tradecapturereport

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: 17 Imported by: 0

Documentation

Overview

Package tradecapturereport msg type = AE.

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:"AE"`
	fixt11.Header
	//TradeReportID is a non-required field for TradeCaptureReport.
	TradeReportID *string `fix:"571"`
	//TradeReportTransType is a non-required field for TradeCaptureReport.
	TradeReportTransType *int `fix:"487"`
	//TradeReportType is a non-required field for TradeCaptureReport.
	TradeReportType *int `fix:"856"`
	//TradeRequestID is a non-required field for TradeCaptureReport.
	TradeRequestID *string `fix:"568"`
	//TrdType is a non-required field for TradeCaptureReport.
	TrdType *int `fix:"828"`
	//TrdSubType is a non-required field for TradeCaptureReport.
	TrdSubType *int `fix:"829"`
	//SecondaryTrdType is a non-required field for TradeCaptureReport.
	SecondaryTrdType *int `fix:"855"`
	//TransferReason is a non-required field for TradeCaptureReport.
	TransferReason *string `fix:"830"`
	//ExecType is a non-required field for TradeCaptureReport.
	ExecType *string `fix:"150"`
	//TotNumTradeReports is a non-required field for TradeCaptureReport.
	TotNumTradeReports *int `fix:"748"`
	//LastRptRequested is a non-required field for TradeCaptureReport.
	LastRptRequested *bool `fix:"912"`
	//UnsolicitedIndicator is a non-required field for TradeCaptureReport.
	UnsolicitedIndicator *bool `fix:"325"`
	//SubscriptionRequestType is a non-required field for TradeCaptureReport.
	SubscriptionRequestType *string `fix:"263"`
	//TradeReportRefID is a non-required field for TradeCaptureReport.
	TradeReportRefID *string `fix:"572"`
	//SecondaryTradeReportRefID is a non-required field for TradeCaptureReport.
	SecondaryTradeReportRefID *string `fix:"881"`
	//SecondaryTradeReportID is a non-required field for TradeCaptureReport.
	SecondaryTradeReportID *string `fix:"818"`
	//TradeLinkID is a non-required field for TradeCaptureReport.
	TradeLinkID *string `fix:"820"`
	//TrdMatchID is a non-required field for TradeCaptureReport.
	TrdMatchID *string `fix:"880"`
	//ExecID is a non-required field for TradeCaptureReport.
	ExecID *string `fix:"17"`
	//OrdStatus is a non-required field for TradeCaptureReport.
	OrdStatus *string `fix:"39"`
	//SecondaryExecID is a non-required field for TradeCaptureReport.
	SecondaryExecID *string `fix:"527"`
	//ExecRestatementReason is a non-required field for TradeCaptureReport.
	ExecRestatementReason *int `fix:"378"`
	//PreviouslyReported is a non-required field for TradeCaptureReport.
	PreviouslyReported *bool `fix:"570"`
	//PriceType is a non-required field for TradeCaptureReport.
	PriceType *int `fix:"423"`
	//Instrument is a required component for TradeCaptureReport.
	instrument.Instrument
	//FinancingDetails is a non-required component for TradeCaptureReport.
	FinancingDetails *financingdetails.FinancingDetails
	//OrderQtyData is a non-required component for TradeCaptureReport.
	OrderQtyData *orderqtydata.OrderQtyData
	//QtyType is a non-required field for TradeCaptureReport.
	QtyType *int `fix:"854"`
	//YieldData is a non-required component for TradeCaptureReport.
	YieldData *yielddata.YieldData
	//UndInstrmtGrp is a non-required component for TradeCaptureReport.
	UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
	//UnderlyingTradingSessionID is a non-required field for TradeCaptureReport.
	UnderlyingTradingSessionID *string `fix:"822"`
	//UnderlyingTradingSessionSubID is a non-required field for TradeCaptureReport.
	UnderlyingTradingSessionSubID *string `fix:"823"`
	//LastQty is a required field for TradeCaptureReport.
	LastQty float64 `fix:"32"`
	//LastPx is a required field for TradeCaptureReport.
	LastPx float64 `fix:"31"`
	//LastParPx is a non-required field for TradeCaptureReport.
	LastParPx *float64 `fix:"669"`
	//LastSpotRate is a non-required field for TradeCaptureReport.
	LastSpotRate *float64 `fix:"194"`
	//LastForwardPoints is a non-required field for TradeCaptureReport.
	LastForwardPoints *float64 `fix:"195"`
	//LastMkt is a non-required field for TradeCaptureReport.
	LastMkt *string `fix:"30"`
	//TradeDate is a non-required field for TradeCaptureReport.
	TradeDate *string `fix:"75"`
	//ClearingBusinessDate is a non-required field for TradeCaptureReport.
	ClearingBusinessDate *string `fix:"715"`
	//AvgPx is a non-required field for TradeCaptureReport.
	AvgPx *float64 `fix:"6"`
	//SpreadOrBenchmarkCurveData is a non-required component for TradeCaptureReport.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//AvgPxIndicator is a non-required field for TradeCaptureReport.
	AvgPxIndicator *int `fix:"819"`
	//PositionAmountData is a non-required component for TradeCaptureReport.
	PositionAmountData *positionamountdata.PositionAmountData
	//MultiLegReportingType is a non-required field for TradeCaptureReport.
	MultiLegReportingType *string `fix:"442"`
	//TradeLegRefID is a non-required field for TradeCaptureReport.
	TradeLegRefID *string `fix:"824"`
	//TrdInstrmtLegGrp is a non-required component for TradeCaptureReport.
	TrdInstrmtLegGrp *trdinstrmtleggrp.TrdInstrmtLegGrp
	//TransactTime is a non-required field for TradeCaptureReport.
	TransactTime *time.Time `fix:"60"`
	//TrdRegTimestamps is a non-required component for TradeCaptureReport.
	TrdRegTimestamps *trdregtimestamps.TrdRegTimestamps
	//SettlType is a non-required field for TradeCaptureReport.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for TradeCaptureReport.
	SettlDate *string `fix:"64"`
	//MatchStatus is a non-required field for TradeCaptureReport.
	MatchStatus *string `fix:"573"`
	//MatchType is a non-required field for TradeCaptureReport.
	MatchType *string `fix:"574"`
	//TrdCapRptSideGrp is a required component for TradeCaptureReport.
	trdcaprptsidegrp.TrdCapRptSideGrp
	//CopyMsgIndicator is a non-required field for TradeCaptureReport.
	CopyMsgIndicator *bool `fix:"797"`
	//PublishTrdIndicator is a non-required field for TradeCaptureReport.
	PublishTrdIndicator *bool `fix:"852"`
	//ShortSaleReason is a non-required field for TradeCaptureReport.
	ShortSaleReason *int `fix:"853"`
	//TrdRptStatus is a non-required field for TradeCaptureReport.
	TrdRptStatus *int `fix:"939"`
	//AsOfIndicator is a non-required field for TradeCaptureReport.
	AsOfIndicator *string `fix:"1015"`
	//SettlSessID is a non-required field for TradeCaptureReport.
	SettlSessID *string `fix:"716"`
	//SettlSessSubID is a non-required field for TradeCaptureReport.
	SettlSessSubID *string `fix:"717"`
	//TierCode is a non-required field for TradeCaptureReport.
	TierCode *string `fix:"994"`
	//MessageEventSource is a non-required field for TradeCaptureReport.
	MessageEventSource *string `fix:"1011"`
	//LastUpdateTime is a non-required field for TradeCaptureReport.
	LastUpdateTime *time.Time `fix:"779"`
	//RndPx is a non-required field for TradeCaptureReport.
	RndPx *float64 `fix:"991"`
	//TradeID is a non-required field for TradeCaptureReport.
	TradeID *string `fix:"1003"`
	//SecondaryTradeID is a non-required field for TradeCaptureReport.
	SecondaryTradeID *string `fix:"1040"`
	//FirmTradeID is a non-required field for TradeCaptureReport.
	FirmTradeID *string `fix:"1041"`
	//SecondaryFirmTradeID is a non-required field for TradeCaptureReport.
	SecondaryFirmTradeID *string `fix:"1042"`
	//CalculatedCcyLastQty is a non-required field for TradeCaptureReport.
	CalculatedCcyLastQty *float64 `fix:"1056"`
	//LastSwapPoints is a non-required field for TradeCaptureReport.
	LastSwapPoints *float64 `fix:"1071"`
	//UnderlyingSettlementDate is a non-required field for TradeCaptureReport.
	UnderlyingSettlementDate *string `fix:"987"`
	//GrossTradeAmt is a non-required field for TradeCaptureReport.
	GrossTradeAmt *float64 `fix:"381"`
	//RootParties is a non-required component for TradeCaptureReport.
	RootParties *rootparties.RootParties
	//OrderCategory is a non-required field for TradeCaptureReport.
	OrderCategory *string `fix:"1115"`
	//TradeHandlingInstr is a non-required field for TradeCaptureReport.
	TradeHandlingInstr *string `fix:"1123"`
	//OrigTradeHandlingInstr is a non-required field for TradeCaptureReport.
	OrigTradeHandlingInstr *string `fix:"1124"`
	//OrigTradeDate is a non-required field for TradeCaptureReport.
	OrigTradeDate *string `fix:"1125"`
	//OrigTradeID is a non-required field for TradeCaptureReport.
	OrigTradeID *string `fix:"1126"`
	//OrigSecondaryTradeID is a non-required field for TradeCaptureReport.
	OrigSecondaryTradeID *string `fix:"1127"`
	//TZTransactTime is a non-required field for TradeCaptureReport.
	TZTransactTime *string `fix:"1132"`
	//ReportedPxDiff is a non-required field for TradeCaptureReport.
	ReportedPxDiff *bool `fix:"1134"`
	//Currency is a non-required field for TradeCaptureReport.
	Currency *string `fix:"15"`
	//SettlCurrency is a non-required field for TradeCaptureReport.
	SettlCurrency *string `fix:"120"`
	//RejectText is a non-required field for TradeCaptureReport.
	RejectText *string `fix:"1328"`
	//FeeMultiplier is a non-required field for TradeCaptureReport.
	FeeMultiplier *float64 `fix:"1329"`
	//Volatility is a non-required field for TradeCaptureReport.
	Volatility *float64 `fix:"1188"`
	//DividendYield is a non-required field for TradeCaptureReport.
	DividendYield *float64 `fix:"1380"`
	//RiskFreeRate is a non-required field for TradeCaptureReport.
	RiskFreeRate *float64 `fix:"1190"`
	//CurrencyRatio is a non-required field for TradeCaptureReport.
	CurrencyRatio *float64 `fix:"1382"`
	//TrdRepIndicatorsGrp is a non-required component for TradeCaptureReport.
	TrdRepIndicatorsGrp *trdrepindicatorsgrp.TrdRepIndicatorsGrp
	//TradePublishIndicator is a non-required field for TradeCaptureReport.
	TradePublishIndicator *int `fix:"1390"`
	//ApplicationSequenceControl is a non-required component for TradeCaptureReport.
	ApplicationSequenceControl *applicationsequencecontrol.ApplicationSequenceControl
	fixt11.Trailer
}

Message is a TradeCaptureReport FIX Message

func New added in v0.2.0 

func New(instrument instrument.Instrument, lastqty float64, lastpx float64, trdcaprptsidegrp trdcaprptsidegrp.TrdCapRptSideGrp) *Message

New returns an initialized TradeCaptureReport instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetApplicationSequenceControl added in v0.2.0 

func (m *Message) SetApplicationSequenceControl(v applicationsequencecontrol.ApplicationSequenceControl)

func (*Message) SetAsOfIndicator added in v0.2.0 

func (m *Message) SetAsOfIndicator(v string)

func (*Message) SetAvgPx added in v0.2.0 

func (m *Message) SetAvgPx(v float64)

func (*Message) SetAvgPxIndicator added in v0.2.0 

func (m *Message) SetAvgPxIndicator(v int)

func (*Message) SetCalculatedCcyLastQty added in v0.2.0 

func (m *Message) SetCalculatedCcyLastQty(v float64)

func (*Message) SetClearingBusinessDate added in v0.2.0 

func (m *Message) SetClearingBusinessDate(v string)

func (*Message) SetCopyMsgIndicator added in v0.2.0 

func (m *Message) SetCopyMsgIndicator(v bool)

func (*Message) SetCurrency added in v0.2.0 

func (m *Message) SetCurrency(v string)

func (*Message) SetCurrencyRatio added in v0.2.0 

func (m *Message) SetCurrencyRatio(v float64)

func (*Message) SetDividendYield added in v0.2.0 

func (m *Message) SetDividendYield(v float64)

func (*Message) SetExecID added in v0.2.0 

func (m *Message) SetExecID(v string)

func (*Message) SetExecRestatementReason added in v0.2.0 

func (m *Message) SetExecRestatementReason(v int)

func (*Message) SetExecType added in v0.2.0 

func (m *Message) SetExecType(v string)

func (*Message) SetFeeMultiplier added in v0.2.0 

func (m *Message) SetFeeMultiplier(v float64)

func (*Message) SetFinancingDetails added in v0.2.0 

func (m *Message) SetFinancingDetails(v financingdetails.FinancingDetails)

func (*Message) SetFirmTradeID added in v0.2.0 

func (m *Message) SetFirmTradeID(v string)

func (*Message) SetGrossTradeAmt added in v0.2.0 

func (m *Message) SetGrossTradeAmt(v float64)

func (*Message) SetInstrument added in v0.2.0 

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

func (*Message) SetLastForwardPoints added in v0.2.0 

func (m *Message) SetLastForwardPoints(v float64)

func (*Message) SetLastMkt added in v0.2.0 

func (m *Message) SetLastMkt(v string)

func (*Message) SetLastParPx added in v0.2.0 

func (m *Message) SetLastParPx(v float64)

func (*Message) SetLastPx added in v0.2.0 

func (m *Message) SetLastPx(v float64)

func (*Message) SetLastQty added in v0.2.0 

func (m *Message) SetLastQty(v float64)

func (*Message) SetLastRptRequested added in v0.2.0 

func (m *Message) SetLastRptRequested(v bool)

func (*Message) SetLastSpotRate added in v0.2.0 

func (m *Message) SetLastSpotRate(v float64)

func (*Message) SetLastSwapPoints added in v0.2.0 

func (m *Message) SetLastSwapPoints(v float64)

func (*Message) SetLastUpdateTime added in v0.2.0 

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

func (*Message) SetMatchStatus added in v0.2.0 

func (m *Message) SetMatchStatus(v string)

func (*Message) SetMatchType added in v0.2.0 

func (m *Message) SetMatchType(v string)

func (*Message) SetMessageEventSource added in v0.2.0 

func (m *Message) SetMessageEventSource(v string)

func (*Message) SetMultiLegReportingType added in v0.2.0 

func (m *Message) SetMultiLegReportingType(v string)

func (*Message) SetOrdStatus added in v0.2.0 

func (m *Message) SetOrdStatus(v string)

func (*Message) SetOrderCategory added in v0.2.0 

func (m *Message) SetOrderCategory(v string)

func (*Message) SetOrderQtyData added in v0.2.0 

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

func (*Message) SetOrigSecondaryTradeID added in v0.2.0 

func (m *Message) SetOrigSecondaryTradeID(v string)

func (*Message) SetOrigTradeDate added in v0.2.0 

func (m *Message) SetOrigTradeDate(v string)

func (*Message) SetOrigTradeHandlingInstr added in v0.2.0 

func (m *Message) SetOrigTradeHandlingInstr(v string)

func (*Message) SetOrigTradeID added in v0.2.0 

func (m *Message) SetOrigTradeID(v string)

func (*Message) SetPositionAmountData added in v0.2.0 

func (m *Message) SetPositionAmountData(v positionamountdata.PositionAmountData)

func (*Message) SetPreviouslyReported added in v0.2.0 

func (m *Message) SetPreviouslyReported(v bool)

func (*Message) SetPriceType added in v0.2.0 

func (m *Message) SetPriceType(v int)

func (*Message) SetPublishTrdIndicator added in v0.2.0 

func (m *Message) SetPublishTrdIndicator(v bool)

func (*Message) SetQtyType added in v0.2.0 

func (m *Message) SetQtyType(v int)

func (*Message) SetRejectText added in v0.2.0 

func (m *Message) SetRejectText(v string)

func (*Message) SetReportedPxDiff added in v0.2.0 

func (m *Message) SetReportedPxDiff(v bool)

func (*Message) SetRiskFreeRate added in v0.2.0 

func (m *Message) SetRiskFreeRate(v float64)

func (*Message) SetRndPx added in v0.2.0 

func (m *Message) SetRndPx(v float64)

func (*Message) SetRootParties added in v0.2.0 

func (m *Message) SetRootParties(v rootparties.RootParties)

func (*Message) SetSecondaryExecID added in v0.2.0 

func (m *Message) SetSecondaryExecID(v string)

func (*Message) SetSecondaryFirmTradeID added in v0.2.0 

func (m *Message) SetSecondaryFirmTradeID(v string)

func (*Message) SetSecondaryTradeID added in v0.2.0 

func (m *Message) SetSecondaryTradeID(v string)

func (*Message) SetSecondaryTradeReportID added in v0.2.0 

func (m *Message) SetSecondaryTradeReportID(v string)

func (*Message) SetSecondaryTradeReportRefID added in v0.2.0 

func (m *Message) SetSecondaryTradeReportRefID(v string)

func (*Message) SetSecondaryTrdType added in v0.2.0 

func (m *Message) SetSecondaryTrdType(v int)

func (*Message) SetSettlCurrency added in v0.2.0 

func (m *Message) SetSettlCurrency(v string)

func (*Message) SetSettlDate added in v0.2.0 

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlSessID added in v0.2.0 

func (m *Message) SetSettlSessID(v string)

func (*Message) SetSettlSessSubID added in v0.2.0 

func (m *Message) SetSettlSessSubID(v string)

func (*Message) SetSettlType added in v0.2.0 

func (m *Message) SetSettlType(v string)

func (*Message) SetShortSaleReason added in v0.2.0 

func (m *Message) SetShortSaleReason(v int)

func (*Message) SetSpreadOrBenchmarkCurveData added in v0.2.0 

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

func (*Message) SetSubscriptionRequestType added in v0.2.0 

func (m *Message) SetSubscriptionRequestType(v string)

func (*Message) SetTZTransactTime added in v0.2.0 

func (m *Message) SetTZTransactTime(v string)

func (*Message) SetTierCode added in v0.2.0 

func (m *Message) SetTierCode(v string)

func (*Message) SetTotNumTradeReports added in v0.2.0 

func (m *Message) SetTotNumTradeReports(v int)

func (*Message) SetTradeDate added in v0.2.0 

func (m *Message) SetTradeDate(v string)

func (*Message) SetTradeHandlingInstr added in v0.2.0 

func (m *Message) SetTradeHandlingInstr(v string)

func (*Message) SetTradeID added in v0.2.0 

func (m *Message) SetTradeID(v string)

func (*Message) SetTradeLegRefID added in v0.2.0 

func (m *Message) SetTradeLegRefID(v string)

func (*Message) SetTradeLinkID added in v0.2.0 

func (m *Message) SetTradeLinkID(v string)

func (*Message) SetTradePublishIndicator added in v0.2.0 

func (m *Message) SetTradePublishIndicator(v int)

func (*Message) SetTradeReportID added in v0.2.0 

func (m *Message) SetTradeReportID(v string)

func (*Message) SetTradeReportRefID added in v0.2.0 

func (m *Message) SetTradeReportRefID(v string)

func (*Message) SetTradeReportTransType added in v0.2.0 

func (m *Message) SetTradeReportTransType(v int)

func (*Message) SetTradeReportType added in v0.2.0 

func (m *Message) SetTradeReportType(v int)

func (*Message) SetTradeRequestID added in v0.2.0 

func (m *Message) SetTradeRequestID(v string)

func (*Message) SetTransactTime added in v0.2.0 

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

func (*Message) SetTransferReason added in v0.2.0 

func (m *Message) SetTransferReason(v string)

func (*Message) SetTrdCapRptSideGrp added in v0.2.0 

func (m *Message) SetTrdCapRptSideGrp(v trdcaprptsidegrp.TrdCapRptSideGrp)

func (*Message) SetTrdInstrmtLegGrp added in v0.2.0 

func (m *Message) SetTrdInstrmtLegGrp(v trdinstrmtleggrp.TrdInstrmtLegGrp)

func (*Message) SetTrdMatchID added in v0.2.0 

func (m *Message) SetTrdMatchID(v string)

func (*Message) SetTrdRegTimestamps added in v0.2.0 

func (m *Message) SetTrdRegTimestamps(v trdregtimestamps.TrdRegTimestamps)

func (*Message) SetTrdRepIndicatorsGrp added in v0.2.0 

func (m *Message) SetTrdRepIndicatorsGrp(v trdrepindicatorsgrp.TrdRepIndicatorsGrp)

func (*Message) SetTrdRptStatus added in v0.2.0 

func (m *Message) SetTrdRptStatus(v int)

func (*Message) SetTrdSubType added in v0.2.0 

func (m *Message) SetTrdSubType(v int)

func (*Message) SetTrdType added in v0.2.0 

func (m *Message) SetTrdType(v int)

func (*Message) SetUndInstrmtGrp added in v0.2.0 

func (m *Message) SetUndInstrmtGrp(v undinstrmtgrp.UndInstrmtGrp)

func (*Message) SetUnderlyingSettlementDate added in v0.2.0 

func (m *Message) SetUnderlyingSettlementDate(v string)

func (*Message) SetUnderlyingTradingSessionID added in v0.2.0 

func (m *Message) SetUnderlyingTradingSessionID(v string)

func (*Message) SetUnderlyingTradingSessionSubID added in v0.2.0 

func (m *Message) SetUnderlyingTradingSessionSubID(v string)

func (*Message) SetUnsolicitedIndicator added in v0.2.0 

func (m *Message) SetUnsolicitedIndicator(v bool)

func (*Message) SetVolatility added in v0.2.0 

func (m *Message) SetVolatility(v float64)

func (*Message) SetYieldData added in v0.2.0 

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

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

Source Files

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