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