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- #ifndef FIX43_QUOTE_H
- #define FIX43_QUOTE_H
- #include "Message.h"
- namespace FIX43
- {
- class Quote : public Message
- {
- public:
- Quote() : Message(MsgType()) {}
- Quote(const FIX::Message& m) : Message(m) {}
- Quote(const Message& m) : Message(m) {}
- Quote(const Quote& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("S"); }
- Quote(
- const FIX::QuoteID& aQuoteID )
- : Message(MsgType())
- {
- set(aQuoteID);
- }
- FIELD_SET(*this, FIX::QuoteReqID);
- FIELD_SET(*this, FIX::QuoteID);
- FIELD_SET(*this, FIX::QuoteType);
- FIELD_SET(*this, FIX::QuoteResponseLevel);
- FIELD_SET(*this, FIX::NoPartyIDs);
- class NoPartyIDs: public FIX::Group
- {
- public:
- NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
- FIELD_SET(*this, FIX::PartyID);
- FIELD_SET(*this, FIX::PartyIDSource);
- FIELD_SET(*this, FIX::PartyRole);
- FIELD_SET(*this, FIX::PartySubID);
- };
- FIELD_SET(*this, FIX::Account);
- FIELD_SET(*this, FIX::AccountType);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- FIELD_SET(*this, FIX::Symbol);
- FIELD_SET(*this, FIX::SymbolSfx);
- FIELD_SET(*this, FIX::SecurityID);
- FIELD_SET(*this, FIX::SecurityIDSource);
- FIELD_SET(*this, FIX::Product);
- FIELD_SET(*this, FIX::CFICode);
- FIELD_SET(*this, FIX::SecurityType);
- FIELD_SET(*this, FIX::MaturityMonthYear);
- FIELD_SET(*this, FIX::MaturityDate);
- FIELD_SET(*this, FIX::CouponPaymentDate);
- FIELD_SET(*this, FIX::IssueDate);
- FIELD_SET(*this, FIX::RepoCollateralSecurityType);
- FIELD_SET(*this, FIX::RepurchaseTerm);
- FIELD_SET(*this, FIX::RepurchaseRate);
- FIELD_SET(*this, FIX::Factor);
- FIELD_SET(*this, FIX::CreditRating);
- FIELD_SET(*this, FIX::InstrRegistry);
- FIELD_SET(*this, FIX::CountryOfIssue);
- FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
- FIELD_SET(*this, FIX::LocaleOfIssue);
- FIELD_SET(*this, FIX::RedemptionDate);
- 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::NoSecurityAltID);
- class NoSecurityAltID: public FIX::Group
- {
- public:
- NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
- FIELD_SET(*this, FIX::SecurityAltID);
- FIELD_SET(*this, FIX::SecurityAltIDSource);
- };
- FIELD_SET(*this, FIX::BidPx);
- FIELD_SET(*this, FIX::OfferPx);
- FIELD_SET(*this, FIX::MktBidPx);
- FIELD_SET(*this, FIX::MktOfferPx);
- FIELD_SET(*this, FIX::MinBidSize);
- FIELD_SET(*this, FIX::BidSize);
- FIELD_SET(*this, FIX::MinOfferSize);
- 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::MidPx);
- FIELD_SET(*this, FIX::BidYield);
- FIELD_SET(*this, FIX::MidYield);
- FIELD_SET(*this, FIX::OfferYield);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::SettlmntTyp);
- FIELD_SET(*this, FIX::FutSettDate);
- FIELD_SET(*this, FIX::OrdType);
- FIELD_SET(*this, FIX::FutSettDate2);
- FIELD_SET(*this, FIX::OrderQty2);
- FIELD_SET(*this, FIX::BidForwardPoints2);
- FIELD_SET(*this, FIX::OfferForwardPoints2);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::SettlCurrBidFxRate);
- FIELD_SET(*this, FIX::SettlCurrOfferFxRate);
- FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
- FIELD_SET(*this, FIX::Commission);
- FIELD_SET(*this, FIX::CommType);
- FIELD_SET(*this, FIX::CustOrderCapacity);
- FIELD_SET(*this, FIX::ExDestination);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- };
- }
- #endif
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