61 lines
1.7 KiB
C++
61 lines
1.7 KiB
C++
#ifndef FIX41_QUOTE_H
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#define FIX41_QUOTE_H
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#include "Message.h"
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namespace FIX41
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{
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class Quote : public Message
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{
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public:
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Quote() : Message(MsgType()) {}
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Quote(const FIX::Message& m) : Message(m) {}
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Quote(const Message& m) : Message(m) {}
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Quote(const Quote& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("S"); }
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Quote(
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const FIX::QuoteID& aQuoteID,
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const FIX::Symbol& aSymbol )
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: Message(MsgType())
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{
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set(aQuoteID);
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set(aSymbol);
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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::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::SecurityExchange);
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FIELD_SET(*this, FIX::Issuer);
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FIELD_SET(*this, FIX::SecurityDesc);
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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::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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};
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}
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#endif
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