Struct easyfix_messages::messages::DerivativeSecurityListRequest

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pub struct DerivativeSecurityListRequest {
Show 140 fields
    pub security_req_id: FixString,
    pub security_list_request_type: SecurityListRequestType,
    pub market_id: Option<Exchange>,
    pub market_segment_id: Option<FixString>,
    pub underlying_symbol: Option<FixString>,
    pub underlying_symbol_sfx: Option<FixString>,
    pub underlying_security_id: Option<FixString>,
    pub underlying_security_id_source: Option<FixString>,
    pub und_sec_alt_id_grp: Option<Vec<UndSecAltIdGrp>>,
    pub underlying_product: Option<Int>,
    pub underlying_cfi_code: Option<FixString>,
    pub underlying_security_type: Option<FixString>,
    pub underlying_security_sub_type: Option<FixString>,
    pub underlying_maturity_month_year: Option<MonthYear>,
    pub underlying_maturity_date: Option<LocalMktDate>,
    pub underlying_maturity_time: Option<TzTimeOnly>,
    pub underlying_coupon_payment_date: Option<LocalMktDate>,
    pub underlying_issue_date: Option<LocalMktDate>,
    pub underlying_repo_collateral_security_type: Option<FixString>,
    pub underlying_repurchase_term: Option<Int>,
    pub underlying_repurchase_rate: Option<Percentage>,
    pub underlying_factor: Option<Float>,
    pub underlying_credit_rating: Option<FixString>,
    pub underlying_instr_registry: Option<FixString>,
    pub underlying_country_of_issue: Option<Country>,
    pub underlying_state_or_province_of_issue: Option<FixString>,
    pub underlying_locale_of_issue: Option<FixString>,
    pub underlying_redemption_date: Option<LocalMktDate>,
    pub underlying_strike_price: Option<Price>,
    pub underlying_strike_currency: Option<Currency>,
    pub underlying_opt_attribute: Option<Char>,
    pub underlying_contract_multiplier: Option<Float>,
    pub underlying_unit_of_measure: Option<FixString>,
    pub underlying_unit_of_measure_qty: Option<Qty>,
    pub underlying_price_unit_of_measure: Option<FixString>,
    pub underlying_price_unit_of_measure_qty: Option<Qty>,
    pub underlying_time_unit: Option<FixString>,
    pub underlying_exercise_style: Option<Int>,
    pub underlying_coupon_rate: Option<Percentage>,
    pub underlying_security_exchange: Option<Exchange>,
    pub underlying_issuer: Option<FixString>,
    pub encoded_underlying_issuer: Option<Data>,
    pub underlying_security_desc: Option<FixString>,
    pub encoded_underlying_security_desc: Option<Data>,
    pub underlying_cp_program: Option<FixString>,
    pub underlying_cp_reg_type: Option<FixString>,
    pub underlying_allocation_percent: Option<Percentage>,
    pub underlying_currency: Option<Currency>,
    pub underlying_qty: Option<Qty>,
    pub underlying_settlement_type: Option<UnderlyingSettlementType>,
    pub underlying_cash_amount: Option<Amt>,
    pub underlying_cash_type: Option<UnderlyingCashType>,
    pub underlying_px: Option<Price>,
    pub underlying_dirty_price: Option<Price>,
    pub underlying_end_price: Option<Price>,
    pub underlying_start_value: Option<Amt>,
    pub underlying_current_value: Option<Amt>,
    pub underlying_end_value: Option<Amt>,
    pub underlying_stipulations: Option<Vec<UnderlyingStipulations>>,
    pub underlying_adjusted_quantity: Option<Qty>,
    pub underlying_fx_rate: Option<Float>,
    pub underlying_fx_rate_calc: Option<UnderlyingFxRateCalc>,
    pub underlying_cap_value: Option<Amt>,
    pub undly_instrument_parties: Option<Vec<UndlyInstrumentParties>>,
    pub underlying_settl_method: Option<FixString>,
    pub underlying_put_or_call: Option<Int>,
    pub underlying_contract_multiplier_unit: Option<Int>,
    pub underlying_flow_schedule_type: Option<Int>,
    pub underlying_restructuring_type: Option<FixString>,
    pub underlying_seniority: Option<FixString>,
    pub underlying_notional_percentage_outstanding: Option<Percentage>,
    pub underlying_original_notional_percentage_outstanding: Option<Percentage>,
    pub underlying_attachment_point: Option<Percentage>,
    pub underlying_detachment_point: Option<Percentage>,
    pub derivative_symbol: Option<FixString>,
    pub derivative_symbol_sfx: Option<FixString>,
    pub derivative_security_id: Option<FixString>,
    pub derivative_security_id_source: Option<FixString>,
    pub derivative_security_alt_id_grp: Option<Vec<DerivativeSecurityAltIdGrp>>,
    pub derivative_product: Option<Int>,
    pub derivative_product_complex: Option<FixString>,
    pub deriv_flex_product_eligibility_indicator: Option<Boolean>,
    pub derivative_security_group: Option<FixString>,
    pub derivative_cfi_code: Option<FixString>,
    pub derivative_security_type: Option<FixString>,
    pub derivative_security_sub_type: Option<FixString>,
    pub derivative_maturity_month_year: Option<MonthYear>,
    pub derivative_maturity_date: Option<LocalMktDate>,
    pub derivative_maturity_time: Option<TzTimeOnly>,
    pub derivative_settle_on_open_flag: Option<FixString>,
    pub derivative_instrmt_assignment_method: Option<Char>,
    pub derivative_security_status: Option<FixString>,
    pub derivative_issue_date: Option<LocalMktDate>,
    pub derivative_instr_registry: Option<FixString>,
    pub derivative_country_of_issue: Option<Country>,
    pub derivative_state_or_province_of_issue: Option<FixString>,
    pub derivative_locale_of_issue: Option<FixString>,
    pub derivative_strike_price: Option<Price>,
    pub derivative_strike_currency: Option<Currency>,
    pub derivative_strike_multiplier: Option<Float>,
    pub derivative_strike_value: Option<Float>,
    pub derivative_opt_attribute: Option<Char>,
    pub derivative_contract_multiplier: Option<Float>,
    pub derivative_min_price_increment: Option<Float>,
    pub derivative_min_price_increment_amount: Option<Amt>,
    pub derivative_unit_of_measure: Option<FixString>,
    pub derivative_unit_of_measure_qty: Option<Qty>,
    pub derivative_price_unit_of_measure: Option<FixString>,
    pub derivative_price_unit_of_measure_qty: Option<Qty>,
    pub derivative_settl_method: Option<Char>,
    pub derivative_price_quote_method: Option<FixString>,
    pub derivative_valuation_method: Option<FixString>,
    pub derivative_list_method: Option<Int>,
    pub derivative_cap_price: Option<Price>,
    pub derivative_floor_price: Option<Price>,
    pub derivative_put_or_call: Option<Int>,
    pub derivative_exercise_style: Option<Char>,
    pub derivative_opt_pay_amount: Option<Amt>,
    pub derivative_time_unit: Option<FixString>,
    pub derivative_security_exchange: Option<Exchange>,
    pub derivative_position_limit: Option<Int>,
    pub derivative_nt_position_limit: Option<Int>,
    pub derivative_issuer: Option<FixString>,
    pub derivative_encoded_issuer: Option<Data>,
    pub derivative_security_desc: Option<FixString>,
    pub derivative_encoded_security_desc: Option<Data>,
    pub derivative_security_xml: Option<Data>,
    pub derivative_security_xml_schema: Option<FixString>,
    pub derivative_contract_settl_month: Option<MonthYear>,
    pub derivative_events_grp: Option<Vec<DerivativeEventsGrp>>,
    pub derivative_instrument_parties: Option<Vec<DerivativeInstrumentParties>>,
    pub derivative_contract_multiplier_unit: Option<Int>,
    pub derivative_flow_schedule_type: Option<Int>,
    pub security_sub_type: Option<FixString>,
    pub currency: Option<Currency>,
    pub text: Option<FixString>,
    pub encoded_text: Option<Data>,
    pub trading_session_id: Option<TradingSessionId>,
    pub trading_session_sub_id: Option<TradingSessionSubId>,
    pub subscription_request_type: Option<SubscriptionRequestType>,

}

Fields§

§security_req_id: FixString§security_list_request_type: SecurityListRequestType§market_id: Option<Exchange>§market_segment_id: Option<FixString>§underlying_symbol: Option<FixString>§underlying_symbol_sfx: Option<FixString>§underlying_security_id: Option<FixString>§underlying_security_id_source: Option<FixString>§und_sec_alt_id_grp: Option<Vec<UndSecAltIdGrp>>§underlying_product: Option<Int>§underlying_cfi_code: Option<FixString>§underlying_security_type: Option<FixString>§underlying_security_sub_type: Option<FixString>§underlying_maturity_month_year: Option<MonthYear>§underlying_maturity_date: Option<LocalMktDate>§underlying_maturity_time: Option<TzTimeOnly>§underlying_coupon_payment_date: Option<LocalMktDate>§underlying_issue_date: Option<LocalMktDate>§underlying_repo_collateral_security_type: Option<FixString>§underlying_repurchase_term: Option<Int>§underlying_repurchase_rate: Option<Percentage>§underlying_factor: Option<Float>§underlying_credit_rating: Option<FixString>§underlying_instr_registry: Option<FixString>§underlying_country_of_issue: Option<Country>§underlying_state_or_province_of_issue: Option<FixString>§underlying_locale_of_issue: Option<FixString>§underlying_redemption_date: Option<LocalMktDate>§underlying_strike_price: Option<Price>§underlying_strike_currency: Option<Currency>§underlying_opt_attribute: Option<Char>§underlying_contract_multiplier: Option<Float>§underlying_unit_of_measure: Option<FixString>§underlying_unit_of_measure_qty: Option<Qty>§underlying_price_unit_of_measure: Option<FixString>§underlying_price_unit_of_measure_qty: Option<Qty>§underlying_time_unit: Option<FixString>§underlying_exercise_style: Option<Int>§underlying_coupon_rate: Option<Percentage>§underlying_security_exchange: Option<Exchange>§underlying_issuer: Option<FixString>§encoded_underlying_issuer: Option<Data>§underlying_security_desc: Option<FixString>§encoded_underlying_security_desc: Option<Data>§underlying_cp_program: Option<FixString>§underlying_cp_reg_type: Option<FixString>§underlying_allocation_percent: Option<Percentage>§underlying_currency: Option<Currency>§underlying_qty: Option<Qty>§underlying_settlement_type: Option<UnderlyingSettlementType>§underlying_cash_amount: Option<Amt>§underlying_cash_type: Option<UnderlyingCashType>§underlying_px: Option<Price>§underlying_dirty_price: Option<Price>§underlying_end_price: Option<Price>§underlying_start_value: Option<Amt>§underlying_current_value: Option<Amt>§underlying_end_value: Option<Amt>§underlying_stipulations: Option<Vec<UnderlyingStipulations>>§underlying_adjusted_quantity: Option<Qty>§underlying_fx_rate: Option<Float>§underlying_fx_rate_calc: Option<UnderlyingFxRateCalc>§underlying_cap_value: Option<Amt>§undly_instrument_parties: Option<Vec<UndlyInstrumentParties>>§underlying_settl_method: Option<FixString>§underlying_put_or_call: Option<Int>§underlying_contract_multiplier_unit: Option<Int>§underlying_flow_schedule_type: Option<Int>§underlying_restructuring_type: Option<FixString>§underlying_seniority: Option<FixString>§underlying_notional_percentage_outstanding: Option<Percentage>§underlying_original_notional_percentage_outstanding: Option<Percentage>§underlying_attachment_point: Option<Percentage>§underlying_detachment_point: Option<Percentage>§derivative_symbol: Option<FixString>§derivative_symbol_sfx: Option<FixString>§derivative_security_id: Option<FixString>§derivative_security_id_source: Option<FixString>§derivative_security_alt_id_grp: Option<Vec<DerivativeSecurityAltIdGrp>>§derivative_product: Option<Int>§derivative_product_complex: Option<FixString>§deriv_flex_product_eligibility_indicator: Option<Boolean>§derivative_security_group: Option<FixString>§derivative_cfi_code: Option<FixString>§derivative_security_type: Option<FixString>§derivative_security_sub_type: Option<FixString>§derivative_maturity_month_year: Option<MonthYear>§derivative_maturity_date: Option<LocalMktDate>§derivative_maturity_time: Option<TzTimeOnly>§derivative_settle_on_open_flag: Option<FixString>§derivative_instrmt_assignment_method: Option<Char>§derivative_security_status: Option<FixString>§derivative_issue_date: Option<LocalMktDate>§derivative_instr_registry: Option<FixString>§derivative_country_of_issue: Option<Country>§derivative_state_or_province_of_issue: Option<FixString>§derivative_locale_of_issue: Option<FixString>§derivative_strike_price: Option<Price>§derivative_strike_currency: Option<Currency>§derivative_strike_multiplier: Option<Float>§derivative_strike_value: Option<Float>§derivative_opt_attribute: Option<Char>§derivative_contract_multiplier: Option<Float>§derivative_min_price_increment: Option<Float>§derivative_min_price_increment_amount: Option<Amt>§derivative_unit_of_measure: Option<FixString>§derivative_unit_of_measure_qty: Option<Qty>§derivative_price_unit_of_measure: Option<FixString>§derivative_price_unit_of_measure_qty: Option<Qty>§derivative_settl_method: Option<Char>§derivative_price_quote_method: Option<FixString>§derivative_valuation_method: Option<FixString>§derivative_list_method: Option<Int>§derivative_cap_price: Option<Price>§derivative_floor_price: Option<Price>§derivative_put_or_call: Option<Int>§derivative_exercise_style: Option<Char>§derivative_opt_pay_amount: Option<Amt>§derivative_time_unit: Option<FixString>§derivative_security_exchange: Option<Exchange>§derivative_position_limit: Option<Int>§derivative_nt_position_limit: Option<Int>§derivative_issuer: Option<FixString>§derivative_encoded_issuer: Option<Data>§derivative_security_desc: Option<FixString>§derivative_encoded_security_desc: Option<Data>§derivative_security_xml: Option<Data>§derivative_security_xml_schema: Option<FixString>§derivative_contract_settl_month: Option<MonthYear>§derivative_events_grp: Option<Vec<DerivativeEventsGrp>>§derivative_instrument_parties: Option<Vec<DerivativeInstrumentParties>>§derivative_contract_multiplier_unit: Option<Int>§derivative_flow_schedule_type: Option<Int>§security_sub_type: Option<FixString>§currency: Option<Currency>§text: Option<FixString>§encoded_text: Option<Data>§trading_session_id: Option<TradingSessionId>§trading_session_sub_id: Option<TradingSessionSubId>§subscription_request_type: Option<SubscriptionRequestType>

Implementations§

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impl DerivativeSecurityListRequest

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pub const fn msg_type(&self) -> MsgType

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pub const fn msg_cat(&self) -> MsgCat

Trait Implementations§

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impl Clone for DerivativeSecurityListRequest

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fn clone(&self) -> DerivativeSecurityListRequest

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for DerivativeSecurityListRequest

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for DerivativeSecurityListRequest

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fn default() -> DerivativeSecurityListRequest

Returns the “default value” for a type. Read more
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impl From<DerivativeSecurityListRequest> for Message

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fn from(msg: DerivativeSecurityListRequest) -> Message

Converts to this type from the input type.

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