QuoteRequest.h 14 KB

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  1. #ifndef FIX50_QUOTEREQUEST_H
  2. #define FIX50_QUOTEREQUEST_H
  3. #include "Message.h"
  4. namespace FIX50
  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. : Message(MsgType())
  17. {
  18. set(aQuoteReqID);
  19. }
  20. FIELD_SET(*this, FIX::QuoteReqID);
  21. FIELD_SET(*this, FIX::RFQReqID);
  22. FIELD_SET(*this, FIX::ClOrdID);
  23. FIELD_SET(*this, FIX::OrderCapacity);
  24. FIELD_SET(*this, FIX::NoRelatedSym);
  25. class NoRelatedSym: public FIX::Group
  26. {
  27. public:
  28. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,461,167,762,200,541,1079,201,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,996,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,913,914,915,918,788,916,917,919,898,711,140,303,537,336,625,229,54,854,38,152,516,468,469,63,64,193,192,15,232,1,660,581,555,735,692,40,62,126,60,218,220,221,222,662,663,699,761,423,44,640,235,236,701,696,697,698,453,0)) {}
  29. FIELD_SET(*this, FIX::Symbol);
  30. FIELD_SET(*this, FIX::SymbolSfx);
  31. FIELD_SET(*this, FIX::SecurityID);
  32. FIELD_SET(*this, FIX::SecurityIDSource);
  33. FIELD_SET(*this, FIX::Product);
  34. FIELD_SET(*this, FIX::CFICode);
  35. FIELD_SET(*this, FIX::SecurityType);
  36. FIELD_SET(*this, FIX::SecuritySubType);
  37. FIELD_SET(*this, FIX::MaturityMonthYear);
  38. FIELD_SET(*this, FIX::MaturityDate);
  39. FIELD_SET(*this, FIX::MaturityTime);
  40. FIELD_SET(*this, FIX::PutOrCall);
  41. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  42. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  43. FIELD_SET(*this, FIX::SecurityStatus);
  44. FIELD_SET(*this, FIX::CouponPaymentDate);
  45. FIELD_SET(*this, FIX::IssueDate);
  46. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  47. FIELD_SET(*this, FIX::RepurchaseTerm);
  48. FIELD_SET(*this, FIX::RepurchaseRate);
  49. FIELD_SET(*this, FIX::Factor);
  50. FIELD_SET(*this, FIX::CreditRating);
  51. FIELD_SET(*this, FIX::InstrRegistry);
  52. FIELD_SET(*this, FIX::CountryOfIssue);
  53. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  54. FIELD_SET(*this, FIX::LocaleOfIssue);
  55. FIELD_SET(*this, FIX::RedemptionDate);
  56. FIELD_SET(*this, FIX::StrikePrice);
  57. FIELD_SET(*this, FIX::StrikeCurrency);
  58. FIELD_SET(*this, FIX::StrikeMultiplier);
  59. FIELD_SET(*this, FIX::StrikeValue);
  60. FIELD_SET(*this, FIX::OptAttribute);
  61. FIELD_SET(*this, FIX::ContractMultiplier);
  62. FIELD_SET(*this, FIX::MinPriceIncrement);
  63. FIELD_SET(*this, FIX::UnitOfMeasure);
  64. FIELD_SET(*this, FIX::TimeUnit);
  65. FIELD_SET(*this, FIX::CouponRate);
  66. FIELD_SET(*this, FIX::SecurityExchange);
  67. FIELD_SET(*this, FIX::PositionLimit);
  68. FIELD_SET(*this, FIX::NTPositionLimit);
  69. FIELD_SET(*this, FIX::Issuer);
  70. FIELD_SET(*this, FIX::EncodedIssuerLen);
  71. FIELD_SET(*this, FIX::EncodedIssuer);
  72. FIELD_SET(*this, FIX::SecurityDesc);
  73. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  74. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  75. FIELD_SET(*this, FIX::Pool);
  76. FIELD_SET(*this, FIX::ContractSettlMonth);
  77. FIELD_SET(*this, FIX::CPProgram);
  78. FIELD_SET(*this, FIX::CPRegType);
  79. FIELD_SET(*this, FIX::DatedDate);
  80. FIELD_SET(*this, FIX::InterestAccrualDate);
  81. FIELD_SET(*this, FIX::AgreementDesc);
  82. FIELD_SET(*this, FIX::AgreementID);
  83. FIELD_SET(*this, FIX::AgreementDate);
  84. FIELD_SET(*this, FIX::AgreementCurrency);
  85. FIELD_SET(*this, FIX::TerminationType);
  86. FIELD_SET(*this, FIX::StartDate);
  87. FIELD_SET(*this, FIX::EndDate);
  88. FIELD_SET(*this, FIX::DeliveryType);
  89. FIELD_SET(*this, FIX::MarginRatio);
  90. FIELD_SET(*this, FIX::NoUnderlyings);
  91. class NoUnderlyings: public FIX::Group
  92. {
  93. public:
  94. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {}
  95. FIELD_SET(*this, FIX::UnderlyingSymbol);
  96. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  97. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  98. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  99. FIELD_SET(*this, FIX::UnderlyingProduct);
  100. FIELD_SET(*this, FIX::UnderlyingCFICode);
  101. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  102. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  103. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  104. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  105. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  106. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  107. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  108. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  109. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  110. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  111. FIELD_SET(*this, FIX::UnderlyingFactor);
  112. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  113. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  114. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  115. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  116. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  117. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  118. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  119. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  120. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  121. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  122. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  123. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  124. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  125. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  126. FIELD_SET(*this, FIX::UnderlyingIssuer);
  127. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  128. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  129. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  130. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  131. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  132. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  133. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  134. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  135. FIELD_SET(*this, FIX::UnderlyingCurrency);
  136. FIELD_SET(*this, FIX::UnderlyingQty);
  137. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  138. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  139. FIELD_SET(*this, FIX::UnderlyingCashType);
  140. FIELD_SET(*this, FIX::UnderlyingPx);
  141. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  142. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  143. FIELD_SET(*this, FIX::UnderlyingStartValue);
  144. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  145. FIELD_SET(*this, FIX::UnderlyingEndValue);
  146. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  147. FIELD_SET(*this, FIX::UnderlyingFXRate);
  148. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  149. FIELD_SET(*this, FIX::UnderlyingCapValue);
  150. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  151. };
  152. FIELD_SET(*this, FIX::PrevClosePx);
  153. FIELD_SET(*this, FIX::QuoteRequestType);
  154. FIELD_SET(*this, FIX::QuoteType);
  155. FIELD_SET(*this, FIX::TradingSessionID);
  156. FIELD_SET(*this, FIX::TradingSessionSubID);
  157. FIELD_SET(*this, FIX::TradeOriginationDate);
  158. FIELD_SET(*this, FIX::Side);
  159. FIELD_SET(*this, FIX::QtyType);
  160. FIELD_SET(*this, FIX::OrderQty);
  161. FIELD_SET(*this, FIX::CashOrderQty);
  162. FIELD_SET(*this, FIX::OrderPercent);
  163. FIELD_SET(*this, FIX::RoundingDirection);
  164. FIELD_SET(*this, FIX::RoundingModulus);
  165. FIELD_SET(*this, FIX::SettlType);
  166. FIELD_SET(*this, FIX::SettlDate);
  167. FIELD_SET(*this, FIX::SettlDate2);
  168. FIELD_SET(*this, FIX::OrderQty2);
  169. FIELD_SET(*this, FIX::Currency);
  170. FIELD_SET(*this, FIX::NoStipulations);
  171. class NoStipulations: public FIX::Group
  172. {
  173. public:
  174. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  175. FIELD_SET(*this, FIX::StipulationType);
  176. FIELD_SET(*this, FIX::StipulationValue);
  177. };
  178. FIELD_SET(*this, FIX::Account);
  179. FIELD_SET(*this, FIX::AcctIDSource);
  180. FIELD_SET(*this, FIX::AccountType);
  181. FIELD_SET(*this, FIX::NoLegs);
  182. class NoLegs: public FIX::Group
  183. {
  184. public:
  185. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,566,687,685,690,587,588,683,539,676,677,678,679,680,654,0)) {}
  186. FIELD_SET(*this, FIX::LegSymbol);
  187. FIELD_SET(*this, FIX::LegSymbolSfx);
  188. FIELD_SET(*this, FIX::LegSecurityID);
  189. FIELD_SET(*this, FIX::LegSecurityIDSource);
  190. FIELD_SET(*this, FIX::LegProduct);
  191. FIELD_SET(*this, FIX::LegCFICode);
  192. FIELD_SET(*this, FIX::LegSecurityType);
  193. FIELD_SET(*this, FIX::LegSecuritySubType);
  194. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  195. FIELD_SET(*this, FIX::LegMaturityDate);
  196. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  197. FIELD_SET(*this, FIX::LegIssueDate);
  198. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  199. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  200. FIELD_SET(*this, FIX::LegRepurchaseRate);
  201. FIELD_SET(*this, FIX::LegFactor);
  202. FIELD_SET(*this, FIX::LegCreditRating);
  203. FIELD_SET(*this, FIX::LegInstrRegistry);
  204. FIELD_SET(*this, FIX::LegCountryOfIssue);
  205. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  206. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  207. FIELD_SET(*this, FIX::LegRedemptionDate);
  208. FIELD_SET(*this, FIX::LegStrikePrice);
  209. FIELD_SET(*this, FIX::LegStrikeCurrency);
  210. FIELD_SET(*this, FIX::LegOptAttribute);
  211. FIELD_SET(*this, FIX::LegContractMultiplier);
  212. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  213. FIELD_SET(*this, FIX::LegTimeUnit);
  214. FIELD_SET(*this, FIX::LegCouponRate);
  215. FIELD_SET(*this, FIX::LegSecurityExchange);
  216. FIELD_SET(*this, FIX::LegIssuer);
  217. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  218. FIELD_SET(*this, FIX::EncodedLegIssuer);
  219. FIELD_SET(*this, FIX::LegSecurityDesc);
  220. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  221. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  222. FIELD_SET(*this, FIX::LegRatioQty);
  223. FIELD_SET(*this, FIX::LegSide);
  224. FIELD_SET(*this, FIX::LegCurrency);
  225. FIELD_SET(*this, FIX::LegPool);
  226. FIELD_SET(*this, FIX::LegDatedDate);
  227. FIELD_SET(*this, FIX::LegContractSettlMonth);
  228. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  229. FIELD_SET(*this, FIX::LegOptionRatio);
  230. FIELD_SET(*this, FIX::LegPrice);
  231. FIELD_SET(*this, FIX::LegQty);
  232. FIELD_SET(*this, FIX::LegOrderQty);
  233. FIELD_SET(*this, FIX::LegSwapType);
  234. FIELD_SET(*this, FIX::LegSettlType);
  235. FIELD_SET(*this, FIX::LegSettlDate);
  236. FIELD_SET(*this, FIX::NoLegStipulations);
  237. class NoLegStipulations: public FIX::Group
  238. {
  239. public:
  240. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  241. FIELD_SET(*this, FIX::LegStipulationType);
  242. FIELD_SET(*this, FIX::LegStipulationValue);
  243. };
  244. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  245. class NoNestedPartyIDs: public FIX::Group
  246. {
  247. public:
  248. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  249. FIELD_SET(*this, FIX::NestedPartyID);
  250. FIELD_SET(*this, FIX::NestedPartyIDSource);
  251. FIELD_SET(*this, FIX::NestedPartyRole);
  252. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  253. class NoNestedPartySubIDs: public FIX::Group
  254. {
  255. public:
  256. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  257. FIELD_SET(*this, FIX::NestedPartySubID);
  258. FIELD_SET(*this, FIX::NestedPartySubIDType);
  259. };
  260. };
  261. FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency);
  262. FIELD_SET(*this, FIX::LegBenchmarkCurveName);
  263. FIELD_SET(*this, FIX::LegBenchmarkCurvePoint);
  264. FIELD_SET(*this, FIX::LegBenchmarkPrice);
  265. FIELD_SET(*this, FIX::LegBenchmarkPriceType);
  266. FIELD_SET(*this, FIX::LegRefID);
  267. };
  268. FIELD_SET(*this, FIX::NoQuoteQualifiers);
  269. class NoQuoteQualifiers: public FIX::Group
  270. {
  271. public:
  272. NoQuoteQualifiers() : FIX::Group(735,695,FIX::message_order(695,0)) {}
  273. FIELD_SET(*this, FIX::QuoteQualifier);
  274. };
  275. FIELD_SET(*this, FIX::QuotePriceType);
  276. FIELD_SET(*this, FIX::OrdType);
  277. FIELD_SET(*this, FIX::ValidUntilTime);
  278. FIELD_SET(*this, FIX::ExpireTime);
  279. FIELD_SET(*this, FIX::TransactTime);
  280. FIELD_SET(*this, FIX::Spread);
  281. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  282. FIELD_SET(*this, FIX::BenchmarkCurveName);
  283. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  284. FIELD_SET(*this, FIX::BenchmarkPrice);
  285. FIELD_SET(*this, FIX::BenchmarkPriceType);
  286. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  287. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  288. FIELD_SET(*this, FIX::PriceType);
  289. FIELD_SET(*this, FIX::Price);
  290. FIELD_SET(*this, FIX::Price2);
  291. FIELD_SET(*this, FIX::YieldType);
  292. FIELD_SET(*this, FIX::Yield);
  293. FIELD_SET(*this, FIX::YieldCalcDate);
  294. FIELD_SET(*this, FIX::YieldRedemptionDate);
  295. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  296. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  297. FIELD_SET(*this, FIX::NoPartyIDs);
  298. class NoPartyIDs: public FIX::Group
  299. {
  300. public:
  301. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  302. FIELD_SET(*this, FIX::PartyID);
  303. FIELD_SET(*this, FIX::PartyIDSource);
  304. FIELD_SET(*this, FIX::PartyRole);
  305. FIELD_SET(*this, FIX::NoPartySubIDs);
  306. class NoPartySubIDs: public FIX::Group
  307. {
  308. public:
  309. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  310. FIELD_SET(*this, FIX::PartySubID);
  311. FIELD_SET(*this, FIX::PartySubIDType);
  312. };
  313. };
  314. };
  315. FIELD_SET(*this, FIX::Text);
  316. FIELD_SET(*this, FIX::EncodedTextLen);
  317. FIELD_SET(*this, FIX::EncodedText);
  318. };
  319. }
  320. #endif