marketdatarequest

Documentation

Overview

Package marketdatarequest msg type = V.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func New(mdreqid string, subscriptionrequesttype string, marketdepth int, ...) *Message
  • func (m Message) Marshal() quickfix.Message
  • func (m *Message) SetAggregatedBook(v bool)
  • func (m *Message) SetMDImplicitDelete(v bool)
  • func (m *Message) SetMDReqID(v string)
  • func (m *Message) SetMDUpdateType(v int)
  • func (m *Message) SetMarketDepth(v int)
  • func (m *Message) SetNoMDEntryTypes(v []NoMDEntryTypes)
  • func (m *Message) SetNoRelatedSym(v []NoRelatedSym)
  • func (m *Message) SetNoTradingSessions(v []NoTradingSessions)
  • func (m *Message) SetOpenCloseSettleFlag(v string)
  • func (m *Message) SetScope(v string)
  • func (m *Message) SetSubscriptionRequestType(v string)
• type NoMDEntryTypes
  • func NewNoMDEntryTypes(mdentrytype string) *NoMDEntryTypes
  • func (m *NoMDEntryTypes) SetMDEntryType(v string)
• type NoRelatedSym
  • func NewNoRelatedSym(instrument instrument.Instrument) *NoRelatedSym
  • func (m *NoRelatedSym) SetInstrument(v instrument.Instrument)
• type NoTradingSessions
  • func NewNoTradingSessions() *NoTradingSessions
  • func (m *NoTradingSessions) SetTradingSessionID(v string)
  • func (m *NoTradingSessions) SetTradingSessionSubID(v string)
• type RouteOut

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:"V"`
	fix43.Header
	//MDReqID is a required field for MarketDataRequest.
	MDReqID string `fix:"262"`
	//SubscriptionRequestType is a required field for MarketDataRequest.
	SubscriptionRequestType string `fix:"263"`
	//MarketDepth is a required field for MarketDataRequest.
	MarketDepth int `fix:"264"`
	//MDUpdateType is a non-required field for MarketDataRequest.
	MDUpdateType *int `fix:"265"`
	//AggregatedBook is a non-required field for MarketDataRequest.
	AggregatedBook *bool `fix:"266"`
	//OpenCloseSettleFlag is a non-required field for MarketDataRequest.
	OpenCloseSettleFlag *string `fix:"286"`
	//Scope is a non-required field for MarketDataRequest.
	Scope *string `fix:"546"`
	//MDImplicitDelete is a non-required field for MarketDataRequest.
	MDImplicitDelete *bool `fix:"547"`
	//NoMDEntryTypes is a required field for MarketDataRequest.
	NoMDEntryTypes []NoMDEntryTypes `fix:"267"`
	//NoRelatedSym is a required field for MarketDataRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	//NoTradingSessions is a non-required field for MarketDataRequest.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	fix43.Trailer
}

Message is a MarketDataRequest FIX Message

func New

func New(mdreqid string, subscriptionrequesttype string, marketdepth int, nomdentrytypes []NoMDEntryTypes, norelatedsym []NoRelatedSym) *Message

New returns an initialized MarketDataRequest instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAggregatedBook

func (m *Message) SetAggregatedBook(v bool)

func (*Message) SetMDImplicitDelete

func (m *Message) SetMDImplicitDelete(v bool)

func (*Message) SetMDReqID

func (m *Message) SetMDReqID(v string)

func (*Message) SetMDUpdateType

func (m *Message) SetMDUpdateType(v int)

func (*Message) SetMarketDepth

func (m *Message) SetMarketDepth(v int)

func (*Message) SetNoMDEntryTypes

func (m *Message) SetNoMDEntryTypes(v []NoMDEntryTypes)

func (*Message) SetNoRelatedSym

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

func (*Message) SetNoTradingSessions

func (m *Message) SetNoTradingSessions(v []NoTradingSessions)

func (*Message) SetOpenCloseSettleFlag

func (m *Message) SetOpenCloseSettleFlag(v string)

func (*Message) SetScope

func (m *Message) SetScope(v string)

func (*Message) SetSubscriptionRequestType

func (m *Message) SetSubscriptionRequestType(v string)

type NoMDEntryTypes

type NoMDEntryTypes struct {
	//MDEntryType is a required field for NoMDEntryTypes.
	MDEntryType string `fix:"269"`
}

NoMDEntryTypes is a repeating group in MarketDataRequest

func NewNoMDEntryTypes

func NewNoMDEntryTypes(mdentrytype string) *NoMDEntryTypes

NewNoMDEntryTypes returns an initialized NoMDEntryTypes instance

func (*NoMDEntryTypes) SetMDEntryType

func (m *NoMDEntryTypes) SetMDEntryType(v string)

type NoRelatedSym

type NoRelatedSym struct {
	//Instrument is a required component for NoRelatedSym.
	instrument.Instrument
}

NoRelatedSym is a repeating group in MarketDataRequest

func NewNoRelatedSym

func NewNoRelatedSym(instrument instrument.Instrument) *NoRelatedSym

NewNoRelatedSym returns an initialized NoRelatedSym instance

func (*NoRelatedSym) SetInstrument

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

type NoTradingSessions

type NoTradingSessions struct {
	//TradingSessionID is a non-required field for NoTradingSessions.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoTradingSessions.
	TradingSessionSubID *string `fix:"625"`
}

NoTradingSessions is a repeating group in MarketDataRequest

func NewNoTradingSessions

func NewNoTradingSessions() *NoTradingSessions

NewNoTradingSessions returns an initialized NoTradingSessions instance

func (*NoTradingSessions) SetTradingSessionID

func (m *NoTradingSessions) SetTradingSessionID(v string)

func (*NoTradingSessions) SetTradingSessionSubID

func (m *NoTradingSessions) SetTradingSessionSubID(v string)

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