pub struct TradeCaptureReportRequestAck {Show 103 fields
pub trade_request_id: FixString,
pub trade_id: Option<FixString>,
pub secondary_trade_id: Option<FixString>,
pub firm_trade_id: Option<FixString>,
pub secondary_firm_trade_id: Option<FixString>,
pub trade_request_type: TradeRequestType,
pub subscription_request_type: Option<SubscriptionRequestType>,
pub tot_num_trade_reports: Option<Int>,
pub trade_request_result: TradeRequestResult,
pub trade_request_status: TradeRequestStatus,
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 und_instrmt_grp: Option<Vec<UndInstrmtGrp>>,
pub instrmt_leg_grp: Option<Vec<InstrmtLegGrp>>,
pub multi_leg_reporting_type: Option<MultiLegReportingType>,
pub response_transport_type: Option<ResponseTransportType>,
pub response_destination: Option<FixString>,
pub text: Option<FixString>,
pub encoded_text: Option<Data>,
pub message_event_source: Option<FixString>,
}
Fields
trade_request_id: FixString
trade_id: Option<FixString>
secondary_trade_id: Option<FixString>
firm_trade_id: Option<FixString>
secondary_firm_trade_id: Option<FixString>
trade_request_type: TradeRequestType
subscription_request_type: Option<SubscriptionRequestType>
tot_num_trade_reports: Option<Int>
trade_request_result: TradeRequestResult
trade_request_status: TradeRequestStatus
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>>
und_instrmt_grp: Option<Vec<UndInstrmtGrp>>
instrmt_leg_grp: Option<Vec<InstrmtLegGrp>>
multi_leg_reporting_type: Option<MultiLegReportingType>
response_transport_type: Option<ResponseTransportType>
response_destination: Option<FixString>
text: Option<FixString>
encoded_text: Option<Data>
message_event_source: Option<FixString>
Implementations
Trait Implementations
sourceimpl Clone for TradeCaptureReportRequestAck
impl Clone for TradeCaptureReportRequestAck
sourcefn clone(&self) -> TradeCaptureReportRequestAck
fn clone(&self) -> TradeCaptureReportRequestAck
Returns a copy of the value. Read more
1.0.0 · sourcefn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from source
. Read more
sourceimpl Debug for TradeCaptureReportRequestAck
impl Debug for TradeCaptureReportRequestAck
sourceimpl From<TradeCaptureReportRequestAck> for Message
impl From<TradeCaptureReportRequestAck> for Message
sourcefn from(msg: TradeCaptureReportRequestAck) -> Message
fn from(msg: TradeCaptureReportRequestAck) -> Message
Converts to this type from the input type.
Auto Trait Implementations
impl RefUnwindSafe for TradeCaptureReportRequestAck
impl Send for TradeCaptureReportRequestAck
impl Sync for TradeCaptureReportRequestAck
impl Unpin for TradeCaptureReportRequestAck
impl UnwindSafe for TradeCaptureReportRequestAck
Blanket Implementations
sourceimpl<T> BorrowMut<T> for T where
T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
const: unstable · sourcefn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more