121 lines
4.2 KiB
C++
121 lines
4.2 KiB
C++
#ifndef FIX43_QUOTESTATUSREPORT_H
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#define FIX43_QUOTESTATUSREPORT_H
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#include "Message.h"
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namespace FIX43
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{
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class QuoteStatusReport : public Message
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{
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public:
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QuoteStatusReport() : Message(MsgType()) {}
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QuoteStatusReport(const FIX::Message& m) : Message(m) {}
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QuoteStatusReport(const Message& m) : Message(m) {}
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QuoteStatusReport(const QuoteStatusReport& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("AI"); }
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QuoteStatusReport(
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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::QuoteStatusReqID);
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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::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::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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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::MktBidPx);
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FIELD_SET(*this, FIX::MktOfferPx);
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FIELD_SET(*this, FIX::MinBidSize);
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FIELD_SET(*this, FIX::BidSize);
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FIELD_SET(*this, FIX::MinOfferSize);
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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::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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FIELD_SET(*this, FIX::SettlCurrBidFxRate);
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FIELD_SET(*this, FIX::SettlCurrOfferFxRate);
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FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
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FIELD_SET(*this, FIX::Commission);
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FIELD_SET(*this, FIX::CommType);
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FIELD_SET(*this, FIX::CustOrderCapacity);
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FIELD_SET(*this, FIX::ExDestination);
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FIELD_SET(*this, FIX::QuoteStatus);
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};
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}
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#endif
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