QuoteRequest.h 1.4 KB

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  1. #ifndef FIX41_QUOTEREQUEST_H
  2. #define FIX41_QUOTEREQUEST_H
  3. #include "Message.h"
  4. namespace FIX41
  5. {
  6. class QuoteRequest : public Message
  7. {
  8. public:
  9. QuoteRequest() : Message(MsgType()) {}
  10. QuoteRequest(const FIX::Message& m) : Message(m) {}
  11. QuoteRequest(const Message& m) : Message(m) {}
  12. QuoteRequest(const QuoteRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("R"); }
  14. QuoteRequest(
  15. const FIX::QuoteReqID& aQuoteReqID,
  16. const FIX::Symbol& aSymbol )
  17. : Message(MsgType())
  18. {
  19. set(aQuoteReqID);
  20. set(aSymbol);
  21. }
  22. FIELD_SET(*this, FIX::QuoteReqID);
  23. FIELD_SET(*this, FIX::Symbol);
  24. FIELD_SET(*this, FIX::SymbolSfx);
  25. FIELD_SET(*this, FIX::SecurityID);
  26. FIELD_SET(*this, FIX::IDSource);
  27. FIELD_SET(*this, FIX::SecurityType);
  28. FIELD_SET(*this, FIX::MaturityMonthYear);
  29. FIELD_SET(*this, FIX::MaturityDay);
  30. FIELD_SET(*this, FIX::PutOrCall);
  31. FIELD_SET(*this, FIX::StrikePrice);
  32. FIELD_SET(*this, FIX::OptAttribute);
  33. FIELD_SET(*this, FIX::SecurityExchange);
  34. FIELD_SET(*this, FIX::Issuer);
  35. FIELD_SET(*this, FIX::SecurityDesc);
  36. FIELD_SET(*this, FIX::PrevClosePx);
  37. FIELD_SET(*this, FIX::Side);
  38. FIELD_SET(*this, FIX::OrderQty);
  39. FIELD_SET(*this, FIX::FutSettDate);
  40. FIELD_SET(*this, FIX::OrdType);
  41. FIELD_SET(*this, FIX::FutSettDate2);
  42. FIELD_SET(*this, FIX::OrderQty2);
  43. };
  44. }
  45. #endif