forked from quickfixgo/quickfix
/
ExecutionReport.generated.go
1918 lines (1615 loc) · 51.9 KB
/
ExecutionReport.generated.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
package executionreport
import (
"github.com/shopspring/decimal"
"time"
"github.com/quickfixgo/quickfix"
"github.com/quickfixgo/quickfix/enum"
"github.com/quickfixgo/quickfix/field"
"github.com/quickfixgo/quickfix/fix42"
"github.com/quickfixgo/quickfix/tag"
)
//ExecutionReport is the fix42 ExecutionReport type, MsgType = 8
type ExecutionReport struct {
fix42.Header
*quickfix.Body
fix42.Trailer
Message *quickfix.Message
}
//FromMessage creates a ExecutionReport from a quickfix.Message instance
func FromMessage(m *quickfix.Message) ExecutionReport {
return ExecutionReport{
Header: fix42.Header{&m.Header},
Body: &m.Body,
Trailer: fix42.Trailer{&m.Trailer},
Message: m,
}
}
//ToMessage returns a quickfix.Message instance
func (m ExecutionReport) ToMessage() *quickfix.Message {
return m.Message
}
//New returns a ExecutionReport initialized with the required fields for ExecutionReport
func New(orderid field.OrderIDField, execid field.ExecIDField, exectranstype field.ExecTransTypeField, exectype field.ExecTypeField, ordstatus field.OrdStatusField, symbol field.SymbolField, side field.SideField, leavesqty field.LeavesQtyField, cumqty field.CumQtyField, avgpx field.AvgPxField) (m ExecutionReport) {
m.Message = quickfix.NewMessage()
m.Header = fix42.NewHeader(&m.Message.Header)
m.Body = &m.Message.Body
m.Trailer.Trailer = &m.Message.Trailer
m.Header.Set(field.NewMsgType("8"))
m.Set(orderid)
m.Set(execid)
m.Set(exectranstype)
m.Set(exectype)
m.Set(ordstatus)
m.Set(symbol)
m.Set(side)
m.Set(leavesqty)
m.Set(cumqty)
m.Set(avgpx)
return
}
//A RouteOut is the callback type that should be implemented for routing Message
type RouteOut func(msg ExecutionReport, sessionID quickfix.SessionID) quickfix.MessageRejectError
//Route returns the beginstring, message type, and MessageRoute for this Message type
func Route(router RouteOut) (string, string, quickfix.MessageRoute) {
r := func(msg *quickfix.Message, sessionID quickfix.SessionID) quickfix.MessageRejectError {
return router(FromMessage(msg), sessionID)
}
return "FIX.4.2", "8", r
}
//SetAccount sets Account, Tag 1
func (m ExecutionReport) SetAccount(v string) {
m.Set(field.NewAccount(v))
}
//SetAvgPx sets AvgPx, Tag 6
func (m ExecutionReport) SetAvgPx(value decimal.Decimal, scale int32) {
m.Set(field.NewAvgPx(value, scale))
}
//SetClOrdID sets ClOrdID, Tag 11
func (m ExecutionReport) SetClOrdID(v string) {
m.Set(field.NewClOrdID(v))
}
//SetCommission sets Commission, Tag 12
func (m ExecutionReport) SetCommission(value decimal.Decimal, scale int32) {
m.Set(field.NewCommission(value, scale))
}
//SetCommType sets CommType, Tag 13
func (m ExecutionReport) SetCommType(v enum.CommType) {
m.Set(field.NewCommType(v))
}
//SetCumQty sets CumQty, Tag 14
func (m ExecutionReport) SetCumQty(value decimal.Decimal, scale int32) {
m.Set(field.NewCumQty(value, scale))
}
//SetCurrency sets Currency, Tag 15
func (m ExecutionReport) SetCurrency(v string) {
m.Set(field.NewCurrency(v))
}
//SetExecID sets ExecID, Tag 17
func (m ExecutionReport) SetExecID(v string) {
m.Set(field.NewExecID(v))
}
//SetExecInst sets ExecInst, Tag 18
func (m ExecutionReport) SetExecInst(v enum.ExecInst) {
m.Set(field.NewExecInst(v))
}
//SetExecRefID sets ExecRefID, Tag 19
func (m ExecutionReport) SetExecRefID(v string) {
m.Set(field.NewExecRefID(v))
}
//SetExecTransType sets ExecTransType, Tag 20
func (m ExecutionReport) SetExecTransType(v enum.ExecTransType) {
m.Set(field.NewExecTransType(v))
}
//SetHandlInst sets HandlInst, Tag 21
func (m ExecutionReport) SetHandlInst(v enum.HandlInst) {
m.Set(field.NewHandlInst(v))
}
//SetIDSource sets IDSource, Tag 22
func (m ExecutionReport) SetIDSource(v enum.IDSource) {
m.Set(field.NewIDSource(v))
}
//SetLastCapacity sets LastCapacity, Tag 29
func (m ExecutionReport) SetLastCapacity(v enum.LastCapacity) {
m.Set(field.NewLastCapacity(v))
}
//SetLastMkt sets LastMkt, Tag 30
func (m ExecutionReport) SetLastMkt(v string) {
m.Set(field.NewLastMkt(v))
}
//SetLastPx sets LastPx, Tag 31
func (m ExecutionReport) SetLastPx(value decimal.Decimal, scale int32) {
m.Set(field.NewLastPx(value, scale))
}
//SetLastShares sets LastShares, Tag 32
func (m ExecutionReport) SetLastShares(value decimal.Decimal, scale int32) {
m.Set(field.NewLastShares(value, scale))
}
//SetOrderID sets OrderID, Tag 37
func (m ExecutionReport) SetOrderID(v string) {
m.Set(field.NewOrderID(v))
}
//SetOrderQty sets OrderQty, Tag 38
func (m ExecutionReport) SetOrderQty(value decimal.Decimal, scale int32) {
m.Set(field.NewOrderQty(value, scale))
}
//SetOrdStatus sets OrdStatus, Tag 39
func (m ExecutionReport) SetOrdStatus(v enum.OrdStatus) {
m.Set(field.NewOrdStatus(v))
}
//SetOrdType sets OrdType, Tag 40
func (m ExecutionReport) SetOrdType(v enum.OrdType) {
m.Set(field.NewOrdType(v))
}
//SetOrigClOrdID sets OrigClOrdID, Tag 41
func (m ExecutionReport) SetOrigClOrdID(v string) {
m.Set(field.NewOrigClOrdID(v))
}
//SetPrice sets Price, Tag 44
func (m ExecutionReport) SetPrice(value decimal.Decimal, scale int32) {
m.Set(field.NewPrice(value, scale))
}
//SetRule80A sets Rule80A, Tag 47
func (m ExecutionReport) SetRule80A(v enum.Rule80A) {
m.Set(field.NewRule80A(v))
}
//SetSecurityID sets SecurityID, Tag 48
func (m ExecutionReport) SetSecurityID(v string) {
m.Set(field.NewSecurityID(v))
}
//SetSide sets Side, Tag 54
func (m ExecutionReport) SetSide(v enum.Side) {
m.Set(field.NewSide(v))
}
//SetSymbol sets Symbol, Tag 55
func (m ExecutionReport) SetSymbol(v string) {
m.Set(field.NewSymbol(v))
}
//SetText sets Text, Tag 58
func (m ExecutionReport) SetText(v string) {
m.Set(field.NewText(v))
}
//SetTimeInForce sets TimeInForce, Tag 59
func (m ExecutionReport) SetTimeInForce(v enum.TimeInForce) {
m.Set(field.NewTimeInForce(v))
}
//SetTransactTime sets TransactTime, Tag 60
func (m ExecutionReport) SetTransactTime(v time.Time) {
m.Set(field.NewTransactTime(v))
}
//SetSettlmntTyp sets SettlmntTyp, Tag 63
func (m ExecutionReport) SetSettlmntTyp(v enum.SettlmntTyp) {
m.Set(field.NewSettlmntTyp(v))
}
//SetFutSettDate sets FutSettDate, Tag 64
func (m ExecutionReport) SetFutSettDate(v string) {
m.Set(field.NewFutSettDate(v))
}
//SetSymbolSfx sets SymbolSfx, Tag 65
func (m ExecutionReport) SetSymbolSfx(v enum.SymbolSfx) {
m.Set(field.NewSymbolSfx(v))
}
//SetListID sets ListID, Tag 66
func (m ExecutionReport) SetListID(v string) {
m.Set(field.NewListID(v))
}
//SetTradeDate sets TradeDate, Tag 75
func (m ExecutionReport) SetTradeDate(v string) {
m.Set(field.NewTradeDate(v))
}
//SetExecBroker sets ExecBroker, Tag 76
func (m ExecutionReport) SetExecBroker(v string) {
m.Set(field.NewExecBroker(v))
}
//SetOpenClose sets OpenClose, Tag 77
func (m ExecutionReport) SetOpenClose(v enum.OpenClose) {
m.Set(field.NewOpenClose(v))
}
//SetStopPx sets StopPx, Tag 99
func (m ExecutionReport) SetStopPx(value decimal.Decimal, scale int32) {
m.Set(field.NewStopPx(value, scale))
}
//SetOrdRejReason sets OrdRejReason, Tag 103
func (m ExecutionReport) SetOrdRejReason(v enum.OrdRejReason) {
m.Set(field.NewOrdRejReason(v))
}
//SetIssuer sets Issuer, Tag 106
func (m ExecutionReport) SetIssuer(v string) {
m.Set(field.NewIssuer(v))
}
//SetSecurityDesc sets SecurityDesc, Tag 107
func (m ExecutionReport) SetSecurityDesc(v string) {
m.Set(field.NewSecurityDesc(v))
}
//SetClientID sets ClientID, Tag 109
func (m ExecutionReport) SetClientID(v string) {
m.Set(field.NewClientID(v))
}
//SetMinQty sets MinQty, Tag 110
func (m ExecutionReport) SetMinQty(value decimal.Decimal, scale int32) {
m.Set(field.NewMinQty(value, scale))
}
//SetMaxFloor sets MaxFloor, Tag 111
func (m ExecutionReport) SetMaxFloor(value decimal.Decimal, scale int32) {
m.Set(field.NewMaxFloor(value, scale))
}
//SetReportToExch sets ReportToExch, Tag 113
func (m ExecutionReport) SetReportToExch(v bool) {
m.Set(field.NewReportToExch(v))
}
//SetSettlCurrAmt sets SettlCurrAmt, Tag 119
func (m ExecutionReport) SetSettlCurrAmt(value decimal.Decimal, scale int32) {
m.Set(field.NewSettlCurrAmt(value, scale))
}
//SetSettlCurrency sets SettlCurrency, Tag 120
func (m ExecutionReport) SetSettlCurrency(v string) {
m.Set(field.NewSettlCurrency(v))
}
//SetExpireTime sets ExpireTime, Tag 126
func (m ExecutionReport) SetExpireTime(v time.Time) {
m.Set(field.NewExpireTime(v))
}
//SetExecType sets ExecType, Tag 150
func (m ExecutionReport) SetExecType(v enum.ExecType) {
m.Set(field.NewExecType(v))
}
//SetLeavesQty sets LeavesQty, Tag 151
func (m ExecutionReport) SetLeavesQty(value decimal.Decimal, scale int32) {
m.Set(field.NewLeavesQty(value, scale))
}
//SetCashOrderQty sets CashOrderQty, Tag 152
func (m ExecutionReport) SetCashOrderQty(value decimal.Decimal, scale int32) {
m.Set(field.NewCashOrderQty(value, scale))
}
//SetSettlCurrFxRate sets SettlCurrFxRate, Tag 155
func (m ExecutionReport) SetSettlCurrFxRate(value decimal.Decimal, scale int32) {
m.Set(field.NewSettlCurrFxRate(value, scale))
}
//SetSettlCurrFxRateCalc sets SettlCurrFxRateCalc, Tag 156
func (m ExecutionReport) SetSettlCurrFxRateCalc(v enum.SettlCurrFxRateCalc) {
m.Set(field.NewSettlCurrFxRateCalc(v))
}
//SetSecurityType sets SecurityType, Tag 167
func (m ExecutionReport) SetSecurityType(v enum.SecurityType) {
m.Set(field.NewSecurityType(v))
}
//SetEffectiveTime sets EffectiveTime, Tag 168
func (m ExecutionReport) SetEffectiveTime(v time.Time) {
m.Set(field.NewEffectiveTime(v))
}
//SetOrderQty2 sets OrderQty2, Tag 192
func (m ExecutionReport) SetOrderQty2(value decimal.Decimal, scale int32) {
m.Set(field.NewOrderQty2(value, scale))
}
//SetFutSettDate2 sets FutSettDate2, Tag 193
func (m ExecutionReport) SetFutSettDate2(v string) {
m.Set(field.NewFutSettDate2(v))
}
//SetLastSpotRate sets LastSpotRate, Tag 194
func (m ExecutionReport) SetLastSpotRate(value decimal.Decimal, scale int32) {
m.Set(field.NewLastSpotRate(value, scale))
}
//SetLastForwardPoints sets LastForwardPoints, Tag 195
func (m ExecutionReport) SetLastForwardPoints(value decimal.Decimal, scale int32) {
m.Set(field.NewLastForwardPoints(value, scale))
}
//SetSecondaryOrderID sets SecondaryOrderID, Tag 198
func (m ExecutionReport) SetSecondaryOrderID(v string) {
m.Set(field.NewSecondaryOrderID(v))
}
//SetMaturityMonthYear sets MaturityMonthYear, Tag 200
func (m ExecutionReport) SetMaturityMonthYear(v string) {
m.Set(field.NewMaturityMonthYear(v))
}
//SetPutOrCall sets PutOrCall, Tag 201
func (m ExecutionReport) SetPutOrCall(v enum.PutOrCall) {
m.Set(field.NewPutOrCall(v))
}
//SetStrikePrice sets StrikePrice, Tag 202
func (m ExecutionReport) SetStrikePrice(value decimal.Decimal, scale int32) {
m.Set(field.NewStrikePrice(value, scale))
}
//SetMaturityDay sets MaturityDay, Tag 205
func (m ExecutionReport) SetMaturityDay(v int) {
m.Set(field.NewMaturityDay(v))
}
//SetOptAttribute sets OptAttribute, Tag 206
func (m ExecutionReport) SetOptAttribute(v string) {
m.Set(field.NewOptAttribute(v))
}
//SetSecurityExchange sets SecurityExchange, Tag 207
func (m ExecutionReport) SetSecurityExchange(v string) {
m.Set(field.NewSecurityExchange(v))
}
//SetMaxShow sets MaxShow, Tag 210
func (m ExecutionReport) SetMaxShow(value decimal.Decimal, scale int32) {
m.Set(field.NewMaxShow(value, scale))
}
//SetPegDifference sets PegDifference, Tag 211
func (m ExecutionReport) SetPegDifference(value decimal.Decimal, scale int32) {
m.Set(field.NewPegDifference(value, scale))
}
//SetCouponRate sets CouponRate, Tag 223
func (m ExecutionReport) SetCouponRate(value decimal.Decimal, scale int32) {
m.Set(field.NewCouponRate(value, scale))
}
//SetContractMultiplier sets ContractMultiplier, Tag 231
func (m ExecutionReport) SetContractMultiplier(value decimal.Decimal, scale int32) {
m.Set(field.NewContractMultiplier(value, scale))
}
//SetTradingSessionID sets TradingSessionID, Tag 336
func (m ExecutionReport) SetTradingSessionID(v enum.TradingSessionID) {
m.Set(field.NewTradingSessionID(v))
}
//SetEncodedIssuerLen sets EncodedIssuerLen, Tag 348
func (m ExecutionReport) SetEncodedIssuerLen(v int) {
m.Set(field.NewEncodedIssuerLen(v))
}
//SetEncodedIssuer sets EncodedIssuer, Tag 349
func (m ExecutionReport) SetEncodedIssuer(v string) {
m.Set(field.NewEncodedIssuer(v))
}
//SetEncodedSecurityDescLen sets EncodedSecurityDescLen, Tag 350
func (m ExecutionReport) SetEncodedSecurityDescLen(v int) {
m.Set(field.NewEncodedSecurityDescLen(v))
}
//SetEncodedSecurityDesc sets EncodedSecurityDesc, Tag 351
func (m ExecutionReport) SetEncodedSecurityDesc(v string) {
m.Set(field.NewEncodedSecurityDesc(v))
}
//SetEncodedTextLen sets EncodedTextLen, Tag 354
func (m ExecutionReport) SetEncodedTextLen(v int) {
m.Set(field.NewEncodedTextLen(v))
}
//SetEncodedText sets EncodedText, Tag 355
func (m ExecutionReport) SetEncodedText(v string) {
m.Set(field.NewEncodedText(v))
}
//SetComplianceID sets ComplianceID, Tag 376
func (m ExecutionReport) SetComplianceID(v string) {
m.Set(field.NewComplianceID(v))
}
//SetSolicitedFlag sets SolicitedFlag, Tag 377
func (m ExecutionReport) SetSolicitedFlag(v bool) {
m.Set(field.NewSolicitedFlag(v))
}
//SetExecRestatementReason sets ExecRestatementReason, Tag 378
func (m ExecutionReport) SetExecRestatementReason(v enum.ExecRestatementReason) {
m.Set(field.NewExecRestatementReason(v))
}
//SetGrossTradeAmt sets GrossTradeAmt, Tag 381
func (m ExecutionReport) SetGrossTradeAmt(value decimal.Decimal, scale int32) {
m.Set(field.NewGrossTradeAmt(value, scale))
}
//SetNoContraBrokers sets NoContraBrokers, Tag 382
func (m ExecutionReport) SetNoContraBrokers(f NoContraBrokersRepeatingGroup) {
m.SetGroup(f)
}
//SetDiscretionInst sets DiscretionInst, Tag 388
func (m ExecutionReport) SetDiscretionInst(v enum.DiscretionInst) {
m.Set(field.NewDiscretionInst(v))
}
//SetDiscretionOffset sets DiscretionOffset, Tag 389
func (m ExecutionReport) SetDiscretionOffset(value decimal.Decimal, scale int32) {
m.Set(field.NewDiscretionOffset(value, scale))
}
//SetDayOrderQty sets DayOrderQty, Tag 424
func (m ExecutionReport) SetDayOrderQty(value decimal.Decimal, scale int32) {
m.Set(field.NewDayOrderQty(value, scale))
}
//SetDayCumQty sets DayCumQty, Tag 425
func (m ExecutionReport) SetDayCumQty(value decimal.Decimal, scale int32) {
m.Set(field.NewDayCumQty(value, scale))
}
//SetDayAvgPx sets DayAvgPx, Tag 426
func (m ExecutionReport) SetDayAvgPx(value decimal.Decimal, scale int32) {
m.Set(field.NewDayAvgPx(value, scale))
}
//SetGTBookingInst sets GTBookingInst, Tag 427
func (m ExecutionReport) SetGTBookingInst(v enum.GTBookingInst) {
m.Set(field.NewGTBookingInst(v))
}
//SetExpireDate sets ExpireDate, Tag 432
func (m ExecutionReport) SetExpireDate(v string) {
m.Set(field.NewExpireDate(v))
}
//SetClearingFirm sets ClearingFirm, Tag 439
func (m ExecutionReport) SetClearingFirm(v string) {
m.Set(field.NewClearingFirm(v))
}
//SetClearingAccount sets ClearingAccount, Tag 440
func (m ExecutionReport) SetClearingAccount(v string) {
m.Set(field.NewClearingAccount(v))
}
//SetMultiLegReportingType sets MultiLegReportingType, Tag 442
func (m ExecutionReport) SetMultiLegReportingType(v enum.MultiLegReportingType) {
m.Set(field.NewMultiLegReportingType(v))
}
//GetAccount gets Account, Tag 1
func (m ExecutionReport) GetAccount() (v string, err quickfix.MessageRejectError) {
var f field.AccountField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetAvgPx gets AvgPx, Tag 6
func (m ExecutionReport) GetAvgPx() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.AvgPxField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetClOrdID gets ClOrdID, Tag 11
func (m ExecutionReport) GetClOrdID() (v string, err quickfix.MessageRejectError) {
var f field.ClOrdIDField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetCommission gets Commission, Tag 12
func (m ExecutionReport) GetCommission() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.CommissionField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetCommType gets CommType, Tag 13
func (m ExecutionReport) GetCommType() (v enum.CommType, err quickfix.MessageRejectError) {
var f field.CommTypeField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetCumQty gets CumQty, Tag 14
func (m ExecutionReport) GetCumQty() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.CumQtyField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetCurrency gets Currency, Tag 15
func (m ExecutionReport) GetCurrency() (v string, err quickfix.MessageRejectError) {
var f field.CurrencyField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetExecID gets ExecID, Tag 17
func (m ExecutionReport) GetExecID() (v string, err quickfix.MessageRejectError) {
var f field.ExecIDField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetExecInst gets ExecInst, Tag 18
func (m ExecutionReport) GetExecInst() (v enum.ExecInst, err quickfix.MessageRejectError) {
var f field.ExecInstField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetExecRefID gets ExecRefID, Tag 19
func (m ExecutionReport) GetExecRefID() (v string, err quickfix.MessageRejectError) {
var f field.ExecRefIDField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetExecTransType gets ExecTransType, Tag 20
func (m ExecutionReport) GetExecTransType() (v enum.ExecTransType, err quickfix.MessageRejectError) {
var f field.ExecTransTypeField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetHandlInst gets HandlInst, Tag 21
func (m ExecutionReport) GetHandlInst() (v enum.HandlInst, err quickfix.MessageRejectError) {
var f field.HandlInstField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetIDSource gets IDSource, Tag 22
func (m ExecutionReport) GetIDSource() (v enum.IDSource, err quickfix.MessageRejectError) {
var f field.IDSourceField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetLastCapacity gets LastCapacity, Tag 29
func (m ExecutionReport) GetLastCapacity() (v enum.LastCapacity, err quickfix.MessageRejectError) {
var f field.LastCapacityField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetLastMkt gets LastMkt, Tag 30
func (m ExecutionReport) GetLastMkt() (v string, err quickfix.MessageRejectError) {
var f field.LastMktField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetLastPx gets LastPx, Tag 31
func (m ExecutionReport) GetLastPx() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.LastPxField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetLastShares gets LastShares, Tag 32
func (m ExecutionReport) GetLastShares() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.LastSharesField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetOrderID gets OrderID, Tag 37
func (m ExecutionReport) GetOrderID() (v string, err quickfix.MessageRejectError) {
var f field.OrderIDField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetOrderQty gets OrderQty, Tag 38
func (m ExecutionReport) GetOrderQty() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.OrderQtyField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetOrdStatus gets OrdStatus, Tag 39
func (m ExecutionReport) GetOrdStatus() (v enum.OrdStatus, err quickfix.MessageRejectError) {
var f field.OrdStatusField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetOrdType gets OrdType, Tag 40
func (m ExecutionReport) GetOrdType() (v enum.OrdType, err quickfix.MessageRejectError) {
var f field.OrdTypeField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetOrigClOrdID gets OrigClOrdID, Tag 41
func (m ExecutionReport) GetOrigClOrdID() (v string, err quickfix.MessageRejectError) {
var f field.OrigClOrdIDField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetPrice gets Price, Tag 44
func (m ExecutionReport) GetPrice() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.PriceField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetRule80A gets Rule80A, Tag 47
func (m ExecutionReport) GetRule80A() (v enum.Rule80A, err quickfix.MessageRejectError) {
var f field.Rule80AField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetSecurityID gets SecurityID, Tag 48
func (m ExecutionReport) GetSecurityID() (v string, err quickfix.MessageRejectError) {
var f field.SecurityIDField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetSide gets Side, Tag 54
func (m ExecutionReport) GetSide() (v enum.Side, err quickfix.MessageRejectError) {
var f field.SideField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetSymbol gets Symbol, Tag 55
func (m ExecutionReport) GetSymbol() (v string, err quickfix.MessageRejectError) {
var f field.SymbolField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetText gets Text, Tag 58
func (m ExecutionReport) GetText() (v string, err quickfix.MessageRejectError) {
var f field.TextField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetTimeInForce gets TimeInForce, Tag 59
func (m ExecutionReport) GetTimeInForce() (v enum.TimeInForce, err quickfix.MessageRejectError) {
var f field.TimeInForceField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetTransactTime gets TransactTime, Tag 60
func (m ExecutionReport) GetTransactTime() (v time.Time, err quickfix.MessageRejectError) {
var f field.TransactTimeField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetSettlmntTyp gets SettlmntTyp, Tag 63
func (m ExecutionReport) GetSettlmntTyp() (v enum.SettlmntTyp, err quickfix.MessageRejectError) {
var f field.SettlmntTypField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetFutSettDate gets FutSettDate, Tag 64
func (m ExecutionReport) GetFutSettDate() (v string, err quickfix.MessageRejectError) {
var f field.FutSettDateField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetSymbolSfx gets SymbolSfx, Tag 65
func (m ExecutionReport) GetSymbolSfx() (v enum.SymbolSfx, err quickfix.MessageRejectError) {
var f field.SymbolSfxField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetListID gets ListID, Tag 66
func (m ExecutionReport) GetListID() (v string, err quickfix.MessageRejectError) {
var f field.ListIDField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetTradeDate gets TradeDate, Tag 75
func (m ExecutionReport) GetTradeDate() (v string, err quickfix.MessageRejectError) {
var f field.TradeDateField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetExecBroker gets ExecBroker, Tag 76
func (m ExecutionReport) GetExecBroker() (v string, err quickfix.MessageRejectError) {
var f field.ExecBrokerField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetOpenClose gets OpenClose, Tag 77
func (m ExecutionReport) GetOpenClose() (v enum.OpenClose, err quickfix.MessageRejectError) {
var f field.OpenCloseField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetStopPx gets StopPx, Tag 99
func (m ExecutionReport) GetStopPx() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.StopPxField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetOrdRejReason gets OrdRejReason, Tag 103
func (m ExecutionReport) GetOrdRejReason() (v enum.OrdRejReason, err quickfix.MessageRejectError) {
var f field.OrdRejReasonField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetIssuer gets Issuer, Tag 106
func (m ExecutionReport) GetIssuer() (v string, err quickfix.MessageRejectError) {
var f field.IssuerField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetSecurityDesc gets SecurityDesc, Tag 107
func (m ExecutionReport) GetSecurityDesc() (v string, err quickfix.MessageRejectError) {
var f field.SecurityDescField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetClientID gets ClientID, Tag 109
func (m ExecutionReport) GetClientID() (v string, err quickfix.MessageRejectError) {
var f field.ClientIDField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetMinQty gets MinQty, Tag 110
func (m ExecutionReport) GetMinQty() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.MinQtyField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetMaxFloor gets MaxFloor, Tag 111
func (m ExecutionReport) GetMaxFloor() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.MaxFloorField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetReportToExch gets ReportToExch, Tag 113
func (m ExecutionReport) GetReportToExch() (v bool, err quickfix.MessageRejectError) {
var f field.ReportToExchField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetSettlCurrAmt gets SettlCurrAmt, Tag 119
func (m ExecutionReport) GetSettlCurrAmt() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.SettlCurrAmtField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetSettlCurrency gets SettlCurrency, Tag 120
func (m ExecutionReport) GetSettlCurrency() (v string, err quickfix.MessageRejectError) {
var f field.SettlCurrencyField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetExpireTime gets ExpireTime, Tag 126
func (m ExecutionReport) GetExpireTime() (v time.Time, err quickfix.MessageRejectError) {
var f field.ExpireTimeField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetExecType gets ExecType, Tag 150
func (m ExecutionReport) GetExecType() (v enum.ExecType, err quickfix.MessageRejectError) {
var f field.ExecTypeField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetLeavesQty gets LeavesQty, Tag 151
func (m ExecutionReport) GetLeavesQty() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.LeavesQtyField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetCashOrderQty gets CashOrderQty, Tag 152
func (m ExecutionReport) GetCashOrderQty() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.CashOrderQtyField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetSettlCurrFxRate gets SettlCurrFxRate, Tag 155
func (m ExecutionReport) GetSettlCurrFxRate() (v decimal.Decimal, err quickfix.MessageRejectError) {
var f field.SettlCurrFxRateField
if err = m.Get(&f); err == nil {
v = f.Value()
}
return
}
//GetSettlCurrFxRateCalc gets SettlCurrFxRateCalc, Tag 156
func (m ExecutionReport) GetSettlCurrFxRateCalc() (v enum.SettlCurrFxRateCalc, err quickfix.MessageRejectError) {
var f field.SettlCurrFxRateCalcField