marketdatarequest

package
Version: v0.6.0 Latest Latest
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Published: Aug 14, 2017 License: Apache-1.1 Imports: 6 Imported by: 0

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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 Message type

Types

type MarketDataRequest

type MarketDataRequest struct {
	fix42.Header
	*quickfix.Body
	fix42.Trailer
	Message *quickfix.Message
}

MarketDataRequest is the fix42 MarketDataRequest type, MsgType = V

func FromMessage

func FromMessage(m *quickfix.Message) MarketDataRequest

FromMessage creates a MarketDataRequest from a quickfix.Message instance

func New

func New(mdreqid field.MDReqIDField, subscriptionrequesttype field.SubscriptionRequestTypeField, marketdepth field.MarketDepthField) (m MarketDataRequest)

New returns a MarketDataRequest initialized with the required fields for MarketDataRequest

func (MarketDataRequest) GetAggregatedBook

func (m MarketDataRequest) GetAggregatedBook() (v bool, err quickfix.MessageRejectError)

GetAggregatedBook gets AggregatedBook, Tag 266

func (MarketDataRequest) GetMDReqID

func (m MarketDataRequest) GetMDReqID() (v string, err quickfix.MessageRejectError)

GetMDReqID gets MDReqID, Tag 262

func (MarketDataRequest) GetMDUpdateType

func (m MarketDataRequest) GetMDUpdateType() (v enum.MDUpdateType, err quickfix.MessageRejectError)

GetMDUpdateType gets MDUpdateType, Tag 265

func (MarketDataRequest) GetMarketDepth

func (m MarketDataRequest) GetMarketDepth() (v int, err quickfix.MessageRejectError)

GetMarketDepth gets MarketDepth, Tag 264

func (MarketDataRequest) GetNoMDEntryTypes

GetNoMDEntryTypes gets NoMDEntryTypes, Tag 267

func (MarketDataRequest) GetNoRelatedSym

GetNoRelatedSym gets NoRelatedSym, Tag 146

func (MarketDataRequest) GetSubscriptionRequestType

func (m MarketDataRequest) GetSubscriptionRequestType() (v enum.SubscriptionRequestType, err quickfix.MessageRejectError)

GetSubscriptionRequestType gets SubscriptionRequestType, Tag 263

func (MarketDataRequest) HasAggregatedBook

func (m MarketDataRequest) HasAggregatedBook() bool

HasAggregatedBook returns true if AggregatedBook is present, Tag 266

func (MarketDataRequest) HasMDReqID

func (m MarketDataRequest) HasMDReqID() bool

HasMDReqID returns true if MDReqID is present, Tag 262

func (MarketDataRequest) HasMDUpdateType

func (m MarketDataRequest) HasMDUpdateType() bool

HasMDUpdateType returns true if MDUpdateType is present, Tag 265

func (MarketDataRequest) HasMarketDepth

func (m MarketDataRequest) HasMarketDepth() bool

HasMarketDepth returns true if MarketDepth is present, Tag 264

func (MarketDataRequest) HasNoMDEntryTypes

func (m MarketDataRequest) HasNoMDEntryTypes() bool

HasNoMDEntryTypes returns true if NoMDEntryTypes is present, Tag 267

func (MarketDataRequest) HasNoRelatedSym

func (m MarketDataRequest) HasNoRelatedSym() bool

HasNoRelatedSym returns true if NoRelatedSym is present, Tag 146

func (MarketDataRequest) HasSubscriptionRequestType

func (m MarketDataRequest) HasSubscriptionRequestType() bool

HasSubscriptionRequestType returns true if SubscriptionRequestType is present, Tag 263

func (MarketDataRequest) SetAggregatedBook

func (m MarketDataRequest) SetAggregatedBook(v bool)

SetAggregatedBook sets AggregatedBook, Tag 266

func (MarketDataRequest) SetMDReqID

func (m MarketDataRequest) SetMDReqID(v string)

SetMDReqID sets MDReqID, Tag 262

func (MarketDataRequest) SetMDUpdateType

func (m MarketDataRequest) SetMDUpdateType(v enum.MDUpdateType)

SetMDUpdateType sets MDUpdateType, Tag 265

func (MarketDataRequest) SetMarketDepth

func (m MarketDataRequest) SetMarketDepth(v int)

SetMarketDepth sets MarketDepth, Tag 264

func (MarketDataRequest) SetNoMDEntryTypes

func (m MarketDataRequest) SetNoMDEntryTypes(f NoMDEntryTypesRepeatingGroup)

SetNoMDEntryTypes sets NoMDEntryTypes, Tag 267

func (MarketDataRequest) SetNoRelatedSym

func (m MarketDataRequest) SetNoRelatedSym(f NoRelatedSymRepeatingGroup)

SetNoRelatedSym sets NoRelatedSym, Tag 146

func (MarketDataRequest) SetSubscriptionRequestType

func (m MarketDataRequest) SetSubscriptionRequestType(v enum.SubscriptionRequestType)

SetSubscriptionRequestType sets SubscriptionRequestType, Tag 263

func (MarketDataRequest) ToMessage

func (m MarketDataRequest) ToMessage() *quickfix.Message

ToMessage returns a quickfix.Message instance

type NoMDEntryTypes

type NoMDEntryTypes struct {
	*quickfix.Group
}

NoMDEntryTypes is a repeating group element, Tag 267

func (NoMDEntryTypes) GetMDEntryType

func (m NoMDEntryTypes) GetMDEntryType() (v enum.MDEntryType, err quickfix.MessageRejectError)

GetMDEntryType gets MDEntryType, Tag 269

func (NoMDEntryTypes) HasMDEntryType

func (m NoMDEntryTypes) HasMDEntryType() bool

HasMDEntryType returns true if MDEntryType is present, Tag 269

func (NoMDEntryTypes) SetMDEntryType

func (m NoMDEntryTypes) SetMDEntryType(v enum.MDEntryType)

SetMDEntryType sets MDEntryType, Tag 269

type NoMDEntryTypesRepeatingGroup

type NoMDEntryTypesRepeatingGroup struct {
	*quickfix.RepeatingGroup
}

NoMDEntryTypesRepeatingGroup is a repeating group, Tag 267

func NewNoMDEntryTypesRepeatingGroup

func NewNoMDEntryTypesRepeatingGroup() NoMDEntryTypesRepeatingGroup

NewNoMDEntryTypesRepeatingGroup returns an initialized, NoMDEntryTypesRepeatingGroup

func (NoMDEntryTypesRepeatingGroup) Add

Add create and append a new NoMDEntryTypes to this group

func (NoMDEntryTypesRepeatingGroup) Get

Get returns the ith NoMDEntryTypes in the NoMDEntryTypesRepeatinGroup

type NoRelatedSym

type NoRelatedSym struct {
	*quickfix.Group
}

NoRelatedSym is a repeating group element, Tag 146

func (NoRelatedSym) GetContractMultiplier

func (m NoRelatedSym) GetContractMultiplier() (v decimal.Decimal, err quickfix.MessageRejectError)

GetContractMultiplier gets ContractMultiplier, Tag 231

func (NoRelatedSym) GetCouponRate

func (m NoRelatedSym) GetCouponRate() (v decimal.Decimal, err quickfix.MessageRejectError)

GetCouponRate gets CouponRate, Tag 223

func (NoRelatedSym) GetEncodedIssuer

func (m NoRelatedSym) GetEncodedIssuer() (v string, err quickfix.MessageRejectError)

GetEncodedIssuer gets EncodedIssuer, Tag 349

func (NoRelatedSym) GetEncodedIssuerLen

func (m NoRelatedSym) GetEncodedIssuerLen() (v int, err quickfix.MessageRejectError)

GetEncodedIssuerLen gets EncodedIssuerLen, Tag 348

func (NoRelatedSym) GetEncodedSecurityDesc

func (m NoRelatedSym) GetEncodedSecurityDesc() (v string, err quickfix.MessageRejectError)

GetEncodedSecurityDesc gets EncodedSecurityDesc, Tag 351

func (NoRelatedSym) GetEncodedSecurityDescLen

func (m NoRelatedSym) GetEncodedSecurityDescLen() (v int, err quickfix.MessageRejectError)

GetEncodedSecurityDescLen gets EncodedSecurityDescLen, Tag 350

func (NoRelatedSym) GetIDSource

func (m NoRelatedSym) GetIDSource() (v enum.IDSource, err quickfix.MessageRejectError)

GetIDSource gets IDSource, Tag 22

func (NoRelatedSym) GetIssuer

func (m NoRelatedSym) GetIssuer() (v string, err quickfix.MessageRejectError)

GetIssuer gets Issuer, Tag 106

func (NoRelatedSym) GetMaturityDay

func (m NoRelatedSym) GetMaturityDay() (v int, err quickfix.MessageRejectError)

GetMaturityDay gets MaturityDay, Tag 205

func (NoRelatedSym) GetMaturityMonthYear

func (m NoRelatedSym) GetMaturityMonthYear() (v string, err quickfix.MessageRejectError)

GetMaturityMonthYear gets MaturityMonthYear, Tag 200

func (NoRelatedSym) GetOptAttribute

func (m NoRelatedSym) GetOptAttribute() (v string, err quickfix.MessageRejectError)

GetOptAttribute gets OptAttribute, Tag 206

func (NoRelatedSym) GetPutOrCall

func (m NoRelatedSym) GetPutOrCall() (v enum.PutOrCall, err quickfix.MessageRejectError)

GetPutOrCall gets PutOrCall, Tag 201

func (NoRelatedSym) GetSecurityDesc

func (m NoRelatedSym) GetSecurityDesc() (v string, err quickfix.MessageRejectError)

GetSecurityDesc gets SecurityDesc, Tag 107

func (NoRelatedSym) GetSecurityExchange

func (m NoRelatedSym) GetSecurityExchange() (v string, err quickfix.MessageRejectError)

GetSecurityExchange gets SecurityExchange, Tag 207

func (NoRelatedSym) GetSecurityID

func (m NoRelatedSym) GetSecurityID() (v string, err quickfix.MessageRejectError)

GetSecurityID gets SecurityID, Tag 48

func (NoRelatedSym) GetSecurityType

func (m NoRelatedSym) GetSecurityType() (v enum.SecurityType, err quickfix.MessageRejectError)

GetSecurityType gets SecurityType, Tag 167

func (NoRelatedSym) GetStrikePrice

func (m NoRelatedSym) GetStrikePrice() (v decimal.Decimal, err quickfix.MessageRejectError)

GetStrikePrice gets StrikePrice, Tag 202

func (NoRelatedSym) GetSymbol

func (m NoRelatedSym) GetSymbol() (v string, err quickfix.MessageRejectError)

GetSymbol gets Symbol, Tag 55

func (NoRelatedSym) GetSymbolSfx

func (m NoRelatedSym) GetSymbolSfx() (v enum.SymbolSfx, err quickfix.MessageRejectError)

GetSymbolSfx gets SymbolSfx, Tag 65

func (NoRelatedSym) GetTradingSessionID

func (m NoRelatedSym) GetTradingSessionID() (v enum.TradingSessionID, err quickfix.MessageRejectError)

GetTradingSessionID gets TradingSessionID, Tag 336

func (NoRelatedSym) HasContractMultiplier

func (m NoRelatedSym) HasContractMultiplier() bool

HasContractMultiplier returns true if ContractMultiplier is present, Tag 231

func (NoRelatedSym) HasCouponRate

func (m NoRelatedSym) HasCouponRate() bool

HasCouponRate returns true if CouponRate is present, Tag 223

func (NoRelatedSym) HasEncodedIssuer

func (m NoRelatedSym) HasEncodedIssuer() bool

HasEncodedIssuer returns true if EncodedIssuer is present, Tag 349

func (NoRelatedSym) HasEncodedIssuerLen

func (m NoRelatedSym) HasEncodedIssuerLen() bool

HasEncodedIssuerLen returns true if EncodedIssuerLen is present, Tag 348

func (NoRelatedSym) HasEncodedSecurityDesc

func (m NoRelatedSym) HasEncodedSecurityDesc() bool

HasEncodedSecurityDesc returns true if EncodedSecurityDesc is present, Tag 351

func (NoRelatedSym) HasEncodedSecurityDescLen

func (m NoRelatedSym) HasEncodedSecurityDescLen() bool

HasEncodedSecurityDescLen returns true if EncodedSecurityDescLen is present, Tag 350

func (NoRelatedSym) HasIDSource

func (m NoRelatedSym) HasIDSource() bool

HasIDSource returns true if IDSource is present, Tag 22

func (NoRelatedSym) HasIssuer

func (m NoRelatedSym) HasIssuer() bool

HasIssuer returns true if Issuer is present, Tag 106

func (NoRelatedSym) HasMaturityDay

func (m NoRelatedSym) HasMaturityDay() bool

HasMaturityDay returns true if MaturityDay is present, Tag 205

func (NoRelatedSym) HasMaturityMonthYear

func (m NoRelatedSym) HasMaturityMonthYear() bool

HasMaturityMonthYear returns true if MaturityMonthYear is present, Tag 200

func (NoRelatedSym) HasOptAttribute

func (m NoRelatedSym) HasOptAttribute() bool

HasOptAttribute returns true if OptAttribute is present, Tag 206

func (NoRelatedSym) HasPutOrCall

func (m NoRelatedSym) HasPutOrCall() bool

HasPutOrCall returns true if PutOrCall is present, Tag 201

func (NoRelatedSym) HasSecurityDesc

func (m NoRelatedSym) HasSecurityDesc() bool

HasSecurityDesc returns true if SecurityDesc is present, Tag 107

func (NoRelatedSym) HasSecurityExchange

func (m NoRelatedSym) HasSecurityExchange() bool

HasSecurityExchange returns true if SecurityExchange is present, Tag 207

func (NoRelatedSym) HasSecurityID

func (m NoRelatedSym) HasSecurityID() bool

HasSecurityID returns true if SecurityID is present, Tag 48

func (NoRelatedSym) HasSecurityType

func (m NoRelatedSym) HasSecurityType() bool

HasSecurityType returns true if SecurityType is present, Tag 167

func (NoRelatedSym) HasStrikePrice

func (m NoRelatedSym) HasStrikePrice() bool

HasStrikePrice returns true if StrikePrice is present, Tag 202

func (NoRelatedSym) HasSymbol

func (m NoRelatedSym) HasSymbol() bool

HasSymbol returns true if Symbol is present, Tag 55

func (NoRelatedSym) HasSymbolSfx

func (m NoRelatedSym) HasSymbolSfx() bool

HasSymbolSfx returns true if SymbolSfx is present, Tag 65

func (NoRelatedSym) HasTradingSessionID

func (m NoRelatedSym) HasTradingSessionID() bool

HasTradingSessionID returns true if TradingSessionID is present, Tag 336

func (NoRelatedSym) SetContractMultiplier

func (m NoRelatedSym) SetContractMultiplier(value decimal.Decimal, scale int32)

SetContractMultiplier sets ContractMultiplier, Tag 231

func (NoRelatedSym) SetCouponRate

func (m NoRelatedSym) SetCouponRate(value decimal.Decimal, scale int32)

SetCouponRate sets CouponRate, Tag 223

func (NoRelatedSym) SetEncodedIssuer

func (m NoRelatedSym) SetEncodedIssuer(v string)

SetEncodedIssuer sets EncodedIssuer, Tag 349

func (NoRelatedSym) SetEncodedIssuerLen

func (m NoRelatedSym) SetEncodedIssuerLen(v int)

SetEncodedIssuerLen sets EncodedIssuerLen, Tag 348

func (NoRelatedSym) SetEncodedSecurityDesc

func (m NoRelatedSym) SetEncodedSecurityDesc(v string)

SetEncodedSecurityDesc sets EncodedSecurityDesc, Tag 351

func (NoRelatedSym) SetEncodedSecurityDescLen

func (m NoRelatedSym) SetEncodedSecurityDescLen(v int)

SetEncodedSecurityDescLen sets EncodedSecurityDescLen, Tag 350

func (NoRelatedSym) SetIDSource

func (m NoRelatedSym) SetIDSource(v enum.IDSource)

SetIDSource sets IDSource, Tag 22

func (NoRelatedSym) SetIssuer

func (m NoRelatedSym) SetIssuer(v string)

SetIssuer sets Issuer, Tag 106

func (NoRelatedSym) SetMaturityDay

func (m NoRelatedSym) SetMaturityDay(v int)

SetMaturityDay sets MaturityDay, Tag 205

func (NoRelatedSym) SetMaturityMonthYear

func (m NoRelatedSym) SetMaturityMonthYear(v string)

SetMaturityMonthYear sets MaturityMonthYear, Tag 200

func (NoRelatedSym) SetOptAttribute

func (m NoRelatedSym) SetOptAttribute(v string)

SetOptAttribute sets OptAttribute, Tag 206

func (NoRelatedSym) SetPutOrCall

func (m NoRelatedSym) SetPutOrCall(v enum.PutOrCall)

SetPutOrCall sets PutOrCall, Tag 201

func (NoRelatedSym) SetSecurityDesc

func (m NoRelatedSym) SetSecurityDesc(v string)

SetSecurityDesc sets SecurityDesc, Tag 107

func (NoRelatedSym) SetSecurityExchange

func (m NoRelatedSym) SetSecurityExchange(v string)

SetSecurityExchange sets SecurityExchange, Tag 207

func (NoRelatedSym) SetSecurityID

func (m NoRelatedSym) SetSecurityID(v string)

SetSecurityID sets SecurityID, Tag 48

func (NoRelatedSym) SetSecurityType

func (m NoRelatedSym) SetSecurityType(v enum.SecurityType)

SetSecurityType sets SecurityType, Tag 167

func (NoRelatedSym) SetStrikePrice

func (m NoRelatedSym) SetStrikePrice(value decimal.Decimal, scale int32)

SetStrikePrice sets StrikePrice, Tag 202

func (NoRelatedSym) SetSymbol

func (m NoRelatedSym) SetSymbol(v string)

SetSymbol sets Symbol, Tag 55

func (NoRelatedSym) SetSymbolSfx

func (m NoRelatedSym) SetSymbolSfx(v enum.SymbolSfx)

SetSymbolSfx sets SymbolSfx, Tag 65

func (NoRelatedSym) SetTradingSessionID

func (m NoRelatedSym) SetTradingSessionID(v enum.TradingSessionID)

SetTradingSessionID sets TradingSessionID, Tag 336

type NoRelatedSymRepeatingGroup

type NoRelatedSymRepeatingGroup struct {
	*quickfix.RepeatingGroup
}

NoRelatedSymRepeatingGroup is a repeating group, Tag 146

func NewNoRelatedSymRepeatingGroup

func NewNoRelatedSymRepeatingGroup() NoRelatedSymRepeatingGroup

NewNoRelatedSymRepeatingGroup returns an initialized, NoRelatedSymRepeatingGroup

func (NoRelatedSymRepeatingGroup) Add

Add create and append a new NoRelatedSym to this group

func (NoRelatedSymRepeatingGroup) Get

Get returns the ith NoRelatedSym in the NoRelatedSymRepeatinGroup

type RouteOut

type RouteOut func(msg MarketDataRequest, sessionID quickfix.SessionID) quickfix.MessageRejectError

A RouteOut is the callback type that should be implemented for routing Message

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