quoteresponse

package
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Published: Apr 19, 2016 License: Apache-1.1 Imports: 16 Imported by: 0

Documentation

Overview

Package quoteresponse msg type = AJ.

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 Message type

Types

type Message

type Message struct {
	FIXMsgType string `fix:"AJ"`
	fix44.Header
	//QuoteRespID is a required field for QuoteResponse.
	QuoteRespID string `fix:"693"`
	//QuoteID is a non-required field for QuoteResponse.
	QuoteID *string `fix:"117"`
	//QuoteRespType is a required field for QuoteResponse.
	QuoteRespType int `fix:"694"`
	//ClOrdID is a non-required field for QuoteResponse.
	ClOrdID *string `fix:"11"`
	//OrderCapacity is a non-required field for QuoteResponse.
	OrderCapacity *string `fix:"528"`
	//IOIID is a non-required field for QuoteResponse.
	IOIID *string `fix:"23"`
	//QuoteType is a non-required field for QuoteResponse.
	QuoteType *int `fix:"537"`
	//NoQuoteQualifiers is a non-required field for QuoteResponse.
	NoQuoteQualifiers []NoQuoteQualifiers `fix:"735,omitempty"`
	//Parties is a non-required component for QuoteResponse.
	Parties *parties.Parties
	//TradingSessionID is a non-required field for QuoteResponse.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for QuoteResponse.
	TradingSessionSubID *string `fix:"625"`
	//Instrument is a required component for QuoteResponse.
	instrument.Instrument
	//FinancingDetails is a non-required component for QuoteResponse.
	FinancingDetails *financingdetails.FinancingDetails
	//NoUnderlyings is a non-required field for QuoteResponse.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Side is a non-required field for QuoteResponse.
	Side *string `fix:"54"`
	//OrderQtyData is a non-required component for QuoteResponse.
	OrderQtyData *orderqtydata.OrderQtyData
	//SettlType is a non-required field for QuoteResponse.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for QuoteResponse.
	SettlDate *string `fix:"64"`
	//SettlDate2 is a non-required field for QuoteResponse.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for QuoteResponse.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for QuoteResponse.
	Currency *string `fix:"15"`
	//Stipulations is a non-required component for QuoteResponse.
	Stipulations *stipulations.Stipulations
	//Account is a non-required field for QuoteResponse.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for QuoteResponse.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for QuoteResponse.
	AccountType *int `fix:"581"`
	//NoLegs is a non-required field for QuoteResponse.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//BidPx is a non-required field for QuoteResponse.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for QuoteResponse.
	OfferPx *float64 `fix:"133"`
	//MktBidPx is a non-required field for QuoteResponse.
	MktBidPx *float64 `fix:"645"`
	//MktOfferPx is a non-required field for QuoteResponse.
	MktOfferPx *float64 `fix:"646"`
	//MinBidSize is a non-required field for QuoteResponse.
	MinBidSize *float64 `fix:"647"`
	//BidSize is a non-required field for QuoteResponse.
	BidSize *float64 `fix:"134"`
	//MinOfferSize is a non-required field for QuoteResponse.
	MinOfferSize *float64 `fix:"648"`
	//OfferSize is a non-required field for QuoteResponse.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for QuoteResponse.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for QuoteResponse.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for QuoteResponse.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for QuoteResponse.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for QuoteResponse.
	OfferForwardPoints *float64 `fix:"191"`
	//MidPx is a non-required field for QuoteResponse.
	MidPx *float64 `fix:"631"`
	//BidYield is a non-required field for QuoteResponse.
	BidYield *float64 `fix:"632"`
	//MidYield is a non-required field for QuoteResponse.
	MidYield *float64 `fix:"633"`
	//OfferYield is a non-required field for QuoteResponse.
	OfferYield *float64 `fix:"634"`
	//TransactTime is a non-required field for QuoteResponse.
	TransactTime *time.Time `fix:"60"`
	//OrdType is a non-required field for QuoteResponse.
	OrdType *string `fix:"40"`
	//BidForwardPoints2 is a non-required field for QuoteResponse.
	BidForwardPoints2 *float64 `fix:"642"`
	//OfferForwardPoints2 is a non-required field for QuoteResponse.
	OfferForwardPoints2 *float64 `fix:"643"`
	//SettlCurrBidFxRate is a non-required field for QuoteResponse.
	SettlCurrBidFxRate *float64 `fix:"656"`
	//SettlCurrOfferFxRate is a non-required field for QuoteResponse.
	SettlCurrOfferFxRate *float64 `fix:"657"`
	//SettlCurrFxRateCalc is a non-required field for QuoteResponse.
	SettlCurrFxRateCalc *string `fix:"156"`
	//Commission is a non-required field for QuoteResponse.
	Commission *float64 `fix:"12"`
	//CommType is a non-required field for QuoteResponse.
	CommType *string `fix:"13"`
	//CustOrderCapacity is a non-required field for QuoteResponse.
	CustOrderCapacity *int `fix:"582"`
	//ExDestination is a non-required field for QuoteResponse.
	ExDestination *string `fix:"100"`
	//Text is a non-required field for QuoteResponse.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for QuoteResponse.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for QuoteResponse.
	EncodedText *string `fix:"355"`
	//Price is a non-required field for QuoteResponse.
	Price *float64 `fix:"44"`
	//PriceType is a non-required field for QuoteResponse.
	PriceType *int `fix:"423"`
	//SpreadOrBenchmarkCurveData is a non-required component for QuoteResponse.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//YieldData is a non-required component for QuoteResponse.
	YieldData *yielddata.YieldData
	fix44.Trailer
}

Message is a QuoteResponse FIX Message

func New added in v0.2.0

func New(quoterespid string, quoteresptype int, instrument instrument.Instrument) *Message

New returns an initialized QuoteResponse instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAccount added in v0.2.0

func (m *Message) SetAccount(v string)

func (*Message) SetAccountType added in v0.2.0

func (m *Message) SetAccountType(v int)

func (*Message) SetAcctIDSource added in v0.2.0

func (m *Message) SetAcctIDSource(v int)

func (*Message) SetBidForwardPoints added in v0.2.0

func (m *Message) SetBidForwardPoints(v float64)

func (*Message) SetBidForwardPoints2 added in v0.2.0

func (m *Message) SetBidForwardPoints2(v float64)

func (*Message) SetBidPx added in v0.2.0

func (m *Message) SetBidPx(v float64)

func (*Message) SetBidSize added in v0.2.0

func (m *Message) SetBidSize(v float64)

func (*Message) SetBidSpotRate added in v0.2.0

func (m *Message) SetBidSpotRate(v float64)

func (*Message) SetBidYield added in v0.2.0

func (m *Message) SetBidYield(v float64)

func (*Message) SetClOrdID added in v0.2.0

func (m *Message) SetClOrdID(v string)

func (*Message) SetCommType added in v0.2.0

func (m *Message) SetCommType(v string)

func (*Message) SetCommission added in v0.2.0

func (m *Message) SetCommission(v float64)

func (*Message) SetCurrency added in v0.2.0

func (m *Message) SetCurrency(v string)

func (*Message) SetCustOrderCapacity added in v0.2.0

func (m *Message) SetCustOrderCapacity(v int)

func (*Message) SetEncodedText added in v0.2.0

func (m *Message) SetEncodedText(v string)

func (*Message) SetEncodedTextLen added in v0.2.0

func (m *Message) SetEncodedTextLen(v int)

func (*Message) SetExDestination added in v0.2.0

func (m *Message) SetExDestination(v string)

func (*Message) SetFinancingDetails added in v0.2.0

func (m *Message) SetFinancingDetails(v financingdetails.FinancingDetails)

func (*Message) SetIOIID added in v0.2.0

func (m *Message) SetIOIID(v string)

func (*Message) SetInstrument added in v0.2.0

func (m *Message) SetInstrument(v instrument.Instrument)

func (*Message) SetMidPx added in v0.2.0

func (m *Message) SetMidPx(v float64)

func (*Message) SetMidYield added in v0.2.0

func (m *Message) SetMidYield(v float64)

func (*Message) SetMinBidSize added in v0.2.0

func (m *Message) SetMinBidSize(v float64)

func (*Message) SetMinOfferSize added in v0.2.0

func (m *Message) SetMinOfferSize(v float64)

func (*Message) SetMktBidPx added in v0.2.0

func (m *Message) SetMktBidPx(v float64)

func (*Message) SetMktOfferPx added in v0.2.0

func (m *Message) SetMktOfferPx(v float64)

func (*Message) SetNoLegs added in v0.2.0

func (m *Message) SetNoLegs(v []NoLegs)

func (*Message) SetNoQuoteQualifiers added in v0.2.0

func (m *Message) SetNoQuoteQualifiers(v []NoQuoteQualifiers)

func (*Message) SetNoUnderlyings added in v0.2.0

func (m *Message) SetNoUnderlyings(v []NoUnderlyings)

func (*Message) SetOfferForwardPoints added in v0.2.0

func (m *Message) SetOfferForwardPoints(v float64)

func (*Message) SetOfferForwardPoints2 added in v0.2.0

func (m *Message) SetOfferForwardPoints2(v float64)

func (*Message) SetOfferPx added in v0.2.0

func (m *Message) SetOfferPx(v float64)

func (*Message) SetOfferSize added in v0.2.0

func (m *Message) SetOfferSize(v float64)

func (*Message) SetOfferSpotRate added in v0.2.0

func (m *Message) SetOfferSpotRate(v float64)

func (*Message) SetOfferYield added in v0.2.0

func (m *Message) SetOfferYield(v float64)

func (*Message) SetOrdType added in v0.2.0

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderCapacity added in v0.2.0

func (m *Message) SetOrderCapacity(v string)

func (*Message) SetOrderQty2 added in v0.2.0

func (m *Message) SetOrderQty2(v float64)

func (*Message) SetOrderQtyData added in v0.2.0

func (m *Message) SetOrderQtyData(v orderqtydata.OrderQtyData)

func (*Message) SetParties added in v0.2.0

func (m *Message) SetParties(v parties.Parties)

func (*Message) SetPrice added in v0.2.0

func (m *Message) SetPrice(v float64)

func (*Message) SetPriceType added in v0.2.0

func (m *Message) SetPriceType(v int)

func (*Message) SetQuoteID added in v0.2.0

func (m *Message) SetQuoteID(v string)

func (*Message) SetQuoteRespID added in v0.2.0

func (m *Message) SetQuoteRespID(v string)

func (*Message) SetQuoteRespType added in v0.2.0

func (m *Message) SetQuoteRespType(v int)

func (*Message) SetQuoteType added in v0.2.0

func (m *Message) SetQuoteType(v int)

func (*Message) SetSettlCurrBidFxRate added in v0.2.0

func (m *Message) SetSettlCurrBidFxRate(v float64)

func (*Message) SetSettlCurrFxRateCalc added in v0.2.0

func (m *Message) SetSettlCurrFxRateCalc(v string)

func (*Message) SetSettlCurrOfferFxRate added in v0.2.0

func (m *Message) SetSettlCurrOfferFxRate(v float64)

func (*Message) SetSettlDate added in v0.2.0

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlDate2 added in v0.2.0

func (m *Message) SetSettlDate2(v string)

func (*Message) SetSettlType added in v0.2.0

func (m *Message) SetSettlType(v string)

func (*Message) SetSide added in v0.2.0

func (m *Message) SetSide(v string)

func (*Message) SetSpreadOrBenchmarkCurveData added in v0.2.0

func (m *Message) SetSpreadOrBenchmarkCurveData(v spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData)

func (*Message) SetStipulations added in v0.2.0

func (m *Message) SetStipulations(v stipulations.Stipulations)

func (*Message) SetText added in v0.2.0

func (m *Message) SetText(v string)

func (*Message) SetTradingSessionID added in v0.2.0

func (m *Message) SetTradingSessionID(v string)

func (*Message) SetTradingSessionSubID added in v0.2.0

func (m *Message) SetTradingSessionSubID(v string)

func (*Message) SetTransactTime added in v0.2.0

func (m *Message) SetTransactTime(v time.Time)

func (*Message) SetValidUntilTime added in v0.2.0

func (m *Message) SetValidUntilTime(v time.Time)

func (*Message) SetYieldData added in v0.2.0

func (m *Message) SetYieldData(v yielddata.YieldData)

type NoLegs

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
	//LegQty is a non-required field for NoLegs.
	LegQty *float64 `fix:"687"`
	//LegSwapType is a non-required field for NoLegs.
	LegSwapType *int `fix:"690"`
	//LegSettlType is a non-required field for NoLegs.
	LegSettlType *string `fix:"587"`
	//LegSettlDate is a non-required field for NoLegs.
	LegSettlDate *string `fix:"588"`
	//LegStipulations is a non-required component for NoLegs.
	LegStipulations *legstipulations.LegStipulations
	//NestedParties is a non-required component for NoLegs.
	NestedParties *nestedparties.NestedParties
	//LegPriceType is a non-required field for NoLegs.
	LegPriceType *int `fix:"686"`
	//LegBidPx is a non-required field for NoLegs.
	LegBidPx *float64 `fix:"681"`
	//LegOfferPx is a non-required field for NoLegs.
	LegOfferPx *float64 `fix:"684"`
	//LegBenchmarkCurveData is a non-required component for NoLegs.
	LegBenchmarkCurveData *legbenchmarkcurvedata.LegBenchmarkCurveData
}

NoLegs is a repeating group in QuoteResponse

func NewNoLegs added in v0.2.0

func NewNoLegs() *NoLegs

NewNoLegs returns an initialized NoLegs instance

func (*NoLegs) SetInstrumentLeg added in v0.2.0

func (m *NoLegs) SetInstrumentLeg(v instrumentleg.InstrumentLeg)

func (*NoLegs) SetLegBenchmarkCurveData added in v0.2.0

func (m *NoLegs) SetLegBenchmarkCurveData(v legbenchmarkcurvedata.LegBenchmarkCurveData)

func (*NoLegs) SetLegBidPx added in v0.2.0

func (m *NoLegs) SetLegBidPx(v float64)

func (*NoLegs) SetLegOfferPx added in v0.2.0

func (m *NoLegs) SetLegOfferPx(v float64)

func (*NoLegs) SetLegPriceType added in v0.2.0

func (m *NoLegs) SetLegPriceType(v int)

func (*NoLegs) SetLegQty added in v0.2.0

func (m *NoLegs) SetLegQty(v float64)

func (*NoLegs) SetLegSettlDate added in v0.2.0

func (m *NoLegs) SetLegSettlDate(v string)

func (*NoLegs) SetLegSettlType added in v0.2.0

func (m *NoLegs) SetLegSettlType(v string)

func (*NoLegs) SetLegStipulations added in v0.2.0

func (m *NoLegs) SetLegStipulations(v legstipulations.LegStipulations)

func (*NoLegs) SetLegSwapType added in v0.2.0

func (m *NoLegs) SetLegSwapType(v int)

func (*NoLegs) SetNestedParties added in v0.2.0

func (m *NoLegs) SetNestedParties(v nestedparties.NestedParties)

type NoQuoteQualifiers

type NoQuoteQualifiers struct {
	//QuoteQualifier is a non-required field for NoQuoteQualifiers.
	QuoteQualifier *string `fix:"695"`
}

NoQuoteQualifiers is a repeating group in QuoteResponse

func NewNoQuoteQualifiers added in v0.2.0

func NewNoQuoteQualifiers() *NoQuoteQualifiers

NewNoQuoteQualifiers returns an initialized NoQuoteQualifiers instance

func (*NoQuoteQualifiers) SetQuoteQualifier added in v0.2.0

func (m *NoQuoteQualifiers) SetQuoteQualifier(v string)

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument is a non-required component for NoUnderlyings.
	UnderlyingInstrument *underlyinginstrument.UnderlyingInstrument
}

NoUnderlyings is a repeating group in QuoteResponse

func NewNoUnderlyings added in v0.2.0

func NewNoUnderlyings() *NoUnderlyings

NewNoUnderlyings returns an initialized NoUnderlyings instance

func (*NoUnderlyings) SetUnderlyingInstrument added in v0.2.0

func (m *NoUnderlyings) SetUnderlyingInstrument(v underlyinginstrument.UnderlyingInstrument)

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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