1import quickfix as fix 2 3class Message(fix.Message): 4 def __init__(self): 5 fix.Message.__init__(self) 6 self.getHeader().setField( fix.BeginString("FIX.4.1") ) 7 8class Heartbeat(Message): 9 def __init__(self): 10 Message.__init__(self) 11 self.getHeader().setField( fix.MsgType("0") ) 12 13class TestRequest(Message): 14 def __init__(self): 15 Message.__init__(self) 16 self.getHeader().setField( fix.MsgType("1") ) 17 18class ResendRequest(Message): 19 def __init__(self): 20 Message.__init__(self) 21 self.getHeader().setField( fix.MsgType("2") ) 22 23class Reject(Message): 24 def __init__(self): 25 Message.__init__(self) 26 self.getHeader().setField( fix.MsgType("3") ) 27 28class SequenceReset(Message): 29 def __init__(self): 30 Message.__init__(self) 31 self.getHeader().setField( fix.MsgType("4") ) 32 33class Logout(Message): 34 def __init__(self): 35 Message.__init__(self) 36 self.getHeader().setField( fix.MsgType("5") ) 37 38class IOI(Message): 39 def __init__(self): 40 Message.__init__(self) 41 self.getHeader().setField( fix.MsgType("6") ) 42 43 class NoIOIQualifiers(fix.Group): 44 def __init__(self): 45 order = fix.IntArray(2) 46 order[0] = 104 47 order[1] = 0 48 fix.Group.__init__(self, 199, 104, order) 49 50class Advertisement(Message): 51 def __init__(self): 52 Message.__init__(self) 53 self.getHeader().setField( fix.MsgType("7") ) 54 55class ExecutionReport(Message): 56 def __init__(self): 57 Message.__init__(self) 58 self.getHeader().setField( fix.MsgType("8") ) 59 60class OrderCancelReject(Message): 61 def __init__(self): 62 Message.__init__(self) 63 self.getHeader().setField( fix.MsgType("9") ) 64 65class Logon(Message): 66 def __init__(self): 67 Message.__init__(self) 68 self.getHeader().setField( fix.MsgType("A") ) 69 70class News(Message): 71 def __init__(self): 72 Message.__init__(self) 73 self.getHeader().setField( fix.MsgType("B") ) 74 75 class NoRelatedSym(fix.Group): 76 def __init__(self): 77 order = fix.IntArray(14) 78 order[0] = 46 79 order[1] = 65 80 order[2] = 48 81 order[3] = 22 82 order[4] = 167 83 order[5] = 200 84 order[6] = 205 85 order[7] = 201 86 order[8] = 202 87 order[9] = 206 88 order[10] = 207 89 order[11] = 106 90 order[12] = 107 91 order[13] = 0 92 fix.Group.__init__(self, 146, 46, order) 93 94 class LinesOfText(fix.Group): 95 def __init__(self): 96 order = fix.IntArray(2) 97 order[0] = 58 98 order[1] = 0 99 fix.Group.__init__(self, 33, 58, order) 100 101class Email(Message): 102 def __init__(self): 103 Message.__init__(self) 104 self.getHeader().setField( fix.MsgType("C") ) 105 106 class NoRelatedSym(fix.Group): 107 def __init__(self): 108 order = fix.IntArray(14) 109 order[0] = 46 110 order[1] = 65 111 order[2] = 48 112 order[3] = 22 113 order[4] = 167 114 order[5] = 200 115 order[6] = 205 116 order[7] = 201 117 order[8] = 202 118 order[9] = 206 119 order[10] = 207 120 order[11] = 106 121 order[12] = 107 122 order[13] = 0 123 fix.Group.__init__(self, 146, 46, order) 124 125 class LinesOfText(fix.Group): 126 def __init__(self): 127 order = fix.IntArray(2) 128 order[0] = 58 129 order[1] = 0 130 fix.Group.__init__(self, 33, 58, order) 131 132class NewOrderSingle(Message): 133 def __init__(self): 134 Message.__init__(self) 135 self.getHeader().setField( fix.MsgType("D") ) 136 137class NewOrderList(Message): 138 def __init__(self): 139 Message.__init__(self) 140 self.getHeader().setField( fix.MsgType("E") ) 141 142class OrderCancelRequest(Message): 143 def __init__(self): 144 Message.__init__(self) 145 self.getHeader().setField( fix.MsgType("F") ) 146 147class OrderCancelReplaceRequest(Message): 148 def __init__(self): 149 Message.__init__(self) 150 self.getHeader().setField( fix.MsgType("G") ) 151 152class OrderStatusRequest(Message): 153 def __init__(self): 154 Message.__init__(self) 155 self.getHeader().setField( fix.MsgType("H") ) 156 157class Allocation(Message): 158 def __init__(self): 159 Message.__init__(self) 160 self.getHeader().setField( fix.MsgType("J") ) 161 162 class NoOrders(fix.Group): 163 def __init__(self): 164 order = fix.IntArray(6) 165 order[0] = 11 166 order[1] = 37 167 order[2] = 198 168 order[3] = 66 169 order[4] = 105 170 order[5] = 0 171 fix.Group.__init__(self, 73, 11, order) 172 173 class NoExecs(fix.Group): 174 def __init__(self): 175 order = fix.IntArray(5) 176 order[0] = 32 177 order[1] = 17 178 order[2] = 31 179 order[3] = 29 180 order[4] = 0 181 fix.Group.__init__(self, 124, 32, order) 182 183 class NoAllocs(fix.Group): 184 def __init__(self): 185 order = fix.IntArray(21) 186 order[0] = 79 187 order[1] = 80 188 order[2] = 81 189 order[3] = 92 190 order[4] = 208 191 order[5] = 209 192 order[6] = 161 193 order[7] = 76 194 order[8] = 109 195 order[9] = 12 196 order[10] = 13 197 order[11] = 153 198 order[12] = 154 199 order[13] = 119 200 order[14] = 120 201 order[15] = 155 202 order[16] = 156 203 order[17] = 159 204 order[18] = 160 205 order[19] = 136 206 order[20] = 0 207 fix.Group.__init__(self, 78, 79, order) 208 209 class NoMiscFees(fix.Group): 210 def __init__(self): 211 order = fix.IntArray(4) 212 order[0] = 137 213 order[1] = 138 214 order[2] = 139 215 order[3] = 0 216 fix.Group.__init__(self, 136, 137, order) 217 218class ListCancelRequest(Message): 219 def __init__(self): 220 Message.__init__(self) 221 self.getHeader().setField( fix.MsgType("K") ) 222 223class ListExecute(Message): 224 def __init__(self): 225 Message.__init__(self) 226 self.getHeader().setField( fix.MsgType("L") ) 227 228class ListStatusRequest(Message): 229 def __init__(self): 230 Message.__init__(self) 231 self.getHeader().setField( fix.MsgType("M") ) 232 233class ListStatus(Message): 234 def __init__(self): 235 Message.__init__(self) 236 self.getHeader().setField( fix.MsgType("N") ) 237 238 class NoOrders(fix.Group): 239 def __init__(self): 240 order = fix.IntArray(6) 241 order[0] = 11 242 order[1] = 14 243 order[2] = 151 244 order[3] = 84 245 order[4] = 6 246 order[5] = 0 247 fix.Group.__init__(self, 73, 11, order) 248 249class AllocationInstructionAck(Message): 250 def __init__(self): 251 Message.__init__(self) 252 self.getHeader().setField( fix.MsgType("P") ) 253 254class DontKnowTrade(Message): 255 def __init__(self): 256 Message.__init__(self) 257 self.getHeader().setField( fix.MsgType("Q") ) 258 259class QuoteRequest(Message): 260 def __init__(self): 261 Message.__init__(self) 262 self.getHeader().setField( fix.MsgType("R") ) 263 264class Quote(Message): 265 def __init__(self): 266 Message.__init__(self) 267 self.getHeader().setField( fix.MsgType("S") ) 268 269class SettlementInstructions(Message): 270 def __init__(self): 271 Message.__init__(self) 272 self.getHeader().setField( fix.MsgType("T") ) 273