multilegordercancelreplace

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 17 Imported by: 0

Documentation

Overview

Package multilegordercancelreplace msg type = AC.

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 Mesage type

Types

type Message

type Message struct {
	FIXMsgType string `fix:"AC"`
	Header     fixt11.Header
	//OrderID is a non-required field for MultilegOrderCancelReplace.
	OrderID *string `fix:"37"`
	//OrigClOrdID is a required field for MultilegOrderCancelReplace.
	OrigClOrdID string `fix:"41"`
	//ClOrdID is a required field for MultilegOrderCancelReplace.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for MultilegOrderCancelReplace.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for MultilegOrderCancelReplace.
	ClOrdLinkID *string `fix:"583"`
	//OrigOrdModTime is a non-required field for MultilegOrderCancelReplace.
	OrigOrdModTime *time.Time `fix:"586"`
	//Parties Component
	Parties parties.Component
	//TradeOriginationDate is a non-required field for MultilegOrderCancelReplace.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for MultilegOrderCancelReplace.
	TradeDate *string `fix:"75"`
	//Account is a non-required field for MultilegOrderCancelReplace.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for MultilegOrderCancelReplace.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for MultilegOrderCancelReplace.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for MultilegOrderCancelReplace.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for MultilegOrderCancelReplace.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for MultilegOrderCancelReplace.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for MultilegOrderCancelReplace.
	AllocID *string `fix:"70"`
	//PreAllocMlegGrp Component
	PreAllocMlegGrp preallocmleggrp.Component
	//SettlType is a non-required field for MultilegOrderCancelReplace.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for MultilegOrderCancelReplace.
	SettlDate *string `fix:"64"`
	//CashMargin is a non-required field for MultilegOrderCancelReplace.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for MultilegOrderCancelReplace.
	ClearingFeeIndicator *string `fix:"635"`
	//HandlInst is a non-required field for MultilegOrderCancelReplace.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for MultilegOrderCancelReplace.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for MultilegOrderCancelReplace.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for MultilegOrderCancelReplace.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for MultilegOrderCancelReplace.
	ExDestination *string `fix:"100"`
	//TrdgSesGrp Component
	TrdgSesGrp trdgsesgrp.Component
	//ProcessCode is a non-required field for MultilegOrderCancelReplace.
	ProcessCode *string `fix:"81"`
	//Side is a required field for MultilegOrderCancelReplace.
	Side string `fix:"54"`
	//Instrument Component
	Instrument instrument.Component
	//UndInstrmtGrp Component
	UndInstrmtGrp undinstrmtgrp.Component
	//PrevClosePx is a non-required field for MultilegOrderCancelReplace.
	PrevClosePx *float64 `fix:"140"`
	//LegOrdGrp Component
	LegOrdGrp legordgrp.Component
	//LocateReqd is a non-required field for MultilegOrderCancelReplace.
	LocateReqd *bool `fix:"114"`
	//TransactTime is a required field for MultilegOrderCancelReplace.
	TransactTime time.Time `fix:"60"`
	//QtyType is a non-required field for MultilegOrderCancelReplace.
	QtyType *int `fix:"854"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//OrdType is a required field for MultilegOrderCancelReplace.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for MultilegOrderCancelReplace.
	PriceType *int `fix:"423"`
	//Price is a non-required field for MultilegOrderCancelReplace.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for MultilegOrderCancelReplace.
	StopPx *float64 `fix:"99"`
	//Currency is a non-required field for MultilegOrderCancelReplace.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for MultilegOrderCancelReplace.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for MultilegOrderCancelReplace.
	SolicitedFlag *bool `fix:"377"`
	//IOIID is a non-required field for MultilegOrderCancelReplace.
	IOIID *string `fix:"23"`
	//QuoteID is a non-required field for MultilegOrderCancelReplace.
	QuoteID *string `fix:"117"`
	//TimeInForce is a non-required field for MultilegOrderCancelReplace.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for MultilegOrderCancelReplace.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for MultilegOrderCancelReplace.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for MultilegOrderCancelReplace.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for MultilegOrderCancelReplace.
	GTBookingInst *int `fix:"427"`
	//CommissionData Component
	CommissionData commissiondata.Component
	//OrderCapacity is a non-required field for MultilegOrderCancelReplace.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for MultilegOrderCancelReplace.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for MultilegOrderCancelReplace.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for MultilegOrderCancelReplace.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for MultilegOrderCancelReplace.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for MultilegOrderCancelReplace.
	BookingType *int `fix:"775"`
	//Text is a non-required field for MultilegOrderCancelReplace.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for MultilegOrderCancelReplace.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for MultilegOrderCancelReplace.
	EncodedText *string `fix:"355"`
	//PositionEffect is a non-required field for MultilegOrderCancelReplace.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for MultilegOrderCancelReplace.
	CoveredOrUncovered *int `fix:"203"`
	//MaxShow is a non-required field for MultilegOrderCancelReplace.
	MaxShow *float64 `fix:"210"`
	//PegInstructions Component
	PegInstructions peginstructions.Component
	//DiscretionInstructions Component
	DiscretionInstructions discretioninstructions.Component
	//TargetStrategy is a non-required field for MultilegOrderCancelReplace.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for MultilegOrderCancelReplace.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for MultilegOrderCancelReplace.
	ParticipationRate *float64 `fix:"849"`
	//CancellationRights is a non-required field for MultilegOrderCancelReplace.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for MultilegOrderCancelReplace.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for MultilegOrderCancelReplace.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for MultilegOrderCancelReplace.
	Designation *string `fix:"494"`
	//MultiLegRptTypeReq is a non-required field for MultilegOrderCancelReplace.
	MultiLegRptTypeReq *int `fix:"563"`
	//StrategyParametersGrp Component
	StrategyParametersGrp strategyparametersgrp.Component
	//MatchIncrement is a non-required field for MultilegOrderCancelReplace.
	MatchIncrement *float64 `fix:"1089"`
	//MaxPriceLevels is a non-required field for MultilegOrderCancelReplace.
	MaxPriceLevels *int `fix:"1090"`
	//DisplayInstruction Component
	DisplayInstruction displayinstruction.Component
	//PriceProtectionScope is a non-required field for MultilegOrderCancelReplace.
	PriceProtectionScope *string `fix:"1092"`
	//TriggeringInstruction Component
	TriggeringInstruction triggeringinstruction.Component
	//PreTradeAnonymity is a non-required field for MultilegOrderCancelReplace.
	PreTradeAnonymity *bool `fix:"1091"`
	//ExDestinationIDSource is a non-required field for MultilegOrderCancelReplace.
	ExDestinationIDSource *string `fix:"1133"`
	//SwapPoints is a non-required field for MultilegOrderCancelReplace.
	SwapPoints *float64 `fix:"1069"`
	Trailer    fixt11.Trailer
}

Message is a MultilegOrderCancelReplace FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

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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