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- #ifndef FIX43_QUOTEREQUEST_H
- #define FIX43_QUOTEREQUEST_H
- #include "Message.h"
- namespace FIX43
- {
- 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::RFQReqID);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::NoRelatedSym);
- class NoRelatedSym: public FIX::Group
- {
- public:
- 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)) {}
- 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::PrevClosePx);
- FIELD_SET(*this, FIX::QuoteRequestType);
- FIELD_SET(*this, FIX::QuoteType);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- FIELD_SET(*this, FIX::TradeOriginationDate);
- FIELD_SET(*this, FIX::NoStipulations);
- class NoStipulations: public FIX::Group
- {
- public:
- NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
- FIELD_SET(*this, FIX::StipulationType);
- FIELD_SET(*this, FIX::StipulationValue);
- };
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::QuantityType);
- FIELD_SET(*this, FIX::OrderQty);
- FIELD_SET(*this, FIX::CashOrderQty);
- 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::ExpireTime);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::Spread);
- FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
- FIELD_SET(*this, FIX::BenchmarkCurveName);
- FIELD_SET(*this, FIX::BenchmarkCurvePoint);
- FIELD_SET(*this, FIX::PriceType);
- FIELD_SET(*this, FIX::Price);
- FIELD_SET(*this, FIX::Price2);
- FIELD_SET(*this, FIX::YieldType);
- FIELD_SET(*this, FIX::Yield);
- };
- };
- }
- #endif
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