RFQRequest.h 2.8 KB

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  1. #ifndef FIX43_RFQREQUEST_H
  2. #define FIX43_RFQREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  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::SubscriptionRequestType);
  22. FIELD_SET(*this, FIX::NoRelatedSym);
  23. class NoRelatedSym: public FIX::Group
  24. {
  25. public:
  26. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,140,303,537,336,625,0)) {}
  27. FIELD_SET(*this, FIX::Symbol);
  28. FIELD_SET(*this, FIX::SymbolSfx);
  29. FIELD_SET(*this, FIX::SecurityID);
  30. FIELD_SET(*this, FIX::SecurityIDSource);
  31. FIELD_SET(*this, FIX::Product);
  32. FIELD_SET(*this, FIX::CFICode);
  33. FIELD_SET(*this, FIX::SecurityType);
  34. FIELD_SET(*this, FIX::MaturityMonthYear);
  35. FIELD_SET(*this, FIX::MaturityDate);
  36. FIELD_SET(*this, FIX::CouponPaymentDate);
  37. FIELD_SET(*this, FIX::IssueDate);
  38. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  39. FIELD_SET(*this, FIX::RepurchaseTerm);
  40. FIELD_SET(*this, FIX::RepurchaseRate);
  41. FIELD_SET(*this, FIX::Factor);
  42. FIELD_SET(*this, FIX::CreditRating);
  43. FIELD_SET(*this, FIX::InstrRegistry);
  44. FIELD_SET(*this, FIX::CountryOfIssue);
  45. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  46. FIELD_SET(*this, FIX::LocaleOfIssue);
  47. FIELD_SET(*this, FIX::RedemptionDate);
  48. FIELD_SET(*this, FIX::StrikePrice);
  49. FIELD_SET(*this, FIX::OptAttribute);
  50. FIELD_SET(*this, FIX::ContractMultiplier);
  51. FIELD_SET(*this, FIX::CouponRate);
  52. FIELD_SET(*this, FIX::SecurityExchange);
  53. FIELD_SET(*this, FIX::Issuer);
  54. FIELD_SET(*this, FIX::EncodedIssuerLen);
  55. FIELD_SET(*this, FIX::EncodedIssuer);
  56. FIELD_SET(*this, FIX::SecurityDesc);
  57. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  58. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  59. FIELD_SET(*this, FIX::NoSecurityAltID);
  60. class NoSecurityAltID: public FIX::Group
  61. {
  62. public:
  63. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  64. FIELD_SET(*this, FIX::SecurityAltID);
  65. FIELD_SET(*this, FIX::SecurityAltIDSource);
  66. };
  67. FIELD_SET(*this, FIX::PrevClosePx);
  68. FIELD_SET(*this, FIX::QuoteRequestType);
  69. FIELD_SET(*this, FIX::QuoteType);
  70. FIELD_SET(*this, FIX::TradingSessionID);
  71. FIELD_SET(*this, FIX::TradingSessionSubID);
  72. };
  73. };
  74. }
  75. #endif