massquote

Documentation

Overview

Package massquote msg type = i.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoQuoteEntries
• type NoQuoteSets
• type RouteOut

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:"i"`
	Header     fix42.Header
	//QuoteReqID is a non-required field for MassQuote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for MassQuote.
	QuoteID string `fix:"117"`
	//QuoteResponseLevel is a non-required field for MassQuote.
	QuoteResponseLevel *int `fix:"301"`
	//DefBidSize is a non-required field for MassQuote.
	DefBidSize *float64 `fix:"293"`
	//DefOfferSize is a non-required field for MassQuote.
	DefOfferSize *float64 `fix:"294"`
	//NoQuoteSets is a required field for MassQuote.
	NoQuoteSets []NoQuoteSets `fix:"296"`
	Trailer     fix42.Trailer
}

Message is a MassQuote FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoQuoteEntries

type NoQuoteEntries struct {
	//QuoteEntryID is a required field for NoQuoteEntries.
	QuoteEntryID string `fix:"299"`
	//Symbol is a non-required field for NoQuoteEntries.
	Symbol *string `fix:"55"`
	//SymbolSfx is a non-required field for NoQuoteEntries.
	SymbolSfx *string `fix:"65"`
	//SecurityID is a non-required field for NoQuoteEntries.
	SecurityID *string `fix:"48"`
	//IDSource is a non-required field for NoQuoteEntries.
	IDSource *string `fix:"22"`
	//SecurityType is a non-required field for NoQuoteEntries.
	SecurityType *string `fix:"167"`
	//MaturityMonthYear is a non-required field for NoQuoteEntries.
	MaturityMonthYear *string `fix:"200"`
	//MaturityDay is a non-required field for NoQuoteEntries.
	MaturityDay *int `fix:"205"`
	//PutOrCall is a non-required field for NoQuoteEntries.
	PutOrCall *int `fix:"201"`
	//StrikePrice is a non-required field for NoQuoteEntries.
	StrikePrice *float64 `fix:"202"`
	//OptAttribute is a non-required field for NoQuoteEntries.
	OptAttribute *string `fix:"206"`
	//ContractMultiplier is a non-required field for NoQuoteEntries.
	ContractMultiplier *float64 `fix:"231"`
	//CouponRate is a non-required field for NoQuoteEntries.
	CouponRate *float64 `fix:"223"`
	//SecurityExchange is a non-required field for NoQuoteEntries.
	SecurityExchange *string `fix:"207"`
	//Issuer is a non-required field for NoQuoteEntries.
	Issuer *string `fix:"106"`
	//EncodedIssuerLen is a non-required field for NoQuoteEntries.
	EncodedIssuerLen *int `fix:"348"`
	//EncodedIssuer is a non-required field for NoQuoteEntries.
	EncodedIssuer *string `fix:"349"`
	//SecurityDesc is a non-required field for NoQuoteEntries.
	SecurityDesc *string `fix:"107"`
	//EncodedSecurityDescLen is a non-required field for NoQuoteEntries.
	EncodedSecurityDescLen *int `fix:"350"`
	//EncodedSecurityDesc is a non-required field for NoQuoteEntries.
	EncodedSecurityDesc *string `fix:"351"`
	//BidPx is a non-required field for NoQuoteEntries.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for NoQuoteEntries.
	OfferPx *float64 `fix:"133"`
	//BidSize is a non-required field for NoQuoteEntries.
	BidSize *float64 `fix:"134"`
	//OfferSize is a non-required field for NoQuoteEntries.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for NoQuoteEntries.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for NoQuoteEntries.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for NoQuoteEntries.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for NoQuoteEntries.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for NoQuoteEntries.
	OfferForwardPoints *float64 `fix:"191"`
	//TransactTime is a non-required field for NoQuoteEntries.
	TransactTime *time.Time `fix:"60"`
	//TradingSessionID is a non-required field for NoQuoteEntries.
	TradingSessionID *string `fix:"336"`
	//FutSettDate is a non-required field for NoQuoteEntries.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for NoQuoteEntries.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for NoQuoteEntries.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoQuoteEntries.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for NoQuoteEntries.
	Currency *string `fix:"15"`
}

NoQuoteEntries is a repeating group in NoQuoteSets

type NoQuoteSets

type NoQuoteSets struct {
	//QuoteSetID is a required field for NoQuoteSets.
	QuoteSetID string `fix:"302"`
	//UnderlyingSymbol is a required field for NoQuoteSets.
	UnderlyingSymbol string `fix:"311"`
	//UnderlyingSymbolSfx is a non-required field for NoQuoteSets.
	UnderlyingSymbolSfx *string `fix:"312"`
	//UnderlyingSecurityID is a non-required field for NoQuoteSets.
	UnderlyingSecurityID *string `fix:"309"`
	//UnderlyingIDSource is a non-required field for NoQuoteSets.
	UnderlyingIDSource *string `fix:"305"`
	//UnderlyingSecurityType is a non-required field for NoQuoteSets.
	UnderlyingSecurityType *string `fix:"310"`
	//UnderlyingMaturityMonthYear is a non-required field for NoQuoteSets.
	UnderlyingMaturityMonthYear *string `fix:"313"`
	//UnderlyingMaturityDay is a non-required field for NoQuoteSets.
	UnderlyingMaturityDay *int `fix:"314"`
	//UnderlyingPutOrCall is a non-required field for NoQuoteSets.
	UnderlyingPutOrCall *int `fix:"315"`
	//UnderlyingStrikePrice is a non-required field for NoQuoteSets.
	UnderlyingStrikePrice *float64 `fix:"316"`
	//UnderlyingOptAttribute is a non-required field for NoQuoteSets.
	UnderlyingOptAttribute *string `fix:"317"`
	//UnderlyingContractMultiplier is a non-required field for NoQuoteSets.
	UnderlyingContractMultiplier *float64 `fix:"436"`
	//UnderlyingCouponRate is a non-required field for NoQuoteSets.
	UnderlyingCouponRate *float64 `fix:"435"`
	//UnderlyingSecurityExchange is a non-required field for NoQuoteSets.
	UnderlyingSecurityExchange *string `fix:"308"`
	//UnderlyingIssuer is a non-required field for NoQuoteSets.
	UnderlyingIssuer *string `fix:"306"`
	//EncodedUnderlyingIssuerLen is a non-required field for NoQuoteSets.
	EncodedUnderlyingIssuerLen *int `fix:"362"`
	//EncodedUnderlyingIssuer is a non-required field for NoQuoteSets.
	EncodedUnderlyingIssuer *string `fix:"363"`
	//UnderlyingSecurityDesc is a non-required field for NoQuoteSets.
	UnderlyingSecurityDesc *string `fix:"307"`
	//EncodedUnderlyingSecurityDescLen is a non-required field for NoQuoteSets.
	EncodedUnderlyingSecurityDescLen *int `fix:"364"`
	//EncodedUnderlyingSecurityDesc is a non-required field for NoQuoteSets.
	EncodedUnderlyingSecurityDesc *string `fix:"365"`
	//QuoteSetValidUntilTime is a non-required field for NoQuoteSets.
	QuoteSetValidUntilTime *time.Time `fix:"367"`
	//TotQuoteEntries is a required field for NoQuoteSets.
	TotQuoteEntries int `fix:"304"`
	//NoQuoteEntries is a required field for NoQuoteSets.
	NoQuoteEntries []NoQuoteEntries `fix:"295"`
}

NoQuoteSets is a repeating group in MassQuote

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