securitydefinition

Documentation

Overview

Package securitydefinition msg type = d.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type ClearingBusinessDate
  • func NewClearingBusinessDate() *ClearingBusinessDate
  • func (m *ClearingBusinessDate) SetLegOptionRatio(v float64)
  • func (m *ClearingBusinessDate) SetLegPrice(v float64)
• type Message
  • func New() *Message
  • func (m Message) Marshal() quickfix.Message
  • func (m *Message) SetClearingBusinessDate(v []ClearingBusinessDate)
  • func (m *Message) SetCurrency(v string)
  • func (m *Message) SetEncodedText(v string)
  • func (m *Message) SetEncodedTextLen(v int)
  • func (m *Message) SetExpirationCycle(v int)
  • func (m *Message) SetInstrmtLegGrp(v instrmtleggrp.InstrmtLegGrp)
  • func (m *Message) SetInstrument(v instrument.Instrument)
  • func (m *Message) SetInstrumentExtension(v instrumentextension.InstrumentExtension)
  • func (m *Message) SetMinTradeVol(v float64)
  • func (m *Message) SetRoundLot(v float64)
  • func (m *Message) SetSecurityReportID(v int)
  • func (m *Message) SetSecurityReqID(v string)
  • func (m *Message) SetSecurityResponseID(v string)
  • func (m *Message) SetSecurityResponseType(v int)
  • func (m *Message) SetText(v string)
  • func (m *Message) SetTradingSessionID(v string)
  • func (m *Message) SetTradingSessionSubID(v string)
  • func (m *Message) SetUndInstrmtGrp(v undinstrmtgrp.UndInstrmtGrp)
• 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 ClearingBusinessDate

type ClearingBusinessDate struct {
	//LegOptionRatio is a non-required field for ClearingBusinessDate.
	LegOptionRatio *float64 `fix:"1017"`
	//LegPrice is a non-required field for ClearingBusinessDate.
	LegPrice *float64 `fix:"566"`
}

ClearingBusinessDate is a repeating group in SecurityDefinition

func NewClearingBusinessDate

func NewClearingBusinessDate() *ClearingBusinessDate

NewClearingBusinessDate returns an initialized ClearingBusinessDate instance

func (*ClearingBusinessDate) SetLegOptionRatio

func (m *ClearingBusinessDate) SetLegOptionRatio(v float64)

func (*ClearingBusinessDate) SetLegPrice

func (m *ClearingBusinessDate) SetLegPrice(v float64)

type Message

type Message struct {
	FIXMsgType string `fix:"d"`
	fixt11.Header
	//SecurityReqID is a non-required field for SecurityDefinition.
	SecurityReqID *string `fix:"320"`
	//SecurityResponseID is a non-required field for SecurityDefinition.
	SecurityResponseID *string `fix:"322"`
	//SecurityResponseType is a non-required field for SecurityDefinition.
	SecurityResponseType *int `fix:"323"`
	//Instrument is a non-required component for SecurityDefinition.
	Instrument *instrument.Instrument
	//InstrumentExtension is a non-required component for SecurityDefinition.
	InstrumentExtension *instrumentextension.InstrumentExtension
	//UndInstrmtGrp is a non-required component for SecurityDefinition.
	UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
	//Currency is a non-required field for SecurityDefinition.
	Currency *string `fix:"15"`
	//TradingSessionID is a non-required field for SecurityDefinition.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for SecurityDefinition.
	TradingSessionSubID *string `fix:"625"`
	//Text is a non-required field for SecurityDefinition.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for SecurityDefinition.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for SecurityDefinition.
	EncodedText *string `fix:"355"`
	//InstrmtLegGrp is a non-required component for SecurityDefinition.
	InstrmtLegGrp *instrmtleggrp.InstrmtLegGrp
	//ExpirationCycle is a non-required field for SecurityDefinition.
	ExpirationCycle *int `fix:"827"`
	//RoundLot is a non-required field for SecurityDefinition.
	RoundLot *float64 `fix:"561"`
	//MinTradeVol is a non-required field for SecurityDefinition.
	MinTradeVol *float64 `fix:"562"`
	//SecurityReportID is a non-required field for SecurityDefinition.
	SecurityReportID *int `fix:"964"`
	//ClearingBusinessDate is a non-required field for SecurityDefinition.
	ClearingBusinessDate []ClearingBusinessDate `fix:"715,omitempty"`
	fixt11.Trailer
}

Message is a SecurityDefinition FIX Message

func New

func New() *Message

New returns an initialized SecurityDefinition instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetClearingBusinessDate

func (m *Message) SetClearingBusinessDate(v []ClearingBusinessDate)

func (*Message) SetCurrency

func (m *Message) SetCurrency(v string)

func (*Message) SetEncodedText

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetExpirationCycle

func (m *Message) SetExpirationCycle(v int)

func (*Message) SetInstrmtLegGrp

func (m *Message) SetInstrmtLegGrp(v instrmtleggrp.InstrmtLegGrp)

func (*Message) SetInstrument

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

func (*Message) SetInstrumentExtension

func (m *Message) SetInstrumentExtension(v instrumentextension.InstrumentExtension)

func (*Message) SetMinTradeVol

func (m *Message) SetMinTradeVol(v float64)

func (*Message) SetRoundLot

func (m *Message) SetRoundLot(v float64)

func (*Message) SetSecurityReportID

func (m *Message) SetSecurityReportID(v int)

func (*Message) SetSecurityReqID

func (m *Message) SetSecurityReqID(v string)

func (*Message) SetSecurityResponseID

func (m *Message) SetSecurityResponseID(v string)

func (*Message) SetSecurityResponseType

func (m *Message) SetSecurityResponseType(v int)

func (*Message) SetText

func (m *Message) SetText(v string)

func (*Message) SetTradingSessionID

func (m *Message) SetTradingSessionID(v string)

func (*Message) SetTradingSessionSubID

func (m *Message) SetTradingSessionSubID(v string)

func (*Message) SetUndInstrmtGrp

func (m *Message) SetUndInstrmtGrp(v undinstrmtgrp.UndInstrmtGrp)

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