QuoteRequestReject.h 4.4 KB

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  1. #ifndef FIX43_QUOTEREQUESTREJECT_H
  2. #define FIX43_QUOTEREQUESTREJECT_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class QuoteRequestReject : public Message
  7. {
  8. public:
  9. QuoteRequestReject() : Message(MsgType()) {}
  10. QuoteRequestReject(const FIX::Message& m) : Message(m) {}
  11. QuoteRequestReject(const Message& m) : Message(m) {}
  12. QuoteRequestReject(const QuoteRequestReject& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AG"); }
  14. QuoteRequestReject(
  15. const FIX::QuoteReqID& aQuoteReqID,
  16. const FIX::QuoteRequestRejectReason& aQuoteRequestRejectReason )
  17. : Message(MsgType())
  18. {
  19. set(aQuoteReqID);
  20. set(aQuoteRequestRejectReason);
  21. }
  22. FIELD_SET(*this, FIX::QuoteReqID);
  23. FIELD_SET(*this, FIX::RFQReqID);
  24. FIELD_SET(*this, FIX::QuoteRequestRejectReason);
  25. FIELD_SET(*this, FIX::Text);
  26. FIELD_SET(*this, FIX::EncodedTextLen);
  27. FIELD_SET(*this, FIX::EncodedText);
  28. FIELD_SET(*this, FIX::NoRelatedSym);
  29. class NoRelatedSym: public FIX::Group
  30. {
  31. public:
  32. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,140,303,537,336,625,229,232,54,465,38,152,63,64,40,193,192,126,60,15,218,220,221,222,423,44,640,235,236,0)) {}
  33. FIELD_SET(*this, FIX::Symbol);
  34. FIELD_SET(*this, FIX::SymbolSfx);
  35. FIELD_SET(*this, FIX::SecurityID);
  36. FIELD_SET(*this, FIX::SecurityIDSource);
  37. FIELD_SET(*this, FIX::Product);
  38. FIELD_SET(*this, FIX::CFICode);
  39. FIELD_SET(*this, FIX::SecurityType);
  40. FIELD_SET(*this, FIX::MaturityMonthYear);
  41. FIELD_SET(*this, FIX::MaturityDate);
  42. FIELD_SET(*this, FIX::CouponPaymentDate);
  43. FIELD_SET(*this, FIX::IssueDate);
  44. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  45. FIELD_SET(*this, FIX::RepurchaseTerm);
  46. FIELD_SET(*this, FIX::RepurchaseRate);
  47. FIELD_SET(*this, FIX::Factor);
  48. FIELD_SET(*this, FIX::CreditRating);
  49. FIELD_SET(*this, FIX::InstrRegistry);
  50. FIELD_SET(*this, FIX::CountryOfIssue);
  51. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  52. FIELD_SET(*this, FIX::LocaleOfIssue);
  53. FIELD_SET(*this, FIX::RedemptionDate);
  54. FIELD_SET(*this, FIX::StrikePrice);
  55. FIELD_SET(*this, FIX::OptAttribute);
  56. FIELD_SET(*this, FIX::ContractMultiplier);
  57. FIELD_SET(*this, FIX::CouponRate);
  58. FIELD_SET(*this, FIX::SecurityExchange);
  59. FIELD_SET(*this, FIX::Issuer);
  60. FIELD_SET(*this, FIX::EncodedIssuerLen);
  61. FIELD_SET(*this, FIX::EncodedIssuer);
  62. FIELD_SET(*this, FIX::SecurityDesc);
  63. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  64. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  65. FIELD_SET(*this, FIX::NoSecurityAltID);
  66. class NoSecurityAltID: public FIX::Group
  67. {
  68. public:
  69. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  70. FIELD_SET(*this, FIX::SecurityAltID);
  71. FIELD_SET(*this, FIX::SecurityAltIDSource);
  72. };
  73. FIELD_SET(*this, FIX::PrevClosePx);
  74. FIELD_SET(*this, FIX::QuoteRequestType);
  75. FIELD_SET(*this, FIX::QuoteType);
  76. FIELD_SET(*this, FIX::TradingSessionID);
  77. FIELD_SET(*this, FIX::TradingSessionSubID);
  78. FIELD_SET(*this, FIX::TradeOriginationDate);
  79. FIELD_SET(*this, FIX::NoStipulations);
  80. class NoStipulations: public FIX::Group
  81. {
  82. public:
  83. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  84. FIELD_SET(*this, FIX::StipulationType);
  85. FIELD_SET(*this, FIX::StipulationValue);
  86. };
  87. FIELD_SET(*this, FIX::Side);
  88. FIELD_SET(*this, FIX::QuantityType);
  89. FIELD_SET(*this, FIX::OrderQty);
  90. FIELD_SET(*this, FIX::CashOrderQty);
  91. FIELD_SET(*this, FIX::SettlmntTyp);
  92. FIELD_SET(*this, FIX::FutSettDate);
  93. FIELD_SET(*this, FIX::OrdType);
  94. FIELD_SET(*this, FIX::FutSettDate2);
  95. FIELD_SET(*this, FIX::OrderQty2);
  96. FIELD_SET(*this, FIX::ExpireTime);
  97. FIELD_SET(*this, FIX::TransactTime);
  98. FIELD_SET(*this, FIX::Currency);
  99. FIELD_SET(*this, FIX::Spread);
  100. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  101. FIELD_SET(*this, FIX::BenchmarkCurveName);
  102. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  103. FIELD_SET(*this, FIX::PriceType);
  104. FIELD_SET(*this, FIX::Price);
  105. FIELD_SET(*this, FIX::Price2);
  106. FIELD_SET(*this, FIX::YieldType);
  107. FIELD_SET(*this, FIX::Yield);
  108. };
  109. };
  110. }
  111. #endif