executionreport

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 4 Imported by: 0

Documentation

Overview

Package executionreport msg type = 8.

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 Mesage type

Types

type Message

type Message struct {
	FIXMsgType string `fix:"8"`
	Header     fix40.Header
	//OrderID is a required field for ExecutionReport.
	OrderID string `fix:"37"`
	//ClOrdID is a non-required field for ExecutionReport.
	ClOrdID *string `fix:"11"`
	//ClientID is a non-required field for ExecutionReport.
	ClientID *string `fix:"109"`
	//ExecBroker is a non-required field for ExecutionReport.
	ExecBroker *string `fix:"76"`
	//ListID is a non-required field for ExecutionReport.
	ListID *string `fix:"66"`
	//ExecID is a required field for ExecutionReport.
	ExecID int `fix:"17"`
	//ExecTransType is a required field for ExecutionReport.
	ExecTransType string `fix:"20"`
	//ExecRefID is a non-required field for ExecutionReport.
	ExecRefID *int `fix:"19"`
	//OrdStatus is a required field for ExecutionReport.
	OrdStatus string `fix:"39"`
	//OrdRejReason is a non-required field for ExecutionReport.
	OrdRejReason *int `fix:"103"`
	//Account is a non-required field for ExecutionReport.
	Account *string `fix:"1"`
	//SettlmntTyp is a non-required field for ExecutionReport.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for ExecutionReport.
	FutSettDate *string `fix:"64"`
	//Symbol is a required field for ExecutionReport.
	Symbol string `fix:"55"`
	//SymbolSfx is a non-required field for ExecutionReport.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for ExecutionReport.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for ExecutionReport.
	IDSource *string `fix:"22"`
	//Issuer is a non-required field for ExecutionReport.
	Issuer *string `fix:"106"`
	//SecurityDesc is a non-required field for ExecutionReport.
	SecurityDesc *string `fix:"107"`
	//Side is a required field for ExecutionReport.
	Side string `fix:"54"`
	//OrderQty is a required field for ExecutionReport.
	OrderQty int `fix:"38"`
	//OrdType is a non-required field for ExecutionReport.
	OrdType *string `fix:"40"`
	//Price is a non-required field for ExecutionReport.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for ExecutionReport.
	StopPx *float64 `fix:"99"`
	//Currency is a non-required field for ExecutionReport.
	Currency *string `fix:"15"`
	//TimeInForce is a non-required field for ExecutionReport.
	TimeInForce *string `fix:"59"`
	//ExpireTime is a non-required field for ExecutionReport.
	ExpireTime *time.Time `fix:"126"`
	//ExecInst is a non-required field for ExecutionReport.
	ExecInst *string `fix:"18"`
	//Rule80A is a non-required field for ExecutionReport.
	Rule80A *string `fix:"47"`
	//LastShares is a required field for ExecutionReport.
	LastShares int `fix:"32"`
	//LastPx is a required field for ExecutionReport.
	LastPx float64 `fix:"31"`
	//LastMkt is a non-required field for ExecutionReport.
	LastMkt *string `fix:"30"`
	//LastCapacity is a non-required field for ExecutionReport.
	LastCapacity *string `fix:"29"`
	//CumQty is a required field for ExecutionReport.
	CumQty int `fix:"14"`
	//AvgPx is a required field for ExecutionReport.
	AvgPx float64 `fix:"6"`
	//TradeDate is a non-required field for ExecutionReport.
	TradeDate *string `fix:"75"`
	//TransactTime is a non-required field for ExecutionReport.
	TransactTime *time.Time `fix:"60"`
	//ReportToExch is a non-required field for ExecutionReport.
	ReportToExch *string `fix:"113"`
	//Commission is a non-required field for ExecutionReport.
	Commission *float64 `fix:"12"`
	//CommType is a non-required field for ExecutionReport.
	CommType *string `fix:"13"`
	//NoMiscFees is a non-required field for ExecutionReport.
	NoMiscFees []NoMiscFees `fix:"136,omitempty"`
	//NetMoney is a non-required field for ExecutionReport.
	NetMoney *float64 `fix:"118"`
	//SettlCurrAmt is a non-required field for ExecutionReport.
	SettlCurrAmt *float64 `fix:"119"`
	//SettlCurrency is a non-required field for ExecutionReport.
	SettlCurrency *string `fix:"120"`
	//Text is a non-required field for ExecutionReport.
	Text    *string `fix:"58"`
	Trailer fix40.Trailer
}

Message is a ExecutionReport FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoMiscFees

type NoMiscFees struct {
	//MiscFeeAmt is a non-required field for NoMiscFees.
	MiscFeeAmt *float64 `fix:"137"`
	//MiscFeeCurr is a non-required field for NoMiscFees.
	MiscFeeCurr *string `fix:"138"`
	//MiscFeeType is a non-required field for NoMiscFees.
	MiscFeeType *string `fix:"139"`
}

NoMiscFees is a repeating group in ExecutionReport

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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