executionreport

package
v0.3.0 Latest Latest
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 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 18 Imported by: 0

Documentation ¶

Overview ¶

Package executionreport msg type = 8.

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:"8"`
	fix44.Header
	//OrderID is a required field for ExecutionReport.
	OrderID string `fix:"37"`
	//SecondaryOrderID is a non-required field for ExecutionReport.
	SecondaryOrderID *string `fix:"198"`
	//SecondaryClOrdID is a non-required field for ExecutionReport.
	SecondaryClOrdID *string `fix:"526"`
	//SecondaryExecID is a non-required field for ExecutionReport.
	SecondaryExecID *string `fix:"527"`
	//ClOrdID is a non-required field for ExecutionReport.
	ClOrdID *string `fix:"11"`
	//OrigClOrdID is a non-required field for ExecutionReport.
	OrigClOrdID *string `fix:"41"`
	//ClOrdLinkID is a non-required field for ExecutionReport.
	ClOrdLinkID *string `fix:"583"`
	//QuoteRespID is a non-required field for ExecutionReport.
	QuoteRespID *string `fix:"693"`
	//OrdStatusReqID is a non-required field for ExecutionReport.
	OrdStatusReqID *string `fix:"790"`
	//MassStatusReqID is a non-required field for ExecutionReport.
	MassStatusReqID *string `fix:"584"`
	//TotNumReports is a non-required field for ExecutionReport.
	TotNumReports *int `fix:"911"`
	//LastRptRequested is a non-required field for ExecutionReport.
	LastRptRequested *bool `fix:"912"`
	//Parties is a non-required component for ExecutionReport.
	Parties *parties.Parties
	//TradeOriginationDate is a non-required field for ExecutionReport.
	TradeOriginationDate *string `fix:"229"`
	//NoContraBrokers is a non-required field for ExecutionReport.
	NoContraBrokers []NoContraBrokers `fix:"382,omitempty"`
	//ListID is a non-required field for ExecutionReport.
	ListID *string `fix:"66"`
	//CrossID is a non-required field for ExecutionReport.
	CrossID *string `fix:"548"`
	//OrigCrossID is a non-required field for ExecutionReport.
	OrigCrossID *string `fix:"551"`
	//CrossType is a non-required field for ExecutionReport.
	CrossType *int `fix:"549"`
	//ExecID is a required field for ExecutionReport.
	ExecID string `fix:"17"`
	//ExecRefID is a non-required field for ExecutionReport.
	ExecRefID *string `fix:"19"`
	//ExecType is a required field for ExecutionReport.
	ExecType string `fix:"150"`
	//OrdStatus is a required field for ExecutionReport.
	OrdStatus string `fix:"39"`
	//WorkingIndicator is a non-required field for ExecutionReport.
	WorkingIndicator *bool `fix:"636"`
	//OrdRejReason is a non-required field for ExecutionReport.
	OrdRejReason *int `fix:"103"`
	//ExecRestatementReason is a non-required field for ExecutionReport.
	ExecRestatementReason *int `fix:"378"`
	//Account is a non-required field for ExecutionReport.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for ExecutionReport.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for ExecutionReport.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for ExecutionReport.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for ExecutionReport.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for ExecutionReport.
	PreallocMethod *string `fix:"591"`
	//SettlType is a non-required field for ExecutionReport.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for ExecutionReport.
	SettlDate *string `fix:"64"`
	//CashMargin is a non-required field for ExecutionReport.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for ExecutionReport.
	ClearingFeeIndicator *string `fix:"635"`
	//Instrument is a required component for ExecutionReport.
	instrument.Instrument
	//FinancingDetails is a non-required component for ExecutionReport.
	FinancingDetails *financingdetails.FinancingDetails
	//NoUnderlyings is a non-required field for ExecutionReport.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Side is a required field for ExecutionReport.
	Side string `fix:"54"`
	//Stipulations is a non-required component for ExecutionReport.
	Stipulations *stipulations.Stipulations
	//QtyType is a non-required field for ExecutionReport.
	QtyType *int `fix:"854"`
	//OrderQtyData is a non-required component for ExecutionReport.
	OrderQtyData *orderqtydata.OrderQtyData
	//OrdType is a non-required field for ExecutionReport.
	OrdType *string `fix:"40"`
	//PriceType is a non-required field for ExecutionReport.
	PriceType *int `fix:"423"`
	//Price is a non-required field for ExecutionReport.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for ExecutionReport.
	StopPx *float64 `fix:"99"`
	//PegInstructions is a non-required component for ExecutionReport.
	PegInstructions *peginstructions.PegInstructions
	//DiscretionInstructions is a non-required component for ExecutionReport.
	DiscretionInstructions *discretioninstructions.DiscretionInstructions
	//PeggedPrice is a non-required field for ExecutionReport.
	PeggedPrice *float64 `fix:"839"`
	//DiscretionPrice is a non-required field for ExecutionReport.
	DiscretionPrice *float64 `fix:"845"`
	//TargetStrategy is a non-required field for ExecutionReport.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for ExecutionReport.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for ExecutionReport.
	ParticipationRate *float64 `fix:"849"`
	//TargetStrategyPerformance is a non-required field for ExecutionReport.
	TargetStrategyPerformance *float64 `fix:"850"`
	//Currency is a non-required field for ExecutionReport.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for ExecutionReport.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for ExecutionReport.
	SolicitedFlag *bool `fix:"377"`
	//TimeInForce is a non-required field for ExecutionReport.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for ExecutionReport.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for ExecutionReport.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for ExecutionReport.
	ExpireTime *time.Time `fix:"126"`
	//ExecInst is a non-required field for ExecutionReport.
	ExecInst *string `fix:"18"`
	//OrderCapacity is a non-required field for ExecutionReport.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for ExecutionReport.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for ExecutionReport.
	CustOrderCapacity *int `fix:"582"`
	//LastQty is a non-required field for ExecutionReport.
	LastQty *float64 `fix:"32"`
	//UnderlyingLastQty is a non-required field for ExecutionReport.
	UnderlyingLastQty *float64 `fix:"652"`
	//LastPx is a non-required field for ExecutionReport.
	LastPx *float64 `fix:"31"`
	//UnderlyingLastPx is a non-required field for ExecutionReport.
	UnderlyingLastPx *float64 `fix:"651"`
	//LastParPx is a non-required field for ExecutionReport.
	LastParPx *float64 `fix:"669"`
	//LastSpotRate is a non-required field for ExecutionReport.
	LastSpotRate *float64 `fix:"194"`
	//LastForwardPoints is a non-required field for ExecutionReport.
	LastForwardPoints *float64 `fix:"195"`
	//LastMkt is a non-required field for ExecutionReport.
	LastMkt *string `fix:"30"`
	//TradingSessionID is a non-required field for ExecutionReport.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for ExecutionReport.
	TradingSessionSubID *string `fix:"625"`
	//TimeBracket is a non-required field for ExecutionReport.
	TimeBracket *string `fix:"943"`
	//LastCapacity is a non-required field for ExecutionReport.
	LastCapacity *string `fix:"29"`
	//LeavesQty is a required field for ExecutionReport.
	LeavesQty float64 `fix:"151"`
	//CumQty is a required field for ExecutionReport.
	CumQty float64 `fix:"14"`
	//AvgPx is a required field for ExecutionReport.
	AvgPx float64 `fix:"6"`
	//DayOrderQty is a non-required field for ExecutionReport.
	DayOrderQty *float64 `fix:"424"`
	//DayCumQty is a non-required field for ExecutionReport.
	DayCumQty *float64 `fix:"425"`
	//DayAvgPx is a non-required field for ExecutionReport.
	DayAvgPx *float64 `fix:"426"`
	//GTBookingInst is a non-required field for ExecutionReport.
	GTBookingInst *int `fix:"427"`
	//TradeDate is a non-required field for ExecutionReport.
	TradeDate *string `fix:"75"`
	//TransactTime is a non-required field for ExecutionReport.
	TransactTime *time.Time `fix:"60"`
	//ReportToExch is a non-required field for ExecutionReport.
	ReportToExch *bool `fix:"113"`
	//CommissionData is a non-required component for ExecutionReport.
	CommissionData *commissiondata.CommissionData
	//SpreadOrBenchmarkCurveData is a non-required component for ExecutionReport.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//YieldData is a non-required component for ExecutionReport.
	YieldData *yielddata.YieldData
	//GrossTradeAmt is a non-required field for ExecutionReport.
	GrossTradeAmt *float64 `fix:"381"`
	//NumDaysInterest is a non-required field for ExecutionReport.
	NumDaysInterest *int `fix:"157"`
	//ExDate is a non-required field for ExecutionReport.
	ExDate *string `fix:"230"`
	//AccruedInterestRate is a non-required field for ExecutionReport.
	AccruedInterestRate *float64 `fix:"158"`
	//AccruedInterestAmt is a non-required field for ExecutionReport.
	AccruedInterestAmt *float64 `fix:"159"`
	//InterestAtMaturity is a non-required field for ExecutionReport.
	InterestAtMaturity *float64 `fix:"738"`
	//EndAccruedInterestAmt is a non-required field for ExecutionReport.
	EndAccruedInterestAmt *float64 `fix:"920"`
	//StartCash is a non-required field for ExecutionReport.
	StartCash *float64 `fix:"921"`
	//EndCash is a non-required field for ExecutionReport.
	EndCash *float64 `fix:"922"`
	//TradedFlatSwitch is a non-required field for ExecutionReport.
	TradedFlatSwitch *bool `fix:"258"`
	//BasisFeatureDate is a non-required field for ExecutionReport.
	BasisFeatureDate *string `fix:"259"`
	//BasisFeaturePrice is a non-required field for ExecutionReport.
	BasisFeaturePrice *float64 `fix:"260"`
	//Concession is a non-required field for ExecutionReport.
	Concession *float64 `fix:"238"`
	//TotalTakedown is a non-required field for ExecutionReport.
	TotalTakedown *float64 `fix:"237"`
	//NetMoney is a non-required field for ExecutionReport.
	NetMoney *float64 `fix:"118"`
	//SettlCurrAmt is a non-required field for ExecutionReport.
	SettlCurrAmt *float64 `fix:"119"`
	//SettlCurrency is a non-required field for ExecutionReport.
	SettlCurrency *string `fix:"120"`
	//SettlCurrFxRate is a non-required field for ExecutionReport.
	SettlCurrFxRate *float64 `fix:"155"`
	//SettlCurrFxRateCalc is a non-required field for ExecutionReport.
	SettlCurrFxRateCalc *string `fix:"156"`
	//HandlInst is a non-required field for ExecutionReport.
	HandlInst *string `fix:"21"`
	//MinQty is a non-required field for ExecutionReport.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for ExecutionReport.
	MaxFloor *float64 `fix:"111"`
	//PositionEffect is a non-required field for ExecutionReport.
	PositionEffect *string `fix:"77"`
	//MaxShow is a non-required field for ExecutionReport.
	MaxShow *float64 `fix:"210"`
	//BookingType is a non-required field for ExecutionReport.
	BookingType *int `fix:"775"`
	//Text is a non-required field for ExecutionReport.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for ExecutionReport.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for ExecutionReport.
	EncodedText *string `fix:"355"`
	//SettlDate2 is a non-required field for ExecutionReport.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for ExecutionReport.
	OrderQty2 *float64 `fix:"192"`
	//LastForwardPoints2 is a non-required field for ExecutionReport.
	LastForwardPoints2 *float64 `fix:"641"`
	//MultiLegReportingType is a non-required field for ExecutionReport.
	MultiLegReportingType *string `fix:"442"`
	//CancellationRights is a non-required field for ExecutionReport.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for ExecutionReport.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for ExecutionReport.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for ExecutionReport.
	Designation *string `fix:"494"`
	//TransBkdTime is a non-required field for ExecutionReport.
	TransBkdTime *time.Time `fix:"483"`
	//ExecValuationPoint is a non-required field for ExecutionReport.
	ExecValuationPoint *time.Time `fix:"515"`
	//ExecPriceType is a non-required field for ExecutionReport.
	ExecPriceType *string `fix:"484"`
	//ExecPriceAdjustment is a non-required field for ExecutionReport.
	ExecPriceAdjustment *float64 `fix:"485"`
	//PriorityIndicator is a non-required field for ExecutionReport.
	PriorityIndicator *int `fix:"638"`
	//PriceImprovement is a non-required field for ExecutionReport.
	PriceImprovement *float64 `fix:"639"`
	//LastLiquidityInd is a non-required field for ExecutionReport.
	LastLiquidityInd *int `fix:"851"`
	//NoContAmts is a non-required field for ExecutionReport.
	NoContAmts []NoContAmts `fix:"518,omitempty"`
	//NoLegs is a non-required field for ExecutionReport.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//CopyMsgIndicator is a non-required field for ExecutionReport.
	CopyMsgIndicator *bool `fix:"797"`
	//NoMiscFees is a non-required field for ExecutionReport.
	NoMiscFees []NoMiscFees `fix:"136,omitempty"`
	fix44.Trailer
}

Message is a ExecutionReport FIX Message

func New ¶ added in v0.2.0 

func New(orderid string, execid string, exectype string, ordstatus string, instrument instrument.Instrument, side string, leavesqty float64, cumqty float64, avgpx float64) *Message

New returns an initialized ExecutionReport 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) SetAccruedInterestAmt ¶ added in v0.2.0 

func (m *Message) SetAccruedInterestAmt(v float64)

func (*Message) SetAccruedInterestRate ¶ added in v0.2.0 

func (m *Message) SetAccruedInterestRate(v float64)

func (*Message) SetAcctIDSource ¶ added in v0.2.0 

func (m *Message) SetAcctIDSource(v int)

func (*Message) SetAvgPx ¶ added in v0.2.0 

func (m *Message) SetAvgPx(v float64)

func (*Message) SetBasisFeatureDate ¶ added in v0.2.0 

func (m *Message) SetBasisFeatureDate(v string)

func (*Message) SetBasisFeaturePrice ¶ added in v0.2.0 

func (m *Message) SetBasisFeaturePrice(v float64)

func (*Message) SetBookingType ¶ added in v0.2.0 

func (m *Message) SetBookingType(v int)

func (*Message) SetBookingUnit ¶ added in v0.2.0 

func (m *Message) SetBookingUnit(v string)

func (*Message) SetCancellationRights ¶ added in v0.2.0 

func (m *Message) SetCancellationRights(v string)

func (*Message) SetCashMargin ¶ added in v0.2.0 

func (m *Message) SetCashMargin(v string)

func (*Message) SetClOrdID ¶ added in v0.2.0 

func (m *Message) SetClOrdID(v string)

func (*Message) SetClOrdLinkID ¶ added in v0.2.0 

func (m *Message) SetClOrdLinkID(v string)

func (*Message) SetClearingFeeIndicator ¶ added in v0.2.0 

func (m *Message) SetClearingFeeIndicator(v string)

func (*Message) SetCommissionData ¶ added in v0.2.0 

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

func (*Message) SetComplianceID ¶ added in v0.2.0 

func (m *Message) SetComplianceID(v string)

func (*Message) SetConcession ¶ added in v0.2.0 

func (m *Message) SetConcession(v float64)

func (*Message) SetCopyMsgIndicator ¶ added in v0.2.0 

func (m *Message) SetCopyMsgIndicator(v bool)

func (*Message) SetCrossID ¶ added in v0.2.0 

func (m *Message) SetCrossID(v string)

func (*Message) SetCrossType ¶ added in v0.2.0 

func (m *Message) SetCrossType(v int)

func (*Message) SetCumQty ¶ added in v0.2.0 

func (m *Message) SetCumQty(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) SetDayAvgPx ¶ added in v0.2.0 

func (m *Message) SetDayAvgPx(v float64)

func (*Message) SetDayBookingInst ¶ added in v0.2.0 

func (m *Message) SetDayBookingInst(v string)

func (*Message) SetDayCumQty ¶ added in v0.2.0 

func (m *Message) SetDayCumQty(v float64)

func (*Message) SetDayOrderQty ¶ added in v0.2.0 

func (m *Message) SetDayOrderQty(v float64)

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) SetDiscretionPrice ¶ added in v0.2.0 

func (m *Message) SetDiscretionPrice(v float64)

func (*Message) SetEffectiveTime ¶ added in v0.2.0 

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

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) SetEndAccruedInterestAmt ¶ added in v0.2.0 

func (m *Message) SetEndAccruedInterestAmt(v float64)

func (*Message) SetEndCash ¶ added in v0.2.0 

func (m *Message) SetEndCash(v float64)

func (*Message) SetExDate ¶ added in v0.2.0 

func (m *Message) SetExDate(v string)

func (*Message) SetExecID ¶ added in v0.2.0 

func (m *Message) SetExecID(v string)

func (*Message) SetExecInst ¶ added in v0.2.0 

func (m *Message) SetExecInst(v string)

func (*Message) SetExecPriceAdjustment ¶ added in v0.2.0 

func (m *Message) SetExecPriceAdjustment(v float64)

func (*Message) SetExecPriceType ¶ added in v0.2.0 

func (m *Message) SetExecPriceType(v string)

func (*Message) SetExecRefID ¶ added in v0.2.0 

func (m *Message) SetExecRefID(v string)

func (*Message) SetExecRestatementReason ¶ added in v0.2.0 

func (m *Message) SetExecRestatementReason(v int)

func (*Message) SetExecType ¶ added in v0.2.0 

func (m *Message) SetExecType(v string)

func (*Message) SetExecValuationPoint ¶ added in v0.2.0 

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

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) SetFinancingDetails ¶ added in v0.2.0 

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

func (*Message) SetGTBookingInst ¶ added in v0.2.0 

func (m *Message) SetGTBookingInst(v int)

func (*Message) SetGrossTradeAmt ¶ added in v0.2.0 

func (m *Message) SetGrossTradeAmt(v float64)

func (*Message) SetHandlInst ¶ added in v0.2.0 

func (m *Message) SetHandlInst(v string)

func (*Message) SetInstrument ¶ added in v0.2.0 

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

func (*Message) SetInterestAtMaturity ¶ added in v0.2.0 

func (m *Message) SetInterestAtMaturity(v float64)

func (*Message) SetLastCapacity ¶ added in v0.2.0 

func (m *Message) SetLastCapacity(v string)

func (*Message) SetLastForwardPoints ¶ added in v0.2.0 

func (m *Message) SetLastForwardPoints(v float64)

func (*Message) SetLastForwardPoints2 ¶ added in v0.2.0 

func (m *Message) SetLastForwardPoints2(v float64)

func (*Message) SetLastLiquidityInd ¶ added in v0.2.0 

func (m *Message) SetLastLiquidityInd(v int)

func (*Message) SetLastMkt ¶ added in v0.2.0 

func (m *Message) SetLastMkt(v string)

func (*Message) SetLastParPx ¶ added in v0.2.0 

func (m *Message) SetLastParPx(v float64)

func (*Message) SetLastPx ¶ added in v0.2.0 

func (m *Message) SetLastPx(v float64)

func (*Message) SetLastQty ¶ added in v0.2.0 

func (m *Message) SetLastQty(v float64)

func (*Message) SetLastRptRequested ¶ added in v0.2.0 

func (m *Message) SetLastRptRequested(v bool)

func (*Message) SetLastSpotRate ¶ added in v0.2.0 

func (m *Message) SetLastSpotRate(v float64)

func (*Message) SetLeavesQty ¶ added in v0.2.0 

func (m *Message) SetLeavesQty(v float64)

func (*Message) SetListID ¶ added in v0.2.0 

func (m *Message) SetListID(v string)

func (*Message) SetMassStatusReqID ¶ added in v0.2.0 

func (m *Message) SetMassStatusReqID(v string)

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) SetMultiLegReportingType ¶ added in v0.2.0 

func (m *Message) SetMultiLegReportingType(v string)

func (*Message) SetNetMoney ¶ added in v0.2.0 

func (m *Message) SetNetMoney(v float64)

func (*Message) SetNoContAmts ¶ added in v0.2.0 

func (m *Message) SetNoContAmts(v []NoContAmts)

func (*Message) SetNoContraBrokers ¶ added in v0.2.0 

func (m *Message) SetNoContraBrokers(v []NoContraBrokers)

func (*Message) SetNoLegs ¶ added in v0.2.0 

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

func (*Message) SetNoMiscFees ¶ added in v0.2.0 

func (m *Message) SetNoMiscFees(v []NoMiscFees)

func (*Message) SetNoUnderlyings ¶ added in v0.2.0 

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

func (*Message) SetNumDaysInterest ¶ added in v0.2.0 

func (m *Message) SetNumDaysInterest(v int)

func (*Message) SetOrdRejReason ¶ added in v0.2.0 

func (m *Message) SetOrdRejReason(v int)

func (*Message) SetOrdStatus ¶ added in v0.2.0 

func (m *Message) SetOrdStatus(v string)

func (*Message) SetOrdStatusReqID ¶ added in v0.2.0 

func (m *Message) SetOrdStatusReqID(v string)

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) SetOrderID ¶ added in v0.2.0 

func (m *Message) SetOrderID(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) SetOrderRestrictions ¶ added in v0.2.0 

func (m *Message) SetOrderRestrictions(v string)

func (*Message) SetOrigClOrdID ¶ added in v0.2.0 

func (m *Message) SetOrigClOrdID(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) SetParties ¶ added in v0.2.0 

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

func (*Message) SetPegInstructions ¶ added in v0.2.0 

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

func (*Message) SetPeggedPrice ¶ added in v0.2.0 

func (m *Message) SetPeggedPrice(v float64)

func (*Message) SetPositionEffect ¶ added in v0.2.0 

func (m *Message) SetPositionEffect(v string)

func (*Message) SetPreallocMethod ¶ added in v0.2.0 

func (m *Message) SetPreallocMethod(v string)

func (*Message) SetPrice ¶ added in v0.2.0 

func (m *Message) SetPrice(v float64)

func (*Message) SetPriceImprovement ¶ added in v0.2.0 

func (m *Message) SetPriceImprovement(v float64)

func (*Message) SetPriceType ¶ added in v0.2.0 

func (m *Message) SetPriceType(v int)

func (*Message) SetPriorityIndicator ¶ added in v0.2.0 

func (m *Message) SetPriorityIndicator(v int)

func (*Message) SetQtyType ¶ added in v0.2.0 

func (m *Message) SetQtyType(v int)

func (*Message) SetQuoteRespID ¶ added in v0.2.0 

func (m *Message) SetQuoteRespID(v string)

func (*Message) SetRegistID ¶ added in v0.2.0 

func (m *Message) SetRegistID(v string)

func (*Message) SetReportToExch ¶ added in v0.2.0 

func (m *Message) SetReportToExch(v bool)

func (*Message) SetSecondaryClOrdID ¶ added in v0.2.0 

func (m *Message) SetSecondaryClOrdID(v string)

func (*Message) SetSecondaryExecID ¶ added in v0.2.0 

func (m *Message) SetSecondaryExecID(v string)

func (*Message) SetSecondaryOrderID ¶ added in v0.2.0 

func (m *Message) SetSecondaryOrderID(v string)

func (*Message) SetSettlCurrAmt ¶ added in v0.2.0 

func (m *Message) SetSettlCurrAmt(v float64)

func (*Message) SetSettlCurrFxRate ¶ added in v0.2.0 

func (m *Message) SetSettlCurrFxRate(v float64)

func (*Message) SetSettlCurrFxRateCalc ¶ added in v0.2.0 

func (m *Message) SetSettlCurrFxRateCalc(v string)

func (*Message) SetSettlCurrency ¶ added in v0.2.0 

func (m *Message) SetSettlCurrency(v string)

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) SetSolicitedFlag ¶ added in v0.2.0 

func (m *Message) SetSolicitedFlag(v bool)

func (*Message) SetSpreadOrBenchmarkCurveData ¶ added in v0.2.0 

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

func (*Message) SetStartCash ¶ added in v0.2.0 

func (m *Message) SetStartCash(v float64)

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) SetTargetStrategyPerformance ¶ added in v0.2.0 

func (m *Message) SetTargetStrategyPerformance(v float64)

func (*Message) SetText ¶ added in v0.2.0 

func (m *Message) SetText(v string)

func (*Message) SetTimeBracket ¶ added in v0.2.0 

func (m *Message) SetTimeBracket(v string)

func (*Message) SetTimeInForce ¶ added in v0.2.0 

func (m *Message) SetTimeInForce(v string)

func (*Message) SetTotNumReports ¶ added in v0.2.0 

func (m *Message) SetTotNumReports(v int)

func (*Message) SetTotalTakedown ¶ added in v0.2.0 

func (m *Message) SetTotalTakedown(v float64)

func (*Message) SetTradeDate ¶ added in v0.2.0 

func (m *Message) SetTradeDate(v string)

func (*Message) SetTradeOriginationDate ¶ added in v0.2.0 

func (m *Message) SetTradeOriginationDate(v string)

func (*Message) SetTradedFlatSwitch ¶ added in v0.2.0 

func (m *Message) SetTradedFlatSwitch(v bool)

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) SetTransBkdTime ¶ added in v0.2.0 

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

func (*Message) SetTransactTime ¶ added in v0.2.0 

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

func (*Message) SetUnderlyingLastPx ¶ added in v0.2.0 

func (m *Message) SetUnderlyingLastPx(v float64)

func (*Message) SetUnderlyingLastQty ¶ added in v0.2.0 

func (m *Message) SetUnderlyingLastQty(v float64)

func (*Message) SetWorkingIndicator ¶ added in v0.2.0 

func (m *Message) SetWorkingIndicator(v bool)

func (*Message) SetYieldData ¶ added in v0.2.0 

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

type NoContAmts ¶ 

type NoContAmts struct {
	//ContAmtType is a non-required field for NoContAmts.
	ContAmtType *int `fix:"519"`
	//ContAmtValue is a non-required field for NoContAmts.
	ContAmtValue *float64 `fix:"520"`
	//ContAmtCurr is a non-required field for NoContAmts.
	ContAmtCurr *string `fix:"521"`
}

NoContAmts is a repeating group in ExecutionReport

func NewNoContAmts ¶ added in v0.2.0 

func NewNoContAmts() *NoContAmts

NewNoContAmts returns an initialized NoContAmts instance

func (*NoContAmts) SetContAmtCurr ¶ added in v0.2.0 

func (m *NoContAmts) SetContAmtCurr(v string)

func (*NoContAmts) SetContAmtType ¶ added in v0.2.0 

func (m *NoContAmts) SetContAmtType(v int)

func (*NoContAmts) SetContAmtValue ¶ added in v0.2.0 

func (m *NoContAmts) SetContAmtValue(v float64)

type NoContraBrokers ¶ 

type NoContraBrokers struct {
	//ContraBroker is a non-required field for NoContraBrokers.
	ContraBroker *string `fix:"375"`
	//ContraTrader is a non-required field for NoContraBrokers.
	ContraTrader *string `fix:"337"`
	//ContraTradeQty is a non-required field for NoContraBrokers.
	ContraTradeQty *float64 `fix:"437"`
	//ContraTradeTime is a non-required field for NoContraBrokers.
	ContraTradeTime *time.Time `fix:"438"`
	//ContraLegRefID is a non-required field for NoContraBrokers.
	ContraLegRefID *string `fix:"655"`
}

NoContraBrokers is a repeating group in ExecutionReport

func NewNoContraBrokers ¶ added in v0.2.0 

func NewNoContraBrokers() *NoContraBrokers

NewNoContraBrokers returns an initialized NoContraBrokers instance

func (*NoContraBrokers) SetContraBroker ¶ added in v0.2.0 

func (m *NoContraBrokers) SetContraBroker(v string)

func (*NoContraBrokers) SetContraLegRefID ¶ added in v0.2.0 

func (m *NoContraBrokers) SetContraLegRefID(v string)

func (*NoContraBrokers) SetContraTradeQty ¶ added in v0.2.0 

func (m *NoContraBrokers) SetContraTradeQty(v float64)

func (*NoContraBrokers) SetContraTradeTime ¶ added in v0.2.0 

func (m *NoContraBrokers) SetContraTradeTime(v time.Time)

func (*NoContraBrokers) SetContraTrader ¶ added in v0.2.0 

func (m *NoContraBrokers) SetContraTrader(v string)

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"`
	//LegStipulations is a non-required component for NoLegs.
	LegStipulations *legstipulations.LegStipulations
	//LegPositionEffect is a non-required field for NoLegs.
	LegPositionEffect *string `fix:"564"`
	//LegCoveredOrUncovered is a non-required field for NoLegs.
	LegCoveredOrUncovered *int `fix:"565"`
	//NestedParties is a non-required component for NoLegs.
	NestedParties *nestedparties.NestedParties
	//LegRefID is a non-required field for NoLegs.
	LegRefID *string `fix:"654"`
	//LegPrice is a non-required field for NoLegs.
	LegPrice *float64 `fix:"566"`
	//LegSettlType is a non-required field for NoLegs.
	LegSettlType *string `fix:"587"`
	//LegSettlDate is a non-required field for NoLegs.
	LegSettlDate *string `fix:"588"`
	//LegLastPx is a non-required field for NoLegs.
	LegLastPx *float64 `fix:"637"`
}

NoLegs is a repeating group in ExecutionReport

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) SetLegCoveredOrUncovered ¶ added in v0.2.0 

func (m *NoLegs) SetLegCoveredOrUncovered(v int)

func (*NoLegs) SetLegLastPx ¶ added in v0.2.0 

func (m *NoLegs) SetLegLastPx(v float64)

func (*NoLegs) SetLegPositionEffect ¶ added in v0.2.0 

func (m *NoLegs) SetLegPositionEffect(v string)

func (*NoLegs) SetLegPrice ¶ added in v0.2.0 

func (m *NoLegs) SetLegPrice(v float64)

func (*NoLegs) SetLegQty ¶ added in v0.2.0 

func (m *NoLegs) SetLegQty(v float64)

func (*NoLegs) SetLegRefID ¶ added in v0.2.0 

func (m *NoLegs) SetLegRefID(v string)

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 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"`
	//MiscFeeBasis is a non-required field for NoMiscFees.
	MiscFeeBasis *int `fix:"891"`
}

NoMiscFees is a repeating group in ExecutionReport

func NewNoMiscFees ¶ added in v0.2.0 

func NewNoMiscFees() *NoMiscFees

NewNoMiscFees returns an initialized NoMiscFees instance

func (*NoMiscFees) SetMiscFeeAmt ¶ added in v0.2.0 

func (m *NoMiscFees) SetMiscFeeAmt(v float64)

func (*NoMiscFees) SetMiscFeeBasis ¶ added in v0.2.0 

func (m *NoMiscFees) SetMiscFeeBasis(v int)

func (*NoMiscFees) SetMiscFeeCurr ¶ added in v0.2.0 

func (m *NoMiscFees) SetMiscFeeCurr(v string)

func (*NoMiscFees) SetMiscFeeType ¶ added in v0.2.0 

func (m *NoMiscFees) SetMiscFeeType(v string)

type NoUnderlyings ¶ 

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

NoUnderlyings is a repeating group in ExecutionReport

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

Source Files ¶

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