116 lines
4.2 KiB
C++
116 lines
4.2 KiB
C++
#ifndef FIX43_QUOTEREQUEST_H
|
|
#define FIX43_QUOTEREQUEST_H
|
|
|
|
#include "Message.h"
|
|
|
|
namespace FIX43
|
|
{
|
|
|
|
class QuoteRequest : public Message
|
|
{
|
|
public:
|
|
QuoteRequest() : Message(MsgType()) {}
|
|
QuoteRequest(const FIX::Message& m) : Message(m) {}
|
|
QuoteRequest(const Message& m) : Message(m) {}
|
|
QuoteRequest(const QuoteRequest& m) : Message(m) {}
|
|
static FIX::MsgType MsgType() { return FIX::MsgType("R"); }
|
|
|
|
QuoteRequest(
|
|
const FIX::QuoteReqID& aQuoteReqID )
|
|
: Message(MsgType())
|
|
{
|
|
set(aQuoteReqID);
|
|
}
|
|
|
|
FIELD_SET(*this, FIX::QuoteReqID);
|
|
FIELD_SET(*this, FIX::RFQReqID);
|
|
FIELD_SET(*this, FIX::Text);
|
|
FIELD_SET(*this, FIX::EncodedTextLen);
|
|
FIELD_SET(*this, FIX::EncodedText);
|
|
FIELD_SET(*this, FIX::NoRelatedSym);
|
|
class NoRelatedSym: public FIX::Group
|
|
{
|
|
public:
|
|
NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,140,303,537,336,625,229,232,54,465,38,152,63,64,40,193,192,126,60,15,218,220,221,222,423,44,640,235,236,0)) {}
|
|
FIELD_SET(*this, FIX::Symbol);
|
|
FIELD_SET(*this, FIX::SymbolSfx);
|
|
FIELD_SET(*this, FIX::SecurityID);
|
|
FIELD_SET(*this, FIX::SecurityIDSource);
|
|
FIELD_SET(*this, FIX::Product);
|
|
FIELD_SET(*this, FIX::CFICode);
|
|
FIELD_SET(*this, FIX::SecurityType);
|
|
FIELD_SET(*this, FIX::MaturityMonthYear);
|
|
FIELD_SET(*this, FIX::MaturityDate);
|
|
FIELD_SET(*this, FIX::CouponPaymentDate);
|
|
FIELD_SET(*this, FIX::IssueDate);
|
|
FIELD_SET(*this, FIX::RepoCollateralSecurityType);
|
|
FIELD_SET(*this, FIX::RepurchaseTerm);
|
|
FIELD_SET(*this, FIX::RepurchaseRate);
|
|
FIELD_SET(*this, FIX::Factor);
|
|
FIELD_SET(*this, FIX::CreditRating);
|
|
FIELD_SET(*this, FIX::InstrRegistry);
|
|
FIELD_SET(*this, FIX::CountryOfIssue);
|
|
FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
|
|
FIELD_SET(*this, FIX::LocaleOfIssue);
|
|
FIELD_SET(*this, FIX::RedemptionDate);
|
|
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::NoSecurityAltID);
|
|
class NoSecurityAltID: public FIX::Group
|
|
{
|
|
public:
|
|
NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
|
|
FIELD_SET(*this, FIX::SecurityAltID);
|
|
FIELD_SET(*this, FIX::SecurityAltIDSource);
|
|
};
|
|
FIELD_SET(*this, FIX::PrevClosePx);
|
|
FIELD_SET(*this, FIX::QuoteRequestType);
|
|
FIELD_SET(*this, FIX::QuoteType);
|
|
FIELD_SET(*this, FIX::TradingSessionID);
|
|
FIELD_SET(*this, FIX::TradingSessionSubID);
|
|
FIELD_SET(*this, FIX::TradeOriginationDate);
|
|
FIELD_SET(*this, FIX::NoStipulations);
|
|
class NoStipulations: public FIX::Group
|
|
{
|
|
public:
|
|
NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
|
|
FIELD_SET(*this, FIX::StipulationType);
|
|
FIELD_SET(*this, FIX::StipulationValue);
|
|
};
|
|
FIELD_SET(*this, FIX::Side);
|
|
FIELD_SET(*this, FIX::QuantityType);
|
|
FIELD_SET(*this, FIX::OrderQty);
|
|
FIELD_SET(*this, FIX::CashOrderQty);
|
|
FIELD_SET(*this, FIX::SettlmntTyp);
|
|
FIELD_SET(*this, FIX::FutSettDate);
|
|
FIELD_SET(*this, FIX::OrdType);
|
|
FIELD_SET(*this, FIX::FutSettDate2);
|
|
FIELD_SET(*this, FIX::OrderQty2);
|
|
FIELD_SET(*this, FIX::ExpireTime);
|
|
FIELD_SET(*this, FIX::TransactTime);
|
|
FIELD_SET(*this, FIX::Currency);
|
|
FIELD_SET(*this, FIX::Spread);
|
|
FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
|
|
FIELD_SET(*this, FIX::BenchmarkCurveName);
|
|
FIELD_SET(*this, FIX::BenchmarkCurvePoint);
|
|
FIELD_SET(*this, FIX::PriceType);
|
|
FIELD_SET(*this, FIX::Price);
|
|
FIELD_SET(*this, FIX::Price2);
|
|
FIELD_SET(*this, FIX::YieldType);
|
|
FIELD_SET(*this, FIX::Yield);
|
|
};
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|