marketdatarequest

package
v0.5.0 Latest Latest
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 Go to latest Published: Sep 1, 2016 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
	//ReceiveTime is the time that this message was read from the socket connection
	ReceiveTime time.Time
}

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() (f field.AggregatedBookField, err quickfix.MessageRejectError)

GetAggregatedBook gets AggregatedBook, Tag 266

func (MarketDataRequest) GetMDReqID added in v0.4.0 

func (m MarketDataRequest) GetMDReqID() (f field.MDReqIDField, err quickfix.MessageRejectError)

GetMDReqID gets MDReqID, Tag 262

func (MarketDataRequest) GetMDUpdateType added in v0.4.0 

func (m MarketDataRequest) GetMDUpdateType() (f field.MDUpdateTypeField, err quickfix.MessageRejectError)

GetMDUpdateType gets MDUpdateType, Tag 265

func (MarketDataRequest) GetMarketDepth added in v0.4.0 

func (m MarketDataRequest) GetMarketDepth() (f field.MarketDepthField, 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() (f field.SubscriptionRequestTypeField, 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 int)

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 string)

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() (f field.MDEntryTypeField, 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 string)

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() (f field.ContractMultiplierField, err quickfix.MessageRejectError)

GetContractMultiplier gets ContractMultiplier, Tag 231

func (NoRelatedSym) GetCouponRate added in v0.4.0 

func (m NoRelatedSym) GetCouponRate() (f field.CouponRateField, err quickfix.MessageRejectError)

GetCouponRate gets CouponRate, Tag 223

func (NoRelatedSym) GetEncodedIssuer added in v0.4.0 

func (m NoRelatedSym) GetEncodedIssuer() (f field.EncodedIssuerField, err quickfix.MessageRejectError)

GetEncodedIssuer gets EncodedIssuer, Tag 349

func (NoRelatedSym) GetEncodedIssuerLen added in v0.4.0 

func (m NoRelatedSym) GetEncodedIssuerLen() (f field.EncodedIssuerLenField, err quickfix.MessageRejectError)

GetEncodedIssuerLen gets EncodedIssuerLen, Tag 348

func (NoRelatedSym) GetEncodedSecurityDesc added in v0.4.0 

func (m NoRelatedSym) GetEncodedSecurityDesc() (f field.EncodedSecurityDescField, err quickfix.MessageRejectError)

GetEncodedSecurityDesc gets EncodedSecurityDesc, Tag 351

func (NoRelatedSym) GetEncodedSecurityDescLen added in v0.4.0 

func (m NoRelatedSym) GetEncodedSecurityDescLen() (f field.EncodedSecurityDescLenField, err quickfix.MessageRejectError)

GetEncodedSecurityDescLen gets EncodedSecurityDescLen, Tag 350

func (NoRelatedSym) GetIDSource added in v0.4.0 

func (m NoRelatedSym) GetIDSource() (f field.IDSourceField, err quickfix.MessageRejectError)

GetIDSource gets IDSource, Tag 22

func (NoRelatedSym) GetIssuer added in v0.4.0 

func (m NoRelatedSym) GetIssuer() (f field.IssuerField, err quickfix.MessageRejectError)

GetIssuer gets Issuer, Tag 106

func (NoRelatedSym) GetMaturityDay added in v0.4.0 

func (m NoRelatedSym) GetMaturityDay() (f field.MaturityDayField, err quickfix.MessageRejectError)

GetMaturityDay gets MaturityDay, Tag 205

func (NoRelatedSym) GetMaturityMonthYear added in v0.4.0 

func (m NoRelatedSym) GetMaturityMonthYear() (f field.MaturityMonthYearField, err quickfix.MessageRejectError)

GetMaturityMonthYear gets MaturityMonthYear, Tag 200

func (NoRelatedSym) GetOptAttribute added in v0.4.0 

func (m NoRelatedSym) GetOptAttribute() (f field.OptAttributeField, err quickfix.MessageRejectError)

GetOptAttribute gets OptAttribute, Tag 206

func (NoRelatedSym) GetPutOrCall added in v0.4.0 

func (m NoRelatedSym) GetPutOrCall() (f field.PutOrCallField, err quickfix.MessageRejectError)

GetPutOrCall gets PutOrCall, Tag 201

func (NoRelatedSym) GetSecurityDesc added in v0.4.0 

func (m NoRelatedSym) GetSecurityDesc() (f field.SecurityDescField, err quickfix.MessageRejectError)

GetSecurityDesc gets SecurityDesc, Tag 107

func (NoRelatedSym) GetSecurityExchange added in v0.4.0 

func (m NoRelatedSym) GetSecurityExchange() (f field.SecurityExchangeField, err quickfix.MessageRejectError)

GetSecurityExchange gets SecurityExchange, Tag 207

func (NoRelatedSym) GetSecurityID added in v0.4.0 

func (m NoRelatedSym) GetSecurityID() (f field.SecurityIDField, err quickfix.MessageRejectError)

GetSecurityID gets SecurityID, Tag 48

func (NoRelatedSym) GetSecurityType added in v0.4.0 

func (m NoRelatedSym) GetSecurityType() (f field.SecurityTypeField, err quickfix.MessageRejectError)

GetSecurityType gets SecurityType, Tag 167

func (NoRelatedSym) GetStrikePrice added in v0.4.0 

func (m NoRelatedSym) GetStrikePrice() (f field.StrikePriceField, err quickfix.MessageRejectError)

GetStrikePrice gets StrikePrice, Tag 202

func (NoRelatedSym) GetSymbol added in v0.4.0 

func (m NoRelatedSym) GetSymbol() (f field.SymbolField, err quickfix.MessageRejectError)

GetSymbol gets Symbol, Tag 55

func (NoRelatedSym) GetSymbolSfx added in v0.4.0 

func (m NoRelatedSym) GetSymbolSfx() (f field.SymbolSfxField, err quickfix.MessageRejectError)

GetSymbolSfx gets SymbolSfx, Tag 65

func (NoRelatedSym) GetTradingSessionID added in v0.4.0 

func (m NoRelatedSym) GetTradingSessionID() (f field.TradingSessionIDField, 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 string)

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 int)

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 string)

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 string)

SetSymbolSfx sets SymbolSfx, Tag 65

func (NoRelatedSym) SetTradingSessionID added in v0.2.0 

func (m NoRelatedSym) SetTradingSessionID(v string)

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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