#ifndef FIX42_MASSQUOTE_H #define FIX42_MASSQUOTE_H #include "Message.h" namespace FIX42 { class MassQuote : public Message { public: MassQuote() : Message(MsgType()) {} MassQuote(const FIX::Message& m) : Message(m) {} MassQuote(const Message& m) : Message(m) {} MassQuote(const MassQuote& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("i"); } MassQuote( const FIX::QuoteID& aQuoteID ) : Message(MsgType()) { set(aQuoteID); } FIELD_SET(*this, FIX::QuoteReqID); FIELD_SET(*this, FIX::QuoteID); FIELD_SET(*this, FIX::QuoteResponseLevel); FIELD_SET(*this, FIX::DefBidSize); FIELD_SET(*this, FIX::DefOfferSize); FIELD_SET(*this, FIX::NoQuoteSets); class NoQuoteSets: public FIX::Group { public: NoQuoteSets() : FIX::Group(296,302,FIX::message_order(302,311,312,309,305,310,313,314,315,316,317,436,435,308,306,362,363,307,364,365,367,304,295,0)) {} FIELD_SET(*this, FIX::QuoteSetID); FIELD_SET(*this, FIX::UnderlyingSymbol); FIELD_SET(*this, FIX::UnderlyingSymbolSfx); FIELD_SET(*this, FIX::UnderlyingSecurityID); FIELD_SET(*this, FIX::UnderlyingIDSource); FIELD_SET(*this, FIX::UnderlyingSecurityType); FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); FIELD_SET(*this, FIX::UnderlyingMaturityDay); FIELD_SET(*this, FIX::UnderlyingPutOrCall); FIELD_SET(*this, FIX::UnderlyingStrikePrice); FIELD_SET(*this, FIX::UnderlyingOptAttribute); FIELD_SET(*this, FIX::UnderlyingContractMultiplier); FIELD_SET(*this, FIX::UnderlyingCouponRate); FIELD_SET(*this, FIX::UnderlyingSecurityExchange); FIELD_SET(*this, FIX::UnderlyingIssuer); FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); FIELD_SET(*this, FIX::UnderlyingSecurityDesc); FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); FIELD_SET(*this, FIX::QuoteSetValidUntilTime); FIELD_SET(*this, FIX::TotQuoteEntries); FIELD_SET(*this, FIX::NoQuoteEntries); class NoQuoteEntries: public FIX::Group { public: NoQuoteEntries() : FIX::Group(295,299,FIX::message_order(299,55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,132,133,134,135,62,188,190,189,191,60,336,64,40,193,192,15,0)) {} FIELD_SET(*this, FIX::QuoteEntryID); FIELD_SET(*this, FIX::Symbol); FIELD_SET(*this, FIX::SymbolSfx); FIELD_SET(*this, FIX::SecurityID); FIELD_SET(*this, FIX::IDSource); FIELD_SET(*this, FIX::SecurityType); FIELD_SET(*this, FIX::MaturityMonthYear); FIELD_SET(*this, FIX::MaturityDay); FIELD_SET(*this, FIX::PutOrCall); 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::BidPx); FIELD_SET(*this, FIX::OfferPx); FIELD_SET(*this, FIX::BidSize); FIELD_SET(*this, FIX::OfferSize); FIELD_SET(*this, FIX::ValidUntilTime); FIELD_SET(*this, FIX::BidSpotRate); FIELD_SET(*this, FIX::OfferSpotRate); FIELD_SET(*this, FIX::BidForwardPoints); FIELD_SET(*this, FIX::OfferForwardPoints); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::FutSettDate); FIELD_SET(*this, FIX::OrdType); FIELD_SET(*this, FIX::FutSettDate2); FIELD_SET(*this, FIX::OrderQty2); FIELD_SET(*this, FIX::Currency); }; }; }; } #endif