multilegordercancelreplace

package
v0.3.0 Latest Latest
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 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 17 Imported by: 0

Documentation

Overview

Package multilegordercancelreplace msg type = AC.

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:"AC"`
	fixt11.Header
	//OrderID is a non-required field for MultilegOrderCancelReplace.
	OrderID *string `fix:"37"`
	//OrigClOrdID is a non-required field for MultilegOrderCancelReplace.
	OrigClOrdID *string `fix:"41"`
	//ClOrdID is a non-required field for MultilegOrderCancelReplace.
	ClOrdID *string `fix:"11"`
	//SecondaryClOrdID is a non-required field for MultilegOrderCancelReplace.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for MultilegOrderCancelReplace.
	ClOrdLinkID *string `fix:"583"`
	//OrigOrdModTime is a non-required field for MultilegOrderCancelReplace.
	OrigOrdModTime *time.Time `fix:"586"`
	//Parties is a non-required component for MultilegOrderCancelReplace.
	Parties *parties.Parties
	//TradeOriginationDate is a non-required field for MultilegOrderCancelReplace.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for MultilegOrderCancelReplace.
	TradeDate *string `fix:"75"`
	//Account is a non-required field for MultilegOrderCancelReplace.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for MultilegOrderCancelReplace.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for MultilegOrderCancelReplace.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for MultilegOrderCancelReplace.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for MultilegOrderCancelReplace.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for MultilegOrderCancelReplace.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for MultilegOrderCancelReplace.
	AllocID *string `fix:"70"`
	//PreAllocMlegGrp is a non-required component for MultilegOrderCancelReplace.
	PreAllocMlegGrp *preallocmleggrp.PreAllocMlegGrp
	//SettlType is a non-required field for MultilegOrderCancelReplace.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for MultilegOrderCancelReplace.
	SettlDate *string `fix:"64"`
	//CashMargin is a non-required field for MultilegOrderCancelReplace.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for MultilegOrderCancelReplace.
	ClearingFeeIndicator *string `fix:"635"`
	//HandlInst is a non-required field for MultilegOrderCancelReplace.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for MultilegOrderCancelReplace.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for MultilegOrderCancelReplace.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for MultilegOrderCancelReplace.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for MultilegOrderCancelReplace.
	ExDestination *string `fix:"100"`
	//TrdgSesGrp is a non-required component for MultilegOrderCancelReplace.
	TrdgSesGrp *trdgsesgrp.TrdgSesGrp
	//ProcessCode is a non-required field for MultilegOrderCancelReplace.
	ProcessCode *string `fix:"81"`
	//Side is a required field for MultilegOrderCancelReplace.
	Side string `fix:"54"`
	//Instrument is a non-required component for MultilegOrderCancelReplace.
	Instrument *instrument.Instrument
	//UndInstrmtGrp is a non-required component for MultilegOrderCancelReplace.
	UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
	//PrevClosePx is a non-required field for MultilegOrderCancelReplace.
	PrevClosePx *float64 `fix:"140"`
	//LegOrdGrp is a non-required component for MultilegOrderCancelReplace.
	LegOrdGrp *legordgrp.LegOrdGrp
	//LocateReqd is a non-required field for MultilegOrderCancelReplace.
	LocateReqd *bool `fix:"114"`
	//TransactTime is a required field for MultilegOrderCancelReplace.
	TransactTime time.Time `fix:"60"`
	//QtyType is a non-required field for MultilegOrderCancelReplace.
	QtyType *int `fix:"854"`
	//OrderQtyData is a required component for MultilegOrderCancelReplace.
	orderqtydata.OrderQtyData
	//OrdType is a required field for MultilegOrderCancelReplace.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for MultilegOrderCancelReplace.
	PriceType *int `fix:"423"`
	//Price is a non-required field for MultilegOrderCancelReplace.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for MultilegOrderCancelReplace.
	StopPx *float64 `fix:"99"`
	//Currency is a non-required field for MultilegOrderCancelReplace.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for MultilegOrderCancelReplace.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for MultilegOrderCancelReplace.
	SolicitedFlag *bool `fix:"377"`
	//IOIID is a non-required field for MultilegOrderCancelReplace.
	IOIID *string `fix:"23"`
	//QuoteID is a non-required field for MultilegOrderCancelReplace.
	QuoteID *string `fix:"117"`
	//TimeInForce is a non-required field for MultilegOrderCancelReplace.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for MultilegOrderCancelReplace.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for MultilegOrderCancelReplace.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for MultilegOrderCancelReplace.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for MultilegOrderCancelReplace.
	GTBookingInst *int `fix:"427"`
	//CommissionData is a non-required component for MultilegOrderCancelReplace.
	CommissionData *commissiondata.CommissionData
	//OrderCapacity is a non-required field for MultilegOrderCancelReplace.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for MultilegOrderCancelReplace.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for MultilegOrderCancelReplace.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for MultilegOrderCancelReplace.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for MultilegOrderCancelReplace.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for MultilegOrderCancelReplace.
	BookingType *int `fix:"775"`
	//Text is a non-required field for MultilegOrderCancelReplace.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for MultilegOrderCancelReplace.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for MultilegOrderCancelReplace.
	EncodedText *string `fix:"355"`
	//PositionEffect is a non-required field for MultilegOrderCancelReplace.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for MultilegOrderCancelReplace.
	CoveredOrUncovered *int `fix:"203"`
	//MaxShow is a non-required field for MultilegOrderCancelReplace.
	MaxShow *float64 `fix:"210"`
	//PegInstructions is a non-required component for MultilegOrderCancelReplace.
	PegInstructions *peginstructions.PegInstructions
	//DiscretionInstructions is a non-required component for MultilegOrderCancelReplace.
	DiscretionInstructions *discretioninstructions.DiscretionInstructions
	//TargetStrategy is a non-required field for MultilegOrderCancelReplace.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for MultilegOrderCancelReplace.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for MultilegOrderCancelReplace.
	ParticipationRate *float64 `fix:"849"`
	//CancellationRights is a non-required field for MultilegOrderCancelReplace.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for MultilegOrderCancelReplace.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for MultilegOrderCancelReplace.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for MultilegOrderCancelReplace.
	Designation *string `fix:"494"`
	//MultiLegRptTypeReq is a non-required field for MultilegOrderCancelReplace.
	MultiLegRptTypeReq *int `fix:"563"`
	//StrategyParametersGrp is a non-required component for MultilegOrderCancelReplace.
	StrategyParametersGrp *strategyparametersgrp.StrategyParametersGrp
	//MatchIncrement is a non-required field for MultilegOrderCancelReplace.
	MatchIncrement *float64 `fix:"1089"`
	//MaxPriceLevels is a non-required field for MultilegOrderCancelReplace.
	MaxPriceLevels *int `fix:"1090"`
	//DisplayInstruction is a non-required component for MultilegOrderCancelReplace.
	DisplayInstruction *displayinstruction.DisplayInstruction
	//PriceProtectionScope is a non-required field for MultilegOrderCancelReplace.
	PriceProtectionScope *string `fix:"1092"`
	//TriggeringInstruction is a non-required component for MultilegOrderCancelReplace.
	TriggeringInstruction *triggeringinstruction.TriggeringInstruction
	//PreTradeAnonymity is a non-required field for MultilegOrderCancelReplace.
	PreTradeAnonymity *bool `fix:"1091"`
	//ExDestinationIDSource is a non-required field for MultilegOrderCancelReplace.
	ExDestinationIDSource *string `fix:"1133"`
	//SwapPoints is a non-required field for MultilegOrderCancelReplace.
	SwapPoints *float64 `fix:"1069"`
	//MultilegModel is a non-required field for MultilegOrderCancelReplace.
	MultilegModel *int `fix:"1377"`
	//MultilegPriceMethod is a non-required field for MultilegOrderCancelReplace.
	MultilegPriceMethod *int `fix:"1378"`
	//RiskFreeRate is a non-required field for MultilegOrderCancelReplace.
	RiskFreeRate *float64 `fix:"1190"`
	fixt11.Trailer
}

Message is a MultilegOrderCancelReplace FIX Message

func New 

func New(side string, transacttime time.Time, orderqtydata orderqtydata.OrderQtyData, ordtype string) *Message

New returns an initialized MultilegOrderCancelReplace instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAccount 

func (m *Message) SetAccount(v string)

func (*Message) SetAccountType 

func (m *Message) SetAccountType(v int)

func (*Message) SetAcctIDSource 

func (m *Message) SetAcctIDSource(v int)

func (*Message) SetAllocID 

func (m *Message) SetAllocID(v string)

func (*Message) SetBookingType 

func (m *Message) SetBookingType(v int)

func (*Message) SetBookingUnit 

func (m *Message) SetBookingUnit(v string)

func (*Message) SetCancellationRights 

func (m *Message) SetCancellationRights(v string)

func (*Message) SetCashMargin 

func (m *Message) SetCashMargin(v string)

func (*Message) SetClOrdID 

func (m *Message) SetClOrdID(v string)

func (*Message) SetClOrdLinkID 

func (m *Message) SetClOrdLinkID(v string)

func (*Message) SetClearingFeeIndicator 

func (m *Message) SetClearingFeeIndicator(v string)

func (*Message) SetCommissionData 

func (m *Message) SetCommissionData(v commissiondata.CommissionData)

func (*Message) SetComplianceID 

func (m *Message) SetComplianceID(v string)

func (*Message) SetCoveredOrUncovered 

func (m *Message) SetCoveredOrUncovered(v int)

func (*Message) SetCurrency 

func (m *Message) SetCurrency(v string)

func (*Message) SetCustOrderCapacity 

func (m *Message) SetCustOrderCapacity(v int)

func (*Message) SetDayBookingInst 

func (m *Message) SetDayBookingInst(v string)

func (*Message) SetDesignation 

func (m *Message) SetDesignation(v string)

func (*Message) SetDiscretionInstructions 

func (m *Message) SetDiscretionInstructions(v discretioninstructions.DiscretionInstructions)

func (*Message) SetDisplayInstruction 

func (m *Message) SetDisplayInstruction(v displayinstruction.DisplayInstruction)

func (*Message) SetEffectiveTime 

func (m *Message) SetEffectiveTime(v time.Time)

func (*Message) SetEncodedText 

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen 

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetExDestination 

func (m *Message) SetExDestination(v string)

func (*Message) SetExDestinationIDSource 

func (m *Message) SetExDestinationIDSource(v string)

func (*Message) SetExecInst 

func (m *Message) SetExecInst(v string)

func (*Message) SetExpireDate 

func (m *Message) SetExpireDate(v string)

func (*Message) SetExpireTime 

func (m *Message) SetExpireTime(v time.Time)

func (*Message) SetForexReq 

func (m *Message) SetForexReq(v bool)

func (*Message) SetGTBookingInst 

func (m *Message) SetGTBookingInst(v int)

func (*Message) SetHandlInst 

func (m *Message) SetHandlInst(v string)

func (*Message) SetIOIID 

func (m *Message) SetIOIID(v string)

func (*Message) SetInstrument 

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

func (*Message) SetLegOrdGrp 

func (m *Message) SetLegOrdGrp(v legordgrp.LegOrdGrp)

func (*Message) SetLocateReqd 

func (m *Message) SetLocateReqd(v bool)

func (*Message) SetMatchIncrement 

func (m *Message) SetMatchIncrement(v float64)

func (*Message) SetMaxFloor 

func (m *Message) SetMaxFloor(v float64)

func (*Message) SetMaxPriceLevels 

func (m *Message) SetMaxPriceLevels(v int)

func (*Message) SetMaxShow 

func (m *Message) SetMaxShow(v float64)

func (*Message) SetMinQty 

func (m *Message) SetMinQty(v float64)

func (*Message) SetMoneyLaunderingStatus 

func (m *Message) SetMoneyLaunderingStatus(v string)

func (*Message) SetMultiLegRptTypeReq 

func (m *Message) SetMultiLegRptTypeReq(v int)

func (*Message) SetMultilegModel 

func (m *Message) SetMultilegModel(v int)

func (*Message) SetMultilegPriceMethod 

func (m *Message) SetMultilegPriceMethod(v int)

func (*Message) SetOrdType 

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderCapacity 

func (m *Message) SetOrderCapacity(v string)

func (*Message) SetOrderID 

func (m *Message) SetOrderID(v string)

func (*Message) SetOrderQtyData 

func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData)

func (*Message) SetOrderRestrictions 

func (m *Message) SetOrderRestrictions(v string)

func (*Message) SetOrigClOrdID 

func (m *Message) SetOrigClOrdID(v string)

func (*Message) SetOrigOrdModTime 

func (m *Message) SetOrigOrdModTime(v time.Time)

func (*Message) SetParticipationRate 

func (m *Message) SetParticipationRate(v float64)

func (*Message) SetParties 

func (m *Message) SetParties(v parties.Parties)

func (*Message) SetPegInstructions 

func (m *Message) SetPegInstructions(v peginstructions.PegInstructions)

func (*Message) SetPositionEffect 

func (m *Message) SetPositionEffect(v string)

func (*Message) SetPreAllocMlegGrp 

func (m *Message) SetPreAllocMlegGrp(v preallocmleggrp.PreAllocMlegGrp)

func (*Message) SetPreTradeAnonymity 

func (m *Message) SetPreTradeAnonymity(v bool)

func (*Message) SetPreallocMethod 

func (m *Message) SetPreallocMethod(v string)

func (*Message) SetPrevClosePx 

func (m *Message) SetPrevClosePx(v float64)

func (*Message) SetPrice 

func (m *Message) SetPrice(v float64)

func (*Message) SetPriceProtectionScope 

func (m *Message) SetPriceProtectionScope(v string)

func (*Message) SetPriceType 

func (m *Message) SetPriceType(v int)

func (*Message) SetProcessCode 

func (m *Message) SetProcessCode(v string)

func (*Message) SetQtyType 

func (m *Message) SetQtyType(v int)

func (*Message) SetQuoteID 

func (m *Message) SetQuoteID(v string)

func (*Message) SetRegistID 

func (m *Message) SetRegistID(v string)

func (*Message) SetRiskFreeRate 

func (m *Message) SetRiskFreeRate(v float64)

func (*Message) SetSecondaryClOrdID 

func (m *Message) SetSecondaryClOrdID(v string)

func (*Message) SetSettlCurrency 

func (m *Message) SetSettlCurrency(v string)

func (*Message) SetSettlDate 

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlType 

func (m *Message) SetSettlType(v string)

func (*Message) SetSide 

func (m *Message) SetSide(v string)

func (*Message) SetSolicitedFlag 

func (m *Message) SetSolicitedFlag(v bool)

func (*Message) SetStopPx 

func (m *Message) SetStopPx(v float64)

func (*Message) SetStrategyParametersGrp 

func (m *Message) SetStrategyParametersGrp(v strategyparametersgrp.StrategyParametersGrp)

func (*Message) SetSwapPoints 

func (m *Message) SetSwapPoints(v float64)

func (*Message) SetTargetStrategy 

func (m *Message) SetTargetStrategy(v int)

func (*Message) SetTargetStrategyParameters 

func (m *Message) SetTargetStrategyParameters(v string)

func (*Message) SetText 

func (m *Message) SetText(v string)

func (*Message) SetTimeInForce 

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTradeDate 

func (m *Message) SetTradeDate(v string)

func (*Message) SetTradeOriginationDate 

func (m *Message) SetTradeOriginationDate(v string)

func (*Message) SetTransactTime 

func (m *Message) SetTransactTime(v time.Time)

func (*Message) SetTrdgSesGrp 

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

func (*Message) SetTriggeringInstruction 

func (m *Message) SetTriggeringInstruction(v triggeringinstruction.TriggeringInstruction)

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

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