quoteresponse

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 14 Imported by: 0

Documentation

Overview

Package quoteresponse msg type = AJ.

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:"AJ"`
	Header     fixt11.Header
	//QuoteRespID is a required field for QuoteResponse.
	QuoteRespID string `fix:"693"`
	//QuoteID is a non-required field for QuoteResponse.
	QuoteID *string `fix:"117"`
	//QuoteRespType is a required field for QuoteResponse.
	QuoteRespType int `fix:"694"`
	//ClOrdID is a non-required field for QuoteResponse.
	ClOrdID *string `fix:"11"`
	//OrderCapacity is a non-required field for QuoteResponse.
	OrderCapacity *string `fix:"528"`
	//IOIID is a non-required field for QuoteResponse.
	IOIID *string `fix:"23"`
	//QuoteType is a non-required field for QuoteResponse.
	QuoteType *int `fix:"537"`
	//QuotQualGrp Component
	QuotQualGrp quotqualgrp.Component
	//Parties Component
	Parties parties.Component
	//TradingSessionID is a non-required field for QuoteResponse.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for QuoteResponse.
	TradingSessionSubID *string `fix:"625"`
	//Instrument Component
	Instrument instrument.Component
	//FinancingDetails Component
	FinancingDetails financingdetails.Component
	//UndInstrmtGrp Component
	UndInstrmtGrp undinstrmtgrp.Component
	//Side is a non-required field for QuoteResponse.
	Side *string `fix:"54"`
	//OrderQtyData Component
	OrderQtyData orderqtydata.Component
	//SettlType is a non-required field for QuoteResponse.
	SettlType *string `fix:"63"`
	//SettlDate is a non-required field for QuoteResponse.
	SettlDate *string `fix:"64"`
	//SettlDate2 is a non-required field for QuoteResponse.
	SettlDate2 *string `fix:"193"`
	//OrderQty2 is a non-required field for QuoteResponse.
	OrderQty2 *float64 `fix:"192"`
	//Currency is a non-required field for QuoteResponse.
	Currency *string `fix:"15"`
	//Stipulations Component
	Stipulations stipulations.Component
	//Account is a non-required field for QuoteResponse.
	Account *string `fix:"1"`
	//AcctIDSource is a non-required field for QuoteResponse.
	AcctIDSource *int `fix:"660"`
	//AccountType is a non-required field for QuoteResponse.
	AccountType *int `fix:"581"`
	//LegQuotGrp Component
	LegQuotGrp legquotgrp.Component
	//BidPx is a non-required field for QuoteResponse.
	BidPx *float64 `fix:"132"`
	//OfferPx is a non-required field for QuoteResponse.
	OfferPx *float64 `fix:"133"`
	//MktBidPx is a non-required field for QuoteResponse.
	MktBidPx *float64 `fix:"645"`
	//MktOfferPx is a non-required field for QuoteResponse.
	MktOfferPx *float64 `fix:"646"`
	//MinBidSize is a non-required field for QuoteResponse.
	MinBidSize *float64 `fix:"647"`
	//BidSize is a non-required field for QuoteResponse.
	BidSize *float64 `fix:"134"`
	//MinOfferSize is a non-required field for QuoteResponse.
	MinOfferSize *float64 `fix:"648"`
	//OfferSize is a non-required field for QuoteResponse.
	OfferSize *float64 `fix:"135"`
	//ValidUntilTime is a non-required field for QuoteResponse.
	ValidUntilTime *time.Time `fix:"62"`
	//BidSpotRate is a non-required field for QuoteResponse.
	BidSpotRate *float64 `fix:"188"`
	//OfferSpotRate is a non-required field for QuoteResponse.
	OfferSpotRate *float64 `fix:"190"`
	//BidForwardPoints is a non-required field for QuoteResponse.
	BidForwardPoints *float64 `fix:"189"`
	//OfferForwardPoints is a non-required field for QuoteResponse.
	OfferForwardPoints *float64 `fix:"191"`
	//MidPx is a non-required field for QuoteResponse.
	MidPx *float64 `fix:"631"`
	//BidYield is a non-required field for QuoteResponse.
	BidYield *float64 `fix:"632"`
	//MidYield is a non-required field for QuoteResponse.
	MidYield *float64 `fix:"633"`
	//OfferYield is a non-required field for QuoteResponse.
	OfferYield *float64 `fix:"634"`
	//TransactTime is a non-required field for QuoteResponse.
	TransactTime *time.Time `fix:"60"`
	//OrdType is a non-required field for QuoteResponse.
	OrdType *string `fix:"40"`
	//BidForwardPoints2 is a non-required field for QuoteResponse.
	BidForwardPoints2 *float64 `fix:"642"`
	//OfferForwardPoints2 is a non-required field for QuoteResponse.
	OfferForwardPoints2 *float64 `fix:"643"`
	//SettlCurrBidFxRate is a non-required field for QuoteResponse.
	SettlCurrBidFxRate *float64 `fix:"656"`
	//SettlCurrOfferFxRate is a non-required field for QuoteResponse.
	SettlCurrOfferFxRate *float64 `fix:"657"`
	//SettlCurrFxRateCalc is a non-required field for QuoteResponse.
	SettlCurrFxRateCalc *string `fix:"156"`
	//Commission is a non-required field for QuoteResponse.
	Commission *float64 `fix:"12"`
	//CommType is a non-required field for QuoteResponse.
	CommType *string `fix:"13"`
	//CustOrderCapacity is a non-required field for QuoteResponse.
	CustOrderCapacity *int `fix:"582"`
	//ExDestination is a non-required field for QuoteResponse.
	ExDestination *string `fix:"100"`
	//Text is a non-required field for QuoteResponse.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for QuoteResponse.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for QuoteResponse.
	EncodedText *string `fix:"355"`
	//Price is a non-required field for QuoteResponse.
	Price *float64 `fix:"44"`
	//PriceType is a non-required field for QuoteResponse.
	PriceType *int `fix:"423"`
	//SpreadOrBenchmarkCurveData Component
	SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
	//YieldData Component
	YieldData yielddata.Component
	//ExDestinationIDSource is a non-required field for QuoteResponse.
	ExDestinationIDSource *string `fix:"1133"`
	//QuoteMsgID is a non-required field for QuoteResponse.
	QuoteMsgID *string `fix:"1166"`
	//PreTradeAnonymity is a non-required field for QuoteResponse.
	PreTradeAnonymity *bool `fix:"1091"`
	//MinQty is a non-required field for QuoteResponse.
	MinQty *float64 `fix:"110"`
	//OrderRestrictions is a non-required field for QuoteResponse.
	OrderRestrictions *string `fix:"529"`
	Trailer           fixt11.Trailer
}

Message is a QuoteResponse 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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