Struct easyfix::messages::QuoteResponse

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pub struct QuoteResponse {
Show 173 fields
    pub quote_resp_id: FixString,
    pub quote_id: Option<FixString>,
    pub quote_msg_id: Option<FixString>,
    pub quote_resp_type: QuoteRespType,
    pub cl_ord_id: Option<FixString>,
    pub order_capacity: Option<OrderCapacity>,
    pub order_restrictions: Option<Vec<OrderRestrictions>>,
    pub ioiid: Option<FixString>,
    pub quote_type: Option<QuoteType>,
    pub pre_trade_anonymity: Option<bool>,
    pub quot_qual_grp: Option<Vec<QuotQualGrp>>,
    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<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 side: Option<Side>,
    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 min_qty: 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 leg_quot_grp: Option<Vec<LegQuotGrp>>,
    pub bid_px: Option<Decimal>,
    pub offer_px: Option<Decimal>,
    pub mkt_bid_px: Option<Decimal>,
    pub mkt_offer_px: Option<Decimal>,
    pub min_bid_size: Option<Decimal>,
    pub bid_size: Option<Decimal>,
    pub min_offer_size: Option<Decimal>,
    pub offer_size: Option<Decimal>,
    pub valid_until_time: Option<UtcTimestamp>,
    pub bid_spot_rate: Option<Decimal>,
    pub offer_spot_rate: Option<Decimal>,
    pub bid_forward_points: Option<Decimal>,
    pub offer_forward_points: Option<Decimal>,
    pub mid_px: Option<Decimal>,
    pub bid_yield: Option<Decimal>,
    pub mid_yield: Option<Decimal>,
    pub offer_yield: Option<Decimal>,
    pub transact_time: Option<UtcTimestamp>,
    pub ord_type: Option<OrdType>,
    pub bid_forward_points_2: Option<Decimal>,
    pub offer_forward_points_2: Option<Decimal>,
    pub settl_curr_bid_fx_rate: Option<Decimal>,
    pub settl_curr_offer_fx_rate: Option<Decimal>,
    pub settl_curr_fx_rate_calc: Option<SettlCurrFxRateCalc>,
    pub commission: Option<Decimal>,
    pub comm_type: Option<CommType>,
    pub cust_order_capacity: Option<CustOrderCapacity>,
    pub ex_destination: Option<[u8; 4]>,
    pub ex_destination_id_source: Option<ExDestinationIdSource>,
    pub text: Option<FixString>,
    pub encoded_text: Option<Vec<u8>>,
    pub price: Option<Decimal>,
    pub price_type: Option<PriceType>,
    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 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>,

}

Fields§

§quote_resp_id: FixString§quote_id: Option<FixString>§quote_msg_id: Option<FixString>§quote_resp_type: QuoteRespType§cl_ord_id: Option<FixString>§order_capacity: Option<OrderCapacity>§order_restrictions: Option<Vec<OrderRestrictions>>§ioiid: Option<FixString>§quote_type: Option<QuoteType>§pre_trade_anonymity: Option<bool>§quot_qual_grp: Option<Vec<QuotQualGrp>>§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<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>>§side: Option<Side>§order_qty: Option<Decimal>§cash_order_qty: Option<Decimal>§order_percent: Option<Decimal>§rounding_direction: Option<RoundingDirection>§rounding_modulus: Option<Decimal>§min_qty: 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>§leg_quot_grp: Option<Vec<LegQuotGrp>>§bid_px: Option<Decimal>§offer_px: Option<Decimal>§mkt_bid_px: Option<Decimal>§mkt_offer_px: Option<Decimal>§min_bid_size: Option<Decimal>§bid_size: Option<Decimal>§min_offer_size: Option<Decimal>§offer_size: Option<Decimal>§valid_until_time: Option<UtcTimestamp>§bid_spot_rate: Option<Decimal>§offer_spot_rate: Option<Decimal>§bid_forward_points: Option<Decimal>§offer_forward_points: Option<Decimal>§mid_px: Option<Decimal>§bid_yield: Option<Decimal>§mid_yield: Option<Decimal>§offer_yield: Option<Decimal>§transact_time: Option<UtcTimestamp>§ord_type: Option<OrdType>§bid_forward_points_2: Option<Decimal>§offer_forward_points_2: Option<Decimal>§settl_curr_bid_fx_rate: Option<Decimal>§settl_curr_offer_fx_rate: Option<Decimal>§settl_curr_fx_rate_calc: Option<SettlCurrFxRateCalc>§commission: Option<Decimal>§comm_type: Option<CommType>§cust_order_capacity: Option<CustOrderCapacity>§ex_destination: Option<[u8; 4]>§ex_destination_id_source: Option<ExDestinationIdSource>§text: Option<FixString>§encoded_text: Option<Vec<u8>>§price: Option<Decimal>§price_type: Option<PriceType>§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>§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>

Implementations§

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impl QuoteResponse

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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 QuoteResponse

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fn clone(&self) -> QuoteResponse

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 QuoteResponse

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fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter. Read more
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impl Default for QuoteResponse

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fn default() -> QuoteResponse

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

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fn from(msg: QuoteResponse) -> Message

Converts to this type from the input type.
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impl Serialize for QuoteResponse

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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

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where T: 'static + ?Sized,

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

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where T: ?Sized,

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

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

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unsafe fn clone_to_uninit(&self, dst: *mut T)

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fn from(t: T) -> T

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impl<T> Instrument for T

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

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where S: Into<Dispatch>,

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