168 lines
6.9 KiB
C++
168 lines
6.9 KiB
C++
#ifndef FIX43_MASSQUOTE_H
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#define FIX43_MASSQUOTE_H
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#include "Message.h"
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namespace FIX43
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{
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class MassQuote : public Message
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{
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public:
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MassQuote() : Message(MsgType()) {}
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MassQuote(const FIX::Message& m) : Message(m) {}
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MassQuote(const Message& m) : Message(m) {}
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MassQuote(const MassQuote& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("i"); }
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MassQuote(
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const FIX::QuoteID& aQuoteID )
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: Message(MsgType())
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{
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set(aQuoteID);
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}
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FIELD_SET(*this, FIX::QuoteReqID);
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FIELD_SET(*this, FIX::QuoteID);
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FIELD_SET(*this, FIX::QuoteType);
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FIELD_SET(*this, FIX::QuoteResponseLevel);
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FIELD_SET(*this, FIX::NoPartyIDs);
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class NoPartyIDs: public FIX::Group
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{
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public:
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NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
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FIELD_SET(*this, FIX::PartyID);
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FIELD_SET(*this, FIX::PartyIDSource);
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FIELD_SET(*this, FIX::PartyRole);
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FIELD_SET(*this, FIX::PartySubID);
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};
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FIELD_SET(*this, FIX::Account);
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FIELD_SET(*this, FIX::AccountType);
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FIELD_SET(*this, FIX::DefBidSize);
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FIELD_SET(*this, FIX::DefOfferSize);
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FIELD_SET(*this, FIX::NoQuoteSets);
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class NoQuoteSets: public FIX::Group
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{
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public:
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NoQuoteSets() : FIX::Group(296,302,FIX::message_order(302,311,312,309,305,457,462,463,310,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,317,436,435,308,306,362,363,307,364,365,367,304,295,0)) {}
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FIELD_SET(*this, FIX::QuoteSetID);
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FIELD_SET(*this, FIX::UnderlyingSymbol);
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FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
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FIELD_SET(*this, FIX::UnderlyingSecurityID);
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FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
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FIELD_SET(*this, FIX::UnderlyingProduct);
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FIELD_SET(*this, FIX::UnderlyingCFICode);
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FIELD_SET(*this, FIX::UnderlyingSecurityType);
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FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
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FIELD_SET(*this, FIX::UnderlyingMaturityDate);
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FIELD_SET(*this, FIX::UnderlyingPutOrCall);
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FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
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FIELD_SET(*this, FIX::UnderlyingIssueDate);
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FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
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FIELD_SET(*this, FIX::UnderlyingFactor);
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FIELD_SET(*this, FIX::UnderlyingCreditRating);
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FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
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FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
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FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
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FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
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FIELD_SET(*this, FIX::UnderlyingStrikePrice);
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FIELD_SET(*this, FIX::UnderlyingOptAttribute);
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FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
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FIELD_SET(*this, FIX::UnderlyingCouponRate);
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FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
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FIELD_SET(*this, FIX::UnderlyingIssuer);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
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FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
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class NoUnderlyingSecurityAltID: public FIX::Group
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{
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public:
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NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
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FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
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FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::QuoteSetValidUntilTime);
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FIELD_SET(*this, FIX::TotQuoteEntries);
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FIELD_SET(*this, FIX::NoQuoteEntries);
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class NoQuoteEntries: public FIX::Group
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{
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public:
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NoQuoteEntries() : FIX::Group(295,299,FIX::message_order(299,55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,132,133,134,135,62,188,190,189,191,631,632,633,634,60,336,625,64,40,193,192,642,643,15,0)) {}
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FIELD_SET(*this, FIX::QuoteEntryID);
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FIELD_SET(*this, FIX::Symbol);
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FIELD_SET(*this, FIX::SymbolSfx);
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FIELD_SET(*this, FIX::SecurityID);
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FIELD_SET(*this, FIX::SecurityIDSource);
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FIELD_SET(*this, FIX::Product);
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FIELD_SET(*this, FIX::CFICode);
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FIELD_SET(*this, FIX::SecurityType);
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FIELD_SET(*this, FIX::MaturityMonthYear);
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FIELD_SET(*this, FIX::MaturityDate);
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FIELD_SET(*this, FIX::CouponPaymentDate);
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FIELD_SET(*this, FIX::IssueDate);
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FIELD_SET(*this, FIX::RepoCollateralSecurityType);
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FIELD_SET(*this, FIX::RepurchaseTerm);
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FIELD_SET(*this, FIX::RepurchaseRate);
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FIELD_SET(*this, FIX::Factor);
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FIELD_SET(*this, FIX::CreditRating);
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FIELD_SET(*this, FIX::InstrRegistry);
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FIELD_SET(*this, FIX::CountryOfIssue);
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FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LocaleOfIssue);
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FIELD_SET(*this, FIX::RedemptionDate);
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FIELD_SET(*this, FIX::StrikePrice);
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FIELD_SET(*this, FIX::OptAttribute);
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FIELD_SET(*this, FIX::ContractMultiplier);
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FIELD_SET(*this, FIX::CouponRate);
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FIELD_SET(*this, FIX::SecurityExchange);
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FIELD_SET(*this, FIX::Issuer);
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FIELD_SET(*this, FIX::EncodedIssuerLen);
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FIELD_SET(*this, FIX::EncodedIssuer);
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FIELD_SET(*this, FIX::SecurityDesc);
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FIELD_SET(*this, FIX::EncodedSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedSecurityDesc);
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FIELD_SET(*this, FIX::NoSecurityAltID);
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class NoSecurityAltID: public FIX::Group
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{
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public:
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NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
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FIELD_SET(*this, FIX::SecurityAltID);
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FIELD_SET(*this, FIX::SecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::BidPx);
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FIELD_SET(*this, FIX::OfferPx);
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FIELD_SET(*this, FIX::BidSize);
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FIELD_SET(*this, FIX::OfferSize);
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FIELD_SET(*this, FIX::ValidUntilTime);
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FIELD_SET(*this, FIX::BidSpotRate);
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FIELD_SET(*this, FIX::OfferSpotRate);
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FIELD_SET(*this, FIX::BidForwardPoints);
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FIELD_SET(*this, FIX::OfferForwardPoints);
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FIELD_SET(*this, FIX::MidPx);
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FIELD_SET(*this, FIX::BidYield);
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FIELD_SET(*this, FIX::MidYield);
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FIELD_SET(*this, FIX::OfferYield);
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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FIELD_SET(*this, FIX::FutSettDate);
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FIELD_SET(*this, FIX::OrdType);
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FIELD_SET(*this, FIX::FutSettDate2);
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FIELD_SET(*this, FIX::OrderQty2);
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FIELD_SET(*this, FIX::BidForwardPoints2);
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FIELD_SET(*this, FIX::OfferForwardPoints2);
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FIELD_SET(*this, FIX::Currency);
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};
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};
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};
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}
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#endif
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