newordermultileg

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

Documentation

Overview

Package newordermultileg msg type = AB.

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:"AB"`
	Header     fixt11.Header
	//ClOrdID is a required field for NewOrderMultileg.
	ClOrdID string `fix:"11"`
	//SecondaryClOrdID is a non-required field for NewOrderMultileg.
	SecondaryClOrdID *string `fix:"526"`
	//ClOrdLinkID is a non-required field for NewOrderMultileg.
	ClOrdLinkID *string `fix:"583"`
	//Parties Component
	Parties parties.Component
	//TradeOriginationDate is a non-required field for NewOrderMultileg.
	TradeOriginationDate *string `fix:"229"`
	//TradeDate is a non-required field for NewOrderMultileg.
	TradeDate *string `fix:"75"`
	//Account is a non-required field for NewOrderMultileg.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for NewOrderMultileg.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for NewOrderMultileg.
	AccountType *int `fix:"581"`
	//DayBookingInst is a non-required field for NewOrderMultileg.
	DayBookingInst *string `fix:"589"`
	//BookingUnit is a non-required field for NewOrderMultileg.
	BookingUnit *string `fix:"590"`
	//PreallocMethod is a non-required field for NewOrderMultileg.
	PreallocMethod *string `fix:"591"`
	//AllocID is a non-required field for NewOrderMultileg.
	AllocID *string `fix:"70"`
	//PreAllocMlegGrp Component
	PreAllocMlegGrp preallocmleggrp.Component
	//SettlType is a non-required field for NewOrderMultileg.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for NewOrderMultileg.
	SettlDate *string `fix:"64"`
	//CashMargin is a non-required field for NewOrderMultileg.
	CashMargin *string `fix:"544"`
	//ClearingFeeIndicator is a non-required field for NewOrderMultileg.
	ClearingFeeIndicator *string `fix:"635"`
	//HandlInst is a non-required field for NewOrderMultileg.
	HandlInst *string `fix:"21"`
	//ExecInst is a non-required field for NewOrderMultileg.
	ExecInst *string `fix:"18"`
	//MinQty is a non-required field for NewOrderMultileg.
	MinQty *float64 `fix:"110"`
	//MaxFloor is a non-required field for NewOrderMultileg.
	MaxFloor *float64 `fix:"111"`
	//ExDestination is a non-required field for NewOrderMultileg.
	ExDestination *string `fix:"100"`
	//TrdgSesGrp Component
	TrdgSesGrp trdgsesgrp.Component
	//ProcessCode is a non-required field for NewOrderMultileg.
	ProcessCode *string `fix:"81"`
	//Side is a required field for NewOrderMultileg.
	Side string `fix:"54"`
	//Instrument Component
	Instrument instrument.Component
	//UndInstrmtGrp Component
	UndInstrmtGrp undinstrmtgrp.Component
	//PrevClosePx is a non-required field for NewOrderMultileg.
	PrevClosePx *float64 `fix:"140"`
	//LegOrdGrp Component
	LegOrdGrp legordgrp.Component
	//LocateReqd is a non-required field for NewOrderMultileg.
	LocateReqd *bool `fix:"114"`
	//TransactTime is a required field for NewOrderMultileg.
	TransactTime time.Time `fix:"60"`
	//QtyType is a non-required field for NewOrderMultileg.
	QtyType *int `fix:"854"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//OrdType is a required field for NewOrderMultileg.
	OrdType string `fix:"40"`
	//PriceType is a non-required field for NewOrderMultileg.
	PriceType *int `fix:"423"`
	//Price is a non-required field for NewOrderMultileg.
	Price *float64 `fix:"44"`
	//StopPx is a non-required field for NewOrderMultileg.
	StopPx *float64 `fix:"99"`
	//Currency is a non-required field for NewOrderMultileg.
	Currency *string `fix:"15"`
	//ComplianceID is a non-required field for NewOrderMultileg.
	ComplianceID *string `fix:"376"`
	//SolicitedFlag is a non-required field for NewOrderMultileg.
	SolicitedFlag *bool `fix:"377"`
	//IOIID is a non-required field for NewOrderMultileg.
	IOIID *string `fix:"23"`
	//QuoteID is a non-required field for NewOrderMultileg.
	QuoteID *string `fix:"117"`
	//TimeInForce is a non-required field for NewOrderMultileg.
	TimeInForce *string `fix:"59"`
	//EffectiveTime is a non-required field for NewOrderMultileg.
	EffectiveTime *time.Time `fix:"168"`
	//ExpireDate is a non-required field for NewOrderMultileg.
	ExpireDate *string `fix:"432"`
	//ExpireTime is a non-required field for NewOrderMultileg.
	ExpireTime *time.Time `fix:"126"`
	//GTBookingInst is a non-required field for NewOrderMultileg.
	GTBookingInst *int `fix:"427"`
	//CommissionData Component
	CommissionData commissiondata.Component
	//OrderCapacity is a non-required field for NewOrderMultileg.
	OrderCapacity *string `fix:"528"`
	//OrderRestrictions is a non-required field for NewOrderMultileg.
	OrderRestrictions *string `fix:"529"`
	//CustOrderCapacity is a non-required field for NewOrderMultileg.
	CustOrderCapacity *int `fix:"582"`
	//ForexReq is a non-required field for NewOrderMultileg.
	ForexReq *bool `fix:"121"`
	//SettlCurrency is a non-required field for NewOrderMultileg.
	SettlCurrency *string `fix:"120"`
	//BookingType is a non-required field for NewOrderMultileg.
	BookingType *int `fix:"775"`
	//Text is a non-required field for NewOrderMultileg.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NewOrderMultileg.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NewOrderMultileg.
	EncodedText *string `fix:"355"`
	//PositionEffect is a non-required field for NewOrderMultileg.
	PositionEffect *string `fix:"77"`
	//CoveredOrUncovered is a non-required field for NewOrderMultileg.
	CoveredOrUncovered *int `fix:"203"`
	//MaxShow is a non-required field for NewOrderMultileg.
	MaxShow *float64 `fix:"210"`
	//PegInstructions Component
	PegInstructions peginstructions.Component
	//DiscretionInstructions Component
	DiscretionInstructions discretioninstructions.Component
	//TargetStrategy is a non-required field for NewOrderMultileg.
	TargetStrategy *int `fix:"847"`
	//TargetStrategyParameters is a non-required field for NewOrderMultileg.
	TargetStrategyParameters *string `fix:"848"`
	//ParticipationRate is a non-required field for NewOrderMultileg.
	ParticipationRate *float64 `fix:"849"`
	//CancellationRights is a non-required field for NewOrderMultileg.
	CancellationRights *string `fix:"480"`
	//MoneyLaunderingStatus is a non-required field for NewOrderMultileg.
	MoneyLaunderingStatus *string `fix:"481"`
	//RegistID is a non-required field for NewOrderMultileg.
	RegistID *string `fix:"513"`
	//Designation is a non-required field for NewOrderMultileg.
	Designation *string `fix:"494"`
	//MultiLegRptTypeReq is a non-required field for NewOrderMultileg.
	MultiLegRptTypeReq *int `fix:"563"`
	//StrategyParametersGrp Component
	StrategyParametersGrp strategyparametersgrp.Component
	//SwapPoints is a non-required field for NewOrderMultileg.
	SwapPoints *float64 `fix:"1069"`
	//MatchIncrement is a non-required field for NewOrderMultileg.
	MatchIncrement *float64 `fix:"1089"`
	//MaxPriceLevels is a non-required field for NewOrderMultileg.
	MaxPriceLevels *int `fix:"1090"`
	//DisplayInstruction Component
	DisplayInstruction displayinstruction.Component
	//PriceProtectionScope is a non-required field for NewOrderMultileg.
	PriceProtectionScope *string `fix:"1092"`
	//TriggeringInstruction Component
	TriggeringInstruction triggeringinstruction.Component
	//RefOrderID is a non-required field for NewOrderMultileg.
	RefOrderID *string `fix:"1080"`
	//RefOrderIDSource is a non-required field for NewOrderMultileg.
	RefOrderIDSource *string `fix:"1081"`
	//PreTradeAnonymity is a non-required field for NewOrderMultileg.
	PreTradeAnonymity *bool `fix:"1091"`
	//ExDestinationIDSource is a non-required field for NewOrderMultileg.
	ExDestinationIDSource *string `fix:"1133"`
	Trailer               fixt11.Trailer
}

Message is a NewOrderMultileg 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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