marketdatarequest

package
v0.6.1 Latest Latest
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 Go to latest Published: Oct 26, 2021 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 

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

MarketDataRequest is the fix42 MarketDataRequest type, MsgType = V.

func FromMessage 

func FromMessage(m *quickfix.Message) MarketDataRequest

FromMessage creates a MarketDataRequest from a quickfix.Message instance.

func New 

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 

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

GetAggregatedBook gets AggregatedBook, Tag 266.

func (MarketDataRequest) GetMDReqID 

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

GetMDReqID gets MDReqID, Tag 262.

func (MarketDataRequest) GetMDUpdateType 

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

GetMDUpdateType gets MDUpdateType, Tag 265.

func (MarketDataRequest) GetMarketDepth 

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

GetMarketDepth gets MarketDepth, Tag 264.

func (MarketDataRequest) GetNoMDEntryTypes 

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

GetNoMDEntryTypes gets NoMDEntryTypes, Tag 267.

func (MarketDataRequest) GetNoRelatedSym 

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

GetNoRelatedSym gets NoRelatedSym, Tag 146.

func (MarketDataRequest) GetSubscriptionRequestType 

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

GetSubscriptionRequestType gets SubscriptionRequestType, Tag 263.

func (MarketDataRequest) HasAggregatedBook 

func (m MarketDataRequest) HasAggregatedBook() bool

HasAggregatedBook returns true if AggregatedBook is present, Tag 266.

func (MarketDataRequest) HasMDReqID 

func (m MarketDataRequest) HasMDReqID() bool

HasMDReqID returns true if MDReqID is present, Tag 262.

func (MarketDataRequest) HasMDUpdateType 

func (m MarketDataRequest) HasMDUpdateType() bool

HasMDUpdateType returns true if MDUpdateType is present, Tag 265.

func (MarketDataRequest) HasMarketDepth 

func (m MarketDataRequest) HasMarketDepth() bool

HasMarketDepth returns true if MarketDepth is present, Tag 264.

func (MarketDataRequest) HasNoMDEntryTypes 

func (m MarketDataRequest) HasNoMDEntryTypes() bool

HasNoMDEntryTypes returns true if NoMDEntryTypes is present, Tag 267.

func (MarketDataRequest) HasNoRelatedSym 

func (m MarketDataRequest) HasNoRelatedSym() bool

HasNoRelatedSym returns true if NoRelatedSym is present, Tag 146.

func (MarketDataRequest) HasSubscriptionRequestType 

func (m MarketDataRequest) HasSubscriptionRequestType() bool

HasSubscriptionRequestType returns true if SubscriptionRequestType is present, Tag 263.

func (MarketDataRequest) SetAggregatedBook 

func (m MarketDataRequest) SetAggregatedBook(v bool)

SetAggregatedBook sets AggregatedBook, Tag 266.

func (MarketDataRequest) SetMDReqID 

func (m MarketDataRequest) SetMDReqID(v string)

SetMDReqID sets MDReqID, Tag 262.

func (MarketDataRequest) SetMDUpdateType 

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

SetMDUpdateType sets MDUpdateType, Tag 265.

func (MarketDataRequest) SetMarketDepth 

func (m MarketDataRequest) SetMarketDepth(v int)

SetMarketDepth sets MarketDepth, Tag 264.

func (MarketDataRequest) SetNoMDEntryTypes 

func (m MarketDataRequest) SetNoMDEntryTypes(f NoMDEntryTypesRepeatingGroup)

SetNoMDEntryTypes sets NoMDEntryTypes, Tag 267.

func (MarketDataRequest) SetNoRelatedSym 

func (m MarketDataRequest) SetNoRelatedSym(f NoRelatedSymRepeatingGroup)

SetNoRelatedSym sets NoRelatedSym, Tag 146.

func (MarketDataRequest) SetSubscriptionRequestType 

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

SetSubscriptionRequestType sets SubscriptionRequestType, Tag 263.

func (MarketDataRequest) ToMessage 

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 

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

GetMDEntryType gets MDEntryType, Tag 269.

func (NoMDEntryTypes) HasMDEntryType 

func (m NoMDEntryTypes) HasMDEntryType() bool

HasMDEntryType returns true if MDEntryType is present, Tag 269.

func (NoMDEntryTypes) SetMDEntryType 

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

SetMDEntryType sets MDEntryType, Tag 269.

type NoMDEntryTypesRepeatingGroup 

type NoMDEntryTypesRepeatingGroup struct {
	*quickfix.RepeatingGroup
}

NoMDEntryTypesRepeatingGroup is a repeating group, Tag 267.

func NewNoMDEntryTypesRepeatingGroup 

func NewNoMDEntryTypesRepeatingGroup() NoMDEntryTypesRepeatingGroup

NewNoMDEntryTypesRepeatingGroup returns an initialized, NoMDEntryTypesRepeatingGroup.

func (NoMDEntryTypesRepeatingGroup) Add 

func (m NoMDEntryTypesRepeatingGroup) Add() NoMDEntryTypes

Add create and append a new NoMDEntryTypes to this group.

func (NoMDEntryTypesRepeatingGroup) Get 

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 

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

GetContractMultiplier gets ContractMultiplier, Tag 231.

func (NoRelatedSym) GetCouponRate 

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

GetCouponRate gets CouponRate, Tag 223.

func (NoRelatedSym) GetEncodedIssuer 

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

GetEncodedIssuer gets EncodedIssuer, Tag 349.

func (NoRelatedSym) GetEncodedIssuerLen 

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

GetEncodedIssuerLen gets EncodedIssuerLen, Tag 348.

func (NoRelatedSym) GetEncodedSecurityDesc 

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

GetEncodedSecurityDesc gets EncodedSecurityDesc, Tag 351.

func (NoRelatedSym) GetEncodedSecurityDescLen 

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

GetEncodedSecurityDescLen gets EncodedSecurityDescLen, Tag 350.

func (NoRelatedSym) GetIDSource 

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

GetIDSource gets IDSource, Tag 22.

func (NoRelatedSym) GetIssuer 

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

GetIssuer gets Issuer, Tag 106.

func (NoRelatedSym) GetMaturityDay 

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

GetMaturityDay gets MaturityDay, Tag 205.

func (NoRelatedSym) GetMaturityMonthYear 

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

GetMaturityMonthYear gets MaturityMonthYear, Tag 200.

func (NoRelatedSym) GetOptAttribute 

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

GetOptAttribute gets OptAttribute, Tag 206.

func (NoRelatedSym) GetPutOrCall 

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

GetPutOrCall gets PutOrCall, Tag 201.

func (NoRelatedSym) GetSecurityDesc 

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

GetSecurityDesc gets SecurityDesc, Tag 107.

func (NoRelatedSym) GetSecurityExchange 

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

GetSecurityExchange gets SecurityExchange, Tag 207.

func (NoRelatedSym) GetSecurityID 

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

GetSecurityID gets SecurityID, Tag 48.

func (NoRelatedSym) GetSecurityType 

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

GetSecurityType gets SecurityType, Tag 167.

func (NoRelatedSym) GetStrikePrice 

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

GetStrikePrice gets StrikePrice, Tag 202.

func (NoRelatedSym) GetSymbol 

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

GetSymbol gets Symbol, Tag 55.

func (NoRelatedSym) GetSymbolSfx 

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

GetSymbolSfx gets SymbolSfx, Tag 65.

func (NoRelatedSym) GetTradingSessionID 

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

GetTradingSessionID gets TradingSessionID, Tag 336.

func (NoRelatedSym) HasContractMultiplier 

func (m NoRelatedSym) HasContractMultiplier() bool

HasContractMultiplier returns true if ContractMultiplier is present, Tag 231.

func (NoRelatedSym) HasCouponRate 

func (m NoRelatedSym) HasCouponRate() bool

HasCouponRate returns true if CouponRate is present, Tag 223.

func (NoRelatedSym) HasEncodedIssuer 

func (m NoRelatedSym) HasEncodedIssuer() bool

HasEncodedIssuer returns true if EncodedIssuer is present, Tag 349.

func (NoRelatedSym) HasEncodedIssuerLen 

func (m NoRelatedSym) HasEncodedIssuerLen() bool

HasEncodedIssuerLen returns true if EncodedIssuerLen is present, Tag 348.

func (NoRelatedSym) HasEncodedSecurityDesc 

func (m NoRelatedSym) HasEncodedSecurityDesc() bool

HasEncodedSecurityDesc returns true if EncodedSecurityDesc is present, Tag 351.

func (NoRelatedSym) HasEncodedSecurityDescLen 

func (m NoRelatedSym) HasEncodedSecurityDescLen() bool

HasEncodedSecurityDescLen returns true if EncodedSecurityDescLen is present, Tag 350.

func (NoRelatedSym) HasIDSource 

func (m NoRelatedSym) HasIDSource() bool

HasIDSource returns true if IDSource is present, Tag 22.

func (NoRelatedSym) HasIssuer 

func (m NoRelatedSym) HasIssuer() bool

HasIssuer returns true if Issuer is present, Tag 106.

func (NoRelatedSym) HasMaturityDay 

func (m NoRelatedSym) HasMaturityDay() bool

HasMaturityDay returns true if MaturityDay is present, Tag 205.

func (NoRelatedSym) HasMaturityMonthYear 

func (m NoRelatedSym) HasMaturityMonthYear() bool

HasMaturityMonthYear returns true if MaturityMonthYear is present, Tag 200.

func (NoRelatedSym) HasOptAttribute 

func (m NoRelatedSym) HasOptAttribute() bool

HasOptAttribute returns true if OptAttribute is present, Tag 206.

func (NoRelatedSym) HasPutOrCall 

func (m NoRelatedSym) HasPutOrCall() bool

HasPutOrCall returns true if PutOrCall is present, Tag 201.

func (NoRelatedSym) HasSecurityDesc 

func (m NoRelatedSym) HasSecurityDesc() bool

HasSecurityDesc returns true if SecurityDesc is present, Tag 107.

func (NoRelatedSym) HasSecurityExchange 

func (m NoRelatedSym) HasSecurityExchange() bool

HasSecurityExchange returns true if SecurityExchange is present, Tag 207.

func (NoRelatedSym) HasSecurityID 

func (m NoRelatedSym) HasSecurityID() bool

HasSecurityID returns true if SecurityID is present, Tag 48.

func (NoRelatedSym) HasSecurityType 

func (m NoRelatedSym) HasSecurityType() bool

HasSecurityType returns true if SecurityType is present, Tag 167.

func (NoRelatedSym) HasStrikePrice 

func (m NoRelatedSym) HasStrikePrice() bool

HasStrikePrice returns true if StrikePrice is present, Tag 202.

func (NoRelatedSym) HasSymbol 

func (m NoRelatedSym) HasSymbol() bool

HasSymbol returns true if Symbol is present, Tag 55.

func (NoRelatedSym) HasSymbolSfx 

func (m NoRelatedSym) HasSymbolSfx() bool

HasSymbolSfx returns true if SymbolSfx is present, Tag 65.

func (NoRelatedSym) HasTradingSessionID 

func (m NoRelatedSym) HasTradingSessionID() bool

HasTradingSessionID returns true if TradingSessionID is present, Tag 336.

func (NoRelatedSym) SetContractMultiplier 

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

SetContractMultiplier sets ContractMultiplier, Tag 231.

func (NoRelatedSym) SetCouponRate 

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

SetCouponRate sets CouponRate, Tag 223.

func (NoRelatedSym) SetEncodedIssuer 

func (m NoRelatedSym) SetEncodedIssuer(v string)

SetEncodedIssuer sets EncodedIssuer, Tag 349.

func (NoRelatedSym) SetEncodedIssuerLen 

func (m NoRelatedSym) SetEncodedIssuerLen(v int)

SetEncodedIssuerLen sets EncodedIssuerLen, Tag 348.

func (NoRelatedSym) SetEncodedSecurityDesc 

func (m NoRelatedSym) SetEncodedSecurityDesc(v string)

SetEncodedSecurityDesc sets EncodedSecurityDesc, Tag 351.

func (NoRelatedSym) SetEncodedSecurityDescLen 

func (m NoRelatedSym) SetEncodedSecurityDescLen(v int)

SetEncodedSecurityDescLen sets EncodedSecurityDescLen, Tag 350.

func (NoRelatedSym) SetIDSource 

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

SetIDSource sets IDSource, Tag 22.

func (NoRelatedSym) SetIssuer 

func (m NoRelatedSym) SetIssuer(v string)

SetIssuer sets Issuer, Tag 106.

func (NoRelatedSym) SetMaturityDay 

func (m NoRelatedSym) SetMaturityDay(v int)

SetMaturityDay sets MaturityDay, Tag 205.

func (NoRelatedSym) SetMaturityMonthYear 

func (m NoRelatedSym) SetMaturityMonthYear(v string)

SetMaturityMonthYear sets MaturityMonthYear, Tag 200.

func (NoRelatedSym) SetOptAttribute 

func (m NoRelatedSym) SetOptAttribute(v string)

SetOptAttribute sets OptAttribute, Tag 206.

func (NoRelatedSym) SetPutOrCall 

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

SetPutOrCall sets PutOrCall, Tag 201.

func (NoRelatedSym) SetSecurityDesc 

func (m NoRelatedSym) SetSecurityDesc(v string)

SetSecurityDesc sets SecurityDesc, Tag 107.

func (NoRelatedSym) SetSecurityExchange 

func (m NoRelatedSym) SetSecurityExchange(v string)

SetSecurityExchange sets SecurityExchange, Tag 207.

func (NoRelatedSym) SetSecurityID 

func (m NoRelatedSym) SetSecurityID(v string)

SetSecurityID sets SecurityID, Tag 48.

func (NoRelatedSym) SetSecurityType 

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

SetSecurityType sets SecurityType, Tag 167.

func (NoRelatedSym) SetStrikePrice 

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

SetStrikePrice sets StrikePrice, Tag 202.

func (NoRelatedSym) SetSymbol 

func (m NoRelatedSym) SetSymbol(v string)

SetSymbol sets Symbol, Tag 55.

func (NoRelatedSym) SetSymbolSfx 

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

SetSymbolSfx sets SymbolSfx, Tag 65.

func (NoRelatedSym) SetTradingSessionID 

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

SetTradingSessionID sets TradingSessionID, Tag 336.

type NoRelatedSymRepeatingGroup 

type NoRelatedSymRepeatingGroup struct {
	*quickfix.RepeatingGroup
}

NoRelatedSymRepeatingGroup is a repeating group, Tag 146.

func NewNoRelatedSymRepeatingGroup 

func NewNoRelatedSymRepeatingGroup() NoRelatedSymRepeatingGroup

NewNoRelatedSymRepeatingGroup returns an initialized, NoRelatedSymRepeatingGroup.

func (NoRelatedSymRepeatingGroup) Add 

func (m NoRelatedSymRepeatingGroup) Add() NoRelatedSym

Add create and append a new NoRelatedSym to this group.

func (NoRelatedSymRepeatingGroup) Get 

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.

Source Files

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