securitydefinition

Documentation

Overview

Package securitydefinition msg type = d.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoLegs
• 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:"d"`
	Header     fix44.Header
	//SecurityReqID is a required field for SecurityDefinition.
	SecurityReqID string `fix:"320"`
	//SecurityResponseID is a required field for SecurityDefinition.
	SecurityResponseID string `fix:"322"`
	//SecurityResponseType is a required field for SecurityDefinition.
	SecurityResponseType int `fix:"323"`
	//Instrument Component
	Instrument instrument.Component
	//InstrumentExtension Component
	InstrumentExtension instrumentextension.Component
	//NoUnderlyings is a non-required field for SecurityDefinition.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Currency is a non-required field for SecurityDefinition.
	Currency *string `fix:"15"`
	//TradingSessionID is a non-required field for SecurityDefinition.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for SecurityDefinition.
	TradingSessionSubID *string `fix:"625"`
	//Text is a non-required field for SecurityDefinition.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for SecurityDefinition.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for SecurityDefinition.
	EncodedText *string `fix:"355"`
	//NoLegs is a non-required field for SecurityDefinition.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//ExpirationCycle is a non-required field for SecurityDefinition.
	ExpirationCycle *int `fix:"827"`
	//RoundLot is a non-required field for SecurityDefinition.
	RoundLot *float64 `fix:"561"`
	//MinTradeVol is a non-required field for SecurityDefinition.
	MinTradeVol *float64 `fix:"562"`
	Trailer     fix44.Trailer
}

Message is a SecurityDefinition 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 SecurityDefinition

type NoUnderlyings

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

NoUnderlyings is a repeating group in SecurityDefinition

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