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- #ifndef FIX42_QUOTE_H
- #define FIX42_QUOTE_H
- #include "Message.h"
- namespace FIX42
- {
- class Quote : public Message
- {
- public:
- Quote() : Message(MsgType()) {}
- Quote(const FIX::Message& m) : Message(m) {}
- Quote(const Message& m) : Message(m) {}
- Quote(const Quote& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("S"); }
- Quote(
- const FIX::QuoteID& aQuoteID,
- const FIX::Symbol& aSymbol )
- : Message(MsgType())
- {
- set(aQuoteID);
- set(aSymbol);
- }
- FIELD_SET(*this, FIX::QuoteReqID);
- FIELD_SET(*this, FIX::QuoteID);
- FIELD_SET(*this, FIX::QuoteResponseLevel);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::Symbol);
- FIELD_SET(*this, FIX::SymbolSfx);
- FIELD_SET(*this, FIX::SecurityID);
- FIELD_SET(*this, FIX::IDSource);
- FIELD_SET(*this, FIX::SecurityType);
- FIELD_SET(*this, FIX::MaturityMonthYear);
- FIELD_SET(*this, FIX::MaturityDay);
- FIELD_SET(*this, FIX::PutOrCall);
- 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::BidPx);
- FIELD_SET(*this, FIX::OfferPx);
- FIELD_SET(*this, FIX::BidSize);
- FIELD_SET(*this, FIX::OfferSize);
- FIELD_SET(*this, FIX::ValidUntilTime);
- FIELD_SET(*this, FIX::BidSpotRate);
- FIELD_SET(*this, FIX::OfferSpotRate);
- FIELD_SET(*this, FIX::BidForwardPoints);
- FIELD_SET(*this, FIX::OfferForwardPoints);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::FutSettDate);
- FIELD_SET(*this, FIX::OrdType);
- FIELD_SET(*this, FIX::FutSettDate2);
- FIELD_SET(*this, FIX::OrderQty2);
- FIELD_SET(*this, FIX::Currency);
- };
- }
- #endif
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