Struct easyfix::groups::QuotReqRjctGrp
source · pub struct QuotReqRjctGrp {Show 141 fields
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<Vec<u8>>,
pub maturity_date: Option<NaiveDate>,
pub maturity_time: Option<Vec<u8>>,
pub settle_on_open_flag: Option<FixString>,
pub instrmt_assignment_method: Option<InstrmtAssignmentMethod>,
pub security_status: Option<SecurityStatus>,
pub coupon_payment_date: Option<NaiveDate>,
pub issue_date: Option<NaiveDate>,
pub repo_collateral_security_type: Option<FixString>,
pub repurchase_term: Option<i64>,
pub repurchase_rate: Option<Decimal>,
pub factor: Option<Decimal>,
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<NaiveDate>,
pub strike_price: Option<Decimal>,
pub strike_currency: Option<Currency>,
pub strike_multiplier: Option<Decimal>,
pub strike_value: Option<Decimal>,
pub opt_attribute: Option<u8>,
pub contract_multiplier: Option<Decimal>,
pub min_price_increment: Option<Decimal>,
pub min_price_increment_amount: Option<Decimal>,
pub unit_of_measure: Option<UnitOfMeasure>,
pub unit_of_measure_qty: Option<Decimal>,
pub price_unit_of_measure: Option<FixString>,
pub price_unit_of_measure_qty: Option<Decimal>,
pub settl_method: Option<SettlMethod>,
pub exercise_style: Option<ExerciseStyle>,
pub opt_payout_amount: Option<Decimal>,
pub price_quote_method: Option<PriceQuoteMethod>,
pub valuation_method: Option<ValuationMethod>,
pub list_method: Option<ListMethod>,
pub cap_price: Option<Decimal>,
pub floor_price: Option<Decimal>,
pub put_or_call: Option<PutOrCall>,
pub flexible_indicator: Option<bool>,
pub flex_product_eligibility_indicator: Option<bool>,
pub time_unit: Option<TimeUnit>,
pub coupon_rate: Option<Decimal>,
pub security_exchange: Option<[u8; 4]>,
pub position_limit: Option<i64>,
pub nt_position_limit: Option<i64>,
pub issuer: Option<FixString>,
pub encoded_issuer: Option<Vec<u8>>,
pub security_desc: Option<FixString>,
pub encoded_security_desc: Option<Vec<u8>>,
pub security_xml: Option<Vec<u8>>,
pub security_xml_schema: Option<FixString>,
pub pool: Option<FixString>,
pub contract_settl_month: Option<Vec<u8>>,
pub cp_program: Option<CpProgram>,
pub cp_reg_type: Option<FixString>,
pub evnt_grp: Option<Vec<EvntGrp>>,
pub dated_date: Option<NaiveDate>,
pub interest_accrual_date: Option<NaiveDate>,
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<Decimal>,
pub original_notional_percentage_outstanding: Option<Decimal>,
pub attachment_point: Option<Decimal>,
pub detachment_point: Option<Decimal>,
pub strike_price_determination_method: Option<StrikePriceDeterminationMethod>,
pub strike_price_boundary_method: Option<StrikePriceBoundaryMethod>,
pub strike_price_boundary_precision: Option<Decimal>,
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<NaiveDate>,
pub agreement_currency: Option<Currency>,
pub termination_type: Option<TerminationType>,
pub start_date: Option<NaiveDate>,
pub end_date: Option<NaiveDate>,
pub delivery_type: Option<DeliveryType>,
pub margin_ratio: Option<Decimal>,
pub und_instrmt_grp: Option<Vec<UndInstrmtGrp>>,
pub prev_close_px: Option<Decimal>,
pub quote_request_type: Option<QuoteRequestType>,
pub quote_type: Option<QuoteType>,
pub trading_session_id: Option<TradingSessionId>,
pub trading_session_sub_id: Option<TradingSessionSubId>,
pub trade_origination_date: Option<NaiveDate>,
pub side: Option<Side>,
pub qty_type: Option<QtyType>,
pub order_qty: Option<Decimal>,
pub cash_order_qty: Option<Decimal>,
pub order_percent: Option<Decimal>,
pub rounding_direction: Option<RoundingDirection>,
pub rounding_modulus: Option<Decimal>,
pub settl_type: Option<SettlType>,
pub settl_date: Option<NaiveDate>,
pub settl_date_2: Option<NaiveDate>,
pub order_qty_2: Option<Decimal>,
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 quot_req_legs_grp: Option<Vec<QuotReqLegsGrp>>,
pub quot_qual_grp: Option<Vec<QuotQualGrp>>,
pub quote_price_type: Option<QuotePriceType>,
pub ord_type: Option<OrdType>,
pub expire_time: Option<UtcTimestamp>,
pub transact_time: Option<UtcTimestamp>,
pub spread: Option<Decimal>,
pub benchmark_curve_currency: Option<Currency>,
pub benchmark_curve_name: Option<BenchmarkCurveName>,
pub benchmark_curve_point: Option<FixString>,
pub benchmark_price: Option<Decimal>,
pub benchmark_price_type: Option<i64>,
pub benchmark_security_id: Option<FixString>,
pub benchmark_security_id_source: Option<FixString>,
pub price_type: Option<PriceType>,
pub price: Option<Decimal>,
pub price_2: Option<Decimal>,
pub yield_type: Option<YieldType>,
pub yield_: Option<Decimal>,
pub yield_calc_date: Option<NaiveDate>,
pub yield_redemption_date: Option<NaiveDate>,
pub yield_redemption_price: Option<Decimal>,
pub yield_redemption_price_type: Option<i64>,
pub parties: Option<Vec<Parties>>,
}
Fields§
§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<Vec<u8>>
§maturity_date: Option<NaiveDate>
§maturity_time: Option<Vec<u8>>
§settle_on_open_flag: Option<FixString>
§instrmt_assignment_method: Option<InstrmtAssignmentMethod>
§security_status: Option<SecurityStatus>
§coupon_payment_date: Option<NaiveDate>
§issue_date: Option<NaiveDate>
§repo_collateral_security_type: Option<FixString>
§repurchase_term: Option<i64>
§repurchase_rate: Option<Decimal>
§factor: Option<Decimal>
§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<NaiveDate>
§strike_price: Option<Decimal>
§strike_currency: Option<Currency>
§strike_multiplier: Option<Decimal>
§strike_value: Option<Decimal>
§opt_attribute: Option<u8>
§contract_multiplier: Option<Decimal>
§min_price_increment: Option<Decimal>
§min_price_increment_amount: Option<Decimal>
§unit_of_measure: Option<UnitOfMeasure>
§unit_of_measure_qty: Option<Decimal>
§price_unit_of_measure: Option<FixString>
§price_unit_of_measure_qty: Option<Decimal>
§settl_method: Option<SettlMethod>
§exercise_style: Option<ExerciseStyle>
§opt_payout_amount: Option<Decimal>
§price_quote_method: Option<PriceQuoteMethod>
§valuation_method: Option<ValuationMethod>
§list_method: Option<ListMethod>
§cap_price: Option<Decimal>
§floor_price: Option<Decimal>
§put_or_call: Option<PutOrCall>
§flexible_indicator: Option<bool>
§flex_product_eligibility_indicator: Option<bool>
§time_unit: Option<TimeUnit>
§coupon_rate: Option<Decimal>
§security_exchange: Option<[u8; 4]>
§position_limit: Option<i64>
§nt_position_limit: Option<i64>
§issuer: Option<FixString>
§encoded_issuer: Option<Vec<u8>>
§security_desc: Option<FixString>
§encoded_security_desc: Option<Vec<u8>>
§security_xml: Option<Vec<u8>>
§security_xml_schema: Option<FixString>
§pool: Option<FixString>
§contract_settl_month: Option<Vec<u8>>
§cp_program: Option<CpProgram>
§cp_reg_type: Option<FixString>
§evnt_grp: Option<Vec<EvntGrp>>
§dated_date: Option<NaiveDate>
§interest_accrual_date: Option<NaiveDate>
§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<Decimal>
§original_notional_percentage_outstanding: Option<Decimal>
§attachment_point: Option<Decimal>
§detachment_point: Option<Decimal>
§strike_price_determination_method: Option<StrikePriceDeterminationMethod>
§strike_price_boundary_method: Option<StrikePriceBoundaryMethod>
§strike_price_boundary_precision: Option<Decimal>
§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<NaiveDate>
§agreement_currency: Option<Currency>
§termination_type: Option<TerminationType>
§start_date: Option<NaiveDate>
§end_date: Option<NaiveDate>
§delivery_type: Option<DeliveryType>
§margin_ratio: Option<Decimal>
§und_instrmt_grp: Option<Vec<UndInstrmtGrp>>
§prev_close_px: Option<Decimal>
§quote_request_type: Option<QuoteRequestType>
§quote_type: Option<QuoteType>
§trading_session_id: Option<TradingSessionId>
§trading_session_sub_id: Option<TradingSessionSubId>
§trade_origination_date: Option<NaiveDate>
§side: Option<Side>
§qty_type: Option<QtyType>
§order_qty: Option<Decimal>
§cash_order_qty: Option<Decimal>
§order_percent: Option<Decimal>
§rounding_direction: Option<RoundingDirection>
§rounding_modulus: Option<Decimal>
§settl_type: Option<SettlType>
§settl_date: Option<NaiveDate>
§settl_date_2: Option<NaiveDate>
§order_qty_2: Option<Decimal>
§currency: Option<Currency>
§stipulations: Option<Vec<Stipulations>>
§account: Option<FixString>
§acct_id_source: Option<AcctIdSource>
§account_type: Option<AccountType>
§quot_req_legs_grp: Option<Vec<QuotReqLegsGrp>>
§quot_qual_grp: Option<Vec<QuotQualGrp>>
§quote_price_type: Option<QuotePriceType>
§ord_type: Option<OrdType>
§expire_time: Option<UtcTimestamp>
§transact_time: Option<UtcTimestamp>
§spread: Option<Decimal>
§benchmark_curve_currency: Option<Currency>
§benchmark_curve_name: Option<BenchmarkCurveName>
§benchmark_curve_point: Option<FixString>
§benchmark_price: Option<Decimal>
§benchmark_price_type: Option<i64>
§benchmark_security_id: Option<FixString>
§benchmark_security_id_source: Option<FixString>
§price_type: Option<PriceType>
§price: Option<Decimal>
§price_2: Option<Decimal>
§yield_type: Option<YieldType>
§yield_: Option<Decimal>
§yield_calc_date: Option<NaiveDate>
§yield_redemption_date: Option<NaiveDate>
§yield_redemption_price: Option<Decimal>
§yield_redemption_price_type: Option<i64>
§parties: Option<Vec<Parties>>
Trait Implementations§
source§impl Clone for QuotReqRjctGrp
impl Clone for QuotReqRjctGrp
source§fn clone(&self) -> QuotReqRjctGrp
fn clone(&self) -> QuotReqRjctGrp
Returns a copy of the value. Read more
1.0.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source
. Read moresource§impl Debug for QuotReqRjctGrp
impl Debug for QuotReqRjctGrp
source§impl Default for QuotReqRjctGrp
impl Default for QuotReqRjctGrp
source§fn default() -> QuotReqRjctGrp
fn default() -> QuotReqRjctGrp
Returns the “default value” for a type. Read more
source§impl Serialize for QuotReqRjctGrp
impl Serialize for QuotReqRjctGrp
source§fn serialize<__S>(
&self,
__serializer: __S,
) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>where
__S: Serializer,
fn serialize<__S>(
&self,
__serializer: __S,
) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>where
__S: Serializer,
Serialize this value into the given Serde serializer. Read more
Auto Trait Implementations§
impl Freeze for QuotReqRjctGrp
impl RefUnwindSafe for QuotReqRjctGrp
impl Send for QuotReqRjctGrp
impl Sync for QuotReqRjctGrp
impl Unpin for QuotReqRjctGrp
impl UnwindSafe for QuotReqRjctGrp
Blanket Implementations§
source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
source§unsafe fn clone_to_uninit(&self, dst: *mut T)
unsafe fn clone_to_uninit(&self, dst: *mut T)
🔬This is a nightly-only experimental API. (
clone_to_uninit
)