	Trailer  fix44.Trailer
}

Message is a TradeCaptureReportAck 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"`
	//AllocAcctIDSource is a non-required field for NoAllocs.
	AllocAcctIDSource *int `fix:"661"`
	//AllocSettlCurrency is a non-required field for NoAllocs.
	AllocSettlCurrency *string `fix:"736"`
	//IndividualAllocID is a non-required field for NoAllocs.
	IndividualAllocID *string `fix:"467"`
	//NestedParties2 Component
	NestedParties2 nestedparties2.Component
	//AllocQty is a non-required field for NoAllocs.
	AllocQty *float64 `fix:"80"`
}

NoAllocs is a repeating group in TradeCaptureReportAck

type NoLegs

type NoLegs struct {
	//InstrumentLeg Component
	InstrumentLeg instrumentleg.Component
	//LegQty is a non-required field for NoLegs.
	LegQty *float64 `fix:"687"`
	//LegSwapType is a non-required field for NoLegs.
	LegSwapType *int `fix:"690"`
	//LegStipulations Component
	LegStipulations legstipulations.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"`
	//LegSettlType is a non-required field for NoLegs.
	LegSettlType *string `fix:"587"`
	//LegSettlDate is a non-required field for NoLegs.
	LegSettlDate *string `fix:"588"`
	//LegLastPx is a non-required field for NoLegs.
	LegLastPx *float64 `fix:"637"`
}

NoLegs is a repeating group in TradeCaptureReportAck

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