Struct easyfix_messages::messages::Quote
source · [−]pub struct Quote {Show 176 fields
pub quote_req_id: Option<Str>,
pub quote_id: Str,
pub quote_msg_id: Option<Str>,
pub quote_resp_id: Option<Str>,
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<Str>,
pub symbol_sfx: Option<SymbolSfx>,
pub security_id: Option<Str>,
pub security_id_source: Option<SecurityIdSource>,
pub sec_alt_id_grp: Option<Vec<SecAltIdGrp>>,
pub product: Option<Product>,
pub product_complex: Option<Str>,
pub security_group: Option<Str>,
pub cfi_code: Option<Str>,
pub security_type: Option<SecurityType>,
pub security_sub_type: Option<Str>,
pub maturity_month_year: Option<MonthYear>,
pub maturity_date: Option<LocalMktDate>,
pub maturity_time: Option<TzTimeOnly>,
pub settle_on_open_flag: Option<Str>,
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<Str>,
pub repurchase_term: Option<Int>,
pub repurchase_rate: Option<Percentage>,
pub factor: Option<Float>,
pub credit_rating: Option<Str>,
pub instr_registry: Option<Str>,
pub country_of_issue: Option<Country>,
pub state_or_province_of_issue: Option<Str>,
pub locale_of_issue: Option<Str>,
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<Str>,
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<Str>,
pub encoded_issuer: Option<Data>,
pub security_desc: Option<Str>,
pub encoded_security_desc: Option<Data>,
pub security_xml: Option<XmlData>,
pub security_xml_schema: Option<Str>,
pub pool: Option<Str>,
pub contract_settl_month: Option<MonthYear>,
pub cp_program: Option<CpProgram>,
pub cp_reg_type: Option<Str>,
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<Str>,
pub agreement_id: Option<Str>,
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<Str>,
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<Str>,
pub benchmark_price: Option<Price>,
pub benchmark_price_type: Option<Int>,
pub benchmark_security_id: Option<Str>,
pub benchmark_security_id_source: Option<Str>,
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<Str>,
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>>,
}
Fields
quote_req_id: Option<Str>
quote_id: Str
quote_msg_id: Option<Str>
quote_resp_id: Option<Str>
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<Str>
symbol_sfx: Option<SymbolSfx>
security_id: Option<Str>
security_id_source: Option<SecurityIdSource>
sec_alt_id_grp: Option<Vec<SecAltIdGrp>>
product: Option<Product>
product_complex: Option<Str>
security_group: Option<Str>
cfi_code: Option<Str>
security_type: Option<SecurityType>
security_sub_type: Option<Str>
maturity_month_year: Option<MonthYear>
maturity_date: Option<LocalMktDate>
maturity_time: Option<TzTimeOnly>
settle_on_open_flag: Option<Str>
instrmt_assignment_method: Option<InstrmtAssignmentMethod>
security_status: Option<SecurityStatus>
coupon_payment_date: Option<LocalMktDate>
issue_date: Option<LocalMktDate>
repo_collateral_security_type: Option<Str>
repurchase_term: Option<Int>
repurchase_rate: Option<Percentage>
factor: Option<Float>
credit_rating: Option<Str>
instr_registry: Option<Str>
country_of_issue: Option<Country>
state_or_province_of_issue: Option<Str>
locale_of_issue: Option<Str>
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<Str>
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<Str>
encoded_issuer: Option<Data>
security_desc: Option<Str>
encoded_security_desc: Option<Data>
security_xml: Option<XmlData>
security_xml_schema: Option<Str>
pool: Option<Str>
contract_settl_month: Option<MonthYear>
cp_program: Option<CpProgram>
cp_reg_type: Option<Str>
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<Str>
agreement_id: Option<Str>
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<Str>
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<Str>
benchmark_price: Option<Price>
benchmark_price_type: Option<Int>
benchmark_security_id: Option<Str>
benchmark_security_id_source: Option<Str>
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<Str>
encoded_text: Option<Data>
booking_type: Option<BookingType>
order_restrictions: Option<Vec<OrderRestrictions>>
settl_currency: Option<Currency>
rate_source: Option<Vec<RateSource>>
Trait Implementations
Auto Trait Implementations
impl RefUnwindSafe for Quote
impl Send for Quote
impl Sync for Quote
impl Unpin for Quote
impl UnwindSafe for Quote
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