quoterequest

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 8 Imported by: 0

Documentation

Overview

Package quoterequest msg type = R.

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:"R"`
	Header     fix43.Header
	//QuoteReqID is a required field for QuoteRequest.
	QuoteReqID string `fix:"131"`
	//RFQReqID is a non-required field for QuoteRequest.
	RFQReqID *string `fix:"644"`
	//NoRelatedSym is a required field for QuoteRequest.
	NoRelatedSym []NoRelatedSym `fix:"146"`
	//Text is a non-required field for QuoteRequest.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for QuoteRequest.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for QuoteRequest.
	EncodedText *string `fix:"355"`
	Trailer     fix43.Trailer
}

Message is a QuoteRequest FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoRelatedSym

type NoRelatedSym struct {
	//Instrument Component
	Instrument instrument.Component
	//PrevClosePx is a non-required field for NoRelatedSym.
	PrevClosePx *float64 `fix:"140"`
	//QuoteRequestType is a non-required field for NoRelatedSym.
	QuoteRequestType *int `fix:"303"`
	//QuoteType is a non-required field for NoRelatedSym.
	QuoteType *int `fix:"537"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoRelatedSym.
	TradingSessionSubID *string `fix:"625"`
	//TradeOriginationDate is a non-required field for NoRelatedSym.
	TradeOriginationDate *string `fix:"229"`
	//Stipulations Component
	Stipulations stipulations.Component
	//Side is a non-required field for NoRelatedSym.
	Side *string `fix:"54"`
	//QuantityType is a non-required field for NoRelatedSym.
	QuantityType *int `fix:"465"`
	//OrderQty is a non-required field for NoRelatedSym.
	OrderQty *float64 `fix:"38"`
	//CashOrderQty is a non-required field for NoRelatedSym.
	CashOrderQty *float64 `fix:"152"`
	//SettlmntTyp is a non-required field for NoRelatedSym.
	SettlmntTyp *string `fix:"63"`
	//FutSettDate is a non-required field for NoRelatedSym.
	FutSettDate *string `fix:"64"`
	//OrdType is a non-required field for NoRelatedSym.
	OrdType *string `fix:"40"`
	//FutSettDate2 is a non-required field for NoRelatedSym.
	FutSettDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for NoRelatedSym.
	OrderQty2 *float64 `fix:"192"`
	//ExpireTime is a non-required field for NoRelatedSym.
	ExpireTime *time.Time `fix:"126"`
	//TransactTime is a non-required field for NoRelatedSym.
	TransactTime *time.Time `fix:"60"`
	//Currency is a non-required field for NoRelatedSym.
	Currency *string `fix:"15"`
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//PriceType is a non-required field for NoRelatedSym.
	PriceType *int `fix:"423"`
	//Price is a non-required field for NoRelatedSym.
	Price *float64 `fix:"44"`
	//Price2 is a non-required field for NoRelatedSym.
	Price2 *float64 `fix:"640"`
	//YieldData Component
	YieldData yielddata.Component
}

NoRelatedSym is a repeating group in QuoteRequest

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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