#ifndef FIX43_MASSQUOTE_H #define FIX43_MASSQUOTE_H #include "Message.h" namespace FIX43 { 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::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::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(302,311,312,309,305,457,462,463,310,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,317,436,435,308,306,362,363,307,364,365,367,304,295,0)) {} FIELD_SET(*this, FIX::QuoteSetID); FIELD_SET(*this, FIX::UnderlyingSymbol); FIELD_SET(*this, FIX::UnderlyingSymbolSfx); FIELD_SET(*this, FIX::UnderlyingSecurityID); FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); FIELD_SET(*this, FIX::UnderlyingProduct); FIELD_SET(*this, FIX::UnderlyingCFICode); FIELD_SET(*this, FIX::UnderlyingSecurityType); FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); FIELD_SET(*this, FIX::UnderlyingMaturityDate); FIELD_SET(*this, FIX::UnderlyingPutOrCall); FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); FIELD_SET(*this, FIX::UnderlyingIssueDate); FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); FIELD_SET(*this, FIX::UnderlyingFactor); FIELD_SET(*this, FIX::UnderlyingCreditRating); FIELD_SET(*this, FIX::UnderlyingInstrRegistry); FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 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::NoUnderlyingSecurityAltID); class NoUnderlyingSecurityAltID: public FIX::Group { public: NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} FIELD_SET(*this, FIX::UnderlyingSecurityAltID); FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); }; 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(299,55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,132,133,134,135,62,188,190,189,191,631,632,633,634,60,336,625,64,40,193,192,642,643,15,0)) {} FIELD_SET(*this, FIX::QuoteEntryID); FIELD_SET(*this, FIX::Symbol); FIELD_SET(*this, FIX::SymbolSfx); FIELD_SET(*this, FIX::SecurityID); FIELD_SET(*this, FIX::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::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::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::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); 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); }; }; }; } #endif