newordercross

package
v0.2.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Apr 19, 2016 License: Apache-1.1 Imports: 16 Imported by: 0

Documentation

Overview

Package newordercross 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 Message type

Types

type Message 

type Message struct {
	FIXMsgType string `fix:"s"`
	fix44.Header
	//CrossID is a required field for NewOrderCross.
	CrossID string `fix:"548"`
	//CrossType is a required field for NewOrderCross.
	CrossType int `fix:"549"`
	//CrossPrioritization is a required field for NewOrderCross.
	CrossPrioritization int `fix:"550"`
	//NoSides is a required field for NewOrderCross.
	NoSides []NoSides `fix:"552"`
	//Instrument is a required component for NewOrderCross.
	instrument.Instrument
	//NoUnderlyings is a non-required field for NewOrderCross.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for NewOrderCross.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//SettlType is a non-required field for NewOrderCross.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for NewOrderCross.
	SettlDate *string `fix:"64"`
	//HandlInst is a non-required field for NewOrderCross.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for NewOrderCross.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for NewOrderCross.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for NewOrderCross.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for NewOrderCross.
	ExDestination *string `fix:"100"`
	//NoTradingSessions is a non-required field for NewOrderCross.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	//ProcessCode is a non-required field for NewOrderCross.
	ProcessCode *string `fix:"81"`
	//PrevClosePx is a non-required field for NewOrderCross.
	PrevClosePx *float64 `fix:"140"`
	//LocateReqd is a non-required field for NewOrderCross.
	LocateReqd *bool `fix:"114"`
	//TransactTime is a required field for NewOrderCross.
	TransactTime time.Time `fix:"60"`
	//Stipulations is a non-required component for NewOrderCross.
	Stipulations *stipulations.Stipulations
	//OrdType is a required field for NewOrderCross.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for NewOrderCross.
	PriceType *int `fix:"423"`
	//Price is a non-required field for NewOrderCross.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for NewOrderCross.
	StopPx *float64 `fix:"99"`
	//SpreadOrBenchmarkCurveData is a non-required component for NewOrderCross.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//YieldData is a non-required component for NewOrderCross.
	YieldData *yielddata.YieldData
	//Currency is a non-required field for NewOrderCross.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for NewOrderCross.
	ComplianceID *string `fix:"376"`
	//IOIID is a non-required field for NewOrderCross.
	IOIID *string `fix:"23"`
	//QuoteID is a non-required field for NewOrderCross.
	QuoteID *string `fix:"117"`
	//TimeInForce is a non-required field for NewOrderCross.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for NewOrderCross.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for NewOrderCross.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for NewOrderCross.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for NewOrderCross.
	GTBookingInst *int `fix:"427"`
	//MaxShow is a non-required field for NewOrderCross.
	MaxShow *float64 `fix:"210"`
	//PegInstructions is a non-required component for NewOrderCross.
	PegInstructions *peginstructions.PegInstructions
	//DiscretionInstructions is a non-required component for NewOrderCross.
	DiscretionInstructions *discretioninstructions.DiscretionInstructions
	//TargetStrategy is a non-required field for NewOrderCross.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for NewOrderCross.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for NewOrderCross.
	ParticipationRate *float64 `fix:"849"`
	//CancellationRights is a non-required field for NewOrderCross.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for NewOrderCross.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for NewOrderCross.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for NewOrderCross.
	Designation *string `fix:"494"`
	fix44.Trailer
}

Message is a NewOrderCross FIX Message

func New added in v0.2.0 

func New(crossid string, crosstype int, crossprioritization int, nosides []NoSides, instrument instrument.Instrument, transacttime time.Time, ordtype string) *Message

New returns an initialized NewOrderCross instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetCancellationRights added in v0.2.0 

func (m *Message) SetCancellationRights(v string)

func (*Message) SetComplianceID added in v0.2.0 

func (m *Message) SetComplianceID(v string)

func (*Message) SetCrossID added in v0.2.0 

func (m *Message) SetCrossID(v string)

func (*Message) SetCrossPrioritization added in v0.2.0 

func (m *Message) SetCrossPrioritization(v int)

func (*Message) SetCrossType added in v0.2.0 

func (m *Message) SetCrossType(v int)

func (*Message) SetCurrency added in v0.2.0 

func (m *Message) SetCurrency(v string)

func (*Message) SetDesignation added in v0.2.0 

func (m *Message) SetDesignation(v string)

func (*Message) SetDiscretionInstructions added in v0.2.0 

func (m *Message) SetDiscretionInstructions(v discretioninstructions.DiscretionInstructions)

func (*Message) SetEffectiveTime added in v0.2.0 

func (m *Message) SetEffectiveTime(v time.Time)

func (*Message) SetExDestination added in v0.2.0 

func (m *Message) SetExDestination(v string)

func (*Message) SetExecInst added in v0.2.0 

func (m *Message) SetExecInst(v string)

func (*Message) SetExpireDate added in v0.2.0 

func (m *Message) SetExpireDate(v string)

func (*Message) SetExpireTime added in v0.2.0 

func (m *Message) SetExpireTime(v time.Time)

func (*Message) SetGTBookingInst added in v0.2.0 

func (m *Message) SetGTBookingInst(v int)

func (*Message) SetHandlInst added in v0.2.0 

func (m *Message) SetHandlInst(v string)

func (*Message) SetIOIID added in v0.2.0 

func (m *Message) SetIOIID(v string)

func (*Message) SetInstrument added in v0.2.0 

func (m *Message) SetInstrument(v instrument.Instrument)

func (*Message) SetLocateReqd added in v0.2.0 

func (m *Message) SetLocateReqd(v bool)

func (*Message) SetMaxFloor added in v0.2.0 

func (m *Message) SetMaxFloor(v float64)

func (*Message) SetMaxShow added in v0.2.0 

func (m *Message) SetMaxShow(v float64)

func (*Message) SetMinQty added in v0.2.0 

func (m *Message) SetMinQty(v float64)

func (*Message) SetMoneyLaunderingStatus added in v0.2.0 

func (m *Message) SetMoneyLaunderingStatus(v string)

func (*Message) SetNoLegs added in v0.2.0 

func (m *Message) SetNoLegs(v []NoLegs)

func (*Message) SetNoSides added in v0.2.0 

func (m *Message) SetNoSides(v []NoSides)

func (*Message) SetNoTradingSessions added in v0.2.0 

func (m *Message) SetNoTradingSessions(v []NoTradingSessions)

func (*Message) SetNoUnderlyings added in v0.2.0 

func (m *Message) SetNoUnderlyings(v []NoUnderlyings)

func (*Message) SetOrdType added in v0.2.0 

func (m *Message) SetOrdType(v string)

func (*Message) SetParticipationRate added in v0.2.0 

func (m *Message) SetParticipationRate(v float64)

func (*Message) SetPegInstructions added in v0.2.0 

func (m *Message) SetPegInstructions(v peginstructions.PegInstructions)

func (*Message) SetPrevClosePx added in v0.2.0 

func (m *Message) SetPrevClosePx(v float64)

func (*Message) SetPrice added in v0.2.0 

func (m *Message) SetPrice(v float64)

func (*Message) SetPriceType added in v0.2.0 

func (m *Message) SetPriceType(v int)

func (*Message) SetProcessCode added in v0.2.0 

func (m *Message) SetProcessCode(v string)

func (*Message) SetQuoteID added in v0.2.0 

func (m *Message) SetQuoteID(v string)

func (*Message) SetRegistID added in v0.2.0 

func (m *Message) SetRegistID(v string)

func (*Message) SetSettlDate added in v0.2.0 

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlType added in v0.2.0 

func (m *Message) SetSettlType(v string)

func (*Message) SetSpreadOrBenchmarkCurveData added in v0.2.0 

func (m *Message) SetSpreadOrBenchmarkCurveData(v spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData)

func (*Message) SetStipulations added in v0.2.0 

func (m *Message) SetStipulations(v stipulations.Stipulations)

func (*Message) SetStopPx added in v0.2.0 

func (m *Message) SetStopPx(v float64)

func (*Message) SetTargetStrategy added in v0.2.0 

func (m *Message) SetTargetStrategy(v int)

func (*Message) SetTargetStrategyParameters added in v0.2.0 

func (m *Message) SetTargetStrategyParameters(v string)

func (*Message) SetTimeInForce added in v0.2.0 

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTransactTime added in v0.2.0 

func (m *Message) SetTransactTime(v time.Time)

func (*Message) SetYieldData added in v0.2.0 

func (m *Message) SetYieldData(v yielddata.YieldData)

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"`
	//NestedParties is a non-required component for NoAllocs.
	NestedParties *nestedparties.NestedParties
	//AllocQty is a non-required field for NoAllocs.
	AllocQty *float64 `fix:"80"`
}

NoAllocs is a repeating group in NoSides

func NewNoAllocs added in v0.2.0 

func NewNoAllocs() *NoAllocs

NewNoAllocs returns an initialized NoAllocs instance

func (*NoAllocs) SetAllocAccount added in v0.2.0 

func (m *NoAllocs) SetAllocAccount(v string)

func (*NoAllocs) SetAllocAcctIDSource added in v0.2.0 

func (m *NoAllocs) SetAllocAcctIDSource(v int)

func (*NoAllocs) SetAllocQty added in v0.2.0 

func (m *NoAllocs) SetAllocQty(v float64)

func (*NoAllocs) SetAllocSettlCurrency added in v0.2.0 

func (m *NoAllocs) SetAllocSettlCurrency(v string)

func (*NoAllocs) SetIndividualAllocID added in v0.2.0 

func (m *NoAllocs) SetIndividualAllocID(v string)

func (*NoAllocs) SetNestedParties added in v0.2.0 

func (m *NoAllocs) SetNestedParties(v nestedparties.NestedParties)

type NoLegs 

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
}

NoLegs is a repeating group in NewOrderCross

func NewNoLegs added in v0.2.0 

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg added in v0.2.0 

func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)

type NoSides 

type NoSides struct {
	//Side is a required field for NoSides.
	Side string `fix:"54"`
	//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"`
	//Parties is a non-required component for NoSides.
	Parties *parties.Parties
	//TradeOriginationDate is a non-required field for NoSides.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for NoSides.
	TradeDate *string `fix:"75"`
	//Account is a non-required field for NoSides.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for NoSides.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for NoSides.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for NoSides.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for NoSides.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for NoSides.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for NoSides.
	AllocID *string `fix:"70"`
	//NoAllocs is a non-required field for NoSides.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	//QtyType is a non-required field for NoSides.
	QtyType *int `fix:"854"`
	//OrderQtyData is a required component for NoSides.
	orderqtydata.OrderQtyData
	//CommissionData is a non-required component for NoSides.
	CommissionData *commissiondata.CommissionData
	//OrderCapacity is a non-required field for NoSides.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for NoSides.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for NoSides.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for NoSides.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for NoSides.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for NoSides.
	BookingType *int `fix:"775"`
	//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"`
	//PositionEffect is a non-required field for NoSides.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for NoSides.
	CoveredOrUncovered *int `fix:"203"`
	//CashMargin is a non-required field for NoSides.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for NoSides.
	ClearingFeeIndicator *string `fix:"635"`
	//SolicitedFlag is a non-required field for NoSides.
	SolicitedFlag *bool `fix:"377"`
	//SideComplianceID is a non-required field for NoSides.
	SideComplianceID *string `fix:"659"`
}

NoSides is a repeating group in NewOrderCross

func NewNoSides added in v0.2.0 

func NewNoSides(side string, clordid string, orderqtydata orderqtydata.OrderQtyData) *NoSides

NewNoSides returns an initialized NoSides instance

func (*NoSides) SetAccount added in v0.2.0 

func (m *NoSides) SetAccount(v string)

func (*NoSides) SetAccountType added in v0.2.0 

func (m *NoSides) SetAccountType(v int)

func (*NoSides) SetAcctIDSource added in v0.2.0 

func (m *NoSides) SetAcctIDSource(v int)

func (*NoSides) SetAllocID added in v0.2.0 

func (m *NoSides) SetAllocID(v string)

func (*NoSides) SetBookingType added in v0.2.0 

func (m *NoSides) SetBookingType(v int)

func (*NoSides) SetBookingUnit added in v0.2.0 

func (m *NoSides) SetBookingUnit(v string)

func (*NoSides) SetCashMargin added in v0.2.0 

func (m *NoSides) SetCashMargin(v string)

func (*NoSides) SetClOrdID added in v0.2.0 

func (m *NoSides) SetClOrdID(v string)

func (*NoSides) SetClOrdLinkID added in v0.2.0 

func (m *NoSides) SetClOrdLinkID(v string)

func (*NoSides) SetClearingFeeIndicator added in v0.2.0 

func (m *NoSides) SetClearingFeeIndicator(v string)

func (*NoSides) SetCommissionData added in v0.2.0 

func (m *NoSides) SetCommissionData(v commissiondata.CommissionData)

func (*NoSides) SetCoveredOrUncovered added in v0.2.0 

func (m *NoSides) SetCoveredOrUncovered(v int)

func (*NoSides) SetCustOrderCapacity added in v0.2.0 

func (m *NoSides) SetCustOrderCapacity(v int)

func (*NoSides) SetDayBookingInst added in v0.2.0 

func (m *NoSides) SetDayBookingInst(v string)

func (*NoSides) SetEncodedText added in v0.2.0 

func (m *NoSides) SetEncodedText(v string)

func (*NoSides) SetEncodedTextLen added in v0.2.0 

func (m *NoSides) SetEncodedTextLen(v int)

func (*NoSides) SetForexReq added in v0.2.0 

func (m *NoSides) SetForexReq(v bool)

func (*NoSides) SetNoAllocs added in v0.2.0 

func (m *NoSides) SetNoAllocs(v []NoAllocs)

func (*NoSides) SetOrderCapacity added in v0.2.0 

func (m *NoSides) SetOrderCapacity(v string)

func (*NoSides) SetOrderQtyData added in v0.2.0 

func (m *NoSides) SetOrderQtyData(v orderqtydata.OrderQtyData)

func (*NoSides) SetOrderRestrictions added in v0.2.0 

func (m *NoSides) SetOrderRestrictions(v string)

func (*NoSides) SetParties added in v0.2.0 

func (m *NoSides) SetParties(v parties.Parties)

func (*NoSides) SetPositionEffect added in v0.2.0 

func (m *NoSides) SetPositionEffect(v string)

func (*NoSides) SetPreallocMethod added in v0.2.0 

func (m *NoSides) SetPreallocMethod(v string)

func (*NoSides) SetQtyType added in v0.2.0 

func (m *NoSides) SetQtyType(v int)

func (*NoSides) SetSecondaryClOrdID added in v0.2.0 

func (m *NoSides) SetSecondaryClOrdID(v string)

func (*NoSides) SetSettlCurrency added in v0.2.0 

func (m *NoSides) SetSettlCurrency(v string)

func (*NoSides) SetSide added in v0.2.0 

func (m *NoSides) SetSide(v string)

func (*NoSides) SetSideComplianceID added in v0.2.0 

func (m *NoSides) SetSideComplianceID(v string)

func (*NoSides) SetSolicitedFlag added in v0.2.0 

func (m *NoSides) SetSolicitedFlag(v bool)

func (*NoSides) SetText added in v0.2.0 

func (m *NoSides) SetText(v string)

func (*NoSides) SetTradeDate added in v0.2.0 

func (m *NoSides) SetTradeDate(v string)

func (*NoSides) SetTradeOriginationDate added in v0.2.0 

func (m *NoSides) SetTradeOriginationDate(v string)

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 NewOrderCross

func NewNoTradingSessions added in v0.2.0 

func NewNoTradingSessions() *NoTradingSessions

NewNoTradingSessions returns an initialized NoTradingSessions instance

func (*NoTradingSessions) SetTradingSessionID added in v0.2.0 

func (m *NoTradingSessions) SetTradingSessionID(v string)

func (*NoTradingSessions) SetTradingSessionSubID added in v0.2.0 

func (m *NoTradingSessions) SetTradingSessionSubID(v string)

type NoUnderlyings 

type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}

NoUnderlyings is a repeating group in NewOrderCross

func NewNoUnderlyings added in v0.2.0 

func NewNoUnderlyings() *NoUnderlyings

NewNoUnderlyings returns an initialized NoUnderlyings instance

func (*NoUnderlyings) SetUnderlyingInstrument added in v0.2.0 

func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)

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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