securitydefinition

package
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Published: Feb 21, 2016 License: Apache-1.1 Imports: 7 Imported by: 0

Documentation

Overview

Package securitydefinition msg type = d.

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 ClearingBusinessDate

type ClearingBusinessDate struct {
	//LegOptionRatio is a non-required field for ClearingBusinessDate.
	LegOptionRatio *float64 `fix:"1017"`
	//LegPrice is a non-required field for ClearingBusinessDate.
	LegPrice *float64 `fix:"566"`
}

ClearingBusinessDate is a repeating group in SecurityDefinition

type Message

type Message struct {
	FIXMsgType string `fix:"d"`
	Header     fixt11.Header
	//SecurityReqID is a non-required field for SecurityDefinition.
	SecurityReqID *string `fix:"320"`
	//SecurityResponseID is a non-required field for SecurityDefinition.
	SecurityResponseID *string `fix:"322"`
	//SecurityResponseType is a non-required field for SecurityDefinition.
	SecurityResponseType *int `fix:"323"`
	//Instrument Component
	Instrument instrument.Component
	//InstrumentExtension Component
	InstrumentExtension instrumentextension.Component
	//UndInstrmtGrp Component
	UndInstrmtGrp undinstrmtgrp.Component
	//Currency is a non-required field for SecurityDefinition.
	Currency *string `fix:"15"`
	//TradingSessionID is a non-required field for SecurityDefinition.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for SecurityDefinition.
	TradingSessionSubID *string `fix:"625"`
	//Text is a non-required field for SecurityDefinition.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for SecurityDefinition.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for SecurityDefinition.
	EncodedText *string `fix:"355"`
	//InstrmtLegGrp Component
	InstrmtLegGrp instrmtleggrp.Component
	//ExpirationCycle is a non-required field for SecurityDefinition.
	ExpirationCycle *int `fix:"827"`
	//RoundLot is a non-required field for SecurityDefinition.
	RoundLot *float64 `fix:"561"`
	//MinTradeVol is a non-required field for SecurityDefinition.
	MinTradeVol *float64 `fix:"562"`
	//SecurityReportID is a non-required field for SecurityDefinition.
	SecurityReportID *int `fix:"964"`
	//ClearingBusinessDate is a non-required field for SecurityDefinition.
	ClearingBusinessDate []ClearingBusinessDate `fix:"715,omitempty"`
	Trailer              fixt11.Trailer
}

Message is a SecurityDefinition 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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