alphaheavy-quickfix-0.1

Safe HaskellNone

AlphaHeavy.FIX.FIX42.Types

Documentation

data NewOrderSingle

Constructors

NewOrderSingle (Field (D1 :* D1) ClOrdID) (Enumeration ((D2 :* D0) :* D4) CustomerOrFirm) (Field ((D1 :* D0) :* D0) ExDestination) (Enumeration (D2 :* D1) HandlInst) (Enumeration ((D1 :* D1) :* D4) LocateReqd) (Field (((D5 :* D7) :* D0) :* D0) MPID) (Enumeration (D4 :* D0) OrdType) (Field (D3 :* D8) Quantity) (Enumeration (D5 :* D4) Side) (Field (D5 :* D5) Symbol) (Maybe (Field D1 Account)) (Maybe (Field ((D4 :* D4) :* D0) ClearingAccount)) (Maybe (Field ((D4 :* D3) :* D9) ClearingFirm)) (Maybe (Field ((D2 :* D3) :* D1) ContractMultiplier)) (Maybe (Field (D1 :* D5) Currency)) (Maybe (Enumeration ((D3 :* D8) :* D8) DiscretionInst)) (Maybe (Field ((D3 :* D8) :* D9) DiscretionOffset)) (Maybe (Field ((D1 :* D6) :* D8) EffectiveTime)) (Maybe (Enumeration (D1 :* D8) ExecInst)) (Maybe (Field ((D4 :* D3) :* D2) ExpireDate)) (Maybe (Field ((D1 :* D2) :* D6) ExpireTime)) (Maybe (Enumeration (D2 :* D2) IDSource)) (Maybe (Field ((D2 :* D0) :* D5) MaturityDay)) (Maybe (Field ((D2 :* D0) :* D0) MaturityMonthYear)) (Maybe (Field ((D1 :* D1) :* D1) Quantity)) (Maybe (Enumeration (D7 :* D7) OpenClose)) (Maybe (Field ((D2 :* D1) :* D1) PegDifference)) (Maybe (Field (D4 :* D4) Price)) (Maybe (Enumeration ((D2 :* D0) :* D1) PutOrCall)) (Maybe (Field ((D2 :* D0) :* D7) SecurityExchange)) (Maybe (Field (D4 :* D8) SecurityID)) (Maybe (Enumeration ((D1 :* D6) :* D7) SecurityType)) (Maybe (Field (D9 :* D9) Price)) (Maybe (Field ((D2 :* D0) :* D2) Price)) (Maybe (Field (D5 :* D8) Text)) (Maybe (Enumeration (D5 :* D9) TimeInForce)) 

data ExecutionReport

Constructors

ExecutionReport (Field D6 Price) (Field (D1 :* D4) Quantity) (Field (D1 :* D7) ExecID) (Enumeration (D2 :* D0) ExecTransType) (Enumeration ((D1 :* D5) :* D0) ExecType) (Field (D3 :* D1) Price) (Field (D3 :* D2) Quantity) (Field ((D1 :* D5) :* D1) Quantity) (Enumeration (D3 :* D9) OrdStatus) (Field (D3 :* D7) OrderID) (Field (D3 :* D8) Quantity) (Enumeration (D5 :* D4) Side) (Field (D5 :* D5) Symbol) (Maybe (Field D1 Account)) (Maybe (Field (D1 :* D1) ClOrdID)) (Maybe (Field ((D4 :* D4) :* D0) ClearingAccount)) (Maybe (Field ((D4 :* D3) :* D9) ClearingFirm)) (Maybe (Field ((D1 :* D0) :* D9) ClientID)) (Maybe (Field (D1 :* D5) Currency)) (Maybe (Enumeration ((D2 :* D0) :* D4) CustomerOrFirm)) (Maybe (Field ((D1 :* D0) :* D0) ExDestination)) (Maybe (Field (D1 :* D9) ExecRefID)) (Maybe (Enumeration ((D3 :* D7) :* D8) ExecRestatementReason)) (Maybe (Field ((D4 :* D3) :* D2) ExpireDate)) (Maybe (Field ((D1 :* D2) :* D6) ExpireTime)) (Maybe (Field (D3 :* D0) LastMkt)) (Maybe (Field ((D2 :* D0) :* D5) MaturityDay)) (Maybe (Field ((D2 :* D0) :* D0) MaturityMonthYear)) (Maybe (Enumeration ((D1 :* D0) :* D3) OrdRejReason)) (Maybe (Enumeration (D4 :* D0) OrdType)) (Maybe (Field (D4 :* D1) OrigClOrdID)) (Maybe (Field (D4 :* D4) Price)) (Maybe (Enumeration ((D2 :* D0) :* D1) PutOrCall)) (Maybe (Enumeration (D4 :* D7) Rule80A)) (Maybe (Field ((D2 :* D0) :* D7) SecurityExchange)) (Maybe (Enumeration ((D1 :* D6) :* D7) SecurityType)) (Maybe (Enumeration (D6 :* D3) SettlmntTyp)) (Maybe (Field (D9 :* D9) Price)) (Maybe (Field ((D2 :* D0) :* D2) Price)) (Maybe (Field (D5 :* D8) Text)) (Maybe (Enumeration (D5 :* D9) TimeInForce)) (Maybe (Field (D6 :* D0) TransactTime)) (Maybe (Enumeration ((D6 :* D3) :* D6) WorkingIndicator)) 

Instances

Eq ExecutionReport 
Show ExecutionReport 
Generic ExecutionReport 
WorkingIndicatorMaybeLens ExecutionReport 
ClearingAccountMaybeLens ExecutionReport 
ClearingFirmMaybeLens ExecutionReport 
ExpireDateMaybeLens ExecutionReport 
ExecRestatementReasonMaybeLens ExecutionReport 
SecurityExchangeMaybeLens ExecutionReport 
MaturityDayMaybeLens ExecutionReport 
CustomerOrFirmMaybeLens ExecutionReport 
StrikePriceMaybeLens ExecutionReport 
PutOrCallMaybeLens ExecutionReport 
MaturityMonthYearMaybeLens ExecutionReport 
SecurityTypeMaybeLens ExecutionReport 
ExpireTimeMaybeLens ExecutionReport 
ClientIDMaybeLens ExecutionReport 
OrdRejReasonMaybeLens ExecutionReport 
ExDestinationMaybeLens ExecutionReport 
StopPxMaybeLens ExecutionReport 
SettlmntTypMaybeLens ExecutionReport 
TransactTimeMaybeLens ExecutionReport 
TimeInForceMaybeLens ExecutionReport 
TextMaybeLens ExecutionReport 
Rule80AMaybeLens ExecutionReport 
PriceMaybeLens ExecutionReport 
OrigClOrdIDMaybeLens ExecutionReport 
OrdTypeMaybeLens ExecutionReport 
LastMktMaybeLens ExecutionReport 
ExecRefIDMaybeLens ExecutionReport 
CurrencyMaybeLens ExecutionReport 
ClOrdIDMaybeLens ExecutionReport 
AccountMaybeLens ExecutionReport 
LeavesQtyLens ExecutionReport 
ExecTypeLens ExecutionReport 
SymbolLens ExecutionReport 
SideLens ExecutionReport 
OrdStatusLens ExecutionReport 
OrderQtyLens ExecutionReport 
OrderIDLens ExecutionReport 
LastSharesLens ExecutionReport 
LastPxLens ExecutionReport 
ExecTransTypeLens ExecutionReport 
ExecIDLens ExecutionReport 
CumQtyLens ExecutionReport 
AvgPxLens ExecutionReport 

data OrderCancelReplaceRequest

newtype Account

Constructors

Account String 

newtype ClOrdID

Constructors

ClOrdID String 

newtype ExecID

Constructors

ExecID String 

newtype LastMkt

Constructors

LastMkt Exchange 

newtype OrderID

Constructors

OrderID String 

newtype Symbol

Constructors

Symbol String 

newtype Text

Constructors

Text String 

newtype MPID

Constructors

MPID String 

class AccountLens a where

Methods

account :: Lens' a Account

class AvgPxLens a where

Methods

avgPx :: Lens' a Price

class BeginStringLens a where

class BodyLengthLens a where

class CheckSumLens a where

Methods

checkSum :: Lens' a CheckSum

class CumQtyLens a where

Methods

cumQty :: Lens' a Quantity

class CurrencyLens a where

Methods

currency :: Lens' a Currency

class EndSeqNoLens a where

Methods

endSeqNo :: Lens' a EndSeqNo

class ExecIDLens a where

Methods

execID :: Lens' a ExecID

class ExecInstLens a where

Methods

execInst :: Lens' a ExecInst

class ExecRefIDLens a where

class IDSourceLens a where

Methods

iDSource :: Lens' a IDSource

class LastMktLens a where

Methods

lastMkt :: Lens' a LastMkt

class LastPxLens a where

Methods

lastPx :: Lens' a Price

class MsgSeqNumLens a where

class MsgTypeLens a where

Methods

msgType :: Lens' a MsgType

class NewSeqNoLens a where

Methods

newSeqNo :: Lens' a NewSeqNo

class PossDupFlagLens a where

class PriceLens a where

Methods

price :: Lens' a Price

class RefSeqNumLens a where

class Rule80ALens a where

Methods

rule80A :: Lens' a Rule80A

class SecurityIDLens a where

class SenderSubIDLens a where

class SendingDateLens a where

class SendingTimeLens a where

class TargetSubIDLens a where

class TextLens a where

Methods

text :: Lens' a Text

class TimeInForceLens a where

class UrgencyLens a where

Methods

urgency :: Lens' a Urgency

Instances

class SettlmntTypLens a where

class OpenCloseLens a where

class PossResendLens a where

class StopPxLens a where

Methods

stopPx :: Lens' a Price

class HeartBtIntLens a where

class ClientIDLens a where

Methods

clientID :: Lens' a ClientID

class MaxFloorLens a where

Methods

maxFloor :: Lens' a Quantity

class TestReqIDLens a where

class GapFillFlagLens a where

class ExpireTimeLens a where

class HeadlineLens a where

Methods

headline :: Lens' a Headline

Instances

class ExecTypeLens a where

Methods

execType :: Lens' a ExecType

class PutOrCallLens a where

class StrikePriceLens a where

Methods

strikePrice :: Lens' a Price

class MaturityDayLens a where

class ExpireDateLens a where

class MPIDLens a where

Methods

mPID :: Lens' a MPID

class DailyNewIDLens a where

Instances

class AvgPxMaybeLens a where

Methods

optAvgPx :: Lens' a (Maybe Price)

class CheckSumMaybeLens a where

class CumQtyMaybeLens a where

class EndSeqNoMaybeLens a where

class ExecIDMaybeLens a where

Methods

optExecID :: Lens' a (Maybe ExecID)

class LastPxMaybeLens a where

Methods

optLastPx :: Lens' a (Maybe Price)

class MsgTypeMaybeLens a where

class NewSeqNoMaybeLens a where

class OrderQtyMaybeLens a where

class SideMaybeLens a where

Methods

optSide :: Lens' a (Maybe Side)

class SymbolMaybeLens a where

Methods

optSymbol :: Lens' a (Maybe Symbol)

class UrgencyMaybeLens a where

class HeadlineMaybeLens a where

class ExecTypeMaybeLens a where

class MPIDMaybeLens a where

Methods

optMPID :: Lens' a (Maybe MPID)