allocation

Documentation

Overview

Package allocation msg type = J.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoAllocs
• type NoExecs
• type NoMiscFees
• type NoOrders
• 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:"J"`
	Header     fix43.Header
	//AllocID is a required field for Allocation.
	AllocID string `fix:"70"`
	//AllocTransType is a required field for Allocation.
	AllocTransType string `fix:"71"`
	//AllocType is a required field for Allocation.
	AllocType int `fix:"626"`
	//RefAllocID is a non-required field for Allocation.
	RefAllocID *string `fix:"72"`
	//AllocLinkID is a non-required field for Allocation.
	AllocLinkID *string `fix:"196"`
	//AllocLinkType is a non-required field for Allocation.
	AllocLinkType *int `fix:"197"`
	//BookingRefID is a non-required field for Allocation.
	BookingRefID *string `fix:"466"`
	//NoOrders is a non-required field for Allocation.
	NoOrders []NoOrders `fix:"73,omitempty"`
	//NoExecs is a non-required field for Allocation.
	NoExecs []NoExecs `fix:"124,omitempty"`
	//Side is a required field for Allocation.
	Side string `fix:"54"`
	//Instrument Component
	Instrument instrument.Component
	//Quantity is a required field for Allocation.
	Quantity float64 `fix:"53"`
	//LastMkt is a non-required field for Allocation.
	LastMkt *string `fix:"30"`
	//TradeOriginationDate is a non-required field for Allocation.
	TradeOriginationDate *string `fix:"229"`
	//TradingSessionID is a non-required field for Allocation.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for Allocation.
	TradingSessionSubID *string `fix:"625"`
	//PriceType is a non-required field for Allocation.
	PriceType *int `fix:"423"`
	//AvgPx is a required field for Allocation.
	AvgPx float64 `fix:"6"`
	//Currency is a non-required field for Allocation.
	Currency *string `fix:"15"`
	//AvgPrxPrecision is a non-required field for Allocation.
	AvgPrxPrecision *int `fix:"74"`
	//Parties Component
	Parties parties.Component
	//TradeDate is a required field for Allocation.
	TradeDate string `fix:"75"`
	//TransactTime is a non-required field for Allocation.
	TransactTime *time.Time `fix:"60"`
	//SettlmntTyp is a non-required field for Allocation.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for Allocation.
	FutSettDate *string `fix:"64"`
	//GrossTradeAmt is a non-required field for Allocation.
	GrossTradeAmt *float64 `fix:"381"`
	//Concession is a non-required field for Allocation.
	Concession *float64 `fix:"238"`
	//TotalTakedown is a non-required field for Allocation.
	TotalTakedown *float64 `fix:"237"`
	//NetMoney is a non-required field for Allocation.
	NetMoney *float64 `fix:"118"`
	//PositionEffect is a non-required field for Allocation.
	PositionEffect *string `fix:"77"`
	//Text is a non-required field for Allocation.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for Allocation.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for Allocation.
	EncodedText *string `fix:"355"`
	//NumDaysInterest is a non-required field for Allocation.
	NumDaysInterest *int `fix:"157"`
	//AccruedInterestRate is a non-required field for Allocation.
	AccruedInterestRate *float64 `fix:"158"`
	//TotalAccruedInterestAmt is a non-required field for Allocation.
	TotalAccruedInterestAmt *float64 `fix:"540"`
	//LegalConfirm is a non-required field for Allocation.
	LegalConfirm *bool `fix:"650"`
	//NoAllocs is a non-required field for Allocation.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	Trailer  fix43.Trailer
}

Message is a Allocation FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoAllocs

type NoAllocs struct {
	//AllocAccount is a non-required field for NoAllocs.
	AllocAccount *string `fix:"79"`
	//AllocPrice is a non-required field for NoAllocs.
	AllocPrice *float64 `fix:"366"`
	//AllocQty is a non-required field for NoAllocs.
	AllocQty *float64 `fix:"80"`
	//IndividualAllocID is a non-required field for NoAllocs.
	IndividualAllocID *string `fix:"467"`
	//ProcessCode is a non-required field for NoAllocs.
	ProcessCode *string `fix:"81"`
	//NestedParties Component
	NestedParties nestedparties.Component
	//NotifyBrokerOfCredit is a non-required field for NoAllocs.
	NotifyBrokerOfCredit *bool `fix:"208"`
	//AllocHandlInst is a non-required field for NoAllocs.
	AllocHandlInst *int `fix:"209"`
	//AllocText is a non-required field for NoAllocs.
	AllocText *string `fix:"161"`
	//EncodedAllocTextLen is a non-required field for NoAllocs.
	EncodedAllocTextLen *int `fix:"360"`
	//EncodedAllocText is a non-required field for NoAllocs.
	EncodedAllocText *string `fix:"361"`
	//CommissionData Component
	CommissionData commissiondata.Component
	//AllocAvgPx is a non-required field for NoAllocs.
	AllocAvgPx *float64 `fix:"153"`
	//AllocNetMoney is a non-required field for NoAllocs.
	AllocNetMoney *float64 `fix:"154"`
	//SettlCurrAmt is a non-required field for NoAllocs.
	SettlCurrAmt *float64 `fix:"119"`
	//SettlCurrency is a non-required field for NoAllocs.
	SettlCurrency *string `fix:"120"`
	//SettlCurrFxRate is a non-required field for NoAllocs.
	SettlCurrFxRate *float64 `fix:"155"`
	//SettlCurrFxRateCalc is a non-required field for NoAllocs.
	SettlCurrFxRateCalc *string `fix:"156"`
	//AccruedInterestAmt is a non-required field for NoAllocs.
	AccruedInterestAmt *float64 `fix:"159"`
	//SettlInstMode is a non-required field for NoAllocs.
	SettlInstMode *string `fix:"160"`
	//NoMiscFees is a non-required field for NoAllocs.
	NoMiscFees []NoMiscFees `fix:"136,omitempty"`
}

NoAllocs is a repeating group in Allocation

type NoExecs

type NoExecs struct {
	//LastQty is a non-required field for NoExecs.
	LastQty *float64 `fix:"32"`
	//ExecID is a non-required field for NoExecs.
	ExecID *string `fix:"17"`
	//SecondaryExecID is a non-required field for NoExecs.
	SecondaryExecID *string `fix:"527"`
	//LastPx is a non-required field for NoExecs.
	LastPx *float64 `fix:"31"`
	//LastCapacity is a non-required field for NoExecs.
	LastCapacity *string `fix:"29"`
}

NoExecs is a repeating group in Allocation

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 NoAllocs

type NoOrders

type NoOrders struct {
	//ClOrdID is a non-required field for NoOrders.
	ClOrdID *string `fix:"11"`
	//OrderID is a non-required field for NoOrders.
	OrderID *string `fix:"37"`
	//SecondaryOrderID is a non-required field for NoOrders.
	SecondaryOrderID *string `fix:"198"`
	//SecondaryClOrdID is a non-required field for NoOrders.
	SecondaryClOrdID *string `fix:"526"`
	//ListID is a non-required field for NoOrders.
	ListID *string `fix:"66"`
}

NoOrders is a repeating group in Allocation

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