quote

package
v0.3.0 Latest Latest
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 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 15 Imported by: 0

Documentation

Overview

Package quote msg type = S.

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:"S"`
	fixt11.Header
	//QuoteReqID is a non-required field for Quote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for Quote.
	QuoteID string `fix:"117"`
	//QuoteRespID is a non-required field for Quote.
	QuoteRespID *string `fix:"693"`
	//QuoteType is a non-required field for Quote.
	QuoteType *int `fix:"537"`
	//QuotQualGrp is a non-required component for Quote.
	QuotQualGrp *quotqualgrp.QuotQualGrp
	//QuoteResponseLevel is a non-required field for Quote.
	QuoteResponseLevel *int `fix:"301"`
	//Parties is a non-required component for Quote.
	Parties *parties.Parties
	//TradingSessionID is a non-required field for Quote.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for Quote.
	TradingSessionSubID *string `fix:"625"`
	//Instrument is a required component for Quote.
	instrument.Instrument
	//FinancingDetails is a non-required component for Quote.
	FinancingDetails *financingdetails.FinancingDetails
	//UndInstrmtGrp is a non-required component for Quote.
	UndInstrmtGrp *undinstrmtgrp.UndInstrmtGrp
	//Side is a non-required field for Quote.
	Side *string `fix:"54"`
	//OrderQtyData is a non-required component for Quote.
	OrderQtyData *orderqtydata.OrderQtyData
	//SettlType is a non-required field for Quote.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for Quote.
	SettlDate *string `fix:"64"`
	//SettlDate2 is a non-required field for Quote.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for Quote.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for Quote.
	Currency *string `fix:"15"`
	//Stipulations is a non-required component for Quote.
	Stipulations *stipulations.Stipulations
	//Account is a non-required field for Quote.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for Quote.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for Quote.
	AccountType *int `fix:"581"`
	//LegQuotGrp is a non-required component for Quote.
	LegQuotGrp *legquotgrp.LegQuotGrp
	//BidPx is a non-required field for Quote.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for Quote.
	OfferPx *float64 `fix:"133"`
	//MktBidPx is a non-required field for Quote.
	MktBidPx *float64 `fix:"645"`
	//MktOfferPx is a non-required field for Quote.
	MktOfferPx *float64 `fix:"646"`
	//MinBidSize is a non-required field for Quote.
	MinBidSize *float64 `fix:"647"`
	//BidSize is a non-required field for Quote.
	BidSize *float64 `fix:"134"`
	//MinOfferSize is a non-required field for Quote.
	MinOfferSize *float64 `fix:"648"`
	//OfferSize is a non-required field for Quote.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for Quote.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for Quote.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for Quote.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for Quote.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for Quote.
	OfferForwardPoints *float64 `fix:"191"`
	//MidPx is a non-required field for Quote.
	MidPx *float64 `fix:"631"`
	//BidYield is a non-required field for Quote.
	BidYield *float64 `fix:"632"`
	//MidYield is a non-required field for Quote.
	MidYield *float64 `fix:"633"`
	//OfferYield is a non-required field for Quote.
	OfferYield *float64 `fix:"634"`
	//TransactTime is a non-required field for Quote.
	TransactTime *time.Time `fix:"60"`
	//OrdType is a non-required field for Quote.
	OrdType *string `fix:"40"`
	//BidForwardPoints2 is a non-required field for Quote.
	BidForwardPoints2 *float64 `fix:"642"`
	//OfferForwardPoints2 is a non-required field for Quote.
	OfferForwardPoints2 *float64 `fix:"643"`
	//SettlCurrBidFxRate is a non-required field for Quote.
	SettlCurrBidFxRate *float64 `fix:"656"`
	//SettlCurrOfferFxRate is a non-required field for Quote.
	SettlCurrOfferFxRate *float64 `fix:"657"`
	//SettlCurrFxRateCalc is a non-required field for Quote.
	SettlCurrFxRateCalc *string `fix:"156"`
	//CommType is a non-required field for Quote.
	CommType *string `fix:"13"`
	//Commission is a non-required field for Quote.
	Commission *float64 `fix:"12"`
	//CustOrderCapacity is a non-required field for Quote.
	CustOrderCapacity *int `fix:"582"`
	//ExDestination is a non-required field for Quote.
	ExDestination *string `fix:"100"`
	//OrderCapacity is a non-required field for Quote.
	OrderCapacity *string `fix:"528"`
	//PriceType is a non-required field for Quote.
	PriceType *int `fix:"423"`
	//SpreadOrBenchmarkCurveData is a non-required component for Quote.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//YieldData is a non-required component for Quote.
	YieldData *yielddata.YieldData
	//Text is a non-required field for Quote.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for Quote.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for Quote.
	EncodedText *string `fix:"355"`
	//BidSwapPoints is a non-required field for Quote.
	BidSwapPoints *float64 `fix:"1065"`
	//OfferSwapPoints is a non-required field for Quote.
	OfferSwapPoints *float64 `fix:"1066"`
	//ExDestinationIDSource is a non-required field for Quote.
	ExDestinationIDSource *string `fix:"1133"`
	//QuoteMsgID is a non-required field for Quote.
	QuoteMsgID *string `fix:"1166"`
	//PrivateQuote is a non-required field for Quote.
	PrivateQuote *bool `fix:"1171"`
	//MinQty is a non-required field for Quote.
	MinQty *float64 `fix:"110"`
	//BookingType is a non-required field for Quote.
	BookingType *int `fix:"775"`
	//OrderRestrictions is a non-required field for Quote.
	OrderRestrictions *string `fix:"529"`
	//SettlCurrency is a non-required field for Quote.
	SettlCurrency *string `fix:"120"`
	//RateSource is a non-required component for Quote.
	RateSource *ratesource.RateSource
	fixt11.Trailer
}

Message is a Quote FIX Message

func New 

func New(quoteid string, instrument instrument.Instrument) *Message

New returns an initialized Quote 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) SetBidForwardPoints 

func (m *Message) SetBidForwardPoints(v float64)

func (*Message) SetBidForwardPoints2 

func (m *Message) SetBidForwardPoints2(v float64)

func (*Message) SetBidPx 

func (m *Message) SetBidPx(v float64)

func (*Message) SetBidSize 

func (m *Message) SetBidSize(v float64)

func (*Message) SetBidSpotRate 

func (m *Message) SetBidSpotRate(v float64)

func (*Message) SetBidSwapPoints 

func (m *Message) SetBidSwapPoints(v float64)

func (*Message) SetBidYield 

func (m *Message) SetBidYield(v float64)

func (*Message) SetBookingType 

func (m *Message) SetBookingType(v int)

func (*Message) SetCommType 

func (m *Message) SetCommType(v string)

func (*Message) SetCommission 

func (m *Message) SetCommission(v float64)

func (*Message) SetCurrency 

func (m *Message) SetCurrency(v string)

func (*Message) SetCustOrderCapacity 

func (m *Message) SetCustOrderCapacity(v int)

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) SetFinancingDetails 

func (m *Message) SetFinancingDetails(v financingdetails.FinancingDetails)

func (*Message) SetInstrument 

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

func (*Message) SetLegQuotGrp 

func (m *Message) SetLegQuotGrp(v legquotgrp.LegQuotGrp)

func (*Message) SetMidPx 

func (m *Message) SetMidPx(v float64)

func (*Message) SetMidYield 

func (m *Message) SetMidYield(v float64)

func (*Message) SetMinBidSize 

func (m *Message) SetMinBidSize(v float64)

func (*Message) SetMinOfferSize 

func (m *Message) SetMinOfferSize(v float64)

func (*Message) SetMinQty 

func (m *Message) SetMinQty(v float64)

func (*Message) SetMktBidPx 

func (m *Message) SetMktBidPx(v float64)

func (*Message) SetMktOfferPx 

func (m *Message) SetMktOfferPx(v float64)

func (*Message) SetOfferForwardPoints 

func (m *Message) SetOfferForwardPoints(v float64)

func (*Message) SetOfferForwardPoints2 

func (m *Message) SetOfferForwardPoints2(v float64)

func (*Message) SetOfferPx 

func (m *Message) SetOfferPx(v float64)

func (*Message) SetOfferSize 

func (m *Message) SetOfferSize(v float64)

func (*Message) SetOfferSpotRate 

func (m *Message) SetOfferSpotRate(v float64)

func (*Message) SetOfferSwapPoints 

func (m *Message) SetOfferSwapPoints(v float64)

func (*Message) SetOfferYield 

func (m *Message) SetOfferYield(v float64)

func (*Message) SetOrdType 

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderCapacity 

func (m *Message) SetOrderCapacity(v string)

func (*Message) SetOrderQty2 

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetOrderQtyData 

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

func (*Message) SetOrderRestrictions 

func (m *Message) SetOrderRestrictions(v string)

func (*Message) SetParties 

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

func (*Message) SetPriceType 

func (m *Message) SetPriceType(v int)

func (*Message) SetPrivateQuote 

func (m *Message) SetPrivateQuote(v bool)

func (*Message) SetQuotQualGrp 

func (m *Message) SetQuotQualGrp(v quotqualgrp.QuotQualGrp)

func (*Message) SetQuoteID 

func (m *Message) SetQuoteID(v string)

func (*Message) SetQuoteMsgID 

func (m *Message) SetQuoteMsgID(v string)

func (*Message) SetQuoteReqID 

func (m *Message) SetQuoteReqID(v string)

func (*Message) SetQuoteRespID 

func (m *Message) SetQuoteRespID(v string)

func (*Message) SetQuoteResponseLevel 

func (m *Message) SetQuoteResponseLevel(v int)

func (*Message) SetQuoteType 

func (m *Message) SetQuoteType(v int)

func (*Message) SetRateSource 

func (m *Message) SetRateSource(v ratesource.RateSource)

func (*Message) SetSettlCurrBidFxRate 

func (m *Message) SetSettlCurrBidFxRate(v float64)

func (*Message) SetSettlCurrFxRateCalc 

func (m *Message) SetSettlCurrFxRateCalc(v string)

func (*Message) SetSettlCurrOfferFxRate 

func (m *Message) SetSettlCurrOfferFxRate(v float64)

func (*Message) SetSettlCurrency 

func (m *Message) SetSettlCurrency(v string)

func (*Message) SetSettlDate 

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlDate2 

func (m *Message) SetSettlDate2(v string)

func (*Message) SetSettlType 

func (m *Message) SetSettlType(v string)

func (*Message) SetSide 

func (m *Message) SetSide(v string)

func (*Message) SetSpreadOrBenchmarkCurveData 

func (m *Message) SetSpreadOrBenchmarkCurveData(v spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData)

func (*Message) SetStipulations 

func (m *Message) SetStipulations(v stipulations.Stipulations)

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) SetTransactTime 

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

func (*Message) SetUndInstrmtGrp 

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

func (*Message) SetValidUntilTime 

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

func (*Message) SetYieldData 

func (m *Message) SetYieldData(v yielddata.YieldData)

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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