forked from quickfixgo/quickfix
-
Notifications
You must be signed in to change notification settings - Fork 0
/
MDFullGrp.go
135 lines (131 loc) · 5.41 KB
/
MDFullGrp.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
package mdfullgrp
import (
"github.com/quickfixgo/quickfix/fix50sp1/parties"
"github.com/quickfixgo/quickfix/fix50sp1/secsizesgrp"
"github.com/quickfixgo/quickfix/fix50sp1/spreadorbenchmarkcurvedata"
"github.com/quickfixgo/quickfix/fix50sp1/yielddata"
"time"
)
//NoMDEntries is a repeating group in MDFullGrp
type NoMDEntries struct {
//MDEntryType is a required field for NoMDEntries.
MDEntryType string `fix:"269"`
//MDEntryPx is a non-required field for NoMDEntries.
MDEntryPx *float64 `fix:"270"`
//Currency is a non-required field for NoMDEntries.
Currency *string `fix:"15"`
//MDEntrySize is a non-required field for NoMDEntries.
MDEntrySize *float64 `fix:"271"`
//MDEntryDate is a non-required field for NoMDEntries.
MDEntryDate *string `fix:"272"`
//MDEntryTime is a non-required field for NoMDEntries.
MDEntryTime *string `fix:"273"`
//TickDirection is a non-required field for NoMDEntries.
TickDirection *string `fix:"274"`
//MDMkt is a non-required field for NoMDEntries.
MDMkt *string `fix:"275"`
//TradingSessionID is a non-required field for NoMDEntries.
TradingSessionID *string `fix:"336"`
//TradingSessionSubID is a non-required field for NoMDEntries.
TradingSessionSubID *string `fix:"625"`
//QuoteCondition is a non-required field for NoMDEntries.
QuoteCondition *string `fix:"276"`
//TradeCondition is a non-required field for NoMDEntries.
TradeCondition *string `fix:"277"`
//MDEntryOriginator is a non-required field for NoMDEntries.
MDEntryOriginator *string `fix:"282"`
//LocationID is a non-required field for NoMDEntries.
LocationID *string `fix:"283"`
//DeskID is a non-required field for NoMDEntries.
DeskID *string `fix:"284"`
//OpenCloseSettlFlag is a non-required field for NoMDEntries.
OpenCloseSettlFlag *string `fix:"286"`
//TimeInForce is a non-required field for NoMDEntries.
TimeInForce *string `fix:"59"`
//ExpireDate is a non-required field for NoMDEntries.
ExpireDate *string `fix:"432"`
//ExpireTime is a non-required field for NoMDEntries.
ExpireTime *time.Time `fix:"126"`
//MinQty is a non-required field for NoMDEntries.
MinQty *float64 `fix:"110"`
//ExecInst is a non-required field for NoMDEntries.
ExecInst *string `fix:"18"`
//SellerDays is a non-required field for NoMDEntries.
SellerDays *int `fix:"287"`
//OrderID is a non-required field for NoMDEntries.
OrderID *string `fix:"37"`
//QuoteEntryID is a non-required field for NoMDEntries.
QuoteEntryID *string `fix:"299"`
//MDEntryBuyer is a non-required field for NoMDEntries.
MDEntryBuyer *string `fix:"288"`
//MDEntrySeller is a non-required field for NoMDEntries.
MDEntrySeller *string `fix:"289"`
//NumberOfOrders is a non-required field for NoMDEntries.
NumberOfOrders *int `fix:"346"`
//MDEntryPositionNo is a non-required field for NoMDEntries.
MDEntryPositionNo *int `fix:"290"`
//Scope is a non-required field for NoMDEntries.
Scope *string `fix:"546"`
//PriceDelta is a non-required field for NoMDEntries.
PriceDelta *float64 `fix:"811"`
//Text is a non-required field for NoMDEntries.
Text *string `fix:"58"`
//EncodedTextLen is a non-required field for NoMDEntries.
EncodedTextLen *int `fix:"354"`
//EncodedText is a non-required field for NoMDEntries.
EncodedText *string `fix:"355"`
//MDPriceLevel is a non-required field for NoMDEntries.
MDPriceLevel *int `fix:"1023"`
//OrderCapacity is a non-required field for NoMDEntries.
OrderCapacity *string `fix:"528"`
//MDOriginType is a non-required field for NoMDEntries.
MDOriginType *int `fix:"1024"`
//HighPx is a non-required field for NoMDEntries.
HighPx *float64 `fix:"332"`
//LowPx is a non-required field for NoMDEntries.
LowPx *float64 `fix:"333"`
//TradeVolume is a non-required field for NoMDEntries.
TradeVolume *float64 `fix:"1020"`
//SettlType is a non-required field for NoMDEntries.
SettlType *string `fix:"63"`
//SettlDate is a non-required field for NoMDEntries.
SettlDate *string `fix:"64"`
//MDQuoteType is a non-required field for NoMDEntries.
MDQuoteType *int `fix:"1070"`
//RptSeq is a non-required field for NoMDEntries.
RptSeq *int `fix:"83"`
//DealingCapacity is a non-required field for NoMDEntries.
DealingCapacity *float64 `fix:"1048"`
//MDEntrySpotRate is a non-required field for NoMDEntries.
MDEntrySpotRate *float64 `fix:"1026"`
//MDEntryForwardPoints is a non-required field for NoMDEntries.
MDEntryForwardPoints *float64 `fix:"1027"`
//MDEntryID is a non-required field for NoMDEntries.
MDEntryID *string `fix:"278"`
//Parties Component
Parties parties.Component
//SecondaryOrderID is a non-required field for NoMDEntries.
SecondaryOrderID *string `fix:"198"`
//OrdType is a non-required field for NoMDEntries.
OrdType *string `fix:"40"`
//PriceType is a non-required field for NoMDEntries.
PriceType *int `fix:"423"`
//YieldData Component
YieldData yielddata.Component
//SpreadOrBenchmarkCurveData Component
SpreadOrBenchmarkCurveData spreadorbenchmarkcurvedata.Component
//SecSizesGrp Component
SecSizesGrp secsizesgrp.Component
//LotType is a non-required field for NoMDEntries.
LotType *string `fix:"1093"`
//SecurityTradingStatus is a non-required field for NoMDEntries.
SecurityTradingStatus *int `fix:"326"`
//HaltReasonChar is a non-required field for NoMDEntries.
HaltReasonChar *string `fix:"327"`
}
//Component is a fix50sp1 MDFullGrp Component
type Component struct {
//NoMDEntries is a required field for MDFullGrp.
NoMDEntries []NoMDEntries `fix:"268"`
}
func New() *Component { return new(Component) }