QuoteRequest.h 2.2 KB

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  1. #ifndef FIX42_QUOTEREQUEST_H
  2. #define FIX42_QUOTEREQUEST_H
  3. #include "Message.h"
  4. namespace FIX42
  5. {
  6. class QuoteRequest : public Message
  7. {
  8. public:
  9. QuoteRequest() : Message(MsgType()) {}
  10. QuoteRequest(const FIX::Message& m) : Message(m) {}
  11. QuoteRequest(const Message& m) : Message(m) {}
  12. QuoteRequest(const QuoteRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("R"); }
  14. QuoteRequest(
  15. const FIX::QuoteReqID& aQuoteReqID )
  16. : Message(MsgType())
  17. {
  18. set(aQuoteReqID);
  19. }
  20. FIELD_SET(*this, FIX::QuoteReqID);
  21. FIELD_SET(*this, FIX::NoRelatedSym);
  22. class NoRelatedSym: public FIX::Group
  23. {
  24. public:
  25. 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)) {}
  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::PrevClosePx);
  46. FIELD_SET(*this, FIX::QuoteRequestType);
  47. FIELD_SET(*this, FIX::TradingSessionID);
  48. FIELD_SET(*this, FIX::Side);
  49. FIELD_SET(*this, FIX::OrderQty);
  50. FIELD_SET(*this, FIX::FutSettDate);
  51. FIELD_SET(*this, FIX::OrdType);
  52. FIELD_SET(*this, FIX::FutSettDate2);
  53. FIELD_SET(*this, FIX::OrderQty2);
  54. FIELD_SET(*this, FIX::ExpireTime);
  55. FIELD_SET(*this, FIX::TransactTime);
  56. FIELD_SET(*this, FIX::Currency);
  57. };
  58. };
  59. }
  60. #endif