marketdatarequest

Documentation

Overview

Package marketdatarequest msg type = V.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func New(mdreqid *field.MDReqIDField, ...) Message
  • func (m Message) AggregatedBook() (*field.AggregatedBookField, quickfix.MessageRejectError)
  • func (m Message) GetAggregatedBook(f *field.AggregatedBookField) quickfix.MessageRejectError
  • func (m Message) GetMDImplicitDelete(f *field.MDImplicitDeleteField) quickfix.MessageRejectError
  • func (m Message) GetMDReqID(f *field.MDReqIDField) quickfix.MessageRejectError
  • func (m Message) GetMDUpdateType(f *field.MDUpdateTypeField) quickfix.MessageRejectError
  • func (m Message) GetMarketDepth(f *field.MarketDepthField) quickfix.MessageRejectError
  • func (m Message) GetNoMDEntryTypes(f *field.NoMDEntryTypesField) quickfix.MessageRejectError
  • func (m Message) GetNoRelatedSym(f *field.NoRelatedSymField) quickfix.MessageRejectError
  • func (m Message) GetNoTradingSessions(f *field.NoTradingSessionsField) quickfix.MessageRejectError
  • func (m Message) GetOpenCloseSettleFlag(f *field.OpenCloseSettleFlagField) quickfix.MessageRejectError
  • func (m Message) GetScope(f *field.ScopeField) quickfix.MessageRejectError
  • func (m Message) GetSubscriptionRequestType(f *field.SubscriptionRequestTypeField) quickfix.MessageRejectError
  • func (m Message) MDImplicitDelete() (*field.MDImplicitDeleteField, quickfix.MessageRejectError)
  • func (m Message) MDReqID() (*field.MDReqIDField, quickfix.MessageRejectError)
  • func (m Message) MDUpdateType() (*field.MDUpdateTypeField, quickfix.MessageRejectError)
  • func (m Message) MarketDepth() (*field.MarketDepthField, quickfix.MessageRejectError)
  • func (m Message) NoMDEntryTypes() (*field.NoMDEntryTypesField, quickfix.MessageRejectError)
  • func (m Message) NoRelatedSym() (*field.NoRelatedSymField, quickfix.MessageRejectError)
  • func (m Message) NoTradingSessions() (*field.NoTradingSessionsField, quickfix.MessageRejectError)
  • func (m Message) OpenCloseSettleFlag() (*field.OpenCloseSettleFlagField, quickfix.MessageRejectError)
  • func (m Message) Scope() (*field.ScopeField, quickfix.MessageRejectError)
  • func (m Message) SubscriptionRequestType() (*field.SubscriptionRequestTypeField, quickfix.MessageRejectError)
• 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 {
	quickfix.Message
}

Message is a MarketDataRequest wrapper for the generic Message type

func New

func New(
	mdreqid *field.MDReqIDField,
	subscriptionrequesttype *field.SubscriptionRequestTypeField,
	marketdepth *field.MarketDepthField,
	nomdentrytypes *field.NoMDEntryTypesField,
	norelatedsym *field.NoRelatedSymField) Message

New returns an initialized Message with specified required fields for MarketDataRequest.

func (Message) AggregatedBook

func (m Message) AggregatedBook() (*field.AggregatedBookField, quickfix.MessageRejectError)

AggregatedBook is a non-required field for MarketDataRequest.

func (Message) GetAggregatedBook

func (m Message) GetAggregatedBook(f *field.AggregatedBookField) quickfix.MessageRejectError

GetAggregatedBook reads a AggregatedBook from MarketDataRequest.

func (Message) GetMDImplicitDelete

func (m Message) GetMDImplicitDelete(f *field.MDImplicitDeleteField) quickfix.MessageRejectError

GetMDImplicitDelete reads a MDImplicitDelete from MarketDataRequest.

func (Message) GetMDReqID

func (m Message) GetMDReqID(f *field.MDReqIDField) quickfix.MessageRejectError

GetMDReqID reads a MDReqID from MarketDataRequest.

func (Message) GetMDUpdateType

func (m Message) GetMDUpdateType(f *field.MDUpdateTypeField) quickfix.MessageRejectError

GetMDUpdateType reads a MDUpdateType from MarketDataRequest.

func (Message) GetMarketDepth

func (m Message) GetMarketDepth(f *field.MarketDepthField) quickfix.MessageRejectError

GetMarketDepth reads a MarketDepth from MarketDataRequest.

func (Message) GetNoMDEntryTypes

func (m Message) GetNoMDEntryTypes(f *field.NoMDEntryTypesField) quickfix.MessageRejectError

GetNoMDEntryTypes reads a NoMDEntryTypes from MarketDataRequest.

func (Message) GetNoRelatedSym

func (m Message) GetNoRelatedSym(f *field.NoRelatedSymField) quickfix.MessageRejectError

GetNoRelatedSym reads a NoRelatedSym from MarketDataRequest.

func (Message) GetNoTradingSessions

func (m Message) GetNoTradingSessions(f *field.NoTradingSessionsField) quickfix.MessageRejectError

GetNoTradingSessions reads a NoTradingSessions from MarketDataRequest.

func (Message) GetOpenCloseSettleFlag

func (m Message) GetOpenCloseSettleFlag(f *field.OpenCloseSettleFlagField) quickfix.MessageRejectError

GetOpenCloseSettleFlag reads a OpenCloseSettleFlag from MarketDataRequest.

func (Message) GetScope

func (m Message) GetScope(f *field.ScopeField) quickfix.MessageRejectError

GetScope reads a Scope from MarketDataRequest.

func (Message) GetSubscriptionRequestType

func (m Message) GetSubscriptionRequestType(f *field.SubscriptionRequestTypeField) quickfix.MessageRejectError

GetSubscriptionRequestType reads a SubscriptionRequestType from MarketDataRequest.

func (Message) MDImplicitDelete

func (m Message) MDImplicitDelete() (*field.MDImplicitDeleteField, quickfix.MessageRejectError)

MDImplicitDelete is a non-required field for MarketDataRequest.

func (Message) MDReqID

func (m Message) MDReqID() (*field.MDReqIDField, quickfix.MessageRejectError)

MDReqID is a required field for MarketDataRequest.

func (Message) MDUpdateType

func (m Message) MDUpdateType() (*field.MDUpdateTypeField, quickfix.MessageRejectError)

MDUpdateType is a non-required field for MarketDataRequest.

func (Message) MarketDepth

func (m Message) MarketDepth() (*field.MarketDepthField, quickfix.MessageRejectError)

MarketDepth is a required field for MarketDataRequest.

func (Message) NoMDEntryTypes

func (m Message) NoMDEntryTypes() (*field.NoMDEntryTypesField, quickfix.MessageRejectError)

NoMDEntryTypes is a required field for MarketDataRequest.

func (Message) NoRelatedSym

func (m Message) NoRelatedSym() (*field.NoRelatedSymField, quickfix.MessageRejectError)

NoRelatedSym is a required field for MarketDataRequest.

func (Message) NoTradingSessions

func (m Message) NoTradingSessions() (*field.NoTradingSessionsField, quickfix.MessageRejectError)

NoTradingSessions is a non-required field for MarketDataRequest.

func (Message) OpenCloseSettleFlag

func (m Message) OpenCloseSettleFlag() (*field.OpenCloseSettleFlagField, quickfix.MessageRejectError)

OpenCloseSettleFlag is a non-required field for MarketDataRequest.

func (Message) Scope

func (m Message) Scope() (*field.ScopeField, quickfix.MessageRejectError)

Scope is a non-required field for MarketDataRequest.

func (Message) SubscriptionRequestType

func (m Message) SubscriptionRequestType() (*field.SubscriptionRequestTypeField, quickfix.MessageRejectError)

SubscriptionRequestType is a required field for MarketDataRequest.

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