crossordercancelreplacerequest

package
v0.3.0 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 16 Imported by: 0

Documentation

Overview

Package crossordercancelreplacerequest msg type = t.

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:"t"`
	fix44.Header
	//OrderID is a non-required field for CrossOrderCancelReplaceRequest.
	OrderID *string `fix:"37"`
	//CrossID is a required field for CrossOrderCancelReplaceRequest.
	CrossID string `fix:"548"`
	//OrigCrossID is a required field for CrossOrderCancelReplaceRequest.
	OrigCrossID string `fix:"551"`
	//CrossType is a required field for CrossOrderCancelReplaceRequest.
	CrossType int `fix:"549"`
	//CrossPrioritization is a required field for CrossOrderCancelReplaceRequest.
	CrossPrioritization int `fix:"550"`
	//NoSides is a required field for CrossOrderCancelReplaceRequest.
	NoSides []NoSides `fix:"552"`
	//Instrument is a required component for CrossOrderCancelReplaceRequest.
	instrument.Instrument
	//NoUnderlyings is a non-required field for CrossOrderCancelReplaceRequest.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for CrossOrderCancelReplaceRequest.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//SettlType is a non-required field for CrossOrderCancelReplaceRequest.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for CrossOrderCancelReplaceRequest.
	SettlDate *string `fix:"64"`
	//HandlInst is a non-required field for CrossOrderCancelReplaceRequest.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for CrossOrderCancelReplaceRequest.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for CrossOrderCancelReplaceRequest.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for CrossOrderCancelReplaceRequest.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for CrossOrderCancelReplaceRequest.
	ExDestination *string `fix:"100"`
	//NoTradingSessions is a non-required field for CrossOrderCancelReplaceRequest.
	NoTradingSessions []NoTradingSessions `fix:"386,omitempty"`
	//ProcessCode is a non-required field for CrossOrderCancelReplaceRequest.
	ProcessCode *string `fix:"81"`
	//PrevClosePx is a non-required field for CrossOrderCancelReplaceRequest.
	PrevClosePx *float64 `fix:"140"`
	//LocateReqd is a non-required field for CrossOrderCancelReplaceRequest.
	LocateReqd *bool `fix:"114"`
	//TransactTime is a required field for CrossOrderCancelReplaceRequest.
	TransactTime time.Time `fix:"60"`
	//Stipulations is a non-required component for CrossOrderCancelReplaceRequest.
	Stipulations *stipulations.Stipulations
	//OrdType is a required field for CrossOrderCancelReplaceRequest.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for CrossOrderCancelReplaceRequest.
	PriceType *int `fix:"423"`
	//Price is a non-required field for CrossOrderCancelReplaceRequest.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for CrossOrderCancelReplaceRequest.
	StopPx *float64 `fix:"99"`
	//SpreadOrBenchmarkCurveData is a non-required component for CrossOrderCancelReplaceRequest.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//YieldData is a non-required component for CrossOrderCancelReplaceRequest.
	YieldData *yielddata.YieldData
	//Currency is a non-required field for CrossOrderCancelReplaceRequest.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for CrossOrderCancelReplaceRequest.
	ComplianceID *string `fix:"376"`
	//IOIID is a non-required field for CrossOrderCancelReplaceRequest.
	IOIID *string `fix:"23"`
	//QuoteID is a non-required field for CrossOrderCancelReplaceRequest.
	QuoteID *string `fix:"117"`
	//TimeInForce is a non-required field for CrossOrderCancelReplaceRequest.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for CrossOrderCancelReplaceRequest.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for CrossOrderCancelReplaceRequest.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for CrossOrderCancelReplaceRequest.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for CrossOrderCancelReplaceRequest.
	GTBookingInst *int `fix:"427"`
	//MaxShow is a non-required field for CrossOrderCancelReplaceRequest.
	MaxShow *float64 `fix:"210"`
	//PegInstructions is a non-required component for CrossOrderCancelReplaceRequest.
	PegInstructions *peginstructions.PegInstructions
	//DiscretionInstructions is a non-required component for CrossOrderCancelReplaceRequest.
	DiscretionInstructions *discretioninstructions.DiscretionInstructions
	//TargetStrategy is a non-required field for CrossOrderCancelReplaceRequest.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for CrossOrderCancelReplaceRequest.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for CrossOrderCancelReplaceRequest.
	ParticipationRate *float64 `fix:"849"`
	//CancellationRights is a non-required field for CrossOrderCancelReplaceRequest.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for CrossOrderCancelReplaceRequest.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for CrossOrderCancelReplaceRequest.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for CrossOrderCancelReplaceRequest.
	Designation *string `fix:"494"`
	fix44.Trailer
}

Message is a CrossOrderCancelReplaceRequest FIX Message

func New added in v0.2.0 

func New(crossid string, origcrossid string, crosstype int, crossprioritization int, nosides []NoSides, instrument instrument.Instrument, transacttime time.Time, ordtype string) *Message

New returns an initialized CrossOrderCancelReplaceRequest instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetCancellationRights added in v0.2.0 

func (m *Message) SetCancellationRights(v string)

func (*Message) SetComplianceID added in v0.2.0 

func (m *Message) SetComplianceID(v string)

func (*Message) SetCrossID added in v0.2.0 

func (m *Message) SetCrossID(v string)

func (*Message) SetCrossPrioritization added in v0.2.0 

func (m *Message) SetCrossPrioritization(v int)

func (*Message) SetCrossType added in v0.2.0 

func (m *Message) SetCrossType(v int)

func (*Message) SetCurrency added in v0.2.0 

func (m *Message) SetCurrency(v string)

func (*Message) SetDesignation added in v0.2.0 

func (m *Message) SetDesignation(v string)

func (*Message) SetDiscretionInstructions added in v0.2.0 

func (m *Message) SetDiscretionInstructions(v discretioninstructions.DiscretionInstructions)

func (*Message) SetEffectiveTime added in v0.2.0 

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

func (*Message) SetExDestination added in v0.2.0 

func (m *Message) SetExDestination(v string)

func (*Message) SetExecInst added in v0.2.0 

func (m *Message) SetExecInst(v string)

func (*Message) SetExpireDate added in v0.2.0 

func (m *Message) SetExpireDate(v string)

func (*Message) SetExpireTime added in v0.2.0 

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

func (*Message) SetGTBookingInst added in v0.2.0 

func (m *Message) SetGTBookingInst(v int)

func (*Message) SetHandlInst added in v0.2.0 

func (m *Message) SetHandlInst(v string)

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) SetLocateReqd added in v0.2.0 

func (m *Message) SetLocateReqd(v bool)

func (*Message) SetMaxFloor added in v0.2.0 

func (m *Message) SetMaxFloor(v float64)

func (*Message) SetMaxShow added in v0.2.0 

func (m *Message) SetMaxShow(v float64)

func (*Message) SetMinQty added in v0.2.0 

func (m *Message) SetMinQty(v float64)

func (*Message) SetMoneyLaunderingStatus added in v0.2.0 

func (m *Message) SetMoneyLaunderingStatus(v string)

func (*Message) SetNoLegs added in v0.2.0 

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

func (*Message) SetNoSides added in v0.2.0 

func (m *Message) SetNoSides(v []NoSides)

func (*Message) SetNoTradingSessions added in v0.2.0 

func (m *Message) SetNoTradingSessions(v []NoTradingSessions)

func (*Message) SetNoUnderlyings added in v0.2.0 

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

func (*Message) SetOrdType added in v0.2.0 

func (m *Message) SetOrdType(v string)

func (*Message) SetOrderID added in v0.2.0 

func (m *Message) SetOrderID(v string)

func (*Message) SetOrigCrossID added in v0.2.0 

func (m *Message) SetOrigCrossID(v string)

func (*Message) SetParticipationRate added in v0.2.0 

func (m *Message) SetParticipationRate(v float64)

func (*Message) SetPegInstructions added in v0.2.0 

func (m *Message) SetPegInstructions(v peginstructions.PegInstructions)

func (*Message) SetPrevClosePx added in v0.2.0 

func (m *Message) SetPrevClosePx(v float64)

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) SetProcessCode added in v0.2.0 

func (m *Message) SetProcessCode(v string)

func (*Message) SetQuoteID added in v0.2.0 

func (m *Message) SetQuoteID(v string)

func (*Message) SetRegistID added in v0.2.0 

func (m *Message) SetRegistID(v string)

func (*Message) SetSettlDate added in v0.2.0 

func (m *Message) SetSettlDate(v string)

func (*Message) SetSettlType added in v0.2.0 

func (m *Message) SetSettlType(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) SetStopPx added in v0.2.0 

func (m *Message) SetStopPx(v float64)

func (*Message) SetTargetStrategy added in v0.2.0 

func (m *Message) SetTargetStrategy(v int)

func (*Message) SetTargetStrategyParameters added in v0.2.0 

func (m *Message) SetTargetStrategyParameters(v string)

func (*Message) SetTimeInForce added in v0.2.0 

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTransactTime added in v0.2.0 

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

func (*Message) SetYieldData added in v0.2.0 

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

type NoAllocs 

type NoAllocs struct {
	//AllocAccount is a non-required field for NoAllocs.
	AllocAccount *string `fix:"79"`
	//AllocAcctIDSource is a non-required field for NoAllocs.
	AllocAcctIDSource *int `fix:"661"`
	//AllocSettlCurrency is a non-required field for NoAllocs.
	AllocSettlCurrency *string `fix:"736"`
	//IndividualAllocID is a non-required field for NoAllocs.
	IndividualAllocID *string `fix:"467"`
	//NestedParties is a non-required component for NoAllocs.
	NestedParties *nestedparties.NestedParties
	//AllocQty is a non-required field for NoAllocs.
	AllocQty *float64 `fix:"80"`
}

NoAllocs is a repeating group in NoSides

func NewNoAllocs added in v0.2.0 

func NewNoAllocs() *NoAllocs

NewNoAllocs returns an initialized NoAllocs instance

func (*NoAllocs) SetAllocAccount added in v0.2.0 

func (m *NoAllocs) SetAllocAccount(v string)

func (*NoAllocs) SetAllocAcctIDSource added in v0.2.0 

func (m *NoAllocs) SetAllocAcctIDSource(v int)

func (*NoAllocs) SetAllocQty added in v0.2.0 

func (m *NoAllocs) SetAllocQty(v float64)

func (*NoAllocs) SetAllocSettlCurrency added in v0.2.0 

func (m *NoAllocs) SetAllocSettlCurrency(v string)

func (*NoAllocs) SetIndividualAllocID added in v0.2.0 

func (m *NoAllocs) SetIndividualAllocID(v string)

func (*NoAllocs) SetNestedParties added in v0.2.0 

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

type NoLegs 

type NoLegs struct {
	//InstrumentLeg is a non-required component for NoLegs.
	InstrumentLeg *instrumentleg.InstrumentLeg
}

NoLegs is a repeating group in CrossOrderCancelReplaceRequest

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)

type NoSides 

type NoSides struct {
	//Side is a required field for NoSides.
	Side string `fix:"54"`
	//OrigClOrdID is a required field for NoSides.
	OrigClOrdID string `fix:"41"`
	//ClOrdID is a required field for NoSides.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for NoSides.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for NoSides.
	ClOrdLinkID *string `fix:"583"`
	//OrigOrdModTime is a non-required field for NoSides.
	OrigOrdModTime *time.Time `fix:"586"`
	//Parties is a non-required component for NoSides.
	Parties *parties.Parties
	//TradeOriginationDate is a non-required field for NoSides.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for NoSides.
	TradeDate *string `fix:"75"`
	//Account is a non-required field for NoSides.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for NoSides.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for NoSides.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for NoSides.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for NoSides.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for NoSides.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for NoSides.
	AllocID *string `fix:"70"`
	//NoAllocs is a non-required field for NoSides.
	NoAllocs []NoAllocs `fix:"78,omitempty"`
	//QtyType is a non-required field for NoSides.
	QtyType *int `fix:"854"`
	//OrderQtyData is a required component for NoSides.
	orderqtydata.OrderQtyData
	//CommissionData is a non-required component for NoSides.
	CommissionData *commissiondata.CommissionData
	//OrderCapacity is a non-required field for NoSides.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for NoSides.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for NoSides.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for NoSides.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for NoSides.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for NoSides.
	BookingType *int `fix:"775"`
	//Text is a non-required field for NoSides.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoSides.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoSides.
	EncodedText *string `fix:"355"`
	//PositionEffect is a non-required field for NoSides.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for NoSides.
	CoveredOrUncovered *int `fix:"203"`
	//CashMargin is a non-required field for NoSides.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for NoSides.
	ClearingFeeIndicator *string `fix:"635"`
	//SolicitedFlag is a non-required field for NoSides.
	SolicitedFlag *bool `fix:"377"`
	//SideComplianceID is a non-required field for NoSides.
	SideComplianceID *string `fix:"659"`
}

NoSides is a repeating group in CrossOrderCancelReplaceRequest

func NewNoSides added in v0.2.0 

func NewNoSides(side string, origclordid string, clordid string, orderqtydata orderqtydata.OrderQtyData) *NoSides

NewNoSides returns an initialized NoSides instance

func (*NoSides) SetAccount added in v0.2.0 

func (m *NoSides) SetAccount(v string)

func (*NoSides) SetAccountType added in v0.2.0 

func (m *NoSides) SetAccountType(v int)

func (*NoSides) SetAcctIDSource added in v0.2.0 

func (m *NoSides) SetAcctIDSource(v int)

func (*NoSides) SetAllocID added in v0.2.0 

func (m *NoSides) SetAllocID(v string)

func (*NoSides) SetBookingType added in v0.2.0 

func (m *NoSides) SetBookingType(v int)

func (*NoSides) SetBookingUnit added in v0.2.0 

func (m *NoSides) SetBookingUnit(v string)

func (*NoSides) SetCashMargin added in v0.2.0 

func (m *NoSides) SetCashMargin(v string)

func (*NoSides) SetClOrdID added in v0.2.0 

func (m *NoSides) SetClOrdID(v string)

func (*NoSides) SetClOrdLinkID added in v0.2.0 

func (m *NoSides) SetClOrdLinkID(v string)

func (*NoSides) SetClearingFeeIndicator added in v0.2.0 

func (m *NoSides) SetClearingFeeIndicator(v string)

func (*NoSides) SetCommissionData added in v0.2.0 

func (m *NoSides) SetCommissionData(v commissiondata.CommissionData)

func (*NoSides) SetCoveredOrUncovered added in v0.2.0 

func (m *NoSides) SetCoveredOrUncovered(v int)

func (*NoSides) SetCustOrderCapacity added in v0.2.0 

func (m *NoSides) SetCustOrderCapacity(v int)

func (*NoSides) SetDayBookingInst added in v0.2.0 

func (m *NoSides) SetDayBookingInst(v string)

func (*NoSides) SetEncodedText added in v0.2.0 

func (m *NoSides) SetEncodedText(v string)

func (*NoSides) SetEncodedTextLen added in v0.2.0 

func (m *NoSides) SetEncodedTextLen(v int)

func (*NoSides) SetForexReq added in v0.2.0 

func (m *NoSides) SetForexReq(v bool)

func (*NoSides) SetNoAllocs added in v0.2.0 

func (m *NoSides) SetNoAllocs(v []NoAllocs)

func (*NoSides) SetOrderCapacity added in v0.2.0 

func (m *NoSides) SetOrderCapacity(v string)

func (*NoSides) SetOrderQtyData added in v0.2.0 

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

func (*NoSides) SetOrderRestrictions added in v0.2.0 

func (m *NoSides) SetOrderRestrictions(v string)

func (*NoSides) SetOrigClOrdID added in v0.2.0 

func (m *NoSides) SetOrigClOrdID(v string)

func (*NoSides) SetOrigOrdModTime added in v0.2.0 

func (m *NoSides) SetOrigOrdModTime(v time.Time)

func (*NoSides) SetParties added in v0.2.0 

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

func (*NoSides) SetPositionEffect added in v0.2.0 

func (m *NoSides) SetPositionEffect(v string)

func (*NoSides) SetPreallocMethod added in v0.2.0 

func (m *NoSides) SetPreallocMethod(v string)

func (*NoSides) SetQtyType added in v0.2.0 

func (m *NoSides) SetQtyType(v int)

func (*NoSides) SetSecondaryClOrdID added in v0.2.0 

func (m *NoSides) SetSecondaryClOrdID(v string)

func (*NoSides) SetSettlCurrency added in v0.2.0 

func (m *NoSides) SetSettlCurrency(v string)

func (*NoSides) SetSide added in v0.2.0 

func (m *NoSides) SetSide(v string)

func (*NoSides) SetSideComplianceID added in v0.2.0 

func (m *NoSides) SetSideComplianceID(v string)

func (*NoSides) SetSolicitedFlag added in v0.2.0 

func (m *NoSides) SetSolicitedFlag(v bool)

func (*NoSides) SetText added in v0.2.0 

func (m *NoSides) SetText(v string)

func (*NoSides) SetTradeDate added in v0.2.0 

func (m *NoSides) SetTradeDate(v string)

func (*NoSides) SetTradeOriginationDate added in v0.2.0 

func (m *NoSides) SetTradeOriginationDate(v string)

type NoTradingSessions 

type NoTradingSessions struct {
	//TradingSessionID is a non-required field for NoTradingSessions.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoTradingSessions.
	TradingSessionSubID *string `fix:"625"`
}

NoTradingSessions is a repeating group in CrossOrderCancelReplaceRequest

func NewNoTradingSessions added in v0.2.0 

func NewNoTradingSessions() *NoTradingSessions

NewNoTradingSessions returns an initialized NoTradingSessions instance

func (*NoTradingSessions) SetTradingSessionID added in v0.2.0 

func (m *NoTradingSessions) SetTradingSessionID(v string)

func (*NoTradingSessions) SetTradingSessionSubID added in v0.2.0 

func (m *NoTradingSessions) SetTradingSessionSubID(v string)

type NoUnderlyings 

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

NoUnderlyings is a repeating group in CrossOrderCancelReplaceRequest

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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