ordercancelreplacerequest

package
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Published: Jun 3, 2016 License: Apache-1.1 Imports: 20 Imported by: 0

Documentation

Overview

Package ordercancelreplacerequest msg type = G.

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:"G"`
	fixt11.Header
	//OrderID is a non-required field for OrderCancelReplaceRequest.
	OrderID *string `fix:"37"`
	//Parties is a non-required component for OrderCancelReplaceRequest.
	Parties *parties.Parties
	//TradeOriginationDate is a non-required field for OrderCancelReplaceRequest.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for OrderCancelReplaceRequest.
	TradeDate *string `fix:"75"`
	//OrigClOrdID is a non-required field for OrderCancelReplaceRequest.
	OrigClOrdID *string `fix:"41"`
	//ClOrdID is a required field for OrderCancelReplaceRequest.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for OrderCancelReplaceRequest.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for OrderCancelReplaceRequest.
	ClOrdLinkID *string `fix:"583"`
	//ListID is a non-required field for OrderCancelReplaceRequest.
	ListID *string `fix:"66"`
	//OrigOrdModTime is a non-required field for OrderCancelReplaceRequest.
	OrigOrdModTime *time.Time `fix:"586"`
	//Account is a non-required field for OrderCancelReplaceRequest.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for OrderCancelReplaceRequest.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for OrderCancelReplaceRequest.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for OrderCancelReplaceRequest.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for OrderCancelReplaceRequest.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for OrderCancelReplaceRequest.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for OrderCancelReplaceRequest.
	AllocID *string `fix:"70"`
	//PreAllocGrp is a non-required component for OrderCancelReplaceRequest.
	PreAllocGrp *preallocgrp.PreAllocGrp
	//SettlType is a non-required field for OrderCancelReplaceRequest.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for OrderCancelReplaceRequest.
	SettlDate *string `fix:"64"`
	//CashMargin is a non-required field for OrderCancelReplaceRequest.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for OrderCancelReplaceRequest.
	ClearingFeeIndicator *string `fix:"635"`
	//HandlInst is a non-required field for OrderCancelReplaceRequest.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for OrderCancelReplaceRequest.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for OrderCancelReplaceRequest.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for OrderCancelReplaceRequest.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for OrderCancelReplaceRequest.
	ExDestination *string `fix:"100"`
	//TrdgSesGrp is a non-required component for OrderCancelReplaceRequest.
	TrdgSesGrp *trdgsesgrp.TrdgSesGrp
	//Instrument is a required component for OrderCancelReplaceRequest.
	instrument.Instrument
	//FinancingDetails is a non-required component for OrderCancelReplaceRequest.
	FinancingDetails *financingdetails.FinancingDetails
	//UndInstrmtGrp is a non-required component for OrderCancelReplaceRequest.
	UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
	//Side is a required field for OrderCancelReplaceRequest.
	Side string `fix:"54"`
	//TransactTime is a required field for OrderCancelReplaceRequest.
	TransactTime time.Time `fix:"60"`
	//QtyType is a non-required field for OrderCancelReplaceRequest.
	QtyType *int `fix:"854"`
	//OrderQtyData is a required component for OrderCancelReplaceRequest.
	orderqtydata.OrderQtyData
	//OrdType is a required field for OrderCancelReplaceRequest.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for OrderCancelReplaceRequest.
	PriceType *int `fix:"423"`
	//Price is a non-required field for OrderCancelReplaceRequest.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for OrderCancelReplaceRequest.
	StopPx *float64 `fix:"99"`
	//SpreadOrBenchmarkCurveData is a non-required component for OrderCancelReplaceRequest.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//YieldData is a non-required component for OrderCancelReplaceRequest.
	YieldData *yielddata.YieldData
	//PegInstructions is a non-required component for OrderCancelReplaceRequest.
	PegInstructions *peginstructions.PegInstructions
	//DiscretionInstructions is a non-required component for OrderCancelReplaceRequest.
	DiscretionInstructions *discretioninstructions.DiscretionInstructions
	//TargetStrategy is a non-required field for OrderCancelReplaceRequest.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for OrderCancelReplaceRequest.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for OrderCancelReplaceRequest.
	ParticipationRate *float64 `fix:"849"`
	//ComplianceID is a non-required field for OrderCancelReplaceRequest.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for OrderCancelReplaceRequest.
	SolicitedFlag *bool `fix:"377"`
	//Currency is a non-required field for OrderCancelReplaceRequest.
	Currency *string `fix:"15"`
	//TimeInForce is a non-required field for OrderCancelReplaceRequest.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for OrderCancelReplaceRequest.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for OrderCancelReplaceRequest.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for OrderCancelReplaceRequest.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for OrderCancelReplaceRequest.
	GTBookingInst *int `fix:"427"`
	//CommissionData is a non-required component for OrderCancelReplaceRequest.
	CommissionData *commissiondata.CommissionData
	//OrderCapacity is a non-required field for OrderCancelReplaceRequest.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for OrderCancelReplaceRequest.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for OrderCancelReplaceRequest.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for OrderCancelReplaceRequest.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for OrderCancelReplaceRequest.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for OrderCancelReplaceRequest.
	BookingType *int `fix:"775"`
	//Text is a non-required field for OrderCancelReplaceRequest.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for OrderCancelReplaceRequest.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for OrderCancelReplaceRequest.
	EncodedText *string `fix:"355"`
	//SettlDate2 is a non-required field for OrderCancelReplaceRequest.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for OrderCancelReplaceRequest.
	OrderQty2 *float64 `fix:"192"`
	//Price2 is a non-required field for OrderCancelReplaceRequest.
	Price2 *float64 `fix:"640"`
	//PositionEffect is a non-required field for OrderCancelReplaceRequest.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for OrderCancelReplaceRequest.
	CoveredOrUncovered *int `fix:"203"`
	//MaxShow is a non-required field for OrderCancelReplaceRequest.
	MaxShow *float64 `fix:"210"`
	//LocateReqd is a non-required field for OrderCancelReplaceRequest.
	LocateReqd *bool `fix:"114"`
	//CancellationRights is a non-required field for OrderCancelReplaceRequest.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for OrderCancelReplaceRequest.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for OrderCancelReplaceRequest.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for OrderCancelReplaceRequest.
	Designation *string `fix:"494"`
	//StrategyParametersGrp is a non-required component for OrderCancelReplaceRequest.
	StrategyParametersGrp *strategyparametersgrp.StrategyParametersGrp
	//ManualOrderIndicator is a non-required field for OrderCancelReplaceRequest.
	ManualOrderIndicator *bool `fix:"1028"`
	//CustDirectedOrder is a non-required field for OrderCancelReplaceRequest.
	CustDirectedOrder *bool `fix:"1029"`
	//ReceivedDeptID is a non-required field for OrderCancelReplaceRequest.
	ReceivedDeptID *string `fix:"1030"`
	//CustOrderHandlingInst is a non-required field for OrderCancelReplaceRequest.
	CustOrderHandlingInst *string `fix:"1031"`
	//OrderHandlingInstSource is a non-required field for OrderCancelReplaceRequest.
	OrderHandlingInstSource *int `fix:"1032"`
	//TrdRegTimestamps is a non-required component for OrderCancelReplaceRequest.
	TrdRegTimestamps *trdregtimestamps.TrdRegTimestamps
	//MatchIncrement is a non-required field for OrderCancelReplaceRequest.
	MatchIncrement *float64 `fix:"1089"`
	//MaxPriceLevels is a non-required field for OrderCancelReplaceRequest.
	MaxPriceLevels *int `fix:"1090"`
	//DisplayInstruction is a non-required component for OrderCancelReplaceRequest.
	DisplayInstruction *displayinstruction.DisplayInstruction
	//PriceProtectionScope is a non-required field for OrderCancelReplaceRequest.
	PriceProtectionScope *string `fix:"1092"`
	//TriggeringInstruction is a non-required component for OrderCancelReplaceRequest.
	TriggeringInstruction *triggeringinstruction.TriggeringInstruction
	//PreTradeAnonymity is a non-required field for OrderCancelReplaceRequest.
	PreTradeAnonymity *bool `fix:"1091"`
	//ExDestinationIDSource is a non-required field for OrderCancelReplaceRequest.
	ExDestinationIDSource *string `fix:"1133"`
	fixt11.Trailer
}

Message is a OrderCancelReplaceRequest FIX Message

func New

func New(clordid string, instrument instrument.Instrument, side string, transacttime time.Time, orderqtydata orderqtydata.OrderQtyData, ordtype string) *Message

New returns an initialized OrderCancelReplaceRequest instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAccount

func (m *Message) SetAccount(v string)

func (*Message) SetAccountType

func (m *Message) SetAccountType(v int)

func (*Message) SetAcctIDSource

func (m *Message) SetAcctIDSource(v int)

func (*Message) SetAllocID

func (m *Message) SetAllocID(v string)

func (*Message) SetBookingType

func (m *Message) SetBookingType(v int)

func (*Message) SetBookingUnit

func (m *Message) SetBookingUnit(v string)

func (*Message) SetCancellationRights

func (m *Message) SetCancellationRights(v string)

func (*Message) SetCashMargin

func (m *Message) SetCashMargin(v string)

func (*Message) SetClOrdID

func (m *Message) SetClOrdID(v string)

func (*Message) SetClOrdLinkID

func (m *Message) SetClOrdLinkID(v string)

func (*Message) SetClearingFeeIndicator

func (m *Message) SetClearingFeeIndicator(v string)

func (*Message) SetCommissionData

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

func (*Message) SetComplianceID

func (m *Message) SetComplianceID(v string)

func (*Message) SetCoveredOrUncovered

func (m *Message) SetCoveredOrUncovered(v int)

func (*Message) SetCurrency

func (m *Message) SetCurrency(v string)

func (*Message) SetCustDirectedOrder

func (m *Message) SetCustDirectedOrder(v bool)

func (*Message) SetCustOrderCapacity

func (m *Message) SetCustOrderCapacity(v int)

func (*Message) SetCustOrderHandlingInst

func (m *Message) SetCustOrderHandlingInst(v string)

func (*Message) SetDayBookingInst

func (m *Message) SetDayBookingInst(v string)

func (*Message) SetDesignation

func (m *Message) SetDesignation(v string)

func (*Message) SetDiscretionInstructions

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

func (*Message) SetDisplayInstruction

func (m *Message) SetDisplayInstruction(v displayinstruction.DisplayInstruction)

func (*Message) SetEffectiveTime

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

func (*Message) SetEncodedText

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetExDestination

func (m *Message) SetExDestination(v string)

func (*Message) SetExDestinationIDSource

func (m *Message) SetExDestinationIDSource(v string)

func (*Message) SetExecInst

func (m *Message) SetExecInst(v string)

func (*Message) SetExpireDate

func (m *Message) SetExpireDate(v string)

func (*Message) SetExpireTime

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

func (*Message) SetFinancingDetails

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

func (*Message) SetForexReq

func (m *Message) SetForexReq(v bool)

func (*Message) SetGTBookingInst

func (m *Message) SetGTBookingInst(v int)

func (*Message) SetHandlInst

func (m *Message) SetHandlInst(v string)

func (*Message) SetInstrument

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

func (*Message) SetListID

func (m *Message) SetListID(v string)

func (*Message) SetLocateReqd

func (m *Message) SetLocateReqd(v bool)

func (*Message) SetManualOrderIndicator

func (m *Message) SetManualOrderIndicator(v bool)

func (*Message) SetMatchIncrement

func (m *Message) SetMatchIncrement(v float64)

func (*Message) SetMaxFloor

func (m *Message) SetMaxFloor(v float64)

func (*Message) SetMaxPriceLevels

func (m *Message) SetMaxPriceLevels(v int)

func (*Message) SetMaxShow

func (m *Message) SetMaxShow(v float64)

func (*Message) SetMinQty

func (m *Message) SetMinQty(v float64)

func (*Message) SetMoneyLaunderingStatus

func (m *Message) SetMoneyLaunderingStatus(v string)

func (*Message) SetOrdType

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderCapacity

func (m *Message) SetOrderCapacity(v string)

func (*Message) SetOrderHandlingInstSource

func (m *Message) SetOrderHandlingInstSource(v int)

func (*Message) SetOrderID

func (m *Message) SetOrderID(v string)

func (*Message) SetOrderQty2

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetOrderQtyData

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

func (*Message) SetOrderRestrictions

func (m *Message) SetOrderRestrictions(v string)

func (*Message) SetOrigClOrdID

func (m *Message) SetOrigClOrdID(v string)

func (*Message) SetOrigOrdModTime

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

func (*Message) SetParticipationRate

func (m *Message) SetParticipationRate(v float64)

func (*Message) SetParties

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

func (*Message) SetPegInstructions

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

func (*Message) SetPositionEffect

func (m *Message) SetPositionEffect(v string)

func (*Message) SetPreAllocGrp

func (m *Message) SetPreAllocGrp(v preallocgrp.PreAllocGrp)

func (*Message) SetPreTradeAnonymity

func (m *Message) SetPreTradeAnonymity(v bool)

func (*Message) SetPreallocMethod

func (m *Message) SetPreallocMethod(v string)

func (*Message) SetPrice

func (m *Message) SetPrice(v float64)

func (*Message) SetPrice2

func (m *Message) SetPrice2(v float64)

func (*Message) SetPriceProtectionScope

func (m *Message) SetPriceProtectionScope(v string)

func (*Message) SetPriceType

func (m *Message) SetPriceType(v int)

func (*Message) SetQtyType

func (m *Message) SetQtyType(v int)

func (*Message) SetReceivedDeptID

func (m *Message) SetReceivedDeptID(v string)

func (*Message) SetRegistID

func (m *Message) SetRegistID(v string)

func (*Message) SetSecondaryClOrdID

func (m *Message) SetSecondaryClOrdID(v string)

func (*Message) SetSettlCurrency

func (m *Message) SetSettlCurrency(v string)

func (*Message) SetSettlDate

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlDate2

func (m *Message) SetSettlDate2(v string)

func (*Message) SetSettlType

func (m *Message) SetSettlType(v string)

func (*Message) SetSide

func (m *Message) SetSide(v string)

func (*Message) SetSolicitedFlag

func (m *Message) SetSolicitedFlag(v bool)

func (*Message) SetSpreadOrBenchmarkCurveData

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

func (*Message) SetStopPx

func (m *Message) SetStopPx(v float64)

func (*Message) SetStrategyParametersGrp

func (m *Message) SetStrategyParametersGrp(v strategyparametersgrp.StrategyParametersGrp)

func (*Message) SetTargetStrategy

func (m *Message) SetTargetStrategy(v int)

func (*Message) SetTargetStrategyParameters

func (m *Message) SetTargetStrategyParameters(v string)

func (*Message) SetText

func (m *Message) SetText(v string)

func (*Message) SetTimeInForce

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTradeDate

func (m *Message) SetTradeDate(v string)

func (*Message) SetTradeOriginationDate

func (m *Message) SetTradeOriginationDate(v string)

func (*Message) SetTransactTime

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

func (*Message) SetTrdRegTimestamps

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

func (*Message) SetTrdgSesGrp

func (m *Message) SetTrdgSesGrp(v trdgsesgrp.TrdgSesGrp)

func (*Message) SetTriggeringInstruction

func (m *Message) SetTriggeringInstruction(v triggeringinstruction.TriggeringInstruction)

func (*Message) SetUndInstrmtGrp

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

func (*Message) SetYieldData

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

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