marketdataincrementalrefresh

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: 7 Imported by: 0

Documentation

Overview

Package marketdataincrementalrefresh msg type = X.

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:"X"`
	fix44.Header
	//MDReqID is a non-required field for MarketDataIncrementalRefresh.
	MDReqID *string `fix:"262"`
	//NoMDEntries is a required field for MarketDataIncrementalRefresh.
	NoMDEntries []NoMDEntries `fix:"268"`
	//ApplQueueDepth is a non-required field for MarketDataIncrementalRefresh.
	ApplQueueDepth *int `fix:"813"`
	//ApplQueueResolution is a non-required field for MarketDataIncrementalRefresh.
	ApplQueueResolution *int `fix:"814"`
	fix44.Trailer
}

Message is a MarketDataIncrementalRefresh FIX Message

func New added in v0.2.0 

func New(nomdentries []NoMDEntries) *Message

New returns an initialized MarketDataIncrementalRefresh instance

func (Message) Marshal 

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetApplQueueDepth added in v0.2.0 

func (m *Message) SetApplQueueDepth(v int)

func (*Message) SetApplQueueResolution added in v0.2.0 

func (m *Message) SetApplQueueResolution(v int)

func (*Message) SetMDReqID added in v0.2.0 

func (m *Message) SetMDReqID(v string)

func (*Message) SetNoMDEntries added in v0.2.0 

func (m *Message) SetNoMDEntries(v []NoMDEntries)

type NoLegs 

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

NoLegs is a repeating group in NoMDEntries

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 NoMDEntries 

type NoMDEntries struct {
	//MDUpdateAction is a required field for NoMDEntries.
	MDUpdateAction string `fix:"279"`
	//DeleteReason is a non-required field for NoMDEntries.
	DeleteReason *string `fix:"285"`
	//MDEntryType is a non-required field for NoMDEntries.
	MDEntryType *string `fix:"269"`
	//MDEntryID is a non-required field for NoMDEntries.
	MDEntryID *string `fix:"278"`
	//MDEntryRefID is a non-required field for NoMDEntries.
	MDEntryRefID *string `fix:"280"`
	//Instrument is a non-required component for NoMDEntries.
	Instrument *instrument.Instrument
	//NoUnderlyings is a non-required field for NoMDEntries.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for NoMDEntries.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//FinancialStatus is a non-required field for NoMDEntries.
	FinancialStatus *string `fix:"291"`
	//CorporateAction is a non-required field for NoMDEntries.
	CorporateAction *string `fix:"292"`
	//MDEntryPx is a non-required field for NoMDEntries.
	MDEntryPx *float64 `fix:"270"`
	//Currency is a non-required field for NoMDEntries.
	Currency *string `fix:"15"`
	//MDEntrySize is a non-required field for NoMDEntries.
	MDEntrySize *float64 `fix:"271"`
	//MDEntryDate is a non-required field for NoMDEntries.
	MDEntryDate *string `fix:"272"`
	//MDEntryTime is a non-required field for NoMDEntries.
	MDEntryTime *string `fix:"273"`
	//TickDirection is a non-required field for NoMDEntries.
	TickDirection *string `fix:"274"`
	//MDMkt is a non-required field for NoMDEntries.
	MDMkt *string `fix:"275"`
	//TradingSessionID is a non-required field for NoMDEntries.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoMDEntries.
	TradingSessionSubID *string `fix:"625"`
	//QuoteCondition is a non-required field for NoMDEntries.
	QuoteCondition *string `fix:"276"`
	//TradeCondition is a non-required field for NoMDEntries.
	TradeCondition *string `fix:"277"`
	//MDEntryOriginator is a non-required field for NoMDEntries.
	MDEntryOriginator *string `fix:"282"`
	//LocationID is a non-required field for NoMDEntries.
	LocationID *string `fix:"283"`
	//DeskID is a non-required field for NoMDEntries.
	DeskID *string `fix:"284"`
	//OpenCloseSettlFlag is a non-required field for NoMDEntries.
	OpenCloseSettlFlag *string `fix:"286"`
	//TimeInForce is a non-required field for NoMDEntries.
	TimeInForce *string `fix:"59"`
	//ExpireDate is a non-required field for NoMDEntries.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for NoMDEntries.
	ExpireTime *time.Time `fix:"126"`
	//MinQty is a non-required field for NoMDEntries.
	MinQty *float64 `fix:"110"`
	//ExecInst is a non-required field for NoMDEntries.
	ExecInst *string `fix:"18"`
	//SellerDays is a non-required field for NoMDEntries.
	SellerDays *int `fix:"287"`
	//OrderID is a non-required field for NoMDEntries.
	OrderID *string `fix:"37"`
	//QuoteEntryID is a non-required field for NoMDEntries.
	QuoteEntryID *string `fix:"299"`
	//MDEntryBuyer is a non-required field for NoMDEntries.
	MDEntryBuyer *string `fix:"288"`
	//MDEntrySeller is a non-required field for NoMDEntries.
	MDEntrySeller *string `fix:"289"`
	//NumberOfOrders is a non-required field for NoMDEntries.
	NumberOfOrders *int `fix:"346"`
	//MDEntryPositionNo is a non-required field for NoMDEntries.
	MDEntryPositionNo *int `fix:"290"`
	//Scope is a non-required field for NoMDEntries.
	Scope *string `fix:"546"`
	//PriceDelta is a non-required field for NoMDEntries.
	PriceDelta *float64 `fix:"811"`
	//NetChgPrevDay is a non-required field for NoMDEntries.
	NetChgPrevDay *float64 `fix:"451"`
	//Text is a non-required field for NoMDEntries.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoMDEntries.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoMDEntries.
	EncodedText *string `fix:"355"`
}

NoMDEntries is a repeating group in MarketDataIncrementalRefresh

func NewNoMDEntries added in v0.2.0 

func NewNoMDEntries(mdupdateaction string) *NoMDEntries

NewNoMDEntries returns an initialized NoMDEntries instance

func (*NoMDEntries) SetCorporateAction added in v0.2.0 

func (m *NoMDEntries) SetCorporateAction(v string)

func (*NoMDEntries) SetCurrency added in v0.2.0 

func (m *NoMDEntries) SetCurrency(v string)

func (*NoMDEntries) SetDeleteReason added in v0.2.0 

func (m *NoMDEntries) SetDeleteReason(v string)

func (*NoMDEntries) SetDeskID added in v0.2.0 

func (m *NoMDEntries) SetDeskID(v string)

func (*NoMDEntries) SetEncodedText added in v0.2.0 

func (m *NoMDEntries) SetEncodedText(v string)

func (*NoMDEntries) SetEncodedTextLen added in v0.2.0 

func (m *NoMDEntries) SetEncodedTextLen(v int)

func (*NoMDEntries) SetExecInst added in v0.2.0 

func (m *NoMDEntries) SetExecInst(v string)

func (*NoMDEntries) SetExpireDate added in v0.2.0 

func (m *NoMDEntries) SetExpireDate(v string)

func (*NoMDEntries) SetExpireTime added in v0.2.0 

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

func (*NoMDEntries) SetFinancialStatus added in v0.2.0 

func (m *NoMDEntries) SetFinancialStatus(v string)

func (*NoMDEntries) SetInstrument added in v0.2.0 

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

func (*NoMDEntries) SetLocationID added in v0.2.0 

func (m *NoMDEntries) SetLocationID(v string)

func (*NoMDEntries) SetMDEntryBuyer added in v0.2.0 

func (m *NoMDEntries) SetMDEntryBuyer(v string)

func (*NoMDEntries) SetMDEntryDate added in v0.2.0 

func (m *NoMDEntries) SetMDEntryDate(v string)

func (*NoMDEntries) SetMDEntryID added in v0.2.0 

func (m *NoMDEntries) SetMDEntryID(v string)

func (*NoMDEntries) SetMDEntryOriginator added in v0.2.0 

func (m *NoMDEntries) SetMDEntryOriginator(v string)

func (*NoMDEntries) SetMDEntryPositionNo added in v0.2.0 

func (m *NoMDEntries) SetMDEntryPositionNo(v int)

func (*NoMDEntries) SetMDEntryPx added in v0.2.0 

func (m *NoMDEntries) SetMDEntryPx(v float64)

func (*NoMDEntries) SetMDEntryRefID added in v0.2.0 

func (m *NoMDEntries) SetMDEntryRefID(v string)

func (*NoMDEntries) SetMDEntrySeller added in v0.2.0 

func (m *NoMDEntries) SetMDEntrySeller(v string)

func (*NoMDEntries) SetMDEntrySize added in v0.2.0 

func (m *NoMDEntries) SetMDEntrySize(v float64)

func (*NoMDEntries) SetMDEntryTime added in v0.2.0 

func (m *NoMDEntries) SetMDEntryTime(v string)

func (*NoMDEntries) SetMDEntryType added in v0.2.0 

func (m *NoMDEntries) SetMDEntryType(v string)

func (*NoMDEntries) SetMDMkt added in v0.2.0 

func (m *NoMDEntries) SetMDMkt(v string)

func (*NoMDEntries) SetMDUpdateAction added in v0.2.0 

func (m *NoMDEntries) SetMDUpdateAction(v string)

func (*NoMDEntries) SetMinQty added in v0.2.0 

func (m *NoMDEntries) SetMinQty(v float64)

func (*NoMDEntries) SetNetChgPrevDay added in v0.2.0 

func (m *NoMDEntries) SetNetChgPrevDay(v float64)

func (*NoMDEntries) SetNoLegs added in v0.2.0 

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

func (*NoMDEntries) SetNoUnderlyings added in v0.2.0 

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

func (*NoMDEntries) SetNumberOfOrders added in v0.2.0 

func (m *NoMDEntries) SetNumberOfOrders(v int)

func (*NoMDEntries) SetOpenCloseSettlFlag added in v0.2.0 

func (m *NoMDEntries) SetOpenCloseSettlFlag(v string)

func (*NoMDEntries) SetOrderID added in v0.2.0 

func (m *NoMDEntries) SetOrderID(v string)

func (*NoMDEntries) SetPriceDelta added in v0.2.0 

func (m *NoMDEntries) SetPriceDelta(v float64)

func (*NoMDEntries) SetQuoteCondition added in v0.2.0 

func (m *NoMDEntries) SetQuoteCondition(v string)

func (*NoMDEntries) SetQuoteEntryID added in v0.2.0 

func (m *NoMDEntries) SetQuoteEntryID(v string)

func (*NoMDEntries) SetScope added in v0.2.0 

func (m *NoMDEntries) SetScope(v string)

func (*NoMDEntries) SetSellerDays added in v0.2.0 

func (m *NoMDEntries) SetSellerDays(v int)

func (*NoMDEntries) SetText added in v0.2.0 

func (m *NoMDEntries) SetText(v string)

func (*NoMDEntries) SetTickDirection added in v0.2.0 

func (m *NoMDEntries) SetTickDirection(v string)

func (*NoMDEntries) SetTimeInForce added in v0.2.0 

func (m *NoMDEntries) SetTimeInForce(v string)

func (*NoMDEntries) SetTradeCondition added in v0.2.0 

func (m *NoMDEntries) SetTradeCondition(v string)

func (*NoMDEntries) SetTradingSessionID added in v0.2.0 

func (m *NoMDEntries) SetTradingSessionID(v string)

func (*NoMDEntries) SetTradingSessionSubID added in v0.2.0 

func (m *NoMDEntries) 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 NoMDEntries

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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