derivativesecuritylist

Documentation

Overview

Package derivativesecuritylist msg type = AA.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func (m Message) Marshal() quickfix.Message
• type NoLegs
• type NoRelatedSym
• type RouteOut

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:"AA"`
	Header     fix43.Header
	//SecurityReqID is a required field for DerivativeSecurityList.
	SecurityReqID string `fix:"320"`
	//SecurityResponseID is a required field for DerivativeSecurityList.
	SecurityResponseID string `fix:"322"`
	//SecurityRequestResult is a required field for DerivativeSecurityList.
	SecurityRequestResult int `fix:"560"`
	//UnderlyingInstrument Component
	UnderlyingInstrument underlyinginstrument.Component
	//TotalNumSecurities is a non-required field for DerivativeSecurityList.
	TotalNumSecurities *int `fix:"393"`
	//NoRelatedSym is a non-required field for DerivativeSecurityList.
	NoRelatedSym []NoRelatedSym `fix:"146,omitempty"`
	Trailer      fix43.Trailer
}

Message is a DerivativeSecurityList 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
	//LegCurrency is a non-required field for NoLegs.
	LegCurrency *string `fix:"556"`
}

NoLegs is a repeating group in NoRelatedSym

type NoRelatedSym

type NoRelatedSym struct {
	//Instrument Component
	Instrument instrument.Component
	//Currency is a non-required field for NoRelatedSym.
	Currency *string `fix:"15"`
	//NoLegs is a non-required field for NoRelatedSym.
	NoLegs []NoLegs `fix:"555,omitempty"`
	//TradingSessionID is a non-required field for NoRelatedSym.
	TradingSessionID *string `fix:"336"`
	//TradingSessionSubID is a non-required field for NoRelatedSym.
	TradingSessionSubID *string `fix:"625"`
	//Text is a non-required field for NoRelatedSym.
	Text *string `fix:"58"`
	//EncodedTextLen is a non-required field for NoRelatedSym.
	EncodedTextLen *int `fix:"354"`
	//EncodedText is a non-required field for NoRelatedSym.
	EncodedText *string `fix:"355"`
}

NoRelatedSym is a repeating group in DerivativeSecurityList

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