Struct easyfix_messages::groups::MdIncGrp
source · pub struct MdIncGrp {Show 174 fields
pub md_update_action: MdUpdateAction,
pub delete_reason: Option<DeleteReason>,
pub md_sub_book_type: Option<Int>,
pub market_depth: Option<Int>,
pub md_entry_type: Option<MdEntryType>,
pub md_entry_id: Option<FixString>,
pub md_entry_ref_id: Option<FixString>,
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 financial_status: Option<Vec<FinancialStatus>>,
pub corporate_action: Option<Vec<CorporateAction>>,
pub md_entry_px: Option<Price>,
pub price_type: Option<PriceType>,
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 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 ord_type: Option<OrdType>,
pub currency: Option<Currency>,
pub md_entry_size: Option<Qty>,
pub sec_sizes_grp: Option<Vec<SecSizesGrp>>,
pub lot_type: Option<LotType>,
pub md_entry_date: Option<UtcDateOnly>,
pub md_entry_time: Option<UtcTimeOnly>,
pub tick_direction: Option<TickDirection>,
pub md_mkt: Option<Exchange>,
pub trading_session_id: Option<TradingSessionId>,
pub trading_session_sub_id: Option<TradingSessionSubId>,
pub security_trading_status: Option<SecurityTradingStatus>,
pub halt_reason_int: Option<HaltReasonInt>,
pub quote_condition: Option<Vec<QuoteCondition>>,
pub trade_condition: Option<Vec<TradeCondition>>,
pub trd_type: Option<TrdType>,
pub match_type: Option<MatchType>,
pub md_entry_originator: Option<FixString>,
pub location_id: Option<FixString>,
pub desk_id: Option<FixString>,
pub open_close_settl_flag: Option<Vec<OpenCloseSettlFlag>>,
pub time_in_force: Option<TimeInForce>,
pub expire_date: Option<LocalMktDate>,
pub expire_time: Option<UtcTimestamp>,
pub min_qty: Option<Qty>,
pub exec_inst: Option<Vec<ExecInst>>,
pub seller_days: Option<Int>,
pub order_id: Option<FixString>,
pub secondary_order_id: Option<FixString>,
pub quote_entry_id: Option<FixString>,
pub trade_id: Option<FixString>,
pub md_entry_buyer: Option<FixString>,
pub md_entry_seller: Option<FixString>,
pub number_of_orders: Option<Int>,
pub md_entry_position_no: Option<Int>,
pub scope: Option<Vec<Scope>>,
pub price_delta: Option<Float>,
pub net_chg_prev_day: Option<PriceOffset>,
pub text: Option<FixString>,
pub encoded_text: Option<Data>,
pub md_price_level: Option<Int>,
pub order_capacity: Option<OrderCapacity>,
pub md_origin_type: Option<MdOriginType>,
pub high_px: Option<Price>,
pub low_px: Option<Price>,
pub trade_volume: Option<Qty>,
pub settl_type: Option<SettlType>,
pub settl_date: Option<LocalMktDate>,
pub trans_bkd_time: Option<UtcTimestamp>,
pub transact_time: Option<UtcTimestamp>,
pub md_quote_type: Option<MdQuoteType>,
pub rpt_seq: Option<Int>,
pub dealing_capacity: Option<DealingCapacity>,
pub md_entry_spot_rate: Option<Float>,
pub md_entry_forward_points: Option<PriceOffset>,
pub stats_ind_grp: Option<Vec<StatsIndGrp>>,
pub parties: Option<Vec<Parties>>,
pub settl_currency: Option<Currency>,
pub rate_source: Option<Vec<RateSource>>,
pub first_px: Option<Price>,
pub last_px: Option<Price>,
pub md_stream_id: Option<FixString>,
}
Fields§
§md_update_action: MdUpdateAction
§delete_reason: Option<DeleteReason>
§md_sub_book_type: Option<Int>
§market_depth: Option<Int>
§md_entry_type: Option<MdEntryType>
§md_entry_id: Option<FixString>
§md_entry_ref_id: Option<FixString>
§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>>
§financial_status: Option<Vec<FinancialStatus>>
§corporate_action: Option<Vec<CorporateAction>>
§md_entry_px: Option<Price>
§price_type: Option<PriceType>
§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>
§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>
§ord_type: Option<OrdType>
§currency: Option<Currency>
§md_entry_size: Option<Qty>
§sec_sizes_grp: Option<Vec<SecSizesGrp>>
§lot_type: Option<LotType>
§md_entry_date: Option<UtcDateOnly>
§md_entry_time: Option<UtcTimeOnly>
§tick_direction: Option<TickDirection>
§md_mkt: Option<Exchange>
§trading_session_id: Option<TradingSessionId>
§trading_session_sub_id: Option<TradingSessionSubId>
§security_trading_status: Option<SecurityTradingStatus>
§halt_reason_int: Option<HaltReasonInt>
§quote_condition: Option<Vec<QuoteCondition>>
§trade_condition: Option<Vec<TradeCondition>>
§trd_type: Option<TrdType>
§match_type: Option<MatchType>
§md_entry_originator: Option<FixString>
§location_id: Option<FixString>
§desk_id: Option<FixString>
§open_close_settl_flag: Option<Vec<OpenCloseSettlFlag>>
§time_in_force: Option<TimeInForce>
§expire_date: Option<LocalMktDate>
§expire_time: Option<UtcTimestamp>
§min_qty: Option<Qty>
§exec_inst: Option<Vec<ExecInst>>
§seller_days: Option<Int>
§order_id: Option<FixString>
§secondary_order_id: Option<FixString>
§quote_entry_id: Option<FixString>
§trade_id: Option<FixString>
§md_entry_buyer: Option<FixString>
§md_entry_seller: Option<FixString>
§number_of_orders: Option<Int>
§md_entry_position_no: Option<Int>
§scope: Option<Vec<Scope>>
§price_delta: Option<Float>
§net_chg_prev_day: Option<PriceOffset>
§text: Option<FixString>
§encoded_text: Option<Data>
§md_price_level: Option<Int>
§order_capacity: Option<OrderCapacity>
§md_origin_type: Option<MdOriginType>
§high_px: Option<Price>
§low_px: Option<Price>
§trade_volume: Option<Qty>
§settl_type: Option<SettlType>
§settl_date: Option<LocalMktDate>
§trans_bkd_time: Option<UtcTimestamp>
§transact_time: Option<UtcTimestamp>
§md_quote_type: Option<MdQuoteType>
§rpt_seq: Option<Int>
§dealing_capacity: Option<DealingCapacity>
§md_entry_spot_rate: Option<Float>
§md_entry_forward_points: Option<PriceOffset>
§stats_ind_grp: Option<Vec<StatsIndGrp>>
§parties: Option<Vec<Parties>>
§settl_currency: Option<Currency>
§rate_source: Option<Vec<RateSource>>
§first_px: Option<Price>
§last_px: Option<Price>
§md_stream_id: Option<FixString>