1require 'quickfix' 2module Quickfix42 3class Message < Quickfix::Message 4 def initialize 5 super 6 getHeader().setField( Quickfix::BeginString.new("FIX.4.2") ) 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 66 67 class NoRoutingIDs < Quickfix::Group 68 def initialize 69 order = Quickfix::IntArray.new(3) 70 order[0] = 216 71 order[1] = 217 72 order[2] = 0 73 super(215, 216, order) 74 end 75 end 76end 77 78class Advertisement < Message 79 def initialize 80 super 81 getHeader().setField( Quickfix::MsgType.new("7") ) 82 end 83end 84 85class ExecutionReport < Message 86 def initialize 87 super 88 getHeader().setField( Quickfix::MsgType.new("8") ) 89 end 90 91 class NoContraBrokers < Quickfix::Group 92 def initialize 93 order = Quickfix::IntArray.new(5) 94 order[0] = 375 95 order[1] = 337 96 order[2] = 437 97 order[3] = 438 98 order[4] = 0 99 super(382, 375, order) 100 end 101 end 102end 103 104class OrderCancelReject < Message 105 def initialize 106 super 107 getHeader().setField( Quickfix::MsgType.new("9") ) 108 end 109end 110 111class Logon < Message 112 def initialize 113 super 114 getHeader().setField( Quickfix::MsgType.new("A") ) 115 end 116 117 class NoMsgTypes < Quickfix::Group 118 def initialize 119 order = Quickfix::IntArray.new(3) 120 order[0] = 372 121 order[1] = 385 122 order[2] = 0 123 super(384, 372, order) 124 end 125 end 126end 127 128class News < Message 129 def initialize 130 super 131 getHeader().setField( Quickfix::MsgType.new("B") ) 132 end 133 134 class NoRoutingIDs < Quickfix::Group 135 def initialize 136 order = Quickfix::IntArray.new(3) 137 order[0] = 216 138 order[1] = 217 139 order[2] = 0 140 super(215, 216, order) 141 end 142 end 143 144 class NoRelatedSym < Quickfix::Group 145 def initialize 146 order = Quickfix::IntArray.new(20) 147 order[0] = 46 148 order[1] = 65 149 order[2] = 48 150 order[3] = 22 151 order[4] = 167 152 order[5] = 200 153 order[6] = 205 154 order[7] = 201 155 order[8] = 202 156 order[9] = 206 157 order[10] = 231 158 order[11] = 223 159 order[12] = 207 160 order[13] = 106 161 order[14] = 348 162 order[15] = 349 163 order[16] = 107 164 order[17] = 350 165 order[18] = 351 166 order[19] = 0 167 super(146, 46, order) 168 end 169 end 170 171 class LinesOfText < Quickfix::Group 172 def initialize 173 order = Quickfix::IntArray.new(4) 174 order[0] = 58 175 order[1] = 354 176 order[2] = 355 177 order[3] = 0 178 super(33, 58, order) 179 end 180 end 181end 182 183class Email < Message 184 def initialize 185 super 186 getHeader().setField( Quickfix::MsgType.new("C") ) 187 end 188 189 class NoRoutingIDs < Quickfix::Group 190 def initialize 191 order = Quickfix::IntArray.new(3) 192 order[0] = 216 193 order[1] = 217 194 order[2] = 0 195 super(215, 216, order) 196 end 197 end 198 199 class NoRelatedSym < Quickfix::Group 200 def initialize 201 order = Quickfix::IntArray.new(20) 202 order[0] = 46 203 order[1] = 65 204 order[2] = 48 205 order[3] = 22 206 order[4] = 167 207 order[5] = 200 208 order[6] = 205 209 order[7] = 201 210 order[8] = 202 211 order[9] = 206 212 order[10] = 231 213 order[11] = 223 214 order[12] = 207 215 order[13] = 106 216 order[14] = 348 217 order[15] = 349 218 order[16] = 107 219 order[17] = 350 220 order[18] = 351 221 order[19] = 0 222 super(146, 46, order) 223 end 224 end 225 226 class LinesOfText < Quickfix::Group 227 def initialize 228 order = Quickfix::IntArray.new(4) 229 order[0] = 58 230 order[1] = 354 231 order[2] = 355 232 order[3] = 0 233 super(33, 58, order) 234 end 235 end 236end 237 238class NewOrderSingle < Message 239 def initialize 240 super 241 getHeader().setField( Quickfix::MsgType.new("D") ) 242 end 243 244 class NoAllocs < Quickfix::Group 245 def initialize 246 order = Quickfix::IntArray.new(3) 247 order[0] = 79 248 order[1] = 80 249 order[2] = 0 250 super(78, 79, order) 251 end 252 end 253 254 class NoTradingSessions < Quickfix::Group 255 def initialize 256 order = Quickfix::IntArray.new(2) 257 order[0] = 336 258 order[1] = 0 259 super(386, 336, order) 260 end 261 end 262end 263 264class NewOrderList < Message 265 def initialize 266 super 267 getHeader().setField( Quickfix::MsgType.new("E") ) 268 end 269 270 class NoOrders < Quickfix::Group 271 def initialize 272 order = Quickfix::IntArray.new(75) 273 order[0] = 11 274 order[1] = 67 275 order[2] = 160 276 order[3] = 109 277 order[4] = 76 278 order[5] = 1 279 order[6] = 78 280 order[7] = 63 281 order[8] = 64 282 order[9] = 21 283 order[10] = 18 284 order[11] = 110 285 order[12] = 111 286 order[13] = 100 287 order[14] = 386 288 order[15] = 81 289 order[16] = 55 290 order[17] = 65 291 order[18] = 48 292 order[19] = 22 293 order[20] = 167 294 order[21] = 200 295 order[22] = 205 296 order[23] = 201 297 order[24] = 202 298 order[25] = 206 299 order[26] = 231 300 order[27] = 223 301 order[28] = 207 302 order[29] = 106 303 order[30] = 348 304 order[31] = 349 305 order[32] = 107 306 order[33] = 350 307 order[34] = 351 308 order[35] = 140 309 order[36] = 54 310 order[37] = 401 311 order[38] = 114 312 order[39] = 60 313 order[40] = 38 314 order[41] = 152 315 order[42] = 40 316 order[43] = 44 317 order[44] = 99 318 order[45] = 15 319 order[46] = 376 320 order[47] = 377 321 order[48] = 23 322 order[49] = 117 323 order[50] = 59 324 order[51] = 168 325 order[52] = 432 326 order[53] = 126 327 order[54] = 427 328 order[55] = 12 329 order[56] = 13 330 order[57] = 47 331 order[58] = 121 332 order[59] = 120 333 order[60] = 58 334 order[61] = 354 335 order[62] = 355 336 order[63] = 193 337 order[64] = 192 338 order[65] = 77 339 order[66] = 203 340 order[67] = 204 341 order[68] = 210 342 order[69] = 211 343 order[70] = 388 344 order[71] = 389 345 order[72] = 439 346 order[73] = 440 347 order[74] = 0 348 super(73, 11, order) 349 end 350 351 class NoAllocs < Quickfix::Group 352 def initialize 353 order = Quickfix::IntArray.new(3) 354 order[0] = 79 355 order[1] = 80 356 order[2] = 0 357 super(78, 79, order) 358 end 359 end 360 361 class NoTradingSessions < Quickfix::Group 362 def initialize 363 order = Quickfix::IntArray.new(2) 364 order[0] = 336 365 order[1] = 0 366 super(386, 336, order) 367 end 368 end 369 end 370end 371 372class OrderCancelRequest < Message 373 def initialize 374 super 375 getHeader().setField( Quickfix::MsgType.new("F") ) 376 end 377end 378 379class OrderCancelReplaceRequest < Message 380 def initialize 381 super 382 getHeader().setField( Quickfix::MsgType.new("G") ) 383 end 384 385 class NoAllocs < Quickfix::Group 386 def initialize 387 order = Quickfix::IntArray.new(3) 388 order[0] = 79 389 order[1] = 80 390 order[2] = 0 391 super(78, 79, order) 392 end 393 end 394 395 class NoTradingSessions < Quickfix::Group 396 def initialize 397 order = Quickfix::IntArray.new(2) 398 order[0] = 336 399 order[1] = 0 400 super(386, 336, order) 401 end 402 end 403end 404 405class OrderStatusRequest < Message 406 def initialize 407 super 408 getHeader().setField( Quickfix::MsgType.new("H") ) 409 end 410end 411 412class Allocation < Message 413 def initialize 414 super 415 getHeader().setField( Quickfix::MsgType.new("J") ) 416 end 417 418 class NoOrders < Quickfix::Group 419 def initialize 420 order = Quickfix::IntArray.new(6) 421 order[0] = 11 422 order[1] = 37 423 order[2] = 198 424 order[3] = 66 425 order[4] = 105 426 order[5] = 0 427 super(73, 11, order) 428 end 429 end 430 431 class NoExecs < Quickfix::Group 432 def initialize 433 order = Quickfix::IntArray.new(5) 434 order[0] = 32 435 order[1] = 17 436 order[2] = 31 437 order[3] = 29 438 order[4] = 0 439 super(124, 32, order) 440 end 441 end 442 443 class NoAllocs < Quickfix::Group 444 def initialize 445 order = Quickfix::IntArray.new(24) 446 order[0] = 79 447 order[1] = 366 448 order[2] = 80 449 order[3] = 81 450 order[4] = 92 451 order[5] = 208 452 order[6] = 209 453 order[7] = 161 454 order[8] = 360 455 order[9] = 361 456 order[10] = 76 457 order[11] = 109 458 order[12] = 12 459 order[13] = 13 460 order[14] = 153 461 order[15] = 154 462 order[16] = 119 463 order[17] = 120 464 order[18] = 155 465 order[19] = 156 466 order[20] = 159 467 order[21] = 160 468 order[22] = 136 469 order[23] = 0 470 super(78, 79, order) 471 end 472 473 class NoMiscFees < Quickfix::Group 474 def initialize 475 order = Quickfix::IntArray.new(4) 476 order[0] = 137 477 order[1] = 138 478 order[2] = 139 479 order[3] = 0 480 super(136, 137, order) 481 end 482 end 483 end 484end 485 486class ListCancelRequest < Message 487 def initialize 488 super 489 getHeader().setField( Quickfix::MsgType.new("K") ) 490 end 491end 492 493class ListExecute < Message 494 def initialize 495 super 496 getHeader().setField( Quickfix::MsgType.new("L") ) 497 end 498end 499 500class ListStatusRequest < Message 501 def initialize 502 super 503 getHeader().setField( Quickfix::MsgType.new("M") ) 504 end 505end 506 507class ListStatus < Message 508 def initialize 509 super 510 getHeader().setField( Quickfix::MsgType.new("N") ) 511 end 512 513 class NoOrders < Quickfix::Group 514 def initialize 515 order = Quickfix::IntArray.new(11) 516 order[0] = 11 517 order[1] = 14 518 order[2] = 39 519 order[3] = 151 520 order[4] = 84 521 order[5] = 6 522 order[6] = 103 523 order[7] = 58 524 order[8] = 354 525 order[9] = 355 526 order[10] = 0 527 super(73, 11, order) 528 end 529 end 530end 531 532class AllocationInstructionAck < Message 533 def initialize 534 super 535 getHeader().setField( Quickfix::MsgType.new("P") ) 536 end 537end 538 539class DontKnowTrade < Message 540 def initialize 541 super 542 getHeader().setField( Quickfix::MsgType.new("Q") ) 543 end 544end 545 546class QuoteRequest < Message 547 def initialize 548 super 549 getHeader().setField( Quickfix::MsgType.new("R") ) 550 end 551 552 class NoRelatedSym < Quickfix::Group 553 def initialize 554 order = Quickfix::IntArray.new(32) 555 order[0] = 55 556 order[1] = 65 557 order[2] = 48 558 order[3] = 22 559 order[4] = 167 560 order[5] = 200 561 order[6] = 205 562 order[7] = 201 563 order[8] = 202 564 order[9] = 206 565 order[10] = 231 566 order[11] = 223 567 order[12] = 207 568 order[13] = 106 569 order[14] = 348 570 order[15] = 349 571 order[16] = 107 572 order[17] = 350 573 order[18] = 351 574 order[19] = 140 575 order[20] = 303 576 order[21] = 336 577 order[22] = 54 578 order[23] = 38 579 order[24] = 64 580 order[25] = 40 581 order[26] = 193 582 order[27] = 192 583 order[28] = 126 584 order[29] = 60 585 order[30] = 15 586 order[31] = 0 587 super(146, 55, order) 588 end 589 end 590end 591 592class Quote < Message 593 def initialize 594 super 595 getHeader().setField( Quickfix::MsgType.new("S") ) 596 end 597end 598 599class SettlementInstructions < Message 600 def initialize 601 super 602 getHeader().setField( Quickfix::MsgType.new("T") ) 603 end 604end 605 606class MarketDataRequest < Message 607 def initialize 608 super 609 getHeader().setField( Quickfix::MsgType.new("V") ) 610 end 611 612 class NoMDEntryTypes < Quickfix::Group 613 def initialize 614 order = Quickfix::IntArray.new(2) 615 order[0] = 269 616 order[1] = 0 617 super(267, 269, order) 618 end 619 end 620 621 class NoRelatedSym < Quickfix::Group 622 def initialize 623 order = Quickfix::IntArray.new(21) 624 order[0] = 55 625 order[1] = 65 626 order[2] = 48 627 order[3] = 22 628 order[4] = 167 629 order[5] = 200 630 order[6] = 205 631 order[7] = 201 632 order[8] = 202 633 order[9] = 206 634 order[10] = 231 635 order[11] = 223 636 order[12] = 207 637 order[13] = 106 638 order[14] = 348 639 order[15] = 349 640 order[16] = 107 641 order[17] = 350 642 order[18] = 351 643 order[19] = 336 644 order[20] = 0 645 super(146, 55, order) 646 end 647 end 648end 649 650class MarketDataSnapshotFullRefresh < Message 651 def initialize 652 super 653 getHeader().setField( Quickfix::MsgType.new("W") ) 654 end 655 656 class NoMDEntries < Quickfix::Group 657 def initialize 658 order = Quickfix::IntArray.new(31) 659 order[0] = 269 660 order[1] = 270 661 order[2] = 15 662 order[3] = 271 663 order[4] = 272 664 order[5] = 273 665 order[6] = 274 666 order[7] = 275 667 order[8] = 336 668 order[9] = 276 669 order[10] = 277 670 order[11] = 282 671 order[12] = 283 672 order[13] = 284 673 order[14] = 286 674 order[15] = 59 675 order[16] = 432 676 order[17] = 126 677 order[18] = 110 678 order[19] = 18 679 order[20] = 287 680 order[21] = 37 681 order[22] = 299 682 order[23] = 288 683 order[24] = 289 684 order[25] = 346 685 order[26] = 290 686 order[27] = 58 687 order[28] = 354 688 order[29] = 355 689 order[30] = 0 690 super(268, 269, order) 691 end 692 end 693end 694 695class MarketDataIncrementalRefresh < Message 696 def initialize 697 super 698 getHeader().setField( Quickfix::MsgType.new("X") ) 699 end 700 701 class NoMDEntries < Quickfix::Group 702 def initialize 703 order = Quickfix::IntArray.new(57) 704 order[0] = 279 705 order[1] = 285 706 order[2] = 269 707 order[3] = 278 708 order[4] = 280 709 order[5] = 55 710 order[6] = 65 711 order[7] = 48 712 order[8] = 22 713 order[9] = 167 714 order[10] = 200 715 order[11] = 205 716 order[12] = 201 717 order[13] = 202 718 order[14] = 206 719 order[15] = 231 720 order[16] = 223 721 order[17] = 207 722 order[18] = 106 723 order[19] = 348 724 order[20] = 349 725 order[21] = 107 726 order[22] = 350 727 order[23] = 351 728 order[24] = 291 729 order[25] = 292 730 order[26] = 270 731 order[27] = 15 732 order[28] = 271 733 order[29] = 272 734 order[30] = 273 735 order[31] = 274 736 order[32] = 275 737 order[33] = 336 738 order[34] = 276 739 order[35] = 277 740 order[36] = 282 741 order[37] = 283 742 order[38] = 284 743 order[39] = 286 744 order[40] = 59 745 order[41] = 432 746 order[42] = 126 747 order[43] = 110 748 order[44] = 18 749 order[45] = 287 750 order[46] = 37 751 order[47] = 299 752 order[48] = 288 753 order[49] = 289 754 order[50] = 346 755 order[51] = 290 756 order[52] = 387 757 order[53] = 58 758 order[54] = 354 759 order[55] = 355 760 order[56] = 0 761 super(268, 279, order) 762 end 763 end 764end 765 766class MarketDataRequestReject < Message 767 def initialize 768 super 769 getHeader().setField( Quickfix::MsgType.new("Y") ) 770 end 771end 772 773class QuoteCancel < Message 774 def initialize 775 super 776 getHeader().setField( Quickfix::MsgType.new("Z") ) 777 end 778 779 class NoQuoteEntries < Quickfix::Group 780 def initialize 781 order = Quickfix::IntArray.new(21) 782 order[0] = 55 783 order[1] = 65 784 order[2] = 48 785 order[3] = 22 786 order[4] = 167 787 order[5] = 200 788 order[6] = 205 789 order[7] = 201 790 order[8] = 202 791 order[9] = 206 792 order[10] = 231 793 order[11] = 223 794 order[12] = 207 795 order[13] = 106 796 order[14] = 348 797 order[15] = 349 798 order[16] = 107 799 order[17] = 350 800 order[18] = 351 801 order[19] = 311 802 order[20] = 0 803 super(295, 55, order) 804 end 805 end 806end 807 808class QuoteStatusRequest < Message 809 def initialize 810 super 811 getHeader().setField( Quickfix::MsgType.new("a") ) 812 end 813end 814 815class QuoteAcknowledgement < Message 816 def initialize 817 super 818 getHeader().setField( Quickfix::MsgType.new("b") ) 819 end 820 821 class NoQuoteSets < Quickfix::Group 822 def initialize 823 order = Quickfix::IntArray.new(23) 824 order[0] = 302 825 order[1] = 311 826 order[2] = 312 827 order[3] = 309 828 order[4] = 305 829 order[5] = 310 830 order[6] = 313 831 order[7] = 314 832 order[8] = 315 833 order[9] = 316 834 order[10] = 317 835 order[11] = 436 836 order[12] = 435 837 order[13] = 308 838 order[14] = 306 839 order[15] = 362 840 order[16] = 363 841 order[17] = 307 842 order[18] = 364 843 order[19] = 365 844 order[20] = 304 845 order[21] = 295 846 order[22] = 0 847 super(296, 302, order) 848 end 849 850 class NoQuoteEntries < Quickfix::Group 851 def initialize 852 order = Quickfix::IntArray.new(22) 853 order[0] = 299 854 order[1] = 55 855 order[2] = 65 856 order[3] = 48 857 order[4] = 22 858 order[5] = 167 859 order[6] = 200 860 order[7] = 205 861 order[8] = 201 862 order[9] = 202 863 order[10] = 206 864 order[11] = 231 865 order[12] = 223 866 order[13] = 207 867 order[14] = 106 868 order[15] = 348 869 order[16] = 349 870 order[17] = 107 871 order[18] = 350 872 order[19] = 351 873 order[20] = 368 874 order[21] = 0 875 super(295, 299, order) 876 end 877 end 878 end 879end 880 881class SecurityDefinitionRequest < Message 882 def initialize 883 super 884 getHeader().setField( Quickfix::MsgType.new("c") ) 885 end 886 887 class NoRelatedSym < Quickfix::Group 888 def initialize 889 order = Quickfix::IntArray.new(23) 890 order[0] = 311 891 order[1] = 312 892 order[2] = 309 893 order[3] = 305 894 order[4] = 310 895 order[5] = 313 896 order[6] = 314 897 order[7] = 315 898 order[8] = 316 899 order[9] = 317 900 order[10] = 436 901 order[11] = 435 902 order[12] = 308 903 order[13] = 306 904 order[14] = 362 905 order[15] = 363 906 order[16] = 307 907 order[17] = 364 908 order[18] = 365 909 order[19] = 319 910 order[20] = 54 911 order[21] = 318 912 order[22] = 0 913 super(146, 311, order) 914 end 915 end 916end 917 918class SecurityDefinition < Message 919 def initialize 920 super 921 getHeader().setField( Quickfix::MsgType.new("d") ) 922 end 923 924 class NoRelatedSym < Quickfix::Group 925 def initialize 926 order = Quickfix::IntArray.new(23) 927 order[0] = 311 928 order[1] = 312 929 order[2] = 309 930 order[3] = 305 931 order[4] = 310 932 order[5] = 313 933 order[6] = 314 934 order[7] = 315 935 order[8] = 316 936 order[9] = 317 937 order[10] = 436 938 order[11] = 435 939 order[12] = 308 940 order[13] = 306 941 order[14] = 362 942 order[15] = 363 943 order[16] = 307 944 order[17] = 364 945 order[18] = 365 946 order[19] = 319 947 order[20] = 54 948 order[21] = 318 949 order[22] = 0 950 super(146, 311, order) 951 end 952 end 953end 954 955class SecurityStatusRequest < Message 956 def initialize 957 super 958 getHeader().setField( Quickfix::MsgType.new("e") ) 959 end 960end 961 962class SecurityStatus < Message 963 def initialize 964 super 965 getHeader().setField( Quickfix::MsgType.new("f") ) 966 end 967end 968 969class TradingSessionStatusRequest < Message 970 def initialize 971 super 972 getHeader().setField( Quickfix::MsgType.new("g") ) 973 end 974end 975 976class TradingSessionStatus < Message 977 def initialize 978 super 979 getHeader().setField( Quickfix::MsgType.new("h") ) 980 end 981end 982 983class MassQuote < Message 984 def initialize 985 super 986 getHeader().setField( Quickfix::MsgType.new("i") ) 987 end 988 989 class NoQuoteSets < Quickfix::Group 990 def initialize 991 order = Quickfix::IntArray.new(24) 992 order[0] = 302 993 order[1] = 311 994 order[2] = 312 995 order[3] = 309 996 order[4] = 305 997 order[5] = 310 998 order[6] = 313 999 order[7] = 314 1000 order[8] = 315 1001 order[9] = 316 1002 order[10] = 317 1003 order[11] = 436 1004 order[12] = 435 1005 order[13] = 308 1006 order[14] = 306 1007 order[15] = 362 1008 order[16] = 363 1009 order[17] = 307 1010 order[18] = 364 1011 order[19] = 365 1012 order[20] = 367 1013 order[21] = 304 1014 order[22] = 295 1015 order[23] = 0 1016 super(296, 302, order) 1017 end 1018 1019 class NoQuoteEntries < Quickfix::Group 1020 def initialize 1021 order = Quickfix::IntArray.new(37) 1022 order[0] = 299 1023 order[1] = 55 1024 order[2] = 65 1025 order[3] = 48 1026 order[4] = 22 1027 order[5] = 167 1028 order[6] = 200 1029 order[7] = 205 1030 order[8] = 201 1031 order[9] = 202 1032 order[10] = 206 1033 order[11] = 231 1034 order[12] = 223 1035 order[13] = 207 1036 order[14] = 106 1037 order[15] = 348 1038 order[16] = 349 1039 order[17] = 107 1040 order[18] = 350 1041 order[19] = 351 1042 order[20] = 132 1043 order[21] = 133 1044 order[22] = 134 1045 order[23] = 135 1046 order[24] = 62 1047 order[25] = 188 1048 order[26] = 190 1049 order[27] = 189 1050 order[28] = 191 1051 order[29] = 60 1052 order[30] = 336 1053 order[31] = 64 1054 order[32] = 40 1055 order[33] = 193 1056 order[34] = 192 1057 order[35] = 15 1058 order[36] = 0 1059 super(295, 299, order) 1060 end 1061 end 1062 end 1063end 1064 1065class BusinessMessageReject < Message 1066 def initialize 1067 super 1068 getHeader().setField( Quickfix::MsgType.new("j") ) 1069 end 1070end 1071 1072class BidRequest < Message 1073 def initialize 1074 super 1075 getHeader().setField( Quickfix::MsgType.new("k") ) 1076 end 1077 1078 class NoBidDescriptors < Quickfix::Group 1079 def initialize 1080 order = Quickfix::IntArray.new(12) 1081 order[0] = 399 1082 order[1] = 400 1083 order[2] = 401 1084 order[3] = 404 1085 order[4] = 441 1086 order[5] = 402 1087 order[6] = 403 1088 order[7] = 405 1089 order[8] = 406 1090 order[9] = 407 1091 order[10] = 408 1092 order[11] = 0 1093 super(398, 399, order) 1094 end 1095 end 1096 1097 class NoBidComponents < Quickfix::Group 1098 def initialize 1099 order = Quickfix::IntArray.new(8) 1100 order[0] = 66 1101 order[1] = 54 1102 order[2] = 336 1103 order[3] = 430 1104 order[4] = 63 1105 order[5] = 64 1106 order[6] = 1 1107 order[7] = 0 1108 super(420, 66, order) 1109 end 1110 end 1111end 1112 1113class BidResponse < Message 1114 def initialize 1115 super 1116 getHeader().setField( Quickfix::MsgType.new("l") ) 1117 end 1118 1119 class NoBidComponents < Quickfix::Group 1120 def initialize 1121 order = Quickfix::IntArray.new(16) 1122 order[0] = 12 1123 order[1] = 13 1124 order[2] = 66 1125 order[3] = 421 1126 order[4] = 54 1127 order[5] = 44 1128 order[6] = 423 1129 order[7] = 406 1130 order[8] = 430 1131 order[9] = 63 1132 order[10] = 64 1133 order[11] = 336 1134 order[12] = 58 1135 order[13] = 354 1136 order[14] = 355 1137 order[15] = 0 1138 super(420, 12, order) 1139 end 1140 end 1141end 1142 1143class ListStrikePrice < Message 1144 def initialize 1145 super 1146 getHeader().setField( Quickfix::MsgType.new("m") ) 1147 end 1148 1149 class NoStrikes < Quickfix::Group 1150 def initialize 1151 order = Quickfix::IntArray.new(28) 1152 order[0] = 55 1153 order[1] = 65 1154 order[2] = 48 1155 order[3] = 22 1156 order[4] = 167 1157 order[5] = 200 1158 order[6] = 205 1159 order[7] = 201 1160 order[8] = 202 1161 order[9] = 206 1162 order[10] = 231 1163 order[11] = 223 1164 order[12] = 207 1165 order[13] = 106 1166 order[14] = 348 1167 order[15] = 349 1168 order[16] = 107 1169 order[17] = 350 1170 order[18] = 351 1171 order[19] = 140 1172 order[20] = 11 1173 order[21] = 54 1174 order[22] = 44 1175 order[23] = 15 1176 order[24] = 58 1177 order[25] = 354 1178 order[26] = 355 1179 order[27] = 0 1180 super(428, 55, order) 1181 end 1182 end 1183end 1184end 1185