quotecancel

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 8 Imported by: 0

Documentation

Overview

Package quotecancel msg type = Z.

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:"Z"`
	Header     fix44.Header
	//QuoteReqID is a non-required field for QuoteCancel.
	QuoteReqID *string `fix:"131"`
	//QuoteID is a required field for QuoteCancel.
	QuoteID string `fix:"117"`
	//QuoteCancelType is a required field for QuoteCancel.
	QuoteCancelType int `fix:"298"`
	//QuoteResponseLevel is a non-required field for QuoteCancel.
	QuoteResponseLevel *int `fix:"301"`
	//Parties Component
	Parties parties.Component
	//Account is a non-required field for QuoteCancel.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for QuoteCancel.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for QuoteCancel.
	AccountType *int `fix:"581"`
	//TradingSessionID is a non-required field for QuoteCancel.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for QuoteCancel.
	TradingSessionSubID *string `fix:"625"`
	//NoQuoteEntries is a non-required field for QuoteCancel.
	NoQuoteEntries []NoQuoteEntries `fix:"295,omitempty"`
	Trailer        fix44.Trailer
}

Message is a QuoteCancel FIX Message

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

type NoLegs

type NoLegs struct {
	//InstrumentLeg Component
	InstrumentLeg instrumentleg.Component
}

NoLegs is a repeating group in NoQuoteEntries

type NoQuoteEntries

type NoQuoteEntries struct {
	//Instrument Component
	Instrument instrument.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//NoUnderlyings is a non-required field for NoQuoteEntries.
	NoUnderlyings []NoUnderlyings `fix:"711,omitempty"`
	//NoLegs is a non-required field for NoQuoteEntries.
	NoLegs []NoLegs `fix:"555,omitempty"`
}

NoQuoteEntries is a repeating group in QuoteCancel

type NoUnderlyings

type NoUnderlyings struct {
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
}

NoUnderlyings is a repeating group in NoQuoteEntries

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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