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- #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
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