quoterequest

package
v0.2.0 Latest Latest
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Published: Apr 19, 2016 License: Apache-1.1 Imports: 16 Imported by: 0

Documentation

Overview

Package quoterequest msg type = R.

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:"R"`
	fix44.Header
	//QuoteReqID is a required field for QuoteRequest.
	QuoteReqID string `fix:"131"`
	//RFQReqID is a non-required field for QuoteRequest.
	RFQReqID *string `fix:"644"`
	//ClOrdID is a non-required field for QuoteRequest.
	ClOrdID *string `fix:"11"`
	//OrderCapacity is a non-required field for QuoteRequest.
	OrderCapacity *string `fix:"528"`
	//NoRelatedSym is a required field for QuoteRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	//Text is a non-required field for QuoteRequest.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for QuoteRequest.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for QuoteRequest.
	EncodedText *string `fix:"355"`
	fix44.Trailer
}

Message is a QuoteRequest FIX Message

func New added in v0.2.0

func New(quotereqid string, norelatedsym []NoRelatedSym) *Message

New returns an initialized QuoteRequest instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetClOrdID added in v0.2.0

func (m *Message) SetClOrdID(v string)

func (*Message) SetEncodedText added in v0.2.0

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen added in v0.2.0

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetNoRelatedSym added in v0.2.0

func (m *Message) SetNoRelatedSym(v []NoRelatedSym)

func (*Message) SetOrderCapacity added in v0.2.0

func (m *Message) SetOrderCapacity(v string)

func (*Message) SetQuoteReqID added in v0.2.0

func (m *Message) SetQuoteReqID(v string)

func (*Message) SetRFQReqID added in v0.2.0

func (m *Message) SetRFQReqID(v string)

func (*Message) SetText added in v0.2.0

func (m *Message) SetText(v string)

type NoLegs

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
	//LegQty is a non-required field for NoLegs.
	LegQty *float64 `fix:"687"`
	//LegSwapType is a non-required field for NoLegs.
	LegSwapType *int `fix:"690"`
	//LegSettlType is a non-required field for NoLegs.
	LegSettlType *string `fix:"587"`
	//LegSettlDate is a non-required field for NoLegs.
	LegSettlDate *string `fix:"588"`
	//LegStipulations is a non-required component for NoLegs.
	LegStipulations *legstipulations.LegStipulations
	//NestedParties is a non-required component for NoLegs.
	NestedParties *nestedparties.NestedParties
	//LegBenchmarkCurveData is a non-required component for NoLegs.
	LegBenchmarkCurveData *legbenchmarkcurvedata.LegBenchmarkCurveData
}

NoLegs is a repeating group in NoRelatedSym

func NewNoLegs added in v0.2.0

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg added in v0.2.0

func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)

func (*NoLegs) SetLegBenchmarkCurveData added in v0.2.0

func (m *NoLegs) SetLegBenchmarkCurveData(v legbenchmarkcurvedata.LegBenchmarkCurveData)

func (*NoLegs) SetLegQty added in v0.2.0

func (m *NoLegs) SetLegQty(v float64)

func (*NoLegs) SetLegSettlDate added in v0.2.0

func (m *NoLegs) SetLegSettlDate(v string)

func (*NoLegs) SetLegSettlType added in v0.2.0

func (m *NoLegs) SetLegSettlType(v string)

func (*NoLegs) SetLegStipulations added in v0.2.0

func (m *NoLegs) SetLegStipulations(v legstipulations.LegStipulations)

func (*NoLegs) SetLegSwapType added in v0.2.0

func (m *NoLegs) SetLegSwapType(v int)

func (*NoLegs) SetNestedParties added in v0.2.0

func (m *NoLegs) SetNestedParties(v nestedparties.NestedParties)

type NoQuoteQualifiers

type NoQuoteQualifiers struct {
	//QuoteQualifier is a non-required field for NoQuoteQualifiers.
	QuoteQualifier *string `fix:"695"`
}

NoQuoteQualifiers is a repeating group in NoRelatedSym

func NewNoQuoteQualifiers added in v0.2.0

func NewNoQuoteQualifiers() *NoQuoteQualifiers

NewNoQuoteQualifiers returns an initialized NoQuoteQualifiers instance

func (*NoQuoteQualifiers) SetQuoteQualifier added in v0.2.0

func (m *NoQuoteQualifiers) SetQuoteQualifier(v string)

type NoRelatedSym

type NoRelatedSym struct {
	//Instrument is a required component for NoRelatedSym.
	instrument.Instrument
	//FinancingDetails is a non-required component for NoRelatedSym.
	FinancingDetails *financingdetails.FinancingDetails
	//NoUnderlyings is a non-required field for NoRelatedSym.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//PrevClosePx is a non-required field for NoRelatedSym.
	PrevClosePx *float64 `fix:"140"`
	//QuoteRequestType is a non-required field for NoRelatedSym.
	QuoteRequestType *int `fix:"303"`
	//QuoteType is a non-required field for NoRelatedSym.
	QuoteType *int `fix:"537"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoRelatedSym.
	TradingSessionSubID *string `fix:"625"`
	//TradeOriginationDate is a non-required field for NoRelatedSym.
	TradeOriginationDate *string `fix:"229"`
	//Side is a non-required field for NoRelatedSym.
	Side *string `fix:"54"`
	//QtyType is a non-required field for NoRelatedSym.
	QtyType *int `fix:"854"`
	//OrderQtyData is a non-required component for NoRelatedSym.
	OrderQtyData *orderqtydata.OrderQtyData
	//SettlType is a non-required field for NoRelatedSym.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for NoRelatedSym.
	SettlDate *string `fix:"64"`
	//SettlDate2 is a non-required field for NoRelatedSym.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoRelatedSym.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for NoRelatedSym.
	Currency *string `fix:"15"`
	//Stipulations is a non-required component for NoRelatedSym.
	Stipulations *stipulations.Stipulations
	//Account is a non-required field for NoRelatedSym.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for NoRelatedSym.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for NoRelatedSym.
	AccountType *int `fix:"581"`
	//NoLegs is a non-required field for NoRelatedSym.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//NoQuoteQualifiers is a non-required field for NoRelatedSym.
	NoQuoteQualifiers []NoQuoteQualifiers `fix:"735,omitempty"`
	//QuotePriceType is a non-required field for NoRelatedSym.
	QuotePriceType *int `fix:"692"`
	//OrdType is a non-required field for NoRelatedSym.
	OrdType *string `fix:"40"`
	//ValidUntilTime is a non-required field for NoRelatedSym.
	ValidUntilTime *time.Time `fix:"62"`
	//ExpireTime is a non-required field for NoRelatedSym.
	ExpireTime *time.Time `fix:"126"`
	//TransactTime is a non-required field for NoRelatedSym.
	TransactTime *time.Time `fix:"60"`
	//SpreadOrBenchmarkCurveData is a non-required component for NoRelatedSym.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//PriceType is a non-required field for NoRelatedSym.
	PriceType *int `fix:"423"`
	//Price is a non-required field for NoRelatedSym.
	Price *float64 `fix:"44"`
	//Price2 is a non-required field for NoRelatedSym.
	Price2 *float64 `fix:"640"`
	//YieldData is a non-required component for NoRelatedSym.
	YieldData *yielddata.YieldData
	//Parties is a non-required component for NoRelatedSym.
	Parties *parties.Parties
}

NoRelatedSym is a repeating group in QuoteRequest

func NewNoRelatedSym added in v0.2.0

func NewNoRelatedSym(instrument instrument.Instrument) *NoRelatedSym

NewNoRelatedSym returns an initialized NoRelatedSym instance

func (*NoRelatedSym) SetAccount added in v0.2.0

func (m *NoRelatedSym) SetAccount(v string)

func (*NoRelatedSym) SetAccountType added in v0.2.0

func (m *NoRelatedSym) SetAccountType(v int)

func (*NoRelatedSym) SetAcctIDSource added in v0.2.0

func (m *NoRelatedSym) SetAcctIDSource(v int)

func (*NoRelatedSym) SetCurrency added in v0.2.0

func (m *NoRelatedSym) SetCurrency(v string)

func (*NoRelatedSym) SetExpireTime added in v0.2.0

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

func (*NoRelatedSym) SetFinancingDetails added in v0.2.0

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

func (*NoRelatedSym) SetInstrument added in v0.2.0

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

func (*NoRelatedSym) SetNoLegs added in v0.2.0

func (m *NoRelatedSym) SetNoLegs(v []NoLegs)

func (*NoRelatedSym) SetNoQuoteQualifiers added in v0.2.0

func (m *NoRelatedSym) SetNoQuoteQualifiers(v []NoQuoteQualifiers)

func (*NoRelatedSym) SetNoUnderlyings added in v0.2.0

func (m *NoRelatedSym) SetNoUnderlyings(v []NoUnderlyings)

func (*NoRelatedSym) SetOrdType added in v0.2.0

func (m *NoRelatedSym) SetOrdType(v string)

func (*NoRelatedSym) SetOrderQty2 added in v0.2.0

func (m *NoRelatedSym) SetOrderQty2(v float64)

func (*NoRelatedSym) SetOrderQtyData added in v0.2.0

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

func (*NoRelatedSym) SetParties added in v0.2.0

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

func (*NoRelatedSym) SetPrevClosePx added in v0.2.0

func (m *NoRelatedSym) SetPrevClosePx(v float64)

func (*NoRelatedSym) SetPrice added in v0.2.0

func (m *NoRelatedSym) SetPrice(v float64)

func (*NoRelatedSym) SetPrice2 added in v0.2.0

func (m *NoRelatedSym) SetPrice2(v float64)

func (*NoRelatedSym) SetPriceType added in v0.2.0

func (m *NoRelatedSym) SetPriceType(v int)

func (*NoRelatedSym) SetQtyType added in v0.2.0

func (m *NoRelatedSym) SetQtyType(v int)

func (*NoRelatedSym) SetQuotePriceType added in v0.2.0

func (m *NoRelatedSym) SetQuotePriceType(v int)

func (*NoRelatedSym) SetQuoteRequestType added in v0.2.0

func (m *NoRelatedSym) SetQuoteRequestType(v int)

func (*NoRelatedSym) SetQuoteType added in v0.2.0

func (m *NoRelatedSym) SetQuoteType(v int)

func (*NoRelatedSym) SetSettlDate added in v0.2.0

func (m *NoRelatedSym) SetSettlDate(v string)

func (*NoRelatedSym) SetSettlDate2 added in v0.2.0

func (m *NoRelatedSym) SetSettlDate2(v string)

func (*NoRelatedSym) SetSettlType added in v0.2.0

func (m *NoRelatedSym) SetSettlType(v string)

func (*NoRelatedSym) SetSide added in v0.2.0

func (m *NoRelatedSym) SetSide(v string)

func (*NoRelatedSym) SetSpreadOrBenchmarkCurveData added in v0.2.0

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

func (*NoRelatedSym) SetStipulations added in v0.2.0

func (m *NoRelatedSym) SetStipulations(v stipulations.Stipulations)

func (*NoRelatedSym) SetTradeOriginationDate added in v0.2.0

func (m *NoRelatedSym) SetTradeOriginationDate(v string)

func (*NoRelatedSym) SetTradingSessionID added in v0.2.0

func (m *NoRelatedSym) SetTradingSessionID(v string)

func (*NoRelatedSym) SetTradingSessionSubID added in v0.2.0

func (m *NoRelatedSym) SetTradingSessionSubID(v string)

func (*NoRelatedSym) SetTransactTime added in v0.2.0

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

func (*NoRelatedSym) SetValidUntilTime added in v0.2.0

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

func (*NoRelatedSym) SetYieldData added in v0.2.0

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

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}

NoUnderlyings is a repeating group in NoRelatedSym

func NewNoUnderlyings added in v0.2.0

func NewNoUnderlyings() *NoUnderlyings

NewNoUnderlyings returns an initialized NoUnderlyings instance

func (*NoUnderlyings) SetUnderlyingInstrument added in v0.2.0

func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)

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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