QuoteResponse.h 16 KB

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  1. #ifndef FIX50SP1_QUOTERESPONSE_H
  2. #define FIX50SP1_QUOTERESPONSE_H
  3. #include "Message.h"
  4. namespace FIX50SP1
  5. {
  6. class QuoteResponse : public Message
  7. {
  8. public:
  9. QuoteResponse() : Message(MsgType()) {}
  10. QuoteResponse(const FIX::Message& m) : Message(m) {}
  11. QuoteResponse(const Message& m) : Message(m) {}
  12. QuoteResponse(const QuoteResponse& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AJ"); }
  14. QuoteResponse(
  15. const FIX::QuoteRespID& aQuoteRespID,
  16. const FIX::QuoteRespType& aQuoteRespType )
  17. : Message(MsgType())
  18. {
  19. set(aQuoteRespID);
  20. set(aQuoteRespType);
  21. }
  22. FIELD_SET(*this, FIX::QuoteRespID);
  23. FIELD_SET(*this, FIX::QuoteID);
  24. FIELD_SET(*this, FIX::QuoteMsgID);
  25. FIELD_SET(*this, FIX::QuoteRespType);
  26. FIELD_SET(*this, FIX::ClOrdID);
  27. FIELD_SET(*this, FIX::OrderCapacity);
  28. FIELD_SET(*this, FIX::OrderRestrictions);
  29. FIELD_SET(*this, FIX::IOIID);
  30. FIELD_SET(*this, FIX::QuoteType);
  31. FIELD_SET(*this, FIX::PreTradeAnonymity);
  32. FIELD_SET(*this, FIX::NoQuoteQualifiers);
  33. class NoQuoteQualifiers: public FIX::Group
  34. {
  35. public:
  36. NoQuoteQualifiers() : FIX::Group(735,695,FIX::message_order(695,0)) {}
  37. FIELD_SET(*this, FIX::QuoteQualifier);
  38. };
  39. FIELD_SET(*this, FIX::NoPartyIDs);
  40. class NoPartyIDs: public FIX::Group
  41. {
  42. public:
  43. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  44. FIELD_SET(*this, FIX::PartyID);
  45. FIELD_SET(*this, FIX::PartyIDSource);
  46. FIELD_SET(*this, FIX::PartyRole);
  47. FIELD_SET(*this, FIX::NoPartySubIDs);
  48. class NoPartySubIDs: public FIX::Group
  49. {
  50. public:
  51. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  52. FIELD_SET(*this, FIX::PartySubID);
  53. FIELD_SET(*this, FIX::PartySubIDType);
  54. };
  55. };
  56. FIELD_SET(*this, FIX::TradingSessionID);
  57. FIELD_SET(*this, FIX::TradingSessionSubID);
  58. FIELD_SET(*this, FIX::Symbol);
  59. FIELD_SET(*this, FIX::SymbolSfx);
  60. FIELD_SET(*this, FIX::SecurityID);
  61. FIELD_SET(*this, FIX::SecurityIDSource);
  62. FIELD_SET(*this, FIX::Product);
  63. FIELD_SET(*this, FIX::ProductComplex);
  64. FIELD_SET(*this, FIX::SecurityGroup);
  65. FIELD_SET(*this, FIX::CFICode);
  66. FIELD_SET(*this, FIX::SecurityType);
  67. FIELD_SET(*this, FIX::SecuritySubType);
  68. FIELD_SET(*this, FIX::MaturityMonthYear);
  69. FIELD_SET(*this, FIX::MaturityDate);
  70. FIELD_SET(*this, FIX::MaturityTime);
  71. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  72. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  73. FIELD_SET(*this, FIX::SecurityStatus);
  74. FIELD_SET(*this, FIX::CouponPaymentDate);
  75. FIELD_SET(*this, FIX::IssueDate);
  76. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  77. FIELD_SET(*this, FIX::RepurchaseTerm);
  78. FIELD_SET(*this, FIX::RepurchaseRate);
  79. FIELD_SET(*this, FIX::Factor);
  80. FIELD_SET(*this, FIX::CreditRating);
  81. FIELD_SET(*this, FIX::InstrRegistry);
  82. FIELD_SET(*this, FIX::CountryOfIssue);
  83. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  84. FIELD_SET(*this, FIX::LocaleOfIssue);
  85. FIELD_SET(*this, FIX::RedemptionDate);
  86. FIELD_SET(*this, FIX::StrikePrice);
  87. FIELD_SET(*this, FIX::StrikeCurrency);
  88. FIELD_SET(*this, FIX::StrikeMultiplier);
  89. FIELD_SET(*this, FIX::StrikeValue);
  90. FIELD_SET(*this, FIX::OptAttribute);
  91. FIELD_SET(*this, FIX::ContractMultiplier);
  92. FIELD_SET(*this, FIX::MinPriceIncrement);
  93. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  94. FIELD_SET(*this, FIX::UnitOfMeasure);
  95. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  96. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  97. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  98. FIELD_SET(*this, FIX::SettlMethod);
  99. FIELD_SET(*this, FIX::ExerciseStyle);
  100. FIELD_SET(*this, FIX::OptPayAmount);
  101. FIELD_SET(*this, FIX::PriceQuoteMethod);
  102. FIELD_SET(*this, FIX::FuturesValuationMethod);
  103. FIELD_SET(*this, FIX::ListMethod);
  104. FIELD_SET(*this, FIX::CapPrice);
  105. FIELD_SET(*this, FIX::FloorPrice);
  106. FIELD_SET(*this, FIX::PutOrCall);
  107. FIELD_SET(*this, FIX::FlexibleIndicator);
  108. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  109. FIELD_SET(*this, FIX::TimeUnit);
  110. FIELD_SET(*this, FIX::CouponRate);
  111. FIELD_SET(*this, FIX::SecurityExchange);
  112. FIELD_SET(*this, FIX::PositionLimit);
  113. FIELD_SET(*this, FIX::NTPositionLimit);
  114. FIELD_SET(*this, FIX::Issuer);
  115. FIELD_SET(*this, FIX::EncodedIssuerLen);
  116. FIELD_SET(*this, FIX::EncodedIssuer);
  117. FIELD_SET(*this, FIX::SecurityDesc);
  118. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  119. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  120. FIELD_SET(*this, FIX::Pool);
  121. FIELD_SET(*this, FIX::ContractSettlMonth);
  122. FIELD_SET(*this, FIX::CPProgram);
  123. FIELD_SET(*this, FIX::CPRegType);
  124. FIELD_SET(*this, FIX::DatedDate);
  125. FIELD_SET(*this, FIX::InterestAccrualDate);
  126. FIELD_SET(*this, FIX::AgreementDesc);
  127. FIELD_SET(*this, FIX::AgreementID);
  128. FIELD_SET(*this, FIX::AgreementDate);
  129. FIELD_SET(*this, FIX::AgreementCurrency);
  130. FIELD_SET(*this, FIX::TerminationType);
  131. FIELD_SET(*this, FIX::StartDate);
  132. FIELD_SET(*this, FIX::EndDate);
  133. FIELD_SET(*this, FIX::DeliveryType);
  134. FIELD_SET(*this, FIX::MarginRatio);
  135. FIELD_SET(*this, FIX::NoUnderlyings);
  136. class NoUnderlyings: public FIX::Group
  137. {
  138. public:
  139. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {}
  140. FIELD_SET(*this, FIX::UnderlyingSymbol);
  141. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  142. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  143. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  144. FIELD_SET(*this, FIX::UnderlyingProduct);
  145. FIELD_SET(*this, FIX::UnderlyingCFICode);
  146. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  147. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  148. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  149. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  150. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  151. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  152. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  153. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  154. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  155. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  156. FIELD_SET(*this, FIX::UnderlyingFactor);
  157. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  158. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  159. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  160. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  161. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  162. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  163. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  164. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  165. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  166. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  167. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  168. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  169. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  170. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  171. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  172. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  173. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  174. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  175. FIELD_SET(*this, FIX::UnderlyingIssuer);
  176. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  177. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  178. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  179. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  180. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  181. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  182. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  183. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  184. FIELD_SET(*this, FIX::UnderlyingCurrency);
  185. FIELD_SET(*this, FIX::UnderlyingQty);
  186. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  187. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  188. FIELD_SET(*this, FIX::UnderlyingCashType);
  189. FIELD_SET(*this, FIX::UnderlyingPx);
  190. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  191. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  192. FIELD_SET(*this, FIX::UnderlyingStartValue);
  193. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  194. FIELD_SET(*this, FIX::UnderlyingEndValue);
  195. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  196. FIELD_SET(*this, FIX::UnderlyingFXRate);
  197. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  198. FIELD_SET(*this, FIX::UnderlyingCapValue);
  199. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  200. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  201. };
  202. FIELD_SET(*this, FIX::Side);
  203. FIELD_SET(*this, FIX::OrderQty);
  204. FIELD_SET(*this, FIX::CashOrderQty);
  205. FIELD_SET(*this, FIX::OrderPercent);
  206. FIELD_SET(*this, FIX::RoundingDirection);
  207. FIELD_SET(*this, FIX::RoundingModulus);
  208. FIELD_SET(*this, FIX::MinQty);
  209. FIELD_SET(*this, FIX::SettlType);
  210. FIELD_SET(*this, FIX::SettlDate);
  211. FIELD_SET(*this, FIX::SettlDate2);
  212. FIELD_SET(*this, FIX::OrderQty2);
  213. FIELD_SET(*this, FIX::Currency);
  214. FIELD_SET(*this, FIX::NoStipulations);
  215. class NoStipulations: public FIX::Group
  216. {
  217. public:
  218. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  219. FIELD_SET(*this, FIX::StipulationType);
  220. FIELD_SET(*this, FIX::StipulationValue);
  221. };
  222. FIELD_SET(*this, FIX::Account);
  223. FIELD_SET(*this, FIX::AcctIDSource);
  224. FIELD_SET(*this, FIX::AccountType);
  225. FIELD_SET(*this, FIX::NoLegs);
  226. class NoLegs: public FIX::Group
  227. {
  228. public:
  229. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,687,685,690,587,588,683,539,686,681,684,676,677,678,679,680,654,1067,1068,0)) {}
  230. FIELD_SET(*this, FIX::LegSymbol);
  231. FIELD_SET(*this, FIX::LegSymbolSfx);
  232. FIELD_SET(*this, FIX::LegSecurityID);
  233. FIELD_SET(*this, FIX::LegSecurityIDSource);
  234. FIELD_SET(*this, FIX::LegProduct);
  235. FIELD_SET(*this, FIX::LegCFICode);
  236. FIELD_SET(*this, FIX::LegSecurityType);
  237. FIELD_SET(*this, FIX::LegSecuritySubType);
  238. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  239. FIELD_SET(*this, FIX::LegMaturityDate);
  240. FIELD_SET(*this, FIX::LegMaturityTime);
  241. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  242. FIELD_SET(*this, FIX::LegIssueDate);
  243. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  244. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  245. FIELD_SET(*this, FIX::LegRepurchaseRate);
  246. FIELD_SET(*this, FIX::LegFactor);
  247. FIELD_SET(*this, FIX::LegCreditRating);
  248. FIELD_SET(*this, FIX::LegInstrRegistry);
  249. FIELD_SET(*this, FIX::LegCountryOfIssue);
  250. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  251. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  252. FIELD_SET(*this, FIX::LegRedemptionDate);
  253. FIELD_SET(*this, FIX::LegStrikePrice);
  254. FIELD_SET(*this, FIX::LegStrikeCurrency);
  255. FIELD_SET(*this, FIX::LegOptAttribute);
  256. FIELD_SET(*this, FIX::LegContractMultiplier);
  257. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  258. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  259. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  260. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  261. FIELD_SET(*this, FIX::LegTimeUnit);
  262. FIELD_SET(*this, FIX::LegExerciseStyle);
  263. FIELD_SET(*this, FIX::LegCouponRate);
  264. FIELD_SET(*this, FIX::LegSecurityExchange);
  265. FIELD_SET(*this, FIX::LegIssuer);
  266. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  267. FIELD_SET(*this, FIX::EncodedLegIssuer);
  268. FIELD_SET(*this, FIX::LegSecurityDesc);
  269. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  270. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  271. FIELD_SET(*this, FIX::LegRatioQty);
  272. FIELD_SET(*this, FIX::LegSide);
  273. FIELD_SET(*this, FIX::LegCurrency);
  274. FIELD_SET(*this, FIX::LegPool);
  275. FIELD_SET(*this, FIX::LegDatedDate);
  276. FIELD_SET(*this, FIX::LegContractSettlMonth);
  277. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  278. FIELD_SET(*this, FIX::LegPutOrCall);
  279. FIELD_SET(*this, FIX::LegOptionRatio);
  280. FIELD_SET(*this, FIX::LegQty);
  281. FIELD_SET(*this, FIX::LegOrderQty);
  282. FIELD_SET(*this, FIX::LegSwapType);
  283. FIELD_SET(*this, FIX::LegSettlType);
  284. FIELD_SET(*this, FIX::LegSettlDate);
  285. FIELD_SET(*this, FIX::NoLegStipulations);
  286. class NoLegStipulations: public FIX::Group
  287. {
  288. public:
  289. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  290. FIELD_SET(*this, FIX::LegStipulationType);
  291. FIELD_SET(*this, FIX::LegStipulationValue);
  292. };
  293. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  294. class NoNestedPartyIDs: public FIX::Group
  295. {
  296. public:
  297. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  298. FIELD_SET(*this, FIX::NestedPartyID);
  299. FIELD_SET(*this, FIX::NestedPartyIDSource);
  300. FIELD_SET(*this, FIX::NestedPartyRole);
  301. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  302. class NoNestedPartySubIDs: public FIX::Group
  303. {
  304. public:
  305. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  306. FIELD_SET(*this, FIX::NestedPartySubID);
  307. FIELD_SET(*this, FIX::NestedPartySubIDType);
  308. };
  309. };
  310. FIELD_SET(*this, FIX::LegPriceType);
  311. FIELD_SET(*this, FIX::LegBidPx);
  312. FIELD_SET(*this, FIX::LegOfferPx);
  313. FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency);
  314. FIELD_SET(*this, FIX::LegBenchmarkCurveName);
  315. FIELD_SET(*this, FIX::LegBenchmarkCurvePoint);
  316. FIELD_SET(*this, FIX::LegBenchmarkPrice);
  317. FIELD_SET(*this, FIX::LegBenchmarkPriceType);
  318. FIELD_SET(*this, FIX::LegRefID);
  319. FIELD_SET(*this, FIX::LegBidForwardPoints);
  320. FIELD_SET(*this, FIX::LegOfferForwardPoints);
  321. };
  322. FIELD_SET(*this, FIX::BidPx);
  323. FIELD_SET(*this, FIX::OfferPx);
  324. FIELD_SET(*this, FIX::MktBidPx);
  325. FIELD_SET(*this, FIX::MktOfferPx);
  326. FIELD_SET(*this, FIX::MinBidSize);
  327. FIELD_SET(*this, FIX::BidSize);
  328. FIELD_SET(*this, FIX::MinOfferSize);
  329. FIELD_SET(*this, FIX::OfferSize);
  330. FIELD_SET(*this, FIX::ValidUntilTime);
  331. FIELD_SET(*this, FIX::BidSpotRate);
  332. FIELD_SET(*this, FIX::OfferSpotRate);
  333. FIELD_SET(*this, FIX::BidForwardPoints);
  334. FIELD_SET(*this, FIX::OfferForwardPoints);
  335. FIELD_SET(*this, FIX::MidPx);
  336. FIELD_SET(*this, FIX::BidYield);
  337. FIELD_SET(*this, FIX::MidYield);
  338. FIELD_SET(*this, FIX::OfferYield);
  339. FIELD_SET(*this, FIX::TransactTime);
  340. FIELD_SET(*this, FIX::OrdType);
  341. FIELD_SET(*this, FIX::BidForwardPoints2);
  342. FIELD_SET(*this, FIX::OfferForwardPoints2);
  343. FIELD_SET(*this, FIX::SettlCurrBidFxRate);
  344. FIELD_SET(*this, FIX::SettlCurrOfferFxRate);
  345. FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
  346. FIELD_SET(*this, FIX::Commission);
  347. FIELD_SET(*this, FIX::CommType);
  348. FIELD_SET(*this, FIX::CustOrderCapacity);
  349. FIELD_SET(*this, FIX::ExDestination);
  350. FIELD_SET(*this, FIX::ExDestinationIDSource);
  351. FIELD_SET(*this, FIX::Text);
  352. FIELD_SET(*this, FIX::EncodedTextLen);
  353. FIELD_SET(*this, FIX::EncodedText);
  354. FIELD_SET(*this, FIX::Price);
  355. FIELD_SET(*this, FIX::PriceType);
  356. FIELD_SET(*this, FIX::Spread);
  357. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  358. FIELD_SET(*this, FIX::BenchmarkCurveName);
  359. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  360. FIELD_SET(*this, FIX::BenchmarkPrice);
  361. FIELD_SET(*this, FIX::BenchmarkPriceType);
  362. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  363. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  364. FIELD_SET(*this, FIX::YieldType);
  365. FIELD_SET(*this, FIX::Yield);
  366. FIELD_SET(*this, FIX::YieldCalcDate);
  367. FIELD_SET(*this, FIX::YieldRedemptionDate);
  368. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  369. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  370. };
  371. }
  372. #endif