securitylist

Documentation

Overview

Package securitylist msg type = y.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoLegs
• type NoRelatedSym
• type NoUnderlyings
• 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:"y"`
	Header     fix44.Header
	//SecurityReqID is a required field for SecurityList.
	SecurityReqID string `fix:"320"`
	//SecurityResponseID is a required field for SecurityList.
	SecurityResponseID string `fix:"322"`
	//SecurityRequestResult is a required field for SecurityList.
	SecurityRequestResult int `fix:"560"`
	//TotNoRelatedSym is a non-required field for SecurityList.
	TotNoRelatedSym *int `fix:"393"`
	//LastFragment is a non-required field for SecurityList.
	LastFragment *bool `fix:"893"`
	//NoRelatedSym is a non-required field for SecurityList.
	NoRelatedSym []NoRelatedSym `fix:"146,omitempty"`
	Trailer      fix44.Trailer
}

Message is a SecurityList FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoLegs

type NoLegs struct {
	//InstrumentLeg Component
	InstrumentLeg instrumentleg.Component
	//LegSwapType is a non-required field for NoLegs.
	LegSwapType *int `fix:"690"`
	//LegSettlType is a non-required field for NoLegs.
	LegSettlType *string `fix:"587"`
	//LegStipulations Component
	LegStipulations legstipulations.Component
	//LegBenchmarkCurveData Component
	LegBenchmarkCurveData legbenchmarkcurvedata.Component
}

NoLegs is a repeating group in NoRelatedSym

type NoRelatedSym

type NoRelatedSym struct {
	//Instrument Component
	Instrument instrument.Component
	//InstrumentExtension Component
	InstrumentExtension instrumentextension.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//NoUnderlyings is a non-required field for NoRelatedSym.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Currency is a non-required field for NoRelatedSym.
	Currency *string `fix:"15"`
	//Stipulations Component
	Stipulations stipulations.Component
	//NoLegs is a non-required field for NoRelatedSym.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//YieldData Component
	YieldData yielddata.Component
	//RoundLot is a non-required field for NoRelatedSym.
	RoundLot *float64 `fix:"561"`
	//MinTradeVol is a non-required field for NoRelatedSym.
	MinTradeVol *float64 `fix:"562"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoRelatedSym.
	TradingSessionSubID *string `fix:"625"`
	//ExpirationCycle is a non-required field for NoRelatedSym.
	ExpirationCycle *int `fix:"827"`
	//Text is a non-required field for NoRelatedSym.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoRelatedSym.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoRelatedSym.
	EncodedText *string `fix:"355"`
}

NoRelatedSym is a repeating group in SecurityList

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
}

NoUnderlyings is a repeating group in NoRelatedSym

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