1 #ifndef FIX42_QUOTEREQUEST_H 2 #define FIX42_QUOTEREQUEST_H 3 4 #include "Message.h" 5 6 namespace FIX42 7 { 8 9 class QuoteRequest : public Message 10 { 11 public: QuoteRequest()12 QuoteRequest() : Message(MsgType()) {} QuoteRequest(const FIX::Message & m)13 QuoteRequest(const FIX::Message& m) : Message(m) {} QuoteRequest(const Message & m)14 QuoteRequest(const Message& m) : Message(m) {} QuoteRequest(const QuoteRequest & m)15 QuoteRequest(const QuoteRequest& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("R"); } 17 QuoteRequest(const FIX::QuoteReqID & aQuoteReqID)18 QuoteRequest( 19 const FIX::QuoteReqID& aQuoteReqID ) 20 : Message(MsgType()) 21 { 22 set(aQuoteReqID); 23 } 24 25 FIELD_SET(*this, FIX::QuoteReqID); 26 FIELD_SET(*this, FIX::NoRelatedSym); 27 class NoRelatedSym: public FIX::Group 28 { 29 public: NoRelatedSym()30 NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,140,303,336,54,38,64,40,193,192,126,60,15,0)) {} 31 FIELD_SET(*this, FIX::Symbol); 32 FIELD_SET(*this, FIX::SymbolSfx); 33 FIELD_SET(*this, FIX::SecurityID); 34 FIELD_SET(*this, FIX::IDSource); 35 FIELD_SET(*this, FIX::SecurityType); 36 FIELD_SET(*this, FIX::MaturityMonthYear); 37 FIELD_SET(*this, FIX::MaturityDay); 38 FIELD_SET(*this, FIX::PutOrCall); 39 FIELD_SET(*this, FIX::StrikePrice); 40 FIELD_SET(*this, FIX::OptAttribute); 41 FIELD_SET(*this, FIX::ContractMultiplier); 42 FIELD_SET(*this, FIX::CouponRate); 43 FIELD_SET(*this, FIX::SecurityExchange); 44 FIELD_SET(*this, FIX::Issuer); 45 FIELD_SET(*this, FIX::EncodedIssuerLen); 46 FIELD_SET(*this, FIX::EncodedIssuer); 47 FIELD_SET(*this, FIX::SecurityDesc); 48 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 49 FIELD_SET(*this, FIX::EncodedSecurityDesc); 50 FIELD_SET(*this, FIX::PrevClosePx); 51 FIELD_SET(*this, FIX::QuoteRequestType); 52 FIELD_SET(*this, FIX::TradingSessionID); 53 FIELD_SET(*this, FIX::Side); 54 FIELD_SET(*this, FIX::OrderQty); 55 FIELD_SET(*this, FIX::FutSettDate); 56 FIELD_SET(*this, FIX::OrdType); 57 FIELD_SET(*this, FIX::FutSettDate2); 58 FIELD_SET(*this, FIX::OrderQty2); 59 FIELD_SET(*this, FIX::ExpireTime); 60 FIELD_SET(*this, FIX::TransactTime); 61 FIELD_SET(*this, FIX::Currency); 62 }; 63 }; 64 65 } 66 67 #endif 68