marketdatarequest

Documentation

Overview

Package marketdatarequest msg type = V.

Index

• func Route(router RouteOut) (string, string, quickfix.MessageRoute)
• type Message
  • func New(mdreqid string, subscriptionrequesttype string, marketdepth int, ...) *Message
  • func (m Message) Marshal() quickfix.Message
  • func (m *Message) SetAggregatedBook(v bool)
  • func (m *Message) SetApplQueueAction(v int)
  • func (m *Message) SetApplQueueMax(v int)
  • func (m *Message) SetInstrmtMDReqGrp(v instrmtmdreqgrp.InstrmtMDReqGrp)
  • func (m *Message) SetMDImplicitDelete(v bool)
  • func (m *Message) SetMDQuoteType(v int)
  • func (m *Message) SetMDReqGrp(v mdreqgrp.MDReqGrp)
  • func (m *Message) SetMDReqID(v string)
  • func (m *Message) SetMDUpdateType(v int)
  • func (m *Message) SetMarketDepth(v int)
  • func (m *Message) SetOpenCloseSettlFlag(v string)
  • func (m *Message) SetParties(v parties.Parties)
  • func (m *Message) SetScope(v string)
  • func (m *Message) SetSubscriptionRequestType(v string)
  • func (m *Message) SetTrdgSesGrp(v trdgsesgrp.TrdgSesGrp)
• type RouteOut

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 Message

type Message struct {
	FIXMsgType string `fix:"V"`
	fixt11.Header
	//MDReqID is a required field for MarketDataRequest.
	MDReqID string `fix:"262"`
	//SubscriptionRequestType is a required field for MarketDataRequest.
	SubscriptionRequestType string `fix:"263"`
	//MarketDepth is a required field for MarketDataRequest.
	MarketDepth int `fix:"264"`
	//MDUpdateType is a non-required field for MarketDataRequest.
	MDUpdateType *int `fix:"265"`
	//AggregatedBook is a non-required field for MarketDataRequest.
	AggregatedBook *bool `fix:"266"`
	//OpenCloseSettlFlag is a non-required field for MarketDataRequest.
	OpenCloseSettlFlag *string `fix:"286"`
	//Scope is a non-required field for MarketDataRequest.
	Scope *string `fix:"546"`
	//MDImplicitDelete is a non-required field for MarketDataRequest.
	MDImplicitDelete *bool `fix:"547"`
	//MDReqGrp is a required component for MarketDataRequest.
	mdreqgrp.MDReqGrp
	//InstrmtMDReqGrp is a required component for MarketDataRequest.
	instrmtmdreqgrp.InstrmtMDReqGrp
	//TrdgSesGrp is a non-required component for MarketDataRequest.
	TrdgSesGrp *trdgsesgrp.TrdgSesGrp
	//ApplQueueAction is a non-required field for MarketDataRequest.
	ApplQueueAction *int `fix:"815"`
	//ApplQueueMax is a non-required field for MarketDataRequest.
	ApplQueueMax *int `fix:"812"`
	//MDQuoteType is a non-required field for MarketDataRequest.
	MDQuoteType *int `fix:"1070"`
	//Parties is a non-required component for MarketDataRequest.
	Parties *parties.Parties
	fixt11.Trailer
}

Message is a MarketDataRequest FIX Message

func New

func New(mdreqid string, subscriptionrequesttype string, marketdepth int, mdreqgrp mdreqgrp.MDReqGrp, instrmtmdreqgrp instrmtmdreqgrp.InstrmtMDReqGrp) *Message

New returns an initialized MarketDataRequest instance

func (Message) Marshal

func (m Message) Marshal() quickfix.Message

Marshal converts Message to a quickfix.Message instance

func (*Message) SetAggregatedBook

func (m *Message) SetAggregatedBook(v bool)

func (*Message) SetApplQueueAction

func (m *Message) SetApplQueueAction(v int)

func (*Message) SetApplQueueMax

func (m *Message) SetApplQueueMax(v int)

func (*Message) SetInstrmtMDReqGrp

func (m *Message) SetInstrmtMDReqGrp(v instrmtmdreqgrp.InstrmtMDReqGrp)

func (*Message) SetMDImplicitDelete

func (m *Message) SetMDImplicitDelete(v bool)

func (*Message) SetMDQuoteType

func (m *Message) SetMDQuoteType(v int)

func (*Message) SetMDReqGrp

func (m *Message) SetMDReqGrp(v mdreqgrp.MDReqGrp)

func (*Message) SetMDReqID

func (m *Message) SetMDReqID(v string)

func (*Message) SetMDUpdateType

func (m *Message) SetMDUpdateType(v int)

func (*Message) SetMarketDepth

func (m *Message) SetMarketDepth(v int)

func (*Message) SetOpenCloseSettlFlag

func (m *Message) SetOpenCloseSettlFlag(v string)

func (*Message) SetParties

func (m *Message) SetParties(v parties.Parties)

func (*Message) SetScope

func (m *Message) SetScope(v string)

func (*Message) SetSubscriptionRequestType

func (m *Message) SetSubscriptionRequestType(v string)

func (*Message) SetTrdgSesGrp

func (m *Message) SetTrdgSesGrp(v trdgsesgrp.TrdgSesGrp)

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