rfqrequest

Documentation

Overview

Package rfqrequest msg type = AH.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoLegs
• type NoRelatedSym
• type NoUnderlyings
• 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:"AH"`
	Header     fix44.Header
	//RFQReqID is a required field for RFQRequest.
	RFQReqID string `fix:"644"`
	//NoRelatedSym is a required field for RFQRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	//SubscriptionRequestType is a non-required field for RFQRequest.
	SubscriptionRequestType *string `fix:"263"`
	Trailer                 fix44.Trailer
}

Message is a RFQRequest 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 NoRelatedSym

type NoRelatedSym

type NoRelatedSym struct {
	//Instrument Component
	Instrument instrument.Component
	//NoUnderlyings is a non-required field for NoRelatedSym.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for NoRelatedSym.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//PrevClosePx is a non-required field for NoRelatedSym.
	PrevClosePx *float64 `fix:"140"`
	//QuoteRequestType is a non-required field for NoRelatedSym.
	QuoteRequestType *int `fix:"303"`
	//QuoteType is a non-required field for NoRelatedSym.
	QuoteType *int `fix:"537"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoRelatedSym.
	TradingSessionSubID *string `fix:"625"`
}

NoRelatedSym is a repeating group in RFQRequest

type NoUnderlyings

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

NoUnderlyings is a repeating group in NoRelatedSym

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