marketdatarequest

package
v1.2.0 Latest Latest
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 Go to latest Published: Apr 10, 2023 License: Apache-1.1 Imports: 6 Imported by: 0

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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 MarketDataRequest added in v0.4.0 

type MarketDataRequest struct {
	fix42.Header
	*quickfix.Body
	fix42.Trailer
	Message *quickfix.Message
}

MarketDataRequest is the fix42 MarketDataRequest type, MsgType = V.

func FromMessage added in v0.4.0 

func FromMessage(m *quickfix.Message) MarketDataRequest

FromMessage creates a MarketDataRequest from a quickfix.Message instance.

func New added in v0.2.0 

func New(mdreqid field.MDReqIDField, subscriptionrequesttype field.SubscriptionRequestTypeField, marketdepth field.MarketDepthField) (m MarketDataRequest)

New returns a MarketDataRequest initialized with the required fields for MarketDataRequest.

func (MarketDataRequest) GetAggregatedBook added in v0.4.0 

func (m MarketDataRequest) GetAggregatedBook() (v bool, err quickfix.MessageRejectError)

GetAggregatedBook gets AggregatedBook, Tag 266.

func (MarketDataRequest) GetMDReqID added in v0.4.0 

func (m MarketDataRequest) GetMDReqID() (v string, err quickfix.MessageRejectError)

GetMDReqID gets MDReqID, Tag 262.

func (MarketDataRequest) GetMDUpdateType added in v0.4.0 

func (m MarketDataRequest) GetMDUpdateType() (v enum.MDUpdateType, err quickfix.MessageRejectError)

GetMDUpdateType gets MDUpdateType, Tag 265.

func (MarketDataRequest) GetMarketDepth added in v0.4.0 

func (m MarketDataRequest) GetMarketDepth() (v int, err quickfix.MessageRejectError)

GetMarketDepth gets MarketDepth, Tag 264.

func (MarketDataRequest) GetNoMDEntryTypes added in v0.4.0 

func (m MarketDataRequest) GetNoMDEntryTypes() (NoMDEntryTypesRepeatingGroup, quickfix.MessageRejectError)

GetNoMDEntryTypes gets NoMDEntryTypes, Tag 267.

func (MarketDataRequest) GetNoRelatedSym added in v0.4.0 

func (m MarketDataRequest) GetNoRelatedSym() (NoRelatedSymRepeatingGroup, quickfix.MessageRejectError)

GetNoRelatedSym gets NoRelatedSym, Tag 146.

func (MarketDataRequest) GetSubscriptionRequestType added in v0.4.0 

func (m MarketDataRequest) GetSubscriptionRequestType() (v enum.SubscriptionRequestType, err quickfix.MessageRejectError)

GetSubscriptionRequestType gets SubscriptionRequestType, Tag 263.

func (MarketDataRequest) HasAggregatedBook added in v0.4.0 

func (m MarketDataRequest) HasAggregatedBook() bool

HasAggregatedBook returns true if AggregatedBook is present, Tag 266.

func (MarketDataRequest) HasMDReqID added in v0.4.0 

func (m MarketDataRequest) HasMDReqID() bool

HasMDReqID returns true if MDReqID is present, Tag 262.

func (MarketDataRequest) HasMDUpdateType added in v0.4.0 

func (m MarketDataRequest) HasMDUpdateType() bool

HasMDUpdateType returns true if MDUpdateType is present, Tag 265.

func (MarketDataRequest) HasMarketDepth added in v0.4.0 

func (m MarketDataRequest) HasMarketDepth() bool

HasMarketDepth returns true if MarketDepth is present, Tag 264.

func (MarketDataRequest) HasNoMDEntryTypes added in v0.4.0 

func (m MarketDataRequest) HasNoMDEntryTypes() bool

HasNoMDEntryTypes returns true if NoMDEntryTypes is present, Tag 267.

func (MarketDataRequest) HasNoRelatedSym added in v0.4.0 

func (m MarketDataRequest) HasNoRelatedSym() bool

HasNoRelatedSym returns true if NoRelatedSym is present, Tag 146.

func (MarketDataRequest) HasSubscriptionRequestType added in v0.4.0 

func (m MarketDataRequest) HasSubscriptionRequestType() bool

HasSubscriptionRequestType returns true if SubscriptionRequestType is present, Tag 263.

func (MarketDataRequest) SetAggregatedBook added in v0.4.0 

func (m MarketDataRequest) SetAggregatedBook(v bool)

SetAggregatedBook sets AggregatedBook, Tag 266.

func (MarketDataRequest) SetMDReqID added in v0.4.0 

func (m MarketDataRequest) SetMDReqID(v string)

SetMDReqID sets MDReqID, Tag 262.

func (MarketDataRequest) SetMDUpdateType added in v0.4.0 

func (m MarketDataRequest) SetMDUpdateType(v enum.MDUpdateType)

SetMDUpdateType sets MDUpdateType, Tag 265.

func (MarketDataRequest) SetMarketDepth added in v0.4.0 

func (m MarketDataRequest) SetMarketDepth(v int)

SetMarketDepth sets MarketDepth, Tag 264.

func (MarketDataRequest) SetNoMDEntryTypes added in v0.4.0 

func (m MarketDataRequest) SetNoMDEntryTypes(f NoMDEntryTypesRepeatingGroup)

SetNoMDEntryTypes sets NoMDEntryTypes, Tag 267.

func (MarketDataRequest) SetNoRelatedSym added in v0.4.0 

func (m MarketDataRequest) SetNoRelatedSym(f NoRelatedSymRepeatingGroup)

SetNoRelatedSym sets NoRelatedSym, Tag 146.

func (MarketDataRequest) SetSubscriptionRequestType added in v0.4.0 

func (m MarketDataRequest) SetSubscriptionRequestType(v enum.SubscriptionRequestType)

SetSubscriptionRequestType sets SubscriptionRequestType, Tag 263.

func (MarketDataRequest) ToMessage added in v0.4.0 

func (m MarketDataRequest) ToMessage() *quickfix.Message

ToMessage returns a quickfix.Message instance.

type NoMDEntryTypes 

type NoMDEntryTypes struct {
	*quickfix.Group
}

NoMDEntryTypes is a repeating group element, Tag 267.

func (NoMDEntryTypes) GetMDEntryType added in v0.4.0 

func (m NoMDEntryTypes) GetMDEntryType() (v enum.MDEntryType, err quickfix.MessageRejectError)

GetMDEntryType gets MDEntryType, Tag 269.

func (NoMDEntryTypes) HasMDEntryType added in v0.4.0 

func (m NoMDEntryTypes) HasMDEntryType() bool

HasMDEntryType returns true if MDEntryType is present, Tag 269.

func (NoMDEntryTypes) SetMDEntryType added in v0.2.0 

func (m NoMDEntryTypes) SetMDEntryType(v enum.MDEntryType)

SetMDEntryType sets MDEntryType, Tag 269.

type NoMDEntryTypesRepeatingGroup added in v0.4.0 

type NoMDEntryTypesRepeatingGroup struct {
	*quickfix.RepeatingGroup
}

NoMDEntryTypesRepeatingGroup is a repeating group, Tag 267.

func NewNoMDEntryTypesRepeatingGroup added in v0.4.0 

func NewNoMDEntryTypesRepeatingGroup() NoMDEntryTypesRepeatingGroup

NewNoMDEntryTypesRepeatingGroup returns an initialized, NoMDEntryTypesRepeatingGroup.

func (NoMDEntryTypesRepeatingGroup) Add added in v0.4.0 

func (m NoMDEntryTypesRepeatingGroup) Add() NoMDEntryTypes

Add create and append a new NoMDEntryTypes to this group.

func (NoMDEntryTypesRepeatingGroup) Get added in v0.4.0 

func (m NoMDEntryTypesRepeatingGroup) Get(i int) NoMDEntryTypes

Get returns the ith NoMDEntryTypes in the NoMDEntryTypesRepeatinGroup.

type NoRelatedSym 

type NoRelatedSym struct {
	*quickfix.Group
}

NoRelatedSym is a repeating group element, Tag 146.

func (NoRelatedSym) GetContractMultiplier added in v0.4.0 

func (m NoRelatedSym) GetContractMultiplier() (v decimal.Decimal, err quickfix.MessageRejectError)

GetContractMultiplier gets ContractMultiplier, Tag 231.

func (NoRelatedSym) GetCouponRate added in v0.4.0 

func (m NoRelatedSym) GetCouponRate() (v decimal.Decimal, err quickfix.MessageRejectError)

GetCouponRate gets CouponRate, Tag 223.

func (NoRelatedSym) GetEncodedIssuer added in v0.4.0 

func (m NoRelatedSym) GetEncodedIssuer() (v string, err quickfix.MessageRejectError)

GetEncodedIssuer gets EncodedIssuer, Tag 349.

func (NoRelatedSym) GetEncodedIssuerLen added in v0.4.0 

func (m NoRelatedSym) GetEncodedIssuerLen() (v int, err quickfix.MessageRejectError)

GetEncodedIssuerLen gets EncodedIssuerLen, Tag 348.

func (NoRelatedSym) GetEncodedSecurityDesc added in v0.4.0 

func (m NoRelatedSym) GetEncodedSecurityDesc() (v string, err quickfix.MessageRejectError)

GetEncodedSecurityDesc gets EncodedSecurityDesc, Tag 351.

func (NoRelatedSym) GetEncodedSecurityDescLen added in v0.4.0 

func (m NoRelatedSym) GetEncodedSecurityDescLen() (v int, err quickfix.MessageRejectError)

GetEncodedSecurityDescLen gets EncodedSecurityDescLen, Tag 350.

func (NoRelatedSym) GetIDSource added in v0.4.0 

func (m NoRelatedSym) GetIDSource() (v enum.IDSource, err quickfix.MessageRejectError)

GetIDSource gets IDSource, Tag 22.

func (NoRelatedSym) GetIssuer added in v0.4.0 

func (m NoRelatedSym) GetIssuer() (v string, err quickfix.MessageRejectError)

GetIssuer gets Issuer, Tag 106.

func (NoRelatedSym) GetMaturityDay added in v0.4.0 

func (m NoRelatedSym) GetMaturityDay() (v int, err quickfix.MessageRejectError)

GetMaturityDay gets MaturityDay, Tag 205.

func (NoRelatedSym) GetMaturityMonthYear added in v0.4.0 

func (m NoRelatedSym) GetMaturityMonthYear() (v string, err quickfix.MessageRejectError)

GetMaturityMonthYear gets MaturityMonthYear, Tag 200.

func (NoRelatedSym) GetOptAttribute added in v0.4.0 

func (m NoRelatedSym) GetOptAttribute() (v string, err quickfix.MessageRejectError)

GetOptAttribute gets OptAttribute, Tag 206.

func (NoRelatedSym) GetPutOrCall added in v0.4.0 

func (m NoRelatedSym) GetPutOrCall() (v enum.PutOrCall, err quickfix.MessageRejectError)

GetPutOrCall gets PutOrCall, Tag 201.

func (NoRelatedSym) GetSecurityDesc added in v0.4.0 

func (m NoRelatedSym) GetSecurityDesc() (v string, err quickfix.MessageRejectError)

GetSecurityDesc gets SecurityDesc, Tag 107.

func (NoRelatedSym) GetSecurityExchange added in v0.4.0 

func (m NoRelatedSym) GetSecurityExchange() (v string, err quickfix.MessageRejectError)

GetSecurityExchange gets SecurityExchange, Tag 207.

func (NoRelatedSym) GetSecurityID added in v0.4.0 

func (m NoRelatedSym) GetSecurityID() (v string, err quickfix.MessageRejectError)

GetSecurityID gets SecurityID, Tag 48.

func (NoRelatedSym) GetSecurityType added in v0.4.0 

func (m NoRelatedSym) GetSecurityType() (v enum.SecurityType, err quickfix.MessageRejectError)

GetSecurityType gets SecurityType, Tag 167.

func (NoRelatedSym) GetStrikePrice added in v0.4.0 

func (m NoRelatedSym) GetStrikePrice() (v decimal.Decimal, err quickfix.MessageRejectError)

GetStrikePrice gets StrikePrice, Tag 202.

func (NoRelatedSym) GetSymbol added in v0.4.0 

func (m NoRelatedSym) GetSymbol() (v string, err quickfix.MessageRejectError)

GetSymbol gets Symbol, Tag 55.

func (NoRelatedSym) GetSymbolSfx added in v0.4.0 

func (m NoRelatedSym) GetSymbolSfx() (v enum.SymbolSfx, err quickfix.MessageRejectError)

GetSymbolSfx gets SymbolSfx, Tag 65.

func (NoRelatedSym) GetTradingSessionID added in v0.4.0 

func (m NoRelatedSym) GetTradingSessionID() (v enum.TradingSessionID, err quickfix.MessageRejectError)

GetTradingSessionID gets TradingSessionID, Tag 336.

func (NoRelatedSym) HasContractMultiplier added in v0.4.0 

func (m NoRelatedSym) HasContractMultiplier() bool

HasContractMultiplier returns true if ContractMultiplier is present, Tag 231.

func (NoRelatedSym) HasCouponRate added in v0.4.0 

func (m NoRelatedSym) HasCouponRate() bool

HasCouponRate returns true if CouponRate is present, Tag 223.

func (NoRelatedSym) HasEncodedIssuer added in v0.4.0 

func (m NoRelatedSym) HasEncodedIssuer() bool

HasEncodedIssuer returns true if EncodedIssuer is present, Tag 349.

func (NoRelatedSym) HasEncodedIssuerLen added in v0.4.0 

func (m NoRelatedSym) HasEncodedIssuerLen() bool

HasEncodedIssuerLen returns true if EncodedIssuerLen is present, Tag 348.

func (NoRelatedSym) HasEncodedSecurityDesc added in v0.4.0 

func (m NoRelatedSym) HasEncodedSecurityDesc() bool

HasEncodedSecurityDesc returns true if EncodedSecurityDesc is present, Tag 351.

func (NoRelatedSym) HasEncodedSecurityDescLen added in v0.4.0 

func (m NoRelatedSym) HasEncodedSecurityDescLen() bool

HasEncodedSecurityDescLen returns true if EncodedSecurityDescLen is present, Tag 350.

func (NoRelatedSym) HasIDSource added in v0.4.0 

func (m NoRelatedSym) HasIDSource() bool

HasIDSource returns true if IDSource is present, Tag 22.

func (NoRelatedSym) HasIssuer added in v0.4.0 

func (m NoRelatedSym) HasIssuer() bool

HasIssuer returns true if Issuer is present, Tag 106.

func (NoRelatedSym) HasMaturityDay added in v0.4.0 

func (m NoRelatedSym) HasMaturityDay() bool

HasMaturityDay returns true if MaturityDay is present, Tag 205.

func (NoRelatedSym) HasMaturityMonthYear added in v0.4.0 

func (m NoRelatedSym) HasMaturityMonthYear() bool

HasMaturityMonthYear returns true if MaturityMonthYear is present, Tag 200.

func (NoRelatedSym) HasOptAttribute added in v0.4.0 

func (m NoRelatedSym) HasOptAttribute() bool

HasOptAttribute returns true if OptAttribute is present, Tag 206.

func (NoRelatedSym) HasPutOrCall added in v0.4.0 

func (m NoRelatedSym) HasPutOrCall() bool

HasPutOrCall returns true if PutOrCall is present, Tag 201.

func (NoRelatedSym) HasSecurityDesc added in v0.4.0 

func (m NoRelatedSym) HasSecurityDesc() bool

HasSecurityDesc returns true if SecurityDesc is present, Tag 107.

func (NoRelatedSym) HasSecurityExchange added in v0.4.0 

func (m NoRelatedSym) HasSecurityExchange() bool

HasSecurityExchange returns true if SecurityExchange is present, Tag 207.

func (NoRelatedSym) HasSecurityID added in v0.4.0 

func (m NoRelatedSym) HasSecurityID() bool

HasSecurityID returns true if SecurityID is present, Tag 48.

func (NoRelatedSym) HasSecurityType added in v0.4.0 

func (m NoRelatedSym) HasSecurityType() bool

HasSecurityType returns true if SecurityType is present, Tag 167.

func (NoRelatedSym) HasStrikePrice added in v0.4.0 

func (m NoRelatedSym) HasStrikePrice() bool

HasStrikePrice returns true if StrikePrice is present, Tag 202.

func (NoRelatedSym) HasSymbol added in v0.4.0 

func (m NoRelatedSym) HasSymbol() bool

HasSymbol returns true if Symbol is present, Tag 55.

func (NoRelatedSym) HasSymbolSfx added in v0.4.0 

func (m NoRelatedSym) HasSymbolSfx() bool

HasSymbolSfx returns true if SymbolSfx is present, Tag 65.

func (NoRelatedSym) HasTradingSessionID added in v0.4.0 

func (m NoRelatedSym) HasTradingSessionID() bool

HasTradingSessionID returns true if TradingSessionID is present, Tag 336.

func (NoRelatedSym) SetContractMultiplier added in v0.2.0 

func (m NoRelatedSym) SetContractMultiplier(value decimal.Decimal, scale int32)

SetContractMultiplier sets ContractMultiplier, Tag 231.

func (NoRelatedSym) SetCouponRate added in v0.2.0 

func (m NoRelatedSym) SetCouponRate(value decimal.Decimal, scale int32)

SetCouponRate sets CouponRate, Tag 223.

func (NoRelatedSym) SetEncodedIssuer added in v0.2.0 

func (m NoRelatedSym) SetEncodedIssuer(v string)

SetEncodedIssuer sets EncodedIssuer, Tag 349.

func (NoRelatedSym) SetEncodedIssuerLen added in v0.2.0 

func (m NoRelatedSym) SetEncodedIssuerLen(v int)

SetEncodedIssuerLen sets EncodedIssuerLen, Tag 348.

func (NoRelatedSym) SetEncodedSecurityDesc added in v0.2.0 

func (m NoRelatedSym) SetEncodedSecurityDesc(v string)

SetEncodedSecurityDesc sets EncodedSecurityDesc, Tag 351.

func (NoRelatedSym) SetEncodedSecurityDescLen added in v0.2.0 

func (m NoRelatedSym) SetEncodedSecurityDescLen(v int)

SetEncodedSecurityDescLen sets EncodedSecurityDescLen, Tag 350.

func (NoRelatedSym) SetIDSource added in v0.2.0 

func (m NoRelatedSym) SetIDSource(v enum.IDSource)

SetIDSource sets IDSource, Tag 22.

func (NoRelatedSym) SetIssuer added in v0.2.0 

func (m NoRelatedSym) SetIssuer(v string)

SetIssuer sets Issuer, Tag 106.

func (NoRelatedSym) SetMaturityDay added in v0.2.0 

func (m NoRelatedSym) SetMaturityDay(v int)

SetMaturityDay sets MaturityDay, Tag 205.

func (NoRelatedSym) SetMaturityMonthYear added in v0.2.0 

func (m NoRelatedSym) SetMaturityMonthYear(v string)

SetMaturityMonthYear sets MaturityMonthYear, Tag 200.

func (NoRelatedSym) SetOptAttribute added in v0.2.0 

func (m NoRelatedSym) SetOptAttribute(v string)

SetOptAttribute sets OptAttribute, Tag 206.

func (NoRelatedSym) SetPutOrCall added in v0.2.0 

func (m NoRelatedSym) SetPutOrCall(v enum.PutOrCall)

SetPutOrCall sets PutOrCall, Tag 201.

func (NoRelatedSym) SetSecurityDesc added in v0.2.0 

func (m NoRelatedSym) SetSecurityDesc(v string)

SetSecurityDesc sets SecurityDesc, Tag 107.

func (NoRelatedSym) SetSecurityExchange added in v0.2.0 

func (m NoRelatedSym) SetSecurityExchange(v string)

SetSecurityExchange sets SecurityExchange, Tag 207.

func (NoRelatedSym) SetSecurityID added in v0.2.0 

func (m NoRelatedSym) SetSecurityID(v string)

SetSecurityID sets SecurityID, Tag 48.

func (NoRelatedSym) SetSecurityType added in v0.2.0 

func (m NoRelatedSym) SetSecurityType(v enum.SecurityType)

SetSecurityType sets SecurityType, Tag 167.

func (NoRelatedSym) SetStrikePrice added in v0.2.0 

func (m NoRelatedSym) SetStrikePrice(value decimal.Decimal, scale int32)

SetStrikePrice sets StrikePrice, Tag 202.

func (NoRelatedSym) SetSymbol added in v0.2.0 

func (m NoRelatedSym) SetSymbol(v string)

SetSymbol sets Symbol, Tag 55.

func (NoRelatedSym) SetSymbolSfx added in v0.2.0 

func (m NoRelatedSym) SetSymbolSfx(v enum.SymbolSfx)

SetSymbolSfx sets SymbolSfx, Tag 65.

func (NoRelatedSym) SetTradingSessionID added in v0.2.0 

func (m NoRelatedSym) SetTradingSessionID(v enum.TradingSessionID)

SetTradingSessionID sets TradingSessionID, Tag 336.

type NoRelatedSymRepeatingGroup added in v0.4.0 

type NoRelatedSymRepeatingGroup struct {
	*quickfix.RepeatingGroup
}

NoRelatedSymRepeatingGroup is a repeating group, Tag 146.

func NewNoRelatedSymRepeatingGroup added in v0.4.0 

func NewNoRelatedSymRepeatingGroup() NoRelatedSymRepeatingGroup

NewNoRelatedSymRepeatingGroup returns an initialized, NoRelatedSymRepeatingGroup.

func (NoRelatedSymRepeatingGroup) Add added in v0.4.0 

func (m NoRelatedSymRepeatingGroup) Add() NoRelatedSym

Add create and append a new NoRelatedSym to this group.

func (NoRelatedSymRepeatingGroup) Get added in v0.4.0 

func (m NoRelatedSymRepeatingGroup) Get(i int) NoRelatedSym

Get returns the ith NoRelatedSym in the NoRelatedSymRepeatinGroup.

type RouteOut 

type RouteOut func(msg MarketDataRequest, sessionID quickfix.SessionID) quickfix.MessageRejectError

A RouteOut is the callback type that should be implemented for routing Message.

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