Quote.h 1.1 KB

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  1. #ifndef FIX40_QUOTE_H
  2. #define FIX40_QUOTE_H
  3. #include "Message.h"
  4. namespace FIX40
  5. {
  6. class Quote : public Message
  7. {
  8. public:
  9. Quote() : Message(MsgType()) {}
  10. Quote(const FIX::Message& m) : Message(m) {}
  11. Quote(const Message& m) : Message(m) {}
  12. Quote(const Quote& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("S"); }
  14. Quote(
  15. const FIX::QuoteID& aQuoteID,
  16. const FIX::Symbol& aSymbol,
  17. const FIX::BidPx& aBidPx )
  18. : Message(MsgType())
  19. {
  20. set(aQuoteID);
  21. set(aSymbol);
  22. set(aBidPx);
  23. }
  24. FIELD_SET(*this, FIX::QuoteReqID);
  25. FIELD_SET(*this, FIX::QuoteID);
  26. FIELD_SET(*this, FIX::Symbol);
  27. FIELD_SET(*this, FIX::SymbolSfx);
  28. FIELD_SET(*this, FIX::SecurityID);
  29. FIELD_SET(*this, FIX::IDSource);
  30. FIELD_SET(*this, FIX::Issuer);
  31. FIELD_SET(*this, FIX::SecurityDesc);
  32. FIELD_SET(*this, FIX::BidPx);
  33. FIELD_SET(*this, FIX::OfferPx);
  34. FIELD_SET(*this, FIX::BidSize);
  35. FIELD_SET(*this, FIX::OfferSize);
  36. FIELD_SET(*this, FIX::ValidUntilTime);
  37. };
  38. }
  39. #endif