quote

package
v0.3.0 Latest Latest
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 Go to latest Published: Jun 3, 2016 License: Apache-1.1 Imports: 16 Imported by: 0

Documentation

Overview

Package quote msg type = S.

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:"S"`
	fix44.Header
	//QuoteReqID is a non-required field for Quote.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for Quote.
	QuoteID string `fix:"117"`
	//QuoteRespID is a non-required field for Quote.
	QuoteRespID *string `fix:"693"`
	//QuoteType is a non-required field for Quote.
	QuoteType *int `fix:"537"`
	//NoQuoteQualifiers is a non-required field for Quote.
	NoQuoteQualifiers []NoQuoteQualifiers `fix:"735,omitempty"`
	//QuoteResponseLevel is a non-required field for Quote.
	QuoteResponseLevel *int `fix:"301"`
	//Parties is a non-required component for Quote.
	Parties *parties.Parties
	//TradingSessionID is a non-required field for Quote.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for Quote.
	TradingSessionSubID *string `fix:"625"`
	//Instrument is a required component for Quote.
	instrument.Instrument
	//FinancingDetails is a non-required component for Quote.
	FinancingDetails *financingdetails.FinancingDetails
	//NoUnderlyings is a non-required field for Quote.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//Side is a non-required field for Quote.
	Side *string `fix:"54"`
	//OrderQtyData is a non-required component for Quote.
	OrderQtyData *orderqtydata.OrderQtyData
	//SettlType is a non-required field for Quote.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for Quote.
	SettlDate *string `fix:"64"`
	//SettlDate2 is a non-required field for Quote.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for Quote.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for Quote.
	Currency *string `fix:"15"`
	//Stipulations is a non-required component for Quote.
	Stipulations *stipulations.Stipulations
	//Account is a non-required field for Quote.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for Quote.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for Quote.
	AccountType *int `fix:"581"`
	//NoLegs is a non-required field for Quote.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//BidPx is a non-required field for Quote.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for Quote.
	OfferPx *float64 `fix:"133"`
	//MktBidPx is a non-required field for Quote.
	MktBidPx *float64 `fix:"645"`
	//MktOfferPx is a non-required field for Quote.
	MktOfferPx *float64 `fix:"646"`
	//MinBidSize is a non-required field for Quote.
	MinBidSize *float64 `fix:"647"`
	//BidSize is a non-required field for Quote.
	BidSize *float64 `fix:"134"`
	//MinOfferSize is a non-required field for Quote.
	MinOfferSize *float64 `fix:"648"`
	//OfferSize is a non-required field for Quote.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for Quote.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for Quote.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for Quote.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for Quote.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for Quote.
	OfferForwardPoints *float64 `fix:"191"`
	//MidPx is a non-required field for Quote.
	MidPx *float64 `fix:"631"`
	//BidYield is a non-required field for Quote.
	BidYield *float64 `fix:"632"`
	//MidYield is a non-required field for Quote.
	MidYield *float64 `fix:"633"`
	//OfferYield is a non-required field for Quote.
	OfferYield *float64 `fix:"634"`
	//TransactTime is a non-required field for Quote.
	TransactTime *time.Time `fix:"60"`
	//OrdType is a non-required field for Quote.
	OrdType *string `fix:"40"`
	//BidForwardPoints2 is a non-required field for Quote.
	BidForwardPoints2 *float64 `fix:"642"`
	//OfferForwardPoints2 is a non-required field for Quote.
	OfferForwardPoints2 *float64 `fix:"643"`
	//SettlCurrBidFxRate is a non-required field for Quote.
	SettlCurrBidFxRate *float64 `fix:"656"`
	//SettlCurrOfferFxRate is a non-required field for Quote.
	SettlCurrOfferFxRate *float64 `fix:"657"`
	//SettlCurrFxRateCalc is a non-required field for Quote.
	SettlCurrFxRateCalc *string `fix:"156"`
	//CommType is a non-required field for Quote.
	CommType *string `fix:"13"`
	//Commission is a non-required field for Quote.
	Commission *float64 `fix:"12"`
	//CustOrderCapacity is a non-required field for Quote.
	CustOrderCapacity *int `fix:"582"`
	//ExDestination is a non-required field for Quote.
	ExDestination *string `fix:"100"`
	//OrderCapacity is a non-required field for Quote.
	OrderCapacity *string `fix:"528"`
	//PriceType is a non-required field for Quote.
	PriceType *int `fix:"423"`
	//SpreadOrBenchmarkCurveData is a non-required component for Quote.
	SpreadOrBenchmarkCurveData *spreadorbenchmarkcurvedata.SpreadOrBenchmarkCurveData
	//YieldData is a non-required component for Quote.
	YieldData *yielddata.YieldData
	//Text is a non-required field for Quote.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for Quote.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for Quote.
	EncodedText *string `fix:"355"`
	fix44.Trailer
}

Message is a Quote FIX Message

func New added in v0.2.0 

func New(quoteid string, instrument instrument.Instrument) *Message

New returns an initialized Quote 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) 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) 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) 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) SetQuoteReqID added in v0.2.0 

func (m *Message) SetQuoteReqID(v string)

func (*Message) SetQuoteRespID added in v0.2.0 

func (m *Message) SetQuoteRespID(v string)

func (*Message) SetQuoteResponseLevel added in v0.2.0 

func (m *Message) SetQuoteResponseLevel(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 Quote

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 Quote

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 Quote

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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