massquote

package
v0.3.0 Latest Latest
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 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 4 Imported by: 0

Documentation

Overview

Package massquote msg type = i.

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:"i"`
	fix42.Header
	//QuoteReqID is a non-required field for MassQuote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for MassQuote.
	QuoteID string `fix:"117"`
	//QuoteResponseLevel is a non-required field for MassQuote.
	QuoteResponseLevel *int `fix:"301"`
	//DefBidSize is a non-required field for MassQuote.
	DefBidSize *float64 `fix:"293"`
	//DefOfferSize is a non-required field for MassQuote.
	DefOfferSize *float64 `fix:"294"`
	//NoQuoteSets is a required field for MassQuote.
	NoQuoteSets []NoQuoteSets `fix:"296"`
	fix42.Trailer
}

Message is a MassQuote FIX Message

func New 

func New(quoteid string, noquotesets []NoQuoteSets) *Message

New returns an initialized MassQuote instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetDefBidSize 

func (m *Message) SetDefBidSize(v float64)

func (*Message) SetDefOfferSize 

func (m *Message) SetDefOfferSize(v float64)

func (*Message) SetNoQuoteSets 

func (m *Message) SetNoQuoteSets(v []NoQuoteSets)

func (*Message) SetQuoteID 

func (m *Message) SetQuoteID(v string)

func (*Message) SetQuoteReqID 

func (m *Message) SetQuoteReqID(v string)

func (*Message) SetQuoteResponseLevel 

func (m *Message) SetQuoteResponseLevel(v int)

type NoQuoteEntries 

type NoQuoteEntries struct {
	//QuoteEntryID is a required field for NoQuoteEntries.
	QuoteEntryID string `fix:"299"`
	//Symbol is a non-required field for NoQuoteEntries.
	Symbol *string `fix:"55"`
	//SymbolSfx is a non-required field for NoQuoteEntries.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for NoQuoteEntries.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for NoQuoteEntries.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for NoQuoteEntries.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for NoQuoteEntries.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for NoQuoteEntries.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for NoQuoteEntries.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for NoQuoteEntries.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for NoQuoteEntries.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for NoQuoteEntries.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for NoQuoteEntries.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for NoQuoteEntries.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for NoQuoteEntries.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for NoQuoteEntries.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for NoQuoteEntries.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for NoQuoteEntries.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for NoQuoteEntries.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for NoQuoteEntries.
	EncodedSecurityDesc *string `fix:"351"`
	//BidPx is a non-required field for NoQuoteEntries.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for NoQuoteEntries.
	OfferPx *float64 `fix:"133"`
	//BidSize is a non-required field for NoQuoteEntries.
	BidSize *float64 `fix:"134"`
	//OfferSize is a non-required field for NoQuoteEntries.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for NoQuoteEntries.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for NoQuoteEntries.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for NoQuoteEntries.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for NoQuoteEntries.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for NoQuoteEntries.
	OfferForwardPoints *float64 `fix:"191"`
	//TransactTime is a non-required field for NoQuoteEntries.
	TransactTime *time.Time `fix:"60"`
	//TradingSessionID is a non-required field for NoQuoteEntries.
	TradingSessionID *string `fix:"336"`
	//FutSettDate is a non-required field for NoQuoteEntries.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for NoQuoteEntries.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for NoQuoteEntries.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoQuoteEntries.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for NoQuoteEntries.
	Currency *string `fix:"15"`
}

NoQuoteEntries is a repeating group in NoQuoteSets

func NewNoQuoteEntries 

func NewNoQuoteEntries(quoteentryid string) *NoQuoteEntries

NewNoQuoteEntries returns an initialized NoQuoteEntries instance

func (*NoQuoteEntries) SetBidForwardPoints 

func (m *NoQuoteEntries) SetBidForwardPoints(v float64)

func (*NoQuoteEntries) SetBidPx 

func (m *NoQuoteEntries) SetBidPx(v float64)

func (*NoQuoteEntries) SetBidSize 

func (m *NoQuoteEntries) SetBidSize(v float64)

func (*NoQuoteEntries) SetBidSpotRate 

func (m *NoQuoteEntries) SetBidSpotRate(v float64)

func (*NoQuoteEntries) SetContractMultiplier 

func (m *NoQuoteEntries) SetContractMultiplier(v float64)

func (*NoQuoteEntries) SetCouponRate 

func (m *NoQuoteEntries) SetCouponRate(v float64)

func (*NoQuoteEntries) SetCurrency 

func (m *NoQuoteEntries) SetCurrency(v string)

func (*NoQuoteEntries) SetEncodedIssuer 

func (m *NoQuoteEntries) SetEncodedIssuer(v string)

func (*NoQuoteEntries) SetEncodedIssuerLen 

func (m *NoQuoteEntries) SetEncodedIssuerLen(v int)

func (*NoQuoteEntries) SetEncodedSecurityDesc 

func (m *NoQuoteEntries) SetEncodedSecurityDesc(v string)

func (*NoQuoteEntries) SetEncodedSecurityDescLen 

func (m *NoQuoteEntries) SetEncodedSecurityDescLen(v int)

func (*NoQuoteEntries) SetFutSettDate 

func (m *NoQuoteEntries) SetFutSettDate(v string)

func (*NoQuoteEntries) SetFutSettDate2 

func (m *NoQuoteEntries) SetFutSettDate2(v string)

func (*NoQuoteEntries) SetIDSource 

func (m *NoQuoteEntries) SetIDSource(v string)

func (*NoQuoteEntries) SetIssuer 

func (m *NoQuoteEntries) SetIssuer(v string)

func (*NoQuoteEntries) SetMaturityDay 

func (m *NoQuoteEntries) SetMaturityDay(v int)

func (*NoQuoteEntries) SetMaturityMonthYear 

func (m *NoQuoteEntries) SetMaturityMonthYear(v string)

func (*NoQuoteEntries) SetOfferForwardPoints 

func (m *NoQuoteEntries) SetOfferForwardPoints(v float64)

func (*NoQuoteEntries) SetOfferPx 

func (m *NoQuoteEntries) SetOfferPx(v float64)

func (*NoQuoteEntries) SetOfferSize 

func (m *NoQuoteEntries) SetOfferSize(v float64)

func (*NoQuoteEntries) SetOfferSpotRate 

func (m *NoQuoteEntries) SetOfferSpotRate(v float64)

func (*NoQuoteEntries) SetOptAttribute 

func (m *NoQuoteEntries) SetOptAttribute(v string)

func (*NoQuoteEntries) SetOrdType 

func (m *NoQuoteEntries) SetOrdType(v string)

func (*NoQuoteEntries) SetOrderQty2 

func (m *NoQuoteEntries) SetOrderQty2(v float64)

func (*NoQuoteEntries) SetPutOrCall 

func (m *NoQuoteEntries) SetPutOrCall(v int)

func (*NoQuoteEntries) SetQuoteEntryID 

func (m *NoQuoteEntries) SetQuoteEntryID(v string)

func (*NoQuoteEntries) SetSecurityDesc 

func (m *NoQuoteEntries) SetSecurityDesc(v string)

func (*NoQuoteEntries) SetSecurityExchange 

func (m *NoQuoteEntries) SetSecurityExchange(v string)

func (*NoQuoteEntries) SetSecurityID 

func (m *NoQuoteEntries) SetSecurityID(v string)

func (*NoQuoteEntries) SetSecurityType 

func (m *NoQuoteEntries) SetSecurityType(v string)

func (*NoQuoteEntries) SetStrikePrice 

func (m *NoQuoteEntries) SetStrikePrice(v float64)

func (*NoQuoteEntries) SetSymbol 

func (m *NoQuoteEntries) SetSymbol(v string)

func (*NoQuoteEntries) SetSymbolSfx 

func (m *NoQuoteEntries) SetSymbolSfx(v string)

func (*NoQuoteEntries) SetTradingSessionID 

func (m *NoQuoteEntries) SetTradingSessionID(v string)

func (*NoQuoteEntries) SetTransactTime 

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

func (*NoQuoteEntries) SetValidUntilTime 

func (m *NoQuoteEntries) SetValidUntilTime(v time.Time)

type NoQuoteSets 

type NoQuoteSets struct {
	//QuoteSetID is a required field for NoQuoteSets.
	QuoteSetID string `fix:"302"`
	//UnderlyingSymbol is a required field for NoQuoteSets.
	UnderlyingSymbol string `fix:"311"`
	//UnderlyingSymbolSfx is a non-required field for NoQuoteSets.
	UnderlyingSymbolSfx *string `fix:"312"`
	//UnderlyingSecurityID is a non-required field for NoQuoteSets.
	UnderlyingSecurityID *string `fix:"309"`
	//UnderlyingIDSource is a non-required field for NoQuoteSets.
	UnderlyingIDSource *string `fix:"305"`
	//UnderlyingSecurityType is a non-required field for NoQuoteSets.
	UnderlyingSecurityType *string `fix:"310"`
	//UnderlyingMaturityMonthYear is a non-required field for NoQuoteSets.
	UnderlyingMaturityMonthYear *string `fix:"313"`
	//UnderlyingMaturityDay is a non-required field for NoQuoteSets.
	UnderlyingMaturityDay *int `fix:"314"`
	//UnderlyingPutOrCall is a non-required field for NoQuoteSets.
	UnderlyingPutOrCall *int `fix:"315"`
	//UnderlyingStrikePrice is a non-required field for NoQuoteSets.
	UnderlyingStrikePrice *float64 `fix:"316"`
	//UnderlyingOptAttribute is a non-required field for NoQuoteSets.
	UnderlyingOptAttribute *string `fix:"317"`
	//UnderlyingContractMultiplier is a non-required field for NoQuoteSets.
	UnderlyingContractMultiplier *float64 `fix:"436"`
	//UnderlyingCouponRate is a non-required field for NoQuoteSets.
	UnderlyingCouponRate *float64 `fix:"435"`
	//UnderlyingSecurityExchange is a non-required field for NoQuoteSets.
	UnderlyingSecurityExchange *string `fix:"308"`
	//UnderlyingIssuer is a non-required field for NoQuoteSets.
	UnderlyingIssuer *string `fix:"306"`
	//EncodedUnderlyingIssuerLen is a non-required field for NoQuoteSets.
	EncodedUnderlyingIssuerLen *int `fix:"362"`
	//EncodedUnderlyingIssuer is a non-required field for NoQuoteSets.
	EncodedUnderlyingIssuer *string `fix:"363"`
	//UnderlyingSecurityDesc is a non-required field for NoQuoteSets.
	UnderlyingSecurityDesc *string `fix:"307"`
	//EncodedUnderlyingSecurityDescLen is a non-required field for NoQuoteSets.
	EncodedUnderlyingSecurityDescLen *int `fix:"364"`
	//EncodedUnderlyingSecurityDesc is a non-required field for NoQuoteSets.
	EncodedUnderlyingSecurityDesc *string `fix:"365"`
	//QuoteSetValidUntilTime is a non-required field for NoQuoteSets.
	QuoteSetValidUntilTime *time.Time `fix:"367"`
	//TotQuoteEntries is a required field for NoQuoteSets.
	TotQuoteEntries int `fix:"304"`
	//NoQuoteEntries is a required field for NoQuoteSets.
	NoQuoteEntries []NoQuoteEntries `fix:"295"`
}

NoQuoteSets is a repeating group in MassQuote

func NewNoQuoteSets 

func NewNoQuoteSets(quotesetid string, underlyingsymbol string, totquoteentries int, noquoteentries []NoQuoteEntries) *NoQuoteSets

NewNoQuoteSets returns an initialized NoQuoteSets instance

func (*NoQuoteSets) SetEncodedUnderlyingIssuer 

func (m *NoQuoteSets) SetEncodedUnderlyingIssuer(v string)

func (*NoQuoteSets) SetEncodedUnderlyingIssuerLen 

func (m *NoQuoteSets) SetEncodedUnderlyingIssuerLen(v int)

func (*NoQuoteSets) SetEncodedUnderlyingSecurityDesc 

func (m *NoQuoteSets) SetEncodedUnderlyingSecurityDesc(v string)

func (*NoQuoteSets) SetEncodedUnderlyingSecurityDescLen 

func (m *NoQuoteSets) SetEncodedUnderlyingSecurityDescLen(v int)

func (*NoQuoteSets) SetNoQuoteEntries 

func (m *NoQuoteSets) SetNoQuoteEntries(v []NoQuoteEntries)

func (*NoQuoteSets) SetQuoteSetID 

func (m *NoQuoteSets) SetQuoteSetID(v string)

func (*NoQuoteSets) SetQuoteSetValidUntilTime 

func (m *NoQuoteSets) SetQuoteSetValidUntilTime(v time.Time)

func (*NoQuoteSets) SetTotQuoteEntries 

func (m *NoQuoteSets) SetTotQuoteEntries(v int)

func (*NoQuoteSets) SetUnderlyingContractMultiplier 

func (m *NoQuoteSets) SetUnderlyingContractMultiplier(v float64)

func (*NoQuoteSets) SetUnderlyingCouponRate 

func (m *NoQuoteSets) SetUnderlyingCouponRate(v float64)

func (*NoQuoteSets) SetUnderlyingIDSource 

func (m *NoQuoteSets) SetUnderlyingIDSource(v string)

func (*NoQuoteSets) SetUnderlyingIssuer 

func (m *NoQuoteSets) SetUnderlyingIssuer(v string)

func (*NoQuoteSets) SetUnderlyingMaturityDay 

func (m *NoQuoteSets) SetUnderlyingMaturityDay(v int)

func (*NoQuoteSets) SetUnderlyingMaturityMonthYear 

func (m *NoQuoteSets) SetUnderlyingMaturityMonthYear(v string)

func (*NoQuoteSets) SetUnderlyingOptAttribute 

func (m *NoQuoteSets) SetUnderlyingOptAttribute(v string)

func (*NoQuoteSets) SetUnderlyingPutOrCall 

func (m *NoQuoteSets) SetUnderlyingPutOrCall(v int)

func (*NoQuoteSets) SetUnderlyingSecurityDesc 

func (m *NoQuoteSets) SetUnderlyingSecurityDesc(v string)

func (*NoQuoteSets) SetUnderlyingSecurityExchange 

func (m *NoQuoteSets) SetUnderlyingSecurityExchange(v string)

func (*NoQuoteSets) SetUnderlyingSecurityID 

func (m *NoQuoteSets) SetUnderlyingSecurityID(v string)

func (*NoQuoteSets) SetUnderlyingSecurityType 

func (m *NoQuoteSets) SetUnderlyingSecurityType(v string)

func (*NoQuoteSets) SetUnderlyingStrikePrice 

func (m *NoQuoteSets) SetUnderlyingStrikePrice(v float64)

func (*NoQuoteSets) SetUnderlyingSymbol 

func (m *NoQuoteSets) SetUnderlyingSymbol(v string)

func (*NoQuoteSets) SetUnderlyingSymbolSfx 

func (m *NoQuoteSets) SetUnderlyingSymbolSfx(v string)

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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