105 lines
4.0 KiB
C++
105 lines
4.0 KiB
C++
#ifndef FIX42_MASSQUOTE_H
|
|
#define FIX42_MASSQUOTE_H
|
|
|
|
#include "Message.h"
|
|
|
|
namespace FIX42
|
|
{
|
|
|
|
class MassQuote : public Message
|
|
{
|
|
public:
|
|
MassQuote() : Message(MsgType()) {}
|
|
MassQuote(const FIX::Message& m) : Message(m) {}
|
|
MassQuote(const Message& m) : Message(m) {}
|
|
MassQuote(const MassQuote& m) : Message(m) {}
|
|
static FIX::MsgType MsgType() { return FIX::MsgType("i"); }
|
|
|
|
MassQuote(
|
|
const FIX::QuoteID& aQuoteID )
|
|
: Message(MsgType())
|
|
{
|
|
set(aQuoteID);
|
|
}
|
|
|
|
FIELD_SET(*this, FIX::QuoteReqID);
|
|
FIELD_SET(*this, FIX::QuoteID);
|
|
FIELD_SET(*this, FIX::QuoteResponseLevel);
|
|
FIELD_SET(*this, FIX::DefBidSize);
|
|
FIELD_SET(*this, FIX::DefOfferSize);
|
|
FIELD_SET(*this, FIX::NoQuoteSets);
|
|
class NoQuoteSets: public FIX::Group
|
|
{
|
|
public:
|
|
NoQuoteSets() : FIX::Group(296,302,FIX::message_order(302,311,312,309,305,310,313,314,315,316,317,436,435,308,306,362,363,307,364,365,367,304,295,0)) {}
|
|
FIELD_SET(*this, FIX::QuoteSetID);
|
|
FIELD_SET(*this, FIX::UnderlyingSymbol);
|
|
FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
|
|
FIELD_SET(*this, FIX::UnderlyingSecurityID);
|
|
FIELD_SET(*this, FIX::UnderlyingIDSource);
|
|
FIELD_SET(*this, FIX::UnderlyingSecurityType);
|
|
FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
|
|
FIELD_SET(*this, FIX::UnderlyingMaturityDay);
|
|
FIELD_SET(*this, FIX::UnderlyingPutOrCall);
|
|
FIELD_SET(*this, FIX::UnderlyingStrikePrice);
|
|
FIELD_SET(*this, FIX::UnderlyingOptAttribute);
|
|
FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
|
|
FIELD_SET(*this, FIX::UnderlyingCouponRate);
|
|
FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
|
|
FIELD_SET(*this, FIX::UnderlyingIssuer);
|
|
FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
|
|
FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
|
|
FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
|
|
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
|
|
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
|
|
FIELD_SET(*this, FIX::QuoteSetValidUntilTime);
|
|
FIELD_SET(*this, FIX::TotQuoteEntries);
|
|
FIELD_SET(*this, FIX::NoQuoteEntries);
|
|
class NoQuoteEntries: public FIX::Group
|
|
{
|
|
public:
|
|
NoQuoteEntries() : FIX::Group(295,299,FIX::message_order(299,55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,132,133,134,135,62,188,190,189,191,60,336,64,40,193,192,15,0)) {}
|
|
FIELD_SET(*this, FIX::QuoteEntryID);
|
|
FIELD_SET(*this, FIX::Symbol);
|
|
FIELD_SET(*this, FIX::SymbolSfx);
|
|
FIELD_SET(*this, FIX::SecurityID);
|
|
FIELD_SET(*this, FIX::IDSource);
|
|
FIELD_SET(*this, FIX::SecurityType);
|
|
FIELD_SET(*this, FIX::MaturityMonthYear);
|
|
FIELD_SET(*this, FIX::MaturityDay);
|
|
FIELD_SET(*this, FIX::PutOrCall);
|
|
FIELD_SET(*this, FIX::StrikePrice);
|
|
FIELD_SET(*this, FIX::OptAttribute);
|
|
FIELD_SET(*this, FIX::ContractMultiplier);
|
|
FIELD_SET(*this, FIX::CouponRate);
|
|
FIELD_SET(*this, FIX::SecurityExchange);
|
|
FIELD_SET(*this, FIX::Issuer);
|
|
FIELD_SET(*this, FIX::EncodedIssuerLen);
|
|
FIELD_SET(*this, FIX::EncodedIssuer);
|
|
FIELD_SET(*this, FIX::SecurityDesc);
|
|
FIELD_SET(*this, FIX::EncodedSecurityDescLen);
|
|
FIELD_SET(*this, FIX::EncodedSecurityDesc);
|
|
FIELD_SET(*this, FIX::BidPx);
|
|
FIELD_SET(*this, FIX::OfferPx);
|
|
FIELD_SET(*this, FIX::BidSize);
|
|
FIELD_SET(*this, FIX::OfferSize);
|
|
FIELD_SET(*this, FIX::ValidUntilTime);
|
|
FIELD_SET(*this, FIX::BidSpotRate);
|
|
FIELD_SET(*this, FIX::OfferSpotRate);
|
|
FIELD_SET(*this, FIX::BidForwardPoints);
|
|
FIELD_SET(*this, FIX::OfferForwardPoints);
|
|
FIELD_SET(*this, FIX::TransactTime);
|
|
FIELD_SET(*this, FIX::TradingSessionID);
|
|
FIELD_SET(*this, FIX::FutSettDate);
|
|
FIELD_SET(*this, FIX::OrdType);
|
|
FIELD_SET(*this, FIX::FutSettDate2);
|
|
FIELD_SET(*this, FIX::OrderQty2);
|
|
FIELD_SET(*this, FIX::Currency);
|
|
};
|
|
};
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|