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.4.0") )
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
43class Advertisement(Message):
44	def __init__(self):
45		Message.__init__(self)
46		self.getHeader().setField( fix.MsgType("7") )
47
48class ExecutionReport(Message):
49	def __init__(self):
50		Message.__init__(self)
51		self.getHeader().setField( fix.MsgType("8") )
52
53	class NoMiscFees(fix.Group):
54		def __init__(self):
55			order = fix.IntArray(4)
56			order[0] = 137
57			order[1] = 138
58			order[2] = 139
59			order[3] = 0
60			fix.Group.__init__(self, 136, 137, order)
61
62class OrderCancelReject(Message):
63	def __init__(self):
64		Message.__init__(self)
65		self.getHeader().setField( fix.MsgType("9") )
66
67class Logon(Message):
68	def __init__(self):
69		Message.__init__(self)
70		self.getHeader().setField( fix.MsgType("A") )
71
72class News(Message):
73	def __init__(self):
74		Message.__init__(self)
75		self.getHeader().setField( fix.MsgType("B") )
76
77class Email(Message):
78	def __init__(self):
79		Message.__init__(self)
80		self.getHeader().setField( fix.MsgType("C") )
81
82class NewOrderSingle(Message):
83	def __init__(self):
84		Message.__init__(self)
85		self.getHeader().setField( fix.MsgType("D") )
86
87class NewOrderList(Message):
88	def __init__(self):
89		Message.__init__(self)
90		self.getHeader().setField( fix.MsgType("E") )
91
92class OrderCancelRequest(Message):
93	def __init__(self):
94		Message.__init__(self)
95		self.getHeader().setField( fix.MsgType("F") )
96
97class OrderCancelReplaceRequest(Message):
98	def __init__(self):
99		Message.__init__(self)
100		self.getHeader().setField( fix.MsgType("G") )
101
102class OrderStatusRequest(Message):
103	def __init__(self):
104		Message.__init__(self)
105		self.getHeader().setField( fix.MsgType("H") )
106
107class Allocation(Message):
108	def __init__(self):
109		Message.__init__(self)
110		self.getHeader().setField( fix.MsgType("J") )
111
112	class NoOrders(fix.Group):
113		def __init__(self):
114			order = fix.IntArray(5)
115			order[0] = 11
116			order[1] = 37
117			order[2] = 66
118			order[3] = 105
119			order[4] = 0
120			fix.Group.__init__(self, 73, 11, order)
121
122	class NoExecs(fix.Group):
123		def __init__(self):
124			order = fix.IntArray(5)
125			order[0] = 17
126			order[1] = 32
127			order[2] = 31
128			order[3] = 30
129			order[4] = 0
130			fix.Group.__init__(self, 124, 17, order)
131
132	class NoMiscFees(fix.Group):
133		def __init__(self):
134			order = fix.IntArray(4)
135			order[0] = 137
136			order[1] = 138
137			order[2] = 139
138			order[3] = 0
139			fix.Group.__init__(self, 136, 137, order)
140
141	class NoAllocs(fix.Group):
142		def __init__(self):
143			order = fix.IntArray(11)
144			order[0] = 79
145			order[1] = 80
146			order[2] = 81
147			order[3] = 76
148			order[4] = 109
149			order[5] = 12
150			order[6] = 13
151			order[7] = 85
152			order[8] = 92
153			order[9] = 86
154			order[10] = 0
155			fix.Group.__init__(self, 78, 79, order)
156
157class ListCancelRequest(Message):
158	def __init__(self):
159		Message.__init__(self)
160		self.getHeader().setField( fix.MsgType("K") )
161
162class ListExecute(Message):
163	def __init__(self):
164		Message.__init__(self)
165		self.getHeader().setField( fix.MsgType("L") )
166
167class ListStatusRequest(Message):
168	def __init__(self):
169		Message.__init__(self)
170		self.getHeader().setField( fix.MsgType("M") )
171
172class ListStatus(Message):
173	def __init__(self):
174		Message.__init__(self)
175		self.getHeader().setField( fix.MsgType("N") )
176
177	class NoOrders(fix.Group):
178		def __init__(self):
179			order = fix.IntArray(5)
180			order[0] = 11
181			order[1] = 14
182			order[2] = 84
183			order[3] = 6
184			order[4] = 0
185			fix.Group.__init__(self, 73, 11, order)
186
187class AllocationInstructionAck(Message):
188	def __init__(self):
189		Message.__init__(self)
190		self.getHeader().setField( fix.MsgType("P") )
191
192class DontKnowTrade(Message):
193	def __init__(self):
194		Message.__init__(self)
195		self.getHeader().setField( fix.MsgType("Q") )
196
197class QuoteRequest(Message):
198	def __init__(self):
199		Message.__init__(self)
200		self.getHeader().setField( fix.MsgType("R") )
201
202class Quote(Message):
203	def __init__(self):
204		Message.__init__(self)
205		self.getHeader().setField( fix.MsgType("S") )
206