Quote.h 2.0 KB

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  1. #ifndef FIX42_QUOTE_H
  2. #define FIX42_QUOTE_H
  3. #include "Message.h"
  4. namespace FIX42
  5. {
  6. class Quote : public Message
  7. {
  8. public:
  9. Quote() : Message(MsgType()) {}
  10. Quote(const FIX::Message& m) : Message(m) {}
  11. Quote(const Message& m) : Message(m) {}
  12. Quote(const Quote& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("S"); }
  14. Quote(
  15. const FIX::QuoteID& aQuoteID,
  16. const FIX::Symbol& aSymbol )
  17. : Message(MsgType())
  18. {
  19. set(aQuoteID);
  20. set(aSymbol);
  21. }
  22. FIELD_SET(*this, FIX::QuoteReqID);
  23. FIELD_SET(*this, FIX::QuoteID);
  24. FIELD_SET(*this, FIX::QuoteResponseLevel);
  25. FIELD_SET(*this, FIX::TradingSessionID);
  26. FIELD_SET(*this, FIX::Symbol);
  27. FIELD_SET(*this, FIX::SymbolSfx);
  28. FIELD_SET(*this, FIX::SecurityID);
  29. FIELD_SET(*this, FIX::IDSource);
  30. FIELD_SET(*this, FIX::SecurityType);
  31. FIELD_SET(*this, FIX::MaturityMonthYear);
  32. FIELD_SET(*this, FIX::MaturityDay);
  33. FIELD_SET(*this, FIX::PutOrCall);
  34. FIELD_SET(*this, FIX::StrikePrice);
  35. FIELD_SET(*this, FIX::OptAttribute);
  36. FIELD_SET(*this, FIX::ContractMultiplier);
  37. FIELD_SET(*this, FIX::CouponRate);
  38. FIELD_SET(*this, FIX::SecurityExchange);
  39. FIELD_SET(*this, FIX::Issuer);
  40. FIELD_SET(*this, FIX::EncodedIssuerLen);
  41. FIELD_SET(*this, FIX::EncodedIssuer);
  42. FIELD_SET(*this, FIX::SecurityDesc);
  43. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  44. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  45. FIELD_SET(*this, FIX::BidPx);
  46. FIELD_SET(*this, FIX::OfferPx);
  47. FIELD_SET(*this, FIX::BidSize);
  48. FIELD_SET(*this, FIX::OfferSize);
  49. FIELD_SET(*this, FIX::ValidUntilTime);
  50. FIELD_SET(*this, FIX::BidSpotRate);
  51. FIELD_SET(*this, FIX::OfferSpotRate);
  52. FIELD_SET(*this, FIX::BidForwardPoints);
  53. FIELD_SET(*this, FIX::OfferForwardPoints);
  54. FIELD_SET(*this, FIX::TransactTime);
  55. FIELD_SET(*this, FIX::FutSettDate);
  56. FIELD_SET(*this, FIX::OrdType);
  57. FIELD_SET(*this, FIX::FutSettDate2);
  58. FIELD_SET(*this, FIX::OrderQty2);
  59. FIELD_SET(*this, FIX::Currency);
  60. };
  61. }
  62. #endif