QuoteRequest.h 4.2 KB

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  1. #ifndef FIX43_QUOTEREQUEST_H
  2. #define FIX43_QUOTEREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  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::RFQReqID);
  22. FIELD_SET(*this, FIX::Text);
  23. FIELD_SET(*this, FIX::EncodedTextLen);
  24. FIELD_SET(*this, FIX::EncodedText);
  25. FIELD_SET(*this, FIX::NoRelatedSym);
  26. class NoRelatedSym: public FIX::Group
  27. {
  28. public:
  29. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,140,303,537,336,625,229,232,54,465,38,152,63,64,40,193,192,126,60,15,218,220,221,222,423,44,640,235,236,0)) {}
  30. FIELD_SET(*this, FIX::Symbol);
  31. FIELD_SET(*this, FIX::SymbolSfx);
  32. FIELD_SET(*this, FIX::SecurityID);
  33. FIELD_SET(*this, FIX::SecurityIDSource);
  34. FIELD_SET(*this, FIX::Product);
  35. FIELD_SET(*this, FIX::CFICode);
  36. FIELD_SET(*this, FIX::SecurityType);
  37. FIELD_SET(*this, FIX::MaturityMonthYear);
  38. FIELD_SET(*this, FIX::MaturityDate);
  39. FIELD_SET(*this, FIX::CouponPaymentDate);
  40. FIELD_SET(*this, FIX::IssueDate);
  41. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  42. FIELD_SET(*this, FIX::RepurchaseTerm);
  43. FIELD_SET(*this, FIX::RepurchaseRate);
  44. FIELD_SET(*this, FIX::Factor);
  45. FIELD_SET(*this, FIX::CreditRating);
  46. FIELD_SET(*this, FIX::InstrRegistry);
  47. FIELD_SET(*this, FIX::CountryOfIssue);
  48. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  49. FIELD_SET(*this, FIX::LocaleOfIssue);
  50. FIELD_SET(*this, FIX::RedemptionDate);
  51. FIELD_SET(*this, FIX::StrikePrice);
  52. FIELD_SET(*this, FIX::OptAttribute);
  53. FIELD_SET(*this, FIX::ContractMultiplier);
  54. FIELD_SET(*this, FIX::CouponRate);
  55. FIELD_SET(*this, FIX::SecurityExchange);
  56. FIELD_SET(*this, FIX::Issuer);
  57. FIELD_SET(*this, FIX::EncodedIssuerLen);
  58. FIELD_SET(*this, FIX::EncodedIssuer);
  59. FIELD_SET(*this, FIX::SecurityDesc);
  60. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  61. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  62. FIELD_SET(*this, FIX::NoSecurityAltID);
  63. class NoSecurityAltID: public FIX::Group
  64. {
  65. public:
  66. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  67. FIELD_SET(*this, FIX::SecurityAltID);
  68. FIELD_SET(*this, FIX::SecurityAltIDSource);
  69. };
  70. FIELD_SET(*this, FIX::PrevClosePx);
  71. FIELD_SET(*this, FIX::QuoteRequestType);
  72. FIELD_SET(*this, FIX::QuoteType);
  73. FIELD_SET(*this, FIX::TradingSessionID);
  74. FIELD_SET(*this, FIX::TradingSessionSubID);
  75. FIELD_SET(*this, FIX::TradeOriginationDate);
  76. FIELD_SET(*this, FIX::NoStipulations);
  77. class NoStipulations: public FIX::Group
  78. {
  79. public:
  80. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  81. FIELD_SET(*this, FIX::StipulationType);
  82. FIELD_SET(*this, FIX::StipulationValue);
  83. };
  84. FIELD_SET(*this, FIX::Side);
  85. FIELD_SET(*this, FIX::QuantityType);
  86. FIELD_SET(*this, FIX::OrderQty);
  87. FIELD_SET(*this, FIX::CashOrderQty);
  88. FIELD_SET(*this, FIX::SettlmntTyp);
  89. FIELD_SET(*this, FIX::FutSettDate);
  90. FIELD_SET(*this, FIX::OrdType);
  91. FIELD_SET(*this, FIX::FutSettDate2);
  92. FIELD_SET(*this, FIX::OrderQty2);
  93. FIELD_SET(*this, FIX::ExpireTime);
  94. FIELD_SET(*this, FIX::TransactTime);
  95. FIELD_SET(*this, FIX::Currency);
  96. FIELD_SET(*this, FIX::Spread);
  97. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  98. FIELD_SET(*this, FIX::BenchmarkCurveName);
  99. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  100. FIELD_SET(*this, FIX::PriceType);
  101. FIELD_SET(*this, FIX::Price);
  102. FIELD_SET(*this, FIX::Price2);
  103. FIELD_SET(*this, FIX::YieldType);
  104. FIELD_SET(*this, FIX::Yield);
  105. };
  106. };
  107. }
  108. #endif