QuoteStatusRequest.h 2.7 KB

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  1. #ifndef FIX43_QUOTESTATUSREQUEST_H
  2. #define FIX43_QUOTESTATUSREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class QuoteStatusRequest : public Message
  7. {
  8. public:
  9. QuoteStatusRequest() : Message(MsgType()) {}
  10. QuoteStatusRequest(const FIX::Message& m) : Message(m) {}
  11. QuoteStatusRequest(const Message& m) : Message(m) {}
  12. QuoteStatusRequest(const QuoteStatusRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("a"); }
  14. FIELD_SET(*this, FIX::QuoteStatusReqID);
  15. FIELD_SET(*this, FIX::QuoteID);
  16. FIELD_SET(*this, FIX::Symbol);
  17. FIELD_SET(*this, FIX::SymbolSfx);
  18. FIELD_SET(*this, FIX::SecurityID);
  19. FIELD_SET(*this, FIX::SecurityIDSource);
  20. FIELD_SET(*this, FIX::Product);
  21. FIELD_SET(*this, FIX::CFICode);
  22. FIELD_SET(*this, FIX::SecurityType);
  23. FIELD_SET(*this, FIX::MaturityMonthYear);
  24. FIELD_SET(*this, FIX::MaturityDate);
  25. FIELD_SET(*this, FIX::CouponPaymentDate);
  26. FIELD_SET(*this, FIX::IssueDate);
  27. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  28. FIELD_SET(*this, FIX::RepurchaseTerm);
  29. FIELD_SET(*this, FIX::RepurchaseRate);
  30. FIELD_SET(*this, FIX::Factor);
  31. FIELD_SET(*this, FIX::CreditRating);
  32. FIELD_SET(*this, FIX::InstrRegistry);
  33. FIELD_SET(*this, FIX::CountryOfIssue);
  34. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  35. FIELD_SET(*this, FIX::LocaleOfIssue);
  36. FIELD_SET(*this, FIX::RedemptionDate);
  37. FIELD_SET(*this, FIX::StrikePrice);
  38. FIELD_SET(*this, FIX::OptAttribute);
  39. FIELD_SET(*this, FIX::ContractMultiplier);
  40. FIELD_SET(*this, FIX::CouponRate);
  41. FIELD_SET(*this, FIX::SecurityExchange);
  42. FIELD_SET(*this, FIX::Issuer);
  43. FIELD_SET(*this, FIX::EncodedIssuerLen);
  44. FIELD_SET(*this, FIX::EncodedIssuer);
  45. FIELD_SET(*this, FIX::SecurityDesc);
  46. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  47. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  48. FIELD_SET(*this, FIX::NoSecurityAltID);
  49. class NoSecurityAltID: public FIX::Group
  50. {
  51. public:
  52. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  53. FIELD_SET(*this, FIX::SecurityAltID);
  54. FIELD_SET(*this, FIX::SecurityAltIDSource);
  55. };
  56. FIELD_SET(*this, FIX::NoPartyIDs);
  57. class NoPartyIDs: public FIX::Group
  58. {
  59. public:
  60. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
  61. FIELD_SET(*this, FIX::PartyID);
  62. FIELD_SET(*this, FIX::PartyIDSource);
  63. FIELD_SET(*this, FIX::PartyRole);
  64. FIELD_SET(*this, FIX::PartySubID);
  65. };
  66. FIELD_SET(*this, FIX::Account);
  67. FIELD_SET(*this, FIX::AccountType);
  68. FIELD_SET(*this, FIX::TradingSessionID);
  69. FIELD_SET(*this, FIX::TradingSessionSubID);
  70. FIELD_SET(*this, FIX::SubscriptionRequestType);
  71. };
  72. }
  73. #endif