marketdatarequest

package
v0.3.0 Latest Latest
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Published: Jun 3, 2016 License: Apache-1.1 Imports: 6 Imported by: 0

Documentation

Overview

Package marketdatarequest msg type = V.

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 Message

type Message struct {
	FIXMsgType string `fix:"V"`
	fixt11.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"`
	//OpenCloseSettlFlag is a non-required field for MarketDataRequest.
	OpenCloseSettlFlag *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"`
	//MDReqGrp is a required component for MarketDataRequest.
	mdreqgrp.MDReqGrp
	//InstrmtMDReqGrp is a required component for MarketDataRequest.
	instrmtmdreqgrp.InstrmtMDReqGrp
	//TrdgSesGrp is a non-required component for MarketDataRequest.
	TrdgSesGrp *trdgsesgrp.TrdgSesGrp
	//ApplQueueAction is a non-required field for MarketDataRequest.
	ApplQueueAction *int `fix:"815"`
	//ApplQueueMax is a non-required field for MarketDataRequest.
	ApplQueueMax *int `fix:"812"`
	//MDQuoteType is a non-required field for MarketDataRequest.
	MDQuoteType *int `fix:"1070"`
	fixt11.Trailer
}

Message is a MarketDataRequest FIX Message

func New added in v0.2.0

func New(mdreqid string, subscriptionrequesttype string, marketdepth int, mdreqgrp mdreqgrp.MDReqGrp, instrmtmdreqgrp instrmtmdreqgrp.InstrmtMDReqGrp) *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 added in v0.2.0

func (m *Message) SetAggregatedBook(v bool)

func (*Message) SetApplQueueAction added in v0.2.0

func (m *Message) SetApplQueueAction(v int)

func (*Message) SetApplQueueMax added in v0.2.0

func (m *Message) SetApplQueueMax(v int)

func (*Message) SetInstrmtMDReqGrp added in v0.2.0

func (m *Message) SetInstrmtMDReqGrp(v instrmtmdreqgrp.InstrmtMDReqGrp)

func (*Message) SetMDImplicitDelete added in v0.2.0

func (m *Message) SetMDImplicitDelete(v bool)

func (*Message) SetMDQuoteType added in v0.2.0

func (m *Message) SetMDQuoteType(v int)

func (*Message) SetMDReqGrp added in v0.2.0

func (m *Message) SetMDReqGrp(v mdreqgrp.MDReqGrp)

func (*Message) SetMDReqID added in v0.2.0

func (m *Message) SetMDReqID(v string)

func (*Message) SetMDUpdateType added in v0.2.0

func (m *Message) SetMDUpdateType(v int)

func (*Message) SetMarketDepth added in v0.2.0

func (m *Message) SetMarketDepth(v int)

func (*Message) SetOpenCloseSettlFlag added in v0.2.0

func (m *Message) SetOpenCloseSettlFlag(v string)

func (*Message) SetScope added in v0.2.0

func (m *Message) SetScope(v string)

func (*Message) SetSubscriptionRequestType added in v0.2.0

func (m *Message) SetSubscriptionRequestType(v string)

func (*Message) SetTrdgSesGrp added in v0.2.0

func (m *Message) SetTrdgSesGrp(v trdgsesgrp.TrdgSesGrp)

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

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