Quote.h 4.2 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123
  1. #ifndef FIX43_QUOTE_H
  2. #define FIX43_QUOTE_H
  3. #include "Message.h"
  4. namespace FIX43
  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. : Message(MsgType())
  17. {
  18. set(aQuoteID);
  19. }
  20. FIELD_SET(*this, FIX::QuoteReqID);
  21. FIELD_SET(*this, FIX::QuoteID);
  22. FIELD_SET(*this, FIX::QuoteType);
  23. FIELD_SET(*this, FIX::QuoteResponseLevel);
  24. FIELD_SET(*this, FIX::NoPartyIDs);
  25. class NoPartyIDs: public FIX::Group
  26. {
  27. public:
  28. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
  29. FIELD_SET(*this, FIX::PartyID);
  30. FIELD_SET(*this, FIX::PartyIDSource);
  31. FIELD_SET(*this, FIX::PartyRole);
  32. FIELD_SET(*this, FIX::PartySubID);
  33. };
  34. FIELD_SET(*this, FIX::Account);
  35. FIELD_SET(*this, FIX::AccountType);
  36. FIELD_SET(*this, FIX::TradingSessionID);
  37. FIELD_SET(*this, FIX::TradingSessionSubID);
  38. FIELD_SET(*this, FIX::Symbol);
  39. FIELD_SET(*this, FIX::SymbolSfx);
  40. FIELD_SET(*this, FIX::SecurityID);
  41. FIELD_SET(*this, FIX::SecurityIDSource);
  42. FIELD_SET(*this, FIX::Product);
  43. FIELD_SET(*this, FIX::CFICode);
  44. FIELD_SET(*this, FIX::SecurityType);
  45. FIELD_SET(*this, FIX::MaturityMonthYear);
  46. FIELD_SET(*this, FIX::MaturityDate);
  47. FIELD_SET(*this, FIX::CouponPaymentDate);
  48. FIELD_SET(*this, FIX::IssueDate);
  49. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  50. FIELD_SET(*this, FIX::RepurchaseTerm);
  51. FIELD_SET(*this, FIX::RepurchaseRate);
  52. FIELD_SET(*this, FIX::Factor);
  53. FIELD_SET(*this, FIX::CreditRating);
  54. FIELD_SET(*this, FIX::InstrRegistry);
  55. FIELD_SET(*this, FIX::CountryOfIssue);
  56. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  57. FIELD_SET(*this, FIX::LocaleOfIssue);
  58. FIELD_SET(*this, FIX::RedemptionDate);
  59. FIELD_SET(*this, FIX::StrikePrice);
  60. FIELD_SET(*this, FIX::OptAttribute);
  61. FIELD_SET(*this, FIX::ContractMultiplier);
  62. FIELD_SET(*this, FIX::CouponRate);
  63. FIELD_SET(*this, FIX::SecurityExchange);
  64. FIELD_SET(*this, FIX::Issuer);
  65. FIELD_SET(*this, FIX::EncodedIssuerLen);
  66. FIELD_SET(*this, FIX::EncodedIssuer);
  67. FIELD_SET(*this, FIX::SecurityDesc);
  68. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  69. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  70. FIELD_SET(*this, FIX::NoSecurityAltID);
  71. class NoSecurityAltID: public FIX::Group
  72. {
  73. public:
  74. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  75. FIELD_SET(*this, FIX::SecurityAltID);
  76. FIELD_SET(*this, FIX::SecurityAltIDSource);
  77. };
  78. FIELD_SET(*this, FIX::BidPx);
  79. FIELD_SET(*this, FIX::OfferPx);
  80. FIELD_SET(*this, FIX::MktBidPx);
  81. FIELD_SET(*this, FIX::MktOfferPx);
  82. FIELD_SET(*this, FIX::MinBidSize);
  83. FIELD_SET(*this, FIX::BidSize);
  84. FIELD_SET(*this, FIX::MinOfferSize);
  85. FIELD_SET(*this, FIX::OfferSize);
  86. FIELD_SET(*this, FIX::ValidUntilTime);
  87. FIELD_SET(*this, FIX::BidSpotRate);
  88. FIELD_SET(*this, FIX::OfferSpotRate);
  89. FIELD_SET(*this, FIX::BidForwardPoints);
  90. FIELD_SET(*this, FIX::OfferForwardPoints);
  91. FIELD_SET(*this, FIX::MidPx);
  92. FIELD_SET(*this, FIX::BidYield);
  93. FIELD_SET(*this, FIX::MidYield);
  94. FIELD_SET(*this, FIX::OfferYield);
  95. FIELD_SET(*this, FIX::TransactTime);
  96. FIELD_SET(*this, FIX::SettlmntTyp);
  97. FIELD_SET(*this, FIX::FutSettDate);
  98. FIELD_SET(*this, FIX::OrdType);
  99. FIELD_SET(*this, FIX::FutSettDate2);
  100. FIELD_SET(*this, FIX::OrderQty2);
  101. FIELD_SET(*this, FIX::BidForwardPoints2);
  102. FIELD_SET(*this, FIX::OfferForwardPoints2);
  103. FIELD_SET(*this, FIX::Currency);
  104. FIELD_SET(*this, FIX::SettlCurrBidFxRate);
  105. FIELD_SET(*this, FIX::SettlCurrOfferFxRate);
  106. FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
  107. FIELD_SET(*this, FIX::Commission);
  108. FIELD_SET(*this, FIX::CommType);
  109. FIELD_SET(*this, FIX::CustOrderCapacity);
  110. FIELD_SET(*this, FIX::ExDestination);
  111. FIELD_SET(*this, FIX::Text);
  112. FIELD_SET(*this, FIX::EncodedTextLen);
  113. FIELD_SET(*this, FIX::EncodedText);
  114. };
  115. }
  116. #endif