#ifndef FIX42_QUOTE_H #define FIX42_QUOTE_H #include "Message.h" namespace FIX42 { class Quote : public Message { public: Quote() : Message(MsgType()) {} Quote(const FIX::Message& m) : Message(m) {} Quote(const Message& m) : Message(m) {} Quote(const Quote& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("S"); } Quote( const FIX::QuoteID& aQuoteID, const FIX::Symbol& aSymbol ) : Message(MsgType()) { set(aQuoteID); set(aSymbol); } FIELD_SET(*this, FIX::QuoteReqID); FIELD_SET(*this, FIX::QuoteID); FIELD_SET(*this, FIX::QuoteResponseLevel); FIELD_SET(*this, FIX::TradingSessionID); 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::FutSettDate); FIELD_SET(*this, FIX::OrdType); FIELD_SET(*this, FIX::FutSettDate2); FIELD_SET(*this, FIX::OrderQty2); FIELD_SET(*this, FIX::Currency); }; } #endif