#ifndef FIX43_QUOTE_H #define FIX43_QUOTE_H #include "Message.h" namespace FIX43 { 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 ) : Message(MsgType()) { set(aQuoteID); } FIELD_SET(*this, FIX::QuoteReqID); FIELD_SET(*this, FIX::QuoteID); FIELD_SET(*this, FIX::QuoteType); FIELD_SET(*this, FIX::QuoteResponseLevel); FIELD_SET(*this, FIX::NoPartyIDs); class NoPartyIDs: public FIX::Group { public: NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {} FIELD_SET(*this, FIX::PartyID); FIELD_SET(*this, FIX::PartyIDSource); FIELD_SET(*this, FIX::PartyRole); FIELD_SET(*this, FIX::PartySubID); }; FIELD_SET(*this, FIX::Account); FIELD_SET(*this, FIX::AccountType); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); FIELD_SET(*this, FIX::Symbol); FIELD_SET(*this, FIX::SymbolSfx); FIELD_SET(*this, FIX::SecurityID); FIELD_SET(*this, FIX::SecurityIDSource); FIELD_SET(*this, FIX::Product); FIELD_SET(*this, FIX::CFICode); FIELD_SET(*this, FIX::SecurityType); FIELD_SET(*this, FIX::MaturityMonthYear); FIELD_SET(*this, FIX::MaturityDate); FIELD_SET(*this, FIX::CouponPaymentDate); FIELD_SET(*this, FIX::IssueDate); FIELD_SET(*this, FIX::RepoCollateralSecurityType); FIELD_SET(*this, FIX::RepurchaseTerm); FIELD_SET(*this, FIX::RepurchaseRate); FIELD_SET(*this, FIX::Factor); FIELD_SET(*this, FIX::CreditRating); FIELD_SET(*this, FIX::InstrRegistry); FIELD_SET(*this, FIX::CountryOfIssue); FIELD_SET(*this, FIX::StateOrProvinceOfIssue); FIELD_SET(*this, FIX::LocaleOfIssue); FIELD_SET(*this, FIX::RedemptionDate); 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::NoSecurityAltID); class NoSecurityAltID: public FIX::Group { public: NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} FIELD_SET(*this, FIX::SecurityAltID); FIELD_SET(*this, FIX::SecurityAltIDSource); }; FIELD_SET(*this, FIX::BidPx); FIELD_SET(*this, FIX::OfferPx); FIELD_SET(*this, FIX::MktBidPx); FIELD_SET(*this, FIX::MktOfferPx); FIELD_SET(*this, FIX::MinBidSize); FIELD_SET(*this, FIX::BidSize); FIELD_SET(*this, FIX::MinOfferSize); 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::MidPx); FIELD_SET(*this, FIX::BidYield); FIELD_SET(*this, FIX::MidYield); FIELD_SET(*this, FIX::OfferYield); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::SettlmntTyp); FIELD_SET(*this, FIX::FutSettDate); FIELD_SET(*this, FIX::OrdType); FIELD_SET(*this, FIX::FutSettDate2); FIELD_SET(*this, FIX::OrderQty2); FIELD_SET(*this, FIX::BidForwardPoints2); FIELD_SET(*this, FIX::OfferForwardPoints2); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::SettlCurrBidFxRate); FIELD_SET(*this, FIX::SettlCurrOfferFxRate); FIELD_SET(*this, FIX::SettlCurrFxRateCalc); FIELD_SET(*this, FIX::Commission); FIELD_SET(*this, FIX::CommType); FIELD_SET(*this, FIX::CustOrderCapacity); FIELD_SET(*this, FIX::ExDestination); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); }; } #endif