require 'quickfix' module Quickfix42 class Message < Quickfix::Message def initialize super getHeader().setField( Quickfix::BeginString.new("FIX.4.2") ) end end class Heartbeat < Message def initialize super getHeader().setField( Quickfix::MsgType.new("0") ) end end class TestRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("1") ) end end class ResendRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("2") ) end end class Reject < Message def initialize super getHeader().setField( Quickfix::MsgType.new("3") ) end end class SequenceReset < Message def initialize super getHeader().setField( Quickfix::MsgType.new("4") ) end end class Logout < Message def initialize super getHeader().setField( Quickfix::MsgType.new("5") ) end end class IOI < Message def initialize super getHeader().setField( Quickfix::MsgType.new("6") ) end class NoIOIQualifiers < Quickfix::Group def initialize order = Quickfix::IntArray.new(2) order[0] = 104 order[1] = 0 super(199, 104, order) end end class NoRoutingIDs < Quickfix::Group def initialize order = Quickfix::IntArray.new(3) order[0] = 216 order[1] = 217 order[2] = 0 super(215, 216, order) end end end class Advertisement < Message def initialize super getHeader().setField( Quickfix::MsgType.new("7") ) end end class ExecutionReport < Message def initialize super getHeader().setField( Quickfix::MsgType.new("8") ) end class NoContraBrokers < Quickfix::Group def initialize order = Quickfix::IntArray.new(5) order[0] = 375 order[1] = 337 order[2] = 437 order[3] = 438 order[4] = 0 super(382, 375, order) end end end class OrderCancelReject < Message def initialize super getHeader().setField( Quickfix::MsgType.new("9") ) end end class Logon < Message def initialize super getHeader().setField( Quickfix::MsgType.new("A") ) end class NoMsgTypes < Quickfix::Group def initialize order = Quickfix::IntArray.new(3) order[0] = 372 order[1] = 385 order[2] = 0 super(384, 372, order) end end end class News < Message def initialize super getHeader().setField( Quickfix::MsgType.new("B") ) end class NoRoutingIDs < Quickfix::Group def initialize order = Quickfix::IntArray.new(3) order[0] = 216 order[1] = 217 order[2] = 0 super(215, 216, order) end end class NoRelatedSym < Quickfix::Group def initialize order = Quickfix::IntArray.new(20) order[0] = 46 order[1] = 65 order[2] = 48 order[3] = 22 order[4] = 167 order[5] = 200 order[6] = 205 order[7] = 201 order[8] = 202 order[9] = 206 order[10] = 231 order[11] = 223 order[12] = 207 order[13] = 106 order[14] = 348 order[15] = 349 order[16] = 107 order[17] = 350 order[18] = 351 order[19] = 0 super(146, 46, order) end end class LinesOfText < Quickfix::Group def initialize order = Quickfix::IntArray.new(4) order[0] = 58 order[1] = 354 order[2] = 355 order[3] = 0 super(33, 58, order) end end end class Email < Message def initialize super getHeader().setField( Quickfix::MsgType.new("C") ) end class NoRoutingIDs < Quickfix::Group def initialize order = Quickfix::IntArray.new(3) order[0] = 216 order[1] = 217 order[2] = 0 super(215, 216, order) end end class NoRelatedSym < Quickfix::Group def initialize order = Quickfix::IntArray.new(20) order[0] = 46 order[1] = 65 order[2] = 48 order[3] = 22 order[4] = 167 order[5] = 200 order[6] = 205 order[7] = 201 order[8] = 202 order[9] = 206 order[10] = 231 order[11] = 223 order[12] = 207 order[13] = 106 order[14] = 348 order[15] = 349 order[16] = 107 order[17] = 350 order[18] = 351 order[19] = 0 super(146, 46, order) end end class LinesOfText < Quickfix::Group def initialize order = Quickfix::IntArray.new(4) order[0] = 58 order[1] = 354 order[2] = 355 order[3] = 0 super(33, 58, order) end end end class NewOrderSingle < Message def initialize super getHeader().setField( Quickfix::MsgType.new("D") ) end class NoAllocs < Quickfix::Group def initialize order = Quickfix::IntArray.new(3) order[0] = 79 order[1] = 80 order[2] = 0 super(78, 79, order) end end class NoTradingSessions < Quickfix::Group def initialize order = Quickfix::IntArray.new(2) order[0] = 336 order[1] = 0 super(386, 336, order) end end end class NewOrderList < Message def initialize super getHeader().setField( Quickfix::MsgType.new("E") ) end class NoOrders < Quickfix::Group def initialize order = Quickfix::IntArray.new(75) order[0] = 11 order[1] = 67 order[2] = 160 order[3] = 109 order[4] = 76 order[5] = 1 order[6] = 78 order[7] = 63 order[8] = 64 order[9] = 21 order[10] = 18 order[11] = 110 order[12] = 111 order[13] = 100 order[14] = 386 order[15] = 81 order[16] = 55 order[17] = 65 order[18] = 48 order[19] = 22 order[20] = 167 order[21] = 200 order[22] = 205 order[23] = 201 order[24] = 202 order[25] = 206 order[26] = 231 order[27] = 223 order[28] = 207 order[29] = 106 order[30] = 348 order[31] = 349 order[32] = 107 order[33] = 350 order[34] = 351 order[35] = 140 order[36] = 54 order[37] = 401 order[38] = 114 order[39] = 60 order[40] = 38 order[41] = 152 order[42] = 40 order[43] = 44 order[44] = 99 order[45] = 15 order[46] = 376 order[47] = 377 order[48] = 23 order[49] = 117 order[50] = 59 order[51] = 168 order[52] = 432 order[53] = 126 order[54] = 427 order[55] = 12 order[56] = 13 order[57] = 47 order[58] = 121 order[59] = 120 order[60] = 58 order[61] = 354 order[62] = 355 order[63] = 193 order[64] = 192 order[65] = 77 order[66] = 203 order[67] = 204 order[68] = 210 order[69] = 211 order[70] = 388 order[71] = 389 order[72] = 439 order[73] = 440 order[74] = 0 super(73, 11, order) end class NoAllocs < Quickfix::Group def initialize order = Quickfix::IntArray.new(3) order[0] = 79 order[1] = 80 order[2] = 0 super(78, 79, order) end end class NoTradingSessions < Quickfix::Group def initialize order = Quickfix::IntArray.new(2) order[0] = 336 order[1] = 0 super(386, 336, order) end end end end class OrderCancelRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("F") ) end end class OrderCancelReplaceRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("G") ) end class NoAllocs < Quickfix::Group def initialize order = Quickfix::IntArray.new(3) order[0] = 79 order[1] = 80 order[2] = 0 super(78, 79, order) end end class NoTradingSessions < Quickfix::Group def initialize order = Quickfix::IntArray.new(2) order[0] = 336 order[1] = 0 super(386, 336, order) end end end class OrderStatusRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("H") ) end end class Allocation < Message def initialize super getHeader().setField( Quickfix::MsgType.new("J") ) end class NoOrders < Quickfix::Group def initialize order = Quickfix::IntArray.new(6) order[0] = 11 order[1] = 37 order[2] = 198 order[3] = 66 order[4] = 105 order[5] = 0 super(73, 11, order) end end class NoExecs < Quickfix::Group def initialize order = Quickfix::IntArray.new(5) order[0] = 32 order[1] = 17 order[2] = 31 order[3] = 29 order[4] = 0 super(124, 32, order) end end class NoAllocs < Quickfix::Group def initialize order = Quickfix::IntArray.new(24) order[0] = 79 order[1] = 366 order[2] = 80 order[3] = 81 order[4] = 92 order[5] = 208 order[6] = 209 order[7] = 161 order[8] = 360 order[9] = 361 order[10] = 76 order[11] = 109 order[12] = 12 order[13] = 13 order[14] = 153 order[15] = 154 order[16] = 119 order[17] = 120 order[18] = 155 order[19] = 156 order[20] = 159 order[21] = 160 order[22] = 136 order[23] = 0 super(78, 79, order) end class NoMiscFees < Quickfix::Group def initialize order = Quickfix::IntArray.new(4) order[0] = 137 order[1] = 138 order[2] = 139 order[3] = 0 super(136, 137, order) end end end end class ListCancelRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("K") ) end end class ListExecute < Message def initialize super getHeader().setField( Quickfix::MsgType.new("L") ) end end class ListStatusRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("M") ) end end class ListStatus < Message def initialize super getHeader().setField( Quickfix::MsgType.new("N") ) end class NoOrders < Quickfix::Group def initialize order = Quickfix::IntArray.new(11) order[0] = 11 order[1] = 14 order[2] = 39 order[3] = 151 order[4] = 84 order[5] = 6 order[6] = 103 order[7] = 58 order[8] = 354 order[9] = 355 order[10] = 0 super(73, 11, order) end end end class AllocationInstructionAck < Message def initialize super getHeader().setField( Quickfix::MsgType.new("P") ) end end class DontKnowTrade < Message def initialize super getHeader().setField( Quickfix::MsgType.new("Q") ) end end class QuoteRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("R") ) end class NoRelatedSym < Quickfix::Group def initialize order = Quickfix::IntArray.new(32) order[0] = 55 order[1] = 65 order[2] = 48 order[3] = 22 order[4] = 167 order[5] = 200 order[6] = 205 order[7] = 201 order[8] = 202 order[9] = 206 order[10] = 231 order[11] = 223 order[12] = 207 order[13] = 106 order[14] = 348 order[15] = 349 order[16] = 107 order[17] = 350 order[18] = 351 order[19] = 140 order[20] = 303 order[21] = 336 order[22] = 54 order[23] = 38 order[24] = 64 order[25] = 40 order[26] = 193 order[27] = 192 order[28] = 126 order[29] = 60 order[30] = 15 order[31] = 0 super(146, 55, order) end end end class Quote < Message def initialize super getHeader().setField( Quickfix::MsgType.new("S") ) end end class SettlementInstructions < Message def initialize super getHeader().setField( Quickfix::MsgType.new("T") ) end end class MarketDataRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("V") ) end class NoMDEntryTypes < Quickfix::Group def initialize order = Quickfix::IntArray.new(2) order[0] = 269 order[1] = 0 super(267, 269, order) end end class NoRelatedSym < Quickfix::Group def initialize order = Quickfix::IntArray.new(21) order[0] = 55 order[1] = 65 order[2] = 48 order[3] = 22 order[4] = 167 order[5] = 200 order[6] = 205 order[7] = 201 order[8] = 202 order[9] = 206 order[10] = 231 order[11] = 223 order[12] = 207 order[13] = 106 order[14] = 348 order[15] = 349 order[16] = 107 order[17] = 350 order[18] = 351 order[19] = 336 order[20] = 0 super(146, 55, order) end end end class MarketDataSnapshotFullRefresh < Message def initialize super getHeader().setField( Quickfix::MsgType.new("W") ) end class NoMDEntries < Quickfix::Group def initialize order = Quickfix::IntArray.new(31) order[0] = 269 order[1] = 270 order[2] = 15 order[3] = 271 order[4] = 272 order[5] = 273 order[6] = 274 order[7] = 275 order[8] = 336 order[9] = 276 order[10] = 277 order[11] = 282 order[12] = 283 order[13] = 284 order[14] = 286 order[15] = 59 order[16] = 432 order[17] = 126 order[18] = 110 order[19] = 18 order[20] = 287 order[21] = 37 order[22] = 299 order[23] = 288 order[24] = 289 order[25] = 346 order[26] = 290 order[27] = 58 order[28] = 354 order[29] = 355 order[30] = 0 super(268, 269, order) end end end class MarketDataIncrementalRefresh < Message def initialize super getHeader().setField( Quickfix::MsgType.new("X") ) end class NoMDEntries < Quickfix::Group def initialize order = Quickfix::IntArray.new(57) order[0] = 279 order[1] = 285 order[2] = 269 order[3] = 278 order[4] = 280 order[5] = 55 order[6] = 65 order[7] = 48 order[8] = 22 order[9] = 167 order[10] = 200 order[11] = 205 order[12] = 201 order[13] = 202 order[14] = 206 order[15] = 231 order[16] = 223 order[17] = 207 order[18] = 106 order[19] = 348 order[20] = 349 order[21] = 107 order[22] = 350 order[23] = 351 order[24] = 291 order[25] = 292 order[26] = 270 order[27] = 15 order[28] = 271 order[29] = 272 order[30] = 273 order[31] = 274 order[32] = 275 order[33] = 336 order[34] = 276 order[35] = 277 order[36] = 282 order[37] = 283 order[38] = 284 order[39] = 286 order[40] = 59 order[41] = 432 order[42] = 126 order[43] = 110 order[44] = 18 order[45] = 287 order[46] = 37 order[47] = 299 order[48] = 288 order[49] = 289 order[50] = 346 order[51] = 290 order[52] = 387 order[53] = 58 order[54] = 354 order[55] = 355 order[56] = 0 super(268, 279, order) end end end class MarketDataRequestReject < Message def initialize super getHeader().setField( Quickfix::MsgType.new("Y") ) end end class QuoteCancel < Message def initialize super getHeader().setField( Quickfix::MsgType.new("Z") ) end class NoQuoteEntries < Quickfix::Group def initialize order = Quickfix::IntArray.new(21) order[0] = 55 order[1] = 65 order[2] = 48 order[3] = 22 order[4] = 167 order[5] = 200 order[6] = 205 order[7] = 201 order[8] = 202 order[9] = 206 order[10] = 231 order[11] = 223 order[12] = 207 order[13] = 106 order[14] = 348 order[15] = 349 order[16] = 107 order[17] = 350 order[18] = 351 order[19] = 311 order[20] = 0 super(295, 55, order) end end end class QuoteStatusRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("a") ) end end class QuoteAcknowledgement < Message def initialize super getHeader().setField( Quickfix::MsgType.new("b") ) end class NoQuoteSets < Quickfix::Group def initialize order = Quickfix::IntArray.new(23) order[0] = 302 order[1] = 311 order[2] = 312 order[3] = 309 order[4] = 305 order[5] = 310 order[6] = 313 order[7] = 314 order[8] = 315 order[9] = 316 order[10] = 317 order[11] = 436 order[12] = 435 order[13] = 308 order[14] = 306 order[15] = 362 order[16] = 363 order[17] = 307 order[18] = 364 order[19] = 365 order[20] = 304 order[21] = 295 order[22] = 0 super(296, 302, order) end class NoQuoteEntries < Quickfix::Group def initialize order = Quickfix::IntArray.new(22) order[0] = 299 order[1] = 55 order[2] = 65 order[3] = 48 order[4] = 22 order[5] = 167 order[6] = 200 order[7] = 205 order[8] = 201 order[9] = 202 order[10] = 206 order[11] = 231 order[12] = 223 order[13] = 207 order[14] = 106 order[15] = 348 order[16] = 349 order[17] = 107 order[18] = 350 order[19] = 351 order[20] = 368 order[21] = 0 super(295, 299, order) end end end end class SecurityDefinitionRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("c") ) end class NoRelatedSym < Quickfix::Group def initialize order = Quickfix::IntArray.new(23) order[0] = 311 order[1] = 312 order[2] = 309 order[3] = 305 order[4] = 310 order[5] = 313 order[6] = 314 order[7] = 315 order[8] = 316 order[9] = 317 order[10] = 436 order[11] = 435 order[12] = 308 order[13] = 306 order[14] = 362 order[15] = 363 order[16] = 307 order[17] = 364 order[18] = 365 order[19] = 319 order[20] = 54 order[21] = 318 order[22] = 0 super(146, 311, order) end end end class SecurityDefinition < Message def initialize super getHeader().setField( Quickfix::MsgType.new("d") ) end class NoRelatedSym < Quickfix::Group def initialize order = Quickfix::IntArray.new(23) order[0] = 311 order[1] = 312 order[2] = 309 order[3] = 305 order[4] = 310 order[5] = 313 order[6] = 314 order[7] = 315 order[8] = 316 order[9] = 317 order[10] = 436 order[11] = 435 order[12] = 308 order[13] = 306 order[14] = 362 order[15] = 363 order[16] = 307 order[17] = 364 order[18] = 365 order[19] = 319 order[20] = 54 order[21] = 318 order[22] = 0 super(146, 311, order) end end end class SecurityStatusRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("e") ) end end class SecurityStatus < Message def initialize super getHeader().setField( Quickfix::MsgType.new("f") ) end end class TradingSessionStatusRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("g") ) end end class TradingSessionStatus < Message def initialize super getHeader().setField( Quickfix::MsgType.new("h") ) end end class MassQuote < Message def initialize super getHeader().setField( Quickfix::MsgType.new("i") ) end class NoQuoteSets < Quickfix::Group def initialize order = Quickfix::IntArray.new(24) order[0] = 302 order[1] = 311 order[2] = 312 order[3] = 309 order[4] = 305 order[5] = 310 order[6] = 313 order[7] = 314 order[8] = 315 order[9] = 316 order[10] = 317 order[11] = 436 order[12] = 435 order[13] = 308 order[14] = 306 order[15] = 362 order[16] = 363 order[17] = 307 order[18] = 364 order[19] = 365 order[20] = 367 order[21] = 304 order[22] = 295 order[23] = 0 super(296, 302, order) end class NoQuoteEntries < Quickfix::Group def initialize order = Quickfix::IntArray.new(37) order[0] = 299 order[1] = 55 order[2] = 65 order[3] = 48 order[4] = 22 order[5] = 167 order[6] = 200 order[7] = 205 order[8] = 201 order[9] = 202 order[10] = 206 order[11] = 231 order[12] = 223 order[13] = 207 order[14] = 106 order[15] = 348 order[16] = 349 order[17] = 107 order[18] = 350 order[19] = 351 order[20] = 132 order[21] = 133 order[22] = 134 order[23] = 135 order[24] = 62 order[25] = 188 order[26] = 190 order[27] = 189 order[28] = 191 order[29] = 60 order[30] = 336 order[31] = 64 order[32] = 40 order[33] = 193 order[34] = 192 order[35] = 15 order[36] = 0 super(295, 299, order) end end end end class BusinessMessageReject < Message def initialize super getHeader().setField( Quickfix::MsgType.new("j") ) end end class BidRequest < Message def initialize super getHeader().setField( Quickfix::MsgType.new("k") ) end class NoBidDescriptors < Quickfix::Group def initialize order = Quickfix::IntArray.new(12) order[0] = 399 order[1] = 400 order[2] = 401 order[3] = 404 order[4] = 441 order[5] = 402 order[6] = 403 order[7] = 405 order[8] = 406 order[9] = 407 order[10] = 408 order[11] = 0 super(398, 399, order) end end class NoBidComponents < Quickfix::Group def initialize order = Quickfix::IntArray.new(8) order[0] = 66 order[1] = 54 order[2] = 336 order[3] = 430 order[4] = 63 order[5] = 64 order[6] = 1 order[7] = 0 super(420, 66, order) end end end class BidResponse < Message def initialize super getHeader().setField( Quickfix::MsgType.new("l") ) end class NoBidComponents < Quickfix::Group def initialize order = Quickfix::IntArray.new(16) order[0] = 12 order[1] = 13 order[2] = 66 order[3] = 421 order[4] = 54 order[5] = 44 order[6] = 423 order[7] = 406 order[8] = 430 order[9] = 63 order[10] = 64 order[11] = 336 order[12] = 58 order[13] = 354 order[14] = 355 order[15] = 0 super(420, 12, order) end end end class ListStrikePrice < Message def initialize super getHeader().setField( Quickfix::MsgType.new("m") ) end class NoStrikes < Quickfix::Group def initialize order = Quickfix::IntArray.new(28) order[0] = 55 order[1] = 65 order[2] = 48 order[3] = 22 order[4] = 167 order[5] = 200 order[6] = 205 order[7] = 201 order[8] = 202 order[9] = 206 order[10] = 231 order[11] = 223 order[12] = 207 order[13] = 106 order[14] = 348 order[15] = 349 order[16] = 107 order[17] = 350 order[18] = 351 order[19] = 140 order[20] = 11 order[21] = 54 order[22] = 44 order[23] = 15 order[24] = 58 order[25] = 354 order[26] = 355 order[27] = 0 super(428, 55, order) end end end end