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- #ifndef FIX42_QUOTEREQUEST_H
- #define FIX42_QUOTEREQUEST_H
- #include "Message.h"
- namespace FIX42
- {
- class QuoteRequest : public Message
- {
- public:
- QuoteRequest() : Message(MsgType()) {}
- QuoteRequest(const FIX::Message& m) : Message(m) {}
- QuoteRequest(const Message& m) : Message(m) {}
- QuoteRequest(const QuoteRequest& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("R"); }
- QuoteRequest(
- const FIX::QuoteReqID& aQuoteReqID )
- : Message(MsgType())
- {
- set(aQuoteReqID);
- }
- FIELD_SET(*this, FIX::QuoteReqID);
- FIELD_SET(*this, FIX::NoRelatedSym);
- class NoRelatedSym: public FIX::Group
- {
- public:
- NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,140,303,336,54,38,64,40,193,192,126,60,15,0)) {}
- 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::PrevClosePx);
- FIELD_SET(*this, FIX::QuoteRequestType);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::OrderQty);
- FIELD_SET(*this, FIX::FutSettDate);
- FIELD_SET(*this, FIX::OrdType);
- FIELD_SET(*this, FIX::FutSettDate2);
- FIELD_SET(*this, FIX::OrderQty2);
- FIELD_SET(*this, FIX::ExpireTime);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::Currency);
- };
- };
- }
- #endif
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