RFQRequest.h 11 KB

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  1. #ifndef FIX50SP1_RFQREQUEST_H
  2. #define FIX50SP1_RFQREQUEST_H
  3. #include "Message.h"
  4. namespace FIX50SP1
  5. {
  6. class RFQRequest : public Message
  7. {
  8. public:
  9. RFQRequest() : Message(MsgType()) {}
  10. RFQRequest(const FIX::Message& m) : Message(m) {}
  11. RFQRequest(const Message& m) : Message(m) {}
  12. RFQRequest(const RFQRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AH"); }
  14. RFQRequest(
  15. const FIX::RFQReqID& aRFQReqID )
  16. : Message(MsgType())
  17. {
  18. set(aRFQReqID);
  19. }
  20. FIELD_SET(*this, FIX::RFQReqID);
  21. FIELD_SET(*this, FIX::NoPartyIDs);
  22. class NoPartyIDs: public FIX::Group
  23. {
  24. public:
  25. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  26. FIELD_SET(*this, FIX::PartyID);
  27. FIELD_SET(*this, FIX::PartyIDSource);
  28. FIELD_SET(*this, FIX::PartyRole);
  29. FIELD_SET(*this, FIX::NoPartySubIDs);
  30. class NoPartySubIDs: public FIX::Group
  31. {
  32. public:
  33. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  34. FIELD_SET(*this, FIX::PartySubID);
  35. FIELD_SET(*this, FIX::PartySubIDType);
  36. };
  37. };
  38. FIELD_SET(*this, FIX::NoRelatedSym);
  39. class NoRelatedSym: public FIX::Group
  40. {
  41. public:
  42. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,711,555,140,303,537,336,625,0)) {}
  43. FIELD_SET(*this, FIX::Symbol);
  44. FIELD_SET(*this, FIX::SymbolSfx);
  45. FIELD_SET(*this, FIX::SecurityID);
  46. FIELD_SET(*this, FIX::SecurityIDSource);
  47. FIELD_SET(*this, FIX::Product);
  48. FIELD_SET(*this, FIX::ProductComplex);
  49. FIELD_SET(*this, FIX::SecurityGroup);
  50. FIELD_SET(*this, FIX::CFICode);
  51. FIELD_SET(*this, FIX::SecurityType);
  52. FIELD_SET(*this, FIX::SecuritySubType);
  53. FIELD_SET(*this, FIX::MaturityMonthYear);
  54. FIELD_SET(*this, FIX::MaturityDate);
  55. FIELD_SET(*this, FIX::MaturityTime);
  56. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  57. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  58. FIELD_SET(*this, FIX::SecurityStatus);
  59. FIELD_SET(*this, FIX::CouponPaymentDate);
  60. FIELD_SET(*this, FIX::IssueDate);
  61. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  62. FIELD_SET(*this, FIX::RepurchaseTerm);
  63. FIELD_SET(*this, FIX::RepurchaseRate);
  64. FIELD_SET(*this, FIX::Factor);
  65. FIELD_SET(*this, FIX::CreditRating);
  66. FIELD_SET(*this, FIX::InstrRegistry);
  67. FIELD_SET(*this, FIX::CountryOfIssue);
  68. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  69. FIELD_SET(*this, FIX::LocaleOfIssue);
  70. FIELD_SET(*this, FIX::RedemptionDate);
  71. FIELD_SET(*this, FIX::StrikePrice);
  72. FIELD_SET(*this, FIX::StrikeCurrency);
  73. FIELD_SET(*this, FIX::StrikeMultiplier);
  74. FIELD_SET(*this, FIX::StrikeValue);
  75. FIELD_SET(*this, FIX::OptAttribute);
  76. FIELD_SET(*this, FIX::ContractMultiplier);
  77. FIELD_SET(*this, FIX::MinPriceIncrement);
  78. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  79. FIELD_SET(*this, FIX::UnitOfMeasure);
  80. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  81. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  82. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  83. FIELD_SET(*this, FIX::SettlMethod);
  84. FIELD_SET(*this, FIX::ExerciseStyle);
  85. FIELD_SET(*this, FIX::OptPayAmount);
  86. FIELD_SET(*this, FIX::PriceQuoteMethod);
  87. FIELD_SET(*this, FIX::FuturesValuationMethod);
  88. FIELD_SET(*this, FIX::ListMethod);
  89. FIELD_SET(*this, FIX::CapPrice);
  90. FIELD_SET(*this, FIX::FloorPrice);
  91. FIELD_SET(*this, FIX::PutOrCall);
  92. FIELD_SET(*this, FIX::FlexibleIndicator);
  93. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  94. FIELD_SET(*this, FIX::TimeUnit);
  95. FIELD_SET(*this, FIX::CouponRate);
  96. FIELD_SET(*this, FIX::SecurityExchange);
  97. FIELD_SET(*this, FIX::PositionLimit);
  98. FIELD_SET(*this, FIX::NTPositionLimit);
  99. FIELD_SET(*this, FIX::Issuer);
  100. FIELD_SET(*this, FIX::EncodedIssuerLen);
  101. FIELD_SET(*this, FIX::EncodedIssuer);
  102. FIELD_SET(*this, FIX::SecurityDesc);
  103. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  104. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  105. FIELD_SET(*this, FIX::Pool);
  106. FIELD_SET(*this, FIX::ContractSettlMonth);
  107. FIELD_SET(*this, FIX::CPProgram);
  108. FIELD_SET(*this, FIX::CPRegType);
  109. FIELD_SET(*this, FIX::DatedDate);
  110. FIELD_SET(*this, FIX::InterestAccrualDate);
  111. FIELD_SET(*this, FIX::NoUnderlyings);
  112. class NoUnderlyings: public FIX::Group
  113. {
  114. public:
  115. 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)) {}
  116. FIELD_SET(*this, FIX::UnderlyingSymbol);
  117. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  118. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  119. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  120. FIELD_SET(*this, FIX::UnderlyingProduct);
  121. FIELD_SET(*this, FIX::UnderlyingCFICode);
  122. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  123. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  124. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  125. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  126. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  127. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  128. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  129. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  130. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  131. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  132. FIELD_SET(*this, FIX::UnderlyingFactor);
  133. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  134. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  135. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  136. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  137. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  138. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  139. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  140. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  141. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  142. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  143. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  144. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  145. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  146. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  147. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  148. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  149. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  150. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  151. FIELD_SET(*this, FIX::UnderlyingIssuer);
  152. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  153. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  154. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  155. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  156. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  157. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  158. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  159. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  160. FIELD_SET(*this, FIX::UnderlyingCurrency);
  161. FIELD_SET(*this, FIX::UnderlyingQty);
  162. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  163. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  164. FIELD_SET(*this, FIX::UnderlyingCashType);
  165. FIELD_SET(*this, FIX::UnderlyingPx);
  166. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  167. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  168. FIELD_SET(*this, FIX::UnderlyingStartValue);
  169. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  170. FIELD_SET(*this, FIX::UnderlyingEndValue);
  171. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  172. FIELD_SET(*this, FIX::UnderlyingFXRate);
  173. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  174. FIELD_SET(*this, FIX::UnderlyingCapValue);
  175. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  176. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  177. };
  178. FIELD_SET(*this, FIX::NoLegs);
  179. class NoLegs: public FIX::Group
  180. {
  181. public:
  182. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,0)) {}
  183. FIELD_SET(*this, FIX::LegSymbol);
  184. FIELD_SET(*this, FIX::LegSymbolSfx);
  185. FIELD_SET(*this, FIX::LegSecurityID);
  186. FIELD_SET(*this, FIX::LegSecurityIDSource);
  187. FIELD_SET(*this, FIX::LegProduct);
  188. FIELD_SET(*this, FIX::LegCFICode);
  189. FIELD_SET(*this, FIX::LegSecurityType);
  190. FIELD_SET(*this, FIX::LegSecuritySubType);
  191. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  192. FIELD_SET(*this, FIX::LegMaturityDate);
  193. FIELD_SET(*this, FIX::LegMaturityTime);
  194. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  195. FIELD_SET(*this, FIX::LegIssueDate);
  196. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  197. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  198. FIELD_SET(*this, FIX::LegRepurchaseRate);
  199. FIELD_SET(*this, FIX::LegFactor);
  200. FIELD_SET(*this, FIX::LegCreditRating);
  201. FIELD_SET(*this, FIX::LegInstrRegistry);
  202. FIELD_SET(*this, FIX::LegCountryOfIssue);
  203. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  204. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  205. FIELD_SET(*this, FIX::LegRedemptionDate);
  206. FIELD_SET(*this, FIX::LegStrikePrice);
  207. FIELD_SET(*this, FIX::LegStrikeCurrency);
  208. FIELD_SET(*this, FIX::LegOptAttribute);
  209. FIELD_SET(*this, FIX::LegContractMultiplier);
  210. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  211. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  212. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  213. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  214. FIELD_SET(*this, FIX::LegTimeUnit);
  215. FIELD_SET(*this, FIX::LegExerciseStyle);
  216. FIELD_SET(*this, FIX::LegCouponRate);
  217. FIELD_SET(*this, FIX::LegSecurityExchange);
  218. FIELD_SET(*this, FIX::LegIssuer);
  219. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  220. FIELD_SET(*this, FIX::EncodedLegIssuer);
  221. FIELD_SET(*this, FIX::LegSecurityDesc);
  222. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  223. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  224. FIELD_SET(*this, FIX::LegRatioQty);
  225. FIELD_SET(*this, FIX::LegSide);
  226. FIELD_SET(*this, FIX::LegCurrency);
  227. FIELD_SET(*this, FIX::LegPool);
  228. FIELD_SET(*this, FIX::LegDatedDate);
  229. FIELD_SET(*this, FIX::LegContractSettlMonth);
  230. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  231. FIELD_SET(*this, FIX::LegPutOrCall);
  232. FIELD_SET(*this, FIX::LegOptionRatio);
  233. };
  234. FIELD_SET(*this, FIX::PrevClosePx);
  235. FIELD_SET(*this, FIX::QuoteRequestType);
  236. FIELD_SET(*this, FIX::QuoteType);
  237. FIELD_SET(*this, FIX::TradingSessionID);
  238. FIELD_SET(*this, FIX::TradingSessionSubID);
  239. };
  240. FIELD_SET(*this, FIX::SubscriptionRequestType);
  241. FIELD_SET(*this, FIX::PrivateQuote);
  242. };
  243. }
  244. #endif