91 lines
3.5 KiB
C++
91 lines
3.5 KiB
C++
#ifndef FIX42_QUOTEACKNOWLEDGEMENT_H
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#define FIX42_QUOTEACKNOWLEDGEMENT_H
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#include "Message.h"
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namespace FIX42
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{
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class QuoteAcknowledgement : public Message
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{
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public:
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QuoteAcknowledgement() : Message(MsgType()) {}
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QuoteAcknowledgement(const FIX::Message& m) : Message(m) {}
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QuoteAcknowledgement(const Message& m) : Message(m) {}
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QuoteAcknowledgement(const QuoteAcknowledgement& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("b"); }
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QuoteAcknowledgement(
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const FIX::QuoteAckStatus& aQuoteAckStatus )
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: Message(MsgType())
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{
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set(aQuoteAckStatus);
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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::QuoteAckStatus);
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FIELD_SET(*this, FIX::QuoteRejectReason);
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FIELD_SET(*this, FIX::QuoteResponseLevel);
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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::Text);
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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(302,311,312,309,305,310,313,314,315,316,317,436,435,308,306,362,363,307,364,365,304,295,0)) {}
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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::UnderlyingIDSource);
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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::UnderlyingMaturityDay);
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FIELD_SET(*this, FIX::UnderlyingPutOrCall);
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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::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(299,55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,368,0)) {}
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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::IDSource);
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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::MaturityDay);
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FIELD_SET(*this, FIX::PutOrCall);
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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::QuoteEntryRejectReason);
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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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