pub struct Quote {
Show 176 fields pub quote_req_id: Option<FixString>, pub quote_id: FixString, pub quote_msg_id: Option<FixString>, pub quote_resp_id: Option<FixString>, pub quote_type: Option<QuoteType>, pub private_quote: Option<Boolean>, pub quot_qual_grp: Option<Vec<QuotQualGrp>>, pub quote_response_level: Option<QuoteResponseLevel>, pub parties: Option<Vec<Parties>>, pub trading_session_id: Option<TradingSessionId>, pub trading_session_sub_id: Option<TradingSessionSubId>, pub symbol: Option<FixString>, pub symbol_sfx: Option<SymbolSfx>, pub security_id: Option<FixString>, pub security_id_source: Option<SecurityIdSource>, pub sec_alt_id_grp: Option<Vec<SecAltIdGrp>>, pub product: Option<Product>, pub product_complex: Option<FixString>, pub security_group: Option<FixString>, pub cfi_code: Option<FixString>, pub security_type: Option<SecurityType>, pub security_sub_type: Option<FixString>, pub maturity_month_year: Option<MonthYear>, pub maturity_date: Option<LocalMktDate>, pub maturity_time: Option<TzTimeOnly>, pub settle_on_open_flag: Option<FixString>, pub instrmt_assignment_method: Option<InstrmtAssignmentMethod>, pub security_status: Option<SecurityStatus>, pub coupon_payment_date: Option<LocalMktDate>, pub issue_date: Option<LocalMktDate>, pub repo_collateral_security_type: Option<FixString>, pub repurchase_term: Option<Int>, pub repurchase_rate: Option<Percentage>, pub factor: Option<Float>, pub credit_rating: Option<FixString>, pub instr_registry: Option<FixString>, pub country_of_issue: Option<Country>, pub state_or_province_of_issue: Option<FixString>, pub locale_of_issue: Option<FixString>, pub redemption_date: Option<LocalMktDate>, pub strike_price: Option<Price>, pub strike_currency: Option<Currency>, pub strike_multiplier: Option<Float>, pub strike_value: Option<Float>, pub opt_attribute: Option<Char>, pub contract_multiplier: Option<Float>, pub min_price_increment: Option<Float>, pub min_price_increment_amount: Option<Amt>, pub unit_of_measure: Option<UnitOfMeasure>, pub unit_of_measure_qty: Option<Qty>, pub price_unit_of_measure: Option<FixString>, pub price_unit_of_measure_qty: Option<Qty>, pub settl_method: Option<SettlMethod>, pub exercise_style: Option<ExerciseStyle>, pub opt_payout_amount: Option<Amt>, pub price_quote_method: Option<PriceQuoteMethod>, pub valuation_method: Option<ValuationMethod>, pub list_method: Option<ListMethod>, pub cap_price: Option<Price>, pub floor_price: Option<Price>, pub put_or_call: Option<PutOrCall>, pub flexible_indicator: Option<Boolean>, pub flex_product_eligibility_indicator: Option<Boolean>, pub time_unit: Option<TimeUnit>, pub coupon_rate: Option<Percentage>, pub security_exchange: Option<Exchange>, pub position_limit: Option<Int>, pub nt_position_limit: Option<Int>, pub issuer: Option<FixString>, pub encoded_issuer: Option<Data>, pub security_desc: Option<FixString>, pub encoded_security_desc: Option<Data>, pub security_xml: Option<XmlData>, pub security_xml_schema: Option<FixString>, pub pool: Option<FixString>, pub contract_settl_month: Option<MonthYear>, pub cp_program: Option<CpProgram>, pub cp_reg_type: Option<FixString>, pub evnt_grp: Option<Vec<EvntGrp>>, pub dated_date: Option<LocalMktDate>, pub interest_accrual_date: Option<LocalMktDate>, pub instrument_parties: Option<Vec<InstrumentParties>>, pub contract_multiplier_unit: Option<ContractMultiplierUnit>, pub flow_schedule_type: Option<FlowScheduleType>, pub restructuring_type: Option<RestructuringType>, pub seniority: Option<Seniority>, pub notional_percentage_outstanding: Option<Percentage>, pub original_notional_percentage_outstanding: Option<Percentage>, pub attachment_point: Option<Percentage>, pub detachment_point: Option<Percentage>, pub strike_price_determination_method: Option<StrikePriceDeterminationMethod>, pub strike_price_boundary_method: Option<StrikePriceBoundaryMethod>, pub strike_price_boundary_precision: Option<Percentage>, pub underlying_price_determination_method: Option<UnderlyingPriceDeterminationMethod>, pub opt_payout_type: Option<OptPayoutType>, pub complex_events: Option<Vec<ComplexEvents>>, pub agreement_desc: Option<FixString>, pub agreement_id: Option<FixString>, pub agreement_date: Option<LocalMktDate>, pub agreement_currency: Option<Currency>, pub termination_type: Option<TerminationType>, pub start_date: Option<LocalMktDate>, pub end_date: Option<LocalMktDate>, pub delivery_type: Option<DeliveryType>, pub margin_ratio: Option<Percentage>, pub und_instrmt_grp: Option<Vec<UndInstrmtGrp>>, pub side: Option<Side>, pub order_qty: Option<Qty>, pub cash_order_qty: Option<Qty>, pub order_percent: Option<Percentage>, pub rounding_direction: Option<RoundingDirection>, pub rounding_modulus: Option<Float>, pub settl_type: Option<SettlType>, pub settl_date: Option<LocalMktDate>, pub settl_date_2: Option<LocalMktDate>, pub order_qty_2: Option<Qty>, pub currency: Option<Currency>, pub stipulations: Option<Vec<Stipulations>>, pub account: Option<FixString>, pub acct_id_source: Option<AcctIdSource>, pub account_type: Option<AccountType>, pub leg_quot_grp: Option<Vec<LegQuotGrp>>, pub bid_px: Option<Price>, pub offer_px: Option<Price>, pub mkt_bid_px: Option<Price>, pub mkt_offer_px: Option<Price>, pub min_bid_size: Option<Qty>, pub bid_size: Option<Qty>, pub min_offer_size: Option<Qty>, pub offer_size: Option<Qty>, pub min_qty: Option<Qty>, pub valid_until_time: Option<UtcTimestamp>, pub bid_spot_rate: Option<Price>, pub offer_spot_rate: Option<Price>, pub bid_forward_points: Option<PriceOffset>, pub offer_forward_points: Option<PriceOffset>, pub bid_swap_points: Option<PriceOffset>, pub offer_swap_points: Option<PriceOffset>, pub mid_px: Option<Price>, pub bid_yield: Option<Percentage>, pub mid_yield: Option<Percentage>, pub offer_yield: Option<Percentage>, pub transact_time: Option<UtcTimestamp>, pub ord_type: Option<OrdType>, pub bid_forward_points_2: Option<PriceOffset>, pub offer_forward_points_2: Option<PriceOffset>, pub settl_curr_bid_fx_rate: Option<Float>, pub settl_curr_offer_fx_rate: Option<Float>, pub settl_curr_fx_rate_calc: Option<SettlCurrFxRateCalc>, pub comm_type: Option<CommType>, pub commission: Option<Amt>, pub cust_order_capacity: Option<CustOrderCapacity>, pub ex_destination: Option<Exchange>, pub ex_destination_id_source: Option<ExDestinationIdSource>, pub order_capacity: Option<OrderCapacity>, pub price_type: Option<PriceType>, pub spread: Option<PriceOffset>, pub benchmark_curve_currency: Option<Currency>, pub benchmark_curve_name: Option<BenchmarkCurveName>, pub benchmark_curve_point: Option<FixString>, pub benchmark_price: Option<Price>, pub benchmark_price_type: Option<Int>, pub benchmark_security_id: Option<FixString>, pub benchmark_security_id_source: Option<FixString>, pub yield_type: Option<YieldType>, pub yield_: Option<Percentage>, pub yield_calc_date: Option<LocalMktDate>, pub yield_redemption_date: Option<LocalMktDate>, pub yield_redemption_price: Option<Price>, pub yield_redemption_price_type: Option<Int>, pub text: Option<FixString>, pub encoded_text: Option<Data>, pub booking_type: Option<BookingType>, pub order_restrictions: Option<Vec<OrderRestrictions>>, pub settl_currency: Option<Currency>, pub rate_source: Option<Vec<RateSource>>,
}

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§quote_req_id: Option<FixString>§quote_id: FixString§quote_msg_id: Option<FixString>§quote_resp_id: Option<FixString>§quote_type: Option<QuoteType>§private_quote: Option<Boolean>§quot_qual_grp: Option<Vec<QuotQualGrp>>§quote_response_level: Option<QuoteResponseLevel>§parties: Option<Vec<Parties>>§trading_session_id: Option<TradingSessionId>§trading_session_sub_id: Option<TradingSessionSubId>§symbol: Option<FixString>§symbol_sfx: Option<SymbolSfx>§security_id: Option<FixString>§security_id_source: Option<SecurityIdSource>§sec_alt_id_grp: Option<Vec<SecAltIdGrp>>§product: Option<Product>§product_complex: Option<FixString>§security_group: Option<FixString>§cfi_code: Option<FixString>§security_type: Option<SecurityType>§security_sub_type: Option<FixString>§maturity_month_year: Option<MonthYear>§maturity_date: Option<LocalMktDate>§maturity_time: Option<TzTimeOnly>§settle_on_open_flag: Option<FixString>§instrmt_assignment_method: Option<InstrmtAssignmentMethod>§security_status: Option<SecurityStatus>§coupon_payment_date: Option<LocalMktDate>§issue_date: Option<LocalMktDate>§repo_collateral_security_type: Option<FixString>§repurchase_term: Option<Int>§repurchase_rate: Option<Percentage>§factor: Option<Float>§credit_rating: Option<FixString>§instr_registry: Option<FixString>§country_of_issue: Option<Country>§state_or_province_of_issue: Option<FixString>§locale_of_issue: Option<FixString>§redemption_date: Option<LocalMktDate>§strike_price: Option<Price>§strike_currency: Option<Currency>§strike_multiplier: Option<Float>§strike_value: Option<Float>§opt_attribute: Option<Char>§contract_multiplier: Option<Float>§min_price_increment: Option<Float>§min_price_increment_amount: Option<Amt>§unit_of_measure: Option<UnitOfMeasure>§unit_of_measure_qty: Option<Qty>§price_unit_of_measure: Option<FixString>§price_unit_of_measure_qty: Option<Qty>§settl_method: Option<SettlMethod>§exercise_style: Option<ExerciseStyle>§opt_payout_amount: Option<Amt>§price_quote_method: Option<PriceQuoteMethod>§valuation_method: Option<ValuationMethod>§list_method: Option<ListMethod>§cap_price: Option<Price>§floor_price: Option<Price>§put_or_call: Option<PutOrCall>§flexible_indicator: Option<Boolean>§flex_product_eligibility_indicator: Option<Boolean>§time_unit: Option<TimeUnit>§coupon_rate: Option<Percentage>§security_exchange: Option<Exchange>§position_limit: Option<Int>§nt_position_limit: Option<Int>§issuer: Option<FixString>§encoded_issuer: Option<Data>§security_desc: Option<FixString>§encoded_security_desc: Option<Data>§security_xml: Option<XmlData>§security_xml_schema: Option<FixString>§pool: Option<FixString>§contract_settl_month: Option<MonthYear>§cp_program: Option<CpProgram>§cp_reg_type: Option<FixString>§evnt_grp: Option<Vec<EvntGrp>>§dated_date: Option<LocalMktDate>§interest_accrual_date: Option<LocalMktDate>§instrument_parties: Option<Vec<InstrumentParties>>§contract_multiplier_unit: Option<ContractMultiplierUnit>§flow_schedule_type: Option<FlowScheduleType>§restructuring_type: Option<RestructuringType>§seniority: Option<Seniority>§notional_percentage_outstanding: Option<Percentage>§original_notional_percentage_outstanding: Option<Percentage>§attachment_point: Option<Percentage>§detachment_point: Option<Percentage>§strike_price_determination_method: Option<StrikePriceDeterminationMethod>§strike_price_boundary_method: Option<StrikePriceBoundaryMethod>§strike_price_boundary_precision: Option<Percentage>§underlying_price_determination_method: Option<UnderlyingPriceDeterminationMethod>§opt_payout_type: Option<OptPayoutType>§complex_events: Option<Vec<ComplexEvents>>§agreement_desc: Option<FixString>§agreement_id: Option<FixString>§agreement_date: Option<LocalMktDate>§agreement_currency: Option<Currency>§termination_type: Option<TerminationType>§start_date: Option<LocalMktDate>§end_date: Option<LocalMktDate>§delivery_type: Option<DeliveryType>§margin_ratio: Option<Percentage>§und_instrmt_grp: Option<Vec<UndInstrmtGrp>>§side: Option<Side>§order_qty: Option<Qty>§cash_order_qty: Option<Qty>§order_percent: Option<Percentage>§rounding_direction: Option<RoundingDirection>§rounding_modulus: Option<Float>§settl_type: Option<SettlType>§settl_date: Option<LocalMktDate>§settl_date_2: Option<LocalMktDate>§order_qty_2: Option<Qty>§currency: Option<Currency>§stipulations: Option<Vec<Stipulations>>§account: Option<FixString>§acct_id_source: Option<AcctIdSource>§account_type: Option<AccountType>§leg_quot_grp: Option<Vec<LegQuotGrp>>§bid_px: Option<Price>§offer_px: Option<Price>§mkt_bid_px: Option<Price>§mkt_offer_px: Option<Price>§min_bid_size: Option<Qty>§bid_size: Option<Qty>§min_offer_size: Option<Qty>§offer_size: Option<Qty>§min_qty: Option<Qty>§valid_until_time: Option<UtcTimestamp>§bid_spot_rate: Option<Price>§offer_spot_rate: Option<Price>§bid_forward_points: Option<PriceOffset>§offer_forward_points: Option<PriceOffset>§bid_swap_points: Option<PriceOffset>§offer_swap_points: Option<PriceOffset>§mid_px: Option<Price>§bid_yield: Option<Percentage>§mid_yield: Option<Percentage>§offer_yield: Option<Percentage>§transact_time: Option<UtcTimestamp>§ord_type: Option<OrdType>§bid_forward_points_2: Option<PriceOffset>§offer_forward_points_2: Option<PriceOffset>§settl_curr_bid_fx_rate: Option<Float>§settl_curr_offer_fx_rate: Option<Float>§settl_curr_fx_rate_calc: Option<SettlCurrFxRateCalc>§comm_type: Option<CommType>§commission: Option<Amt>§cust_order_capacity: Option<CustOrderCapacity>§ex_destination: Option<Exchange>§ex_destination_id_source: Option<ExDestinationIdSource>§order_capacity: Option<OrderCapacity>§price_type: Option<PriceType>§spread: Option<PriceOffset>§benchmark_curve_currency: Option<Currency>§benchmark_curve_name: Option<BenchmarkCurveName>§benchmark_curve_point: Option<FixString>§benchmark_price: Option<Price>§benchmark_price_type: Option<Int>§benchmark_security_id: Option<FixString>§benchmark_security_id_source: Option<FixString>§yield_type: Option<YieldType>§yield_: Option<Percentage>§yield_calc_date: Option<LocalMktDate>§yield_redemption_date: Option<LocalMktDate>§yield_redemption_price: Option<Price>§yield_redemption_price_type: Option<Int>§text: Option<FixString>§encoded_text: Option<Data>§booking_type: Option<BookingType>§order_restrictions: Option<Vec<OrderRestrictions>>§settl_currency: Option<Currency>§rate_source: Option<Vec<RateSource>>

Implementations§

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impl Quote

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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 Quote

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fn clone(&self) -> Quote

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 Quote

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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 Quote

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fn default() -> Quote

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

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fn from(msg: Quote) -> Message

Converts to this type from the input type.

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impl RefUnwindSafe for Quote

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impl Send for Quote

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impl Sync for Quote

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impl Unpin for Quote

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impl UnwindSafe for Quote

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<T> WithSubscriber for T

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fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
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fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more