quotecancel

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 3 Imported by: 0

Documentation

Overview

Package quotecancel msg type = Z.

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:"Z"`
	Header     fix42.Header
	//QuoteReqID is a non-required field for QuoteCancel.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for QuoteCancel.
	QuoteID string `fix:"117"`
	//QuoteCancelType is a required field for QuoteCancel.
	QuoteCancelType int `fix:"298"`
	//QuoteResponseLevel is a non-required field for QuoteCancel.
	QuoteResponseLevel *int `fix:"301"`
	//TradingSessionID is a non-required field for QuoteCancel.
	TradingSessionID *string `fix:"336"`
	//NoQuoteEntries is a required field for QuoteCancel.
	NoQuoteEntries []NoQuoteEntries `fix:"295"`
	Trailer        fix42.Trailer
}

Message is a QuoteCancel FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoQuoteEntries

type NoQuoteEntries struct {
	//Symbol is a 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"`
	//UnderlyingSymbol is a non-required field for NoQuoteEntries.
	UnderlyingSymbol *string `fix:"311"`
}

NoQuoteEntries is a repeating group in QuoteCancel

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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