1require 'quickfix' 2module Quickfix41 3class Message < Quickfix::Message 4 def initialize 5 super 6 getHeader().setField( Quickfix::BeginString.new("FIX.4.1") ) 7 end 8end 9 10class Heartbeat < Message 11 def initialize 12 super 13 getHeader().setField( Quickfix::MsgType.new("0") ) 14 end 15end 16 17class TestRequest < Message 18 def initialize 19 super 20 getHeader().setField( Quickfix::MsgType.new("1") ) 21 end 22end 23 24class ResendRequest < Message 25 def initialize 26 super 27 getHeader().setField( Quickfix::MsgType.new("2") ) 28 end 29end 30 31class Reject < Message 32 def initialize 33 super 34 getHeader().setField( Quickfix::MsgType.new("3") ) 35 end 36end 37 38class SequenceReset < Message 39 def initialize 40 super 41 getHeader().setField( Quickfix::MsgType.new("4") ) 42 end 43end 44 45class Logout < Message 46 def initialize 47 super 48 getHeader().setField( Quickfix::MsgType.new("5") ) 49 end 50end 51 52class IOI < Message 53 def initialize 54 super 55 getHeader().setField( Quickfix::MsgType.new("6") ) 56 end 57 58 class NoIOIQualifiers < Quickfix::Group 59 def initialize 60 order = Quickfix::IntArray.new(2) 61 order[0] = 104 62 order[1] = 0 63 super(199, 104, order) 64 end 65 end 66end 67 68class Advertisement < Message 69 def initialize 70 super 71 getHeader().setField( Quickfix::MsgType.new("7") ) 72 end 73end 74 75class ExecutionReport < Message 76 def initialize 77 super 78 getHeader().setField( Quickfix::MsgType.new("8") ) 79 end 80end 81 82class OrderCancelReject < Message 83 def initialize 84 super 85 getHeader().setField( Quickfix::MsgType.new("9") ) 86 end 87end 88 89class Logon < Message 90 def initialize 91 super 92 getHeader().setField( Quickfix::MsgType.new("A") ) 93 end 94end 95 96class News < Message 97 def initialize 98 super 99 getHeader().setField( Quickfix::MsgType.new("B") ) 100 end 101 102 class NoRelatedSym < Quickfix::Group 103 def initialize 104 order = Quickfix::IntArray.new(14) 105 order[0] = 46 106 order[1] = 65 107 order[2] = 48 108 order[3] = 22 109 order[4] = 167 110 order[5] = 200 111 order[6] = 205 112 order[7] = 201 113 order[8] = 202 114 order[9] = 206 115 order[10] = 207 116 order[11] = 106 117 order[12] = 107 118 order[13] = 0 119 super(146, 46, order) 120 end 121 end 122 123 class LinesOfText < Quickfix::Group 124 def initialize 125 order = Quickfix::IntArray.new(2) 126 order[0] = 58 127 order[1] = 0 128 super(33, 58, order) 129 end 130 end 131end 132 133class Email < Message 134 def initialize 135 super 136 getHeader().setField( Quickfix::MsgType.new("C") ) 137 end 138 139 class NoRelatedSym < Quickfix::Group 140 def initialize 141 order = Quickfix::IntArray.new(14) 142 order[0] = 46 143 order[1] = 65 144 order[2] = 48 145 order[3] = 22 146 order[4] = 167 147 order[5] = 200 148 order[6] = 205 149 order[7] = 201 150 order[8] = 202 151 order[9] = 206 152 order[10] = 207 153 order[11] = 106 154 order[12] = 107 155 order[13] = 0 156 super(146, 46, order) 157 end 158 end 159 160 class LinesOfText < Quickfix::Group 161 def initialize 162 order = Quickfix::IntArray.new(2) 163 order[0] = 58 164 order[1] = 0 165 super(33, 58, order) 166 end 167 end 168end 169 170class NewOrderSingle < Message 171 def initialize 172 super 173 getHeader().setField( Quickfix::MsgType.new("D") ) 174 end 175end 176 177class NewOrderList < Message 178 def initialize 179 super 180 getHeader().setField( Quickfix::MsgType.new("E") ) 181 end 182end 183 184class OrderCancelRequest < Message 185 def initialize 186 super 187 getHeader().setField( Quickfix::MsgType.new("F") ) 188 end 189end 190 191class OrderCancelReplaceRequest < Message 192 def initialize 193 super 194 getHeader().setField( Quickfix::MsgType.new("G") ) 195 end 196end 197 198class OrderStatusRequest < Message 199 def initialize 200 super 201 getHeader().setField( Quickfix::MsgType.new("H") ) 202 end 203end 204 205class Allocation < Message 206 def initialize 207 super 208 getHeader().setField( Quickfix::MsgType.new("J") ) 209 end 210 211 class NoOrders < Quickfix::Group 212 def initialize 213 order = Quickfix::IntArray.new(6) 214 order[0] = 11 215 order[1] = 37 216 order[2] = 198 217 order[3] = 66 218 order[4] = 105 219 order[5] = 0 220 super(73, 11, order) 221 end 222 end 223 224 class NoExecs < Quickfix::Group 225 def initialize 226 order = Quickfix::IntArray.new(5) 227 order[0] = 32 228 order[1] = 17 229 order[2] = 31 230 order[3] = 29 231 order[4] = 0 232 super(124, 32, order) 233 end 234 end 235 236 class NoAllocs < Quickfix::Group 237 def initialize 238 order = Quickfix::IntArray.new(21) 239 order[0] = 79 240 order[1] = 80 241 order[2] = 81 242 order[3] = 92 243 order[4] = 208 244 order[5] = 209 245 order[6] = 161 246 order[7] = 76 247 order[8] = 109 248 order[9] = 12 249 order[10] = 13 250 order[11] = 153 251 order[12] = 154 252 order[13] = 119 253 order[14] = 120 254 order[15] = 155 255 order[16] = 156 256 order[17] = 159 257 order[18] = 160 258 order[19] = 136 259 order[20] = 0 260 super(78, 79, order) 261 end 262 263 class NoMiscFees < Quickfix::Group 264 def initialize 265 order = Quickfix::IntArray.new(4) 266 order[0] = 137 267 order[1] = 138 268 order[2] = 139 269 order[3] = 0 270 super(136, 137, order) 271 end 272 end 273 end 274end 275 276class ListCancelRequest < Message 277 def initialize 278 super 279 getHeader().setField( Quickfix::MsgType.new("K") ) 280 end 281end 282 283class ListExecute < Message 284 def initialize 285 super 286 getHeader().setField( Quickfix::MsgType.new("L") ) 287 end 288end 289 290class ListStatusRequest < Message 291 def initialize 292 super 293 getHeader().setField( Quickfix::MsgType.new("M") ) 294 end 295end 296 297class ListStatus < Message 298 def initialize 299 super 300 getHeader().setField( Quickfix::MsgType.new("N") ) 301 end 302 303 class NoOrders < Quickfix::Group 304 def initialize 305 order = Quickfix::IntArray.new(6) 306 order[0] = 11 307 order[1] = 14 308 order[2] = 151 309 order[3] = 84 310 order[4] = 6 311 order[5] = 0 312 super(73, 11, order) 313 end 314 end 315end 316 317class AllocationInstructionAck < Message 318 def initialize 319 super 320 getHeader().setField( Quickfix::MsgType.new("P") ) 321 end 322end 323 324class DontKnowTrade < Message 325 def initialize 326 super 327 getHeader().setField( Quickfix::MsgType.new("Q") ) 328 end 329end 330 331class QuoteRequest < Message 332 def initialize 333 super 334 getHeader().setField( Quickfix::MsgType.new("R") ) 335 end 336end 337 338class Quote < Message 339 def initialize 340 super 341 getHeader().setField( Quickfix::MsgType.new("S") ) 342 end 343end 344 345class SettlementInstructions < Message 346 def initialize 347 super 348 getHeader().setField( Quickfix::MsgType.new("T") ) 349 end 350end 351end 352