bidrequest

Documentation

Overview

Package bidrequest msg type = k.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoBidComponents
• type NoBidDescriptors
• 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:"k"`
	Header     fix42.Header
	//BidID is a non-required field for BidRequest.
	BidID *string `fix:"390"`
	//ClientBidID is a required field for BidRequest.
	ClientBidID string `fix:"391"`
	//BidRequestTransType is a required field for BidRequest.
	BidRequestTransType string `fix:"374"`
	//ListName is a non-required field for BidRequest.
	ListName *string `fix:"392"`
	//TotalNumSecurities is a required field for BidRequest.
	TotalNumSecurities int `fix:"393"`
	//BidType is a required field for BidRequest.
	BidType int `fix:"394"`
	//NumTickets is a non-required field for BidRequest.
	NumTickets *int `fix:"395"`
	//Currency is a non-required field for BidRequest.
	Currency *string `fix:"15"`
	//SideValue1 is a non-required field for BidRequest.
	SideValue1 *float64 `fix:"396"`
	//SideValue2 is a non-required field for BidRequest.
	SideValue2 *float64 `fix:"397"`
	//NoBidDescriptors is a non-required field for BidRequest.
	NoBidDescriptors []NoBidDescriptors `fix:"398,omitempty"`
	//NoBidComponents is a non-required field for BidRequest.
	NoBidComponents []NoBidComponents `fix:"420,omitempty"`
	//LiquidityIndType is a non-required field for BidRequest.
	LiquidityIndType *int `fix:"409"`
	//WtAverageLiquidity is a non-required field for BidRequest.
	WtAverageLiquidity *float64 `fix:"410"`
	//ExchangeForPhysical is a non-required field for BidRequest.
	ExchangeForPhysical *bool `fix:"411"`
	//OutMainCntryUIndex is a non-required field for BidRequest.
	OutMainCntryUIndex *float64 `fix:"412"`
	//CrossPercent is a non-required field for BidRequest.
	CrossPercent *float64 `fix:"413"`
	//ProgRptReqs is a non-required field for BidRequest.
	ProgRptReqs *int `fix:"414"`
	//ProgPeriodInterval is a non-required field for BidRequest.
	ProgPeriodInterval *int `fix:"415"`
	//IncTaxInd is a non-required field for BidRequest.
	IncTaxInd *int `fix:"416"`
	//ForexReq is a non-required field for BidRequest.
	ForexReq *bool `fix:"121"`
	//NumBidders is a non-required field for BidRequest.
	NumBidders *int `fix:"417"`
	//TradeDate is a non-required field for BidRequest.
	TradeDate *string `fix:"75"`
	//TradeType is a required field for BidRequest.
	TradeType string `fix:"418"`
	//BasisPxType is a required field for BidRequest.
	BasisPxType string `fix:"419"`
	//StrikeTime is a non-required field for BidRequest.
	StrikeTime *time.Time `fix:"443"`
	//Text is a non-required field for BidRequest.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for BidRequest.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for BidRequest.
	EncodedText *string `fix:"355"`
	Trailer     fix42.Trailer
}

Message is a BidRequest FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoBidComponents

type NoBidComponents struct {
	//ListID is a non-required field for NoBidComponents.
	ListID *string `fix:"66"`
	//Side is a non-required field for NoBidComponents.
	Side *string `fix:"54"`
	//TradingSessionID is a non-required field for NoBidComponents.
	TradingSessionID *string `fix:"336"`
	//NetGrossInd is a non-required field for NoBidComponents.
	NetGrossInd *int `fix:"430"`
	//SettlmntTyp is a non-required field for NoBidComponents.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for NoBidComponents.
	FutSettDate *string `fix:"64"`
	//Account is a non-required field for NoBidComponents.
	Account *string `fix:"1"`
}

NoBidComponents is a repeating group in BidRequest

type NoBidDescriptors

type NoBidDescriptors struct {
	//BidDescriptorType is a non-required field for NoBidDescriptors.
	BidDescriptorType *int `fix:"399"`
	//BidDescriptor is a non-required field for NoBidDescriptors.
	BidDescriptor *string `fix:"400"`
	//SideValueInd is a non-required field for NoBidDescriptors.
	SideValueInd *int `fix:"401"`
	//LiquidityValue is a non-required field for NoBidDescriptors.
	LiquidityValue *float64 `fix:"404"`
	//LiquidityNumSecurities is a non-required field for NoBidDescriptors.
	LiquidityNumSecurities *int `fix:"441"`
	//LiquidityPctLow is a non-required field for NoBidDescriptors.
	LiquidityPctLow *float64 `fix:"402"`
	//LiquidityPctHigh is a non-required field for NoBidDescriptors.
	LiquidityPctHigh *float64 `fix:"403"`
	//EFPTrackingError is a non-required field for NoBidDescriptors.
	EFPTrackingError *float64 `fix:"405"`
	//FairValue is a non-required field for NoBidDescriptors.
	FairValue *float64 `fix:"406"`
	//OutsideIndexPct is a non-required field for NoBidDescriptors.
	OutsideIndexPct *float64 `fix:"407"`
	//ValueOfFutures is a non-required field for NoBidDescriptors.
	ValueOfFutures *float64 `fix:"408"`
}

NoBidDescriptors is a repeating group in BidRequest

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