liststrikeprice

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 4 Imported by: 0

Documentation

Overview

Package liststrikeprice msg type = m.

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:"m"`
	Header     fix43.Header
	//ListID is a required field for ListStrikePrice.
	ListID string `fix:"66"`
	//TotNoStrikes is a required field for ListStrikePrice.
	TotNoStrikes int `fix:"422"`
	//NoStrikes is a required field for ListStrikePrice.
	NoStrikes []NoStrikes `fix:"428"`
	Trailer   fix43.Trailer
}

Message is a ListStrikePrice FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoStrikes

type NoStrikes struct {
	//Instrument Component
	Instrument instrument.Component
	//PrevClosePx is a non-required field for NoStrikes.
	PrevClosePx *float64 `fix:"140"`
	//ClOrdID is a non-required field for NoStrikes.
	ClOrdID *string `fix:"11"`
	//SecondaryClOrdID is a non-required field for NoStrikes.
	SecondaryClOrdID *string `fix:"526"`
	//Side is a non-required field for NoStrikes.
	Side *string `fix:"54"`
	//Price is a required field for NoStrikes.
	Price float64 `fix:"44"`
	//Currency is a non-required field for NoStrikes.
	Currency *string `fix:"15"`
	//Text is a non-required field for NoStrikes.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoStrikes.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoStrikes.
	EncodedText *string `fix:"355"`
}

NoStrikes is a repeating group in ListStrikePrice

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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