1require 'quickfix' 2module Quickfix40 3class Message < Quickfix::Message 4 def initialize 5 super 6 getHeader().setField( Quickfix::BeginString.new("FIX.4.0") ) 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 57end 58 59class Advertisement < Message 60 def initialize 61 super 62 getHeader().setField( Quickfix::MsgType.new("7") ) 63 end 64end 65 66class ExecutionReport < Message 67 def initialize 68 super 69 getHeader().setField( Quickfix::MsgType.new("8") ) 70 end 71 72 class NoMiscFees < Quickfix::Group 73 def initialize 74 order = Quickfix::IntArray.new(4) 75 order[0] = 137 76 order[1] = 138 77 order[2] = 139 78 order[3] = 0 79 super(136, 137, order) 80 end 81 end 82end 83 84class OrderCancelReject < Message 85 def initialize 86 super 87 getHeader().setField( Quickfix::MsgType.new("9") ) 88 end 89end 90 91class Logon < Message 92 def initialize 93 super 94 getHeader().setField( Quickfix::MsgType.new("A") ) 95 end 96end 97 98class News < Message 99 def initialize 100 super 101 getHeader().setField( Quickfix::MsgType.new("B") ) 102 end 103end 104 105class Email < Message 106 def initialize 107 super 108 getHeader().setField( Quickfix::MsgType.new("C") ) 109 end 110end 111 112class NewOrderSingle < Message 113 def initialize 114 super 115 getHeader().setField( Quickfix::MsgType.new("D") ) 116 end 117end 118 119class NewOrderList < Message 120 def initialize 121 super 122 getHeader().setField( Quickfix::MsgType.new("E") ) 123 end 124end 125 126class OrderCancelRequest < Message 127 def initialize 128 super 129 getHeader().setField( Quickfix::MsgType.new("F") ) 130 end 131end 132 133class OrderCancelReplaceRequest < Message 134 def initialize 135 super 136 getHeader().setField( Quickfix::MsgType.new("G") ) 137 end 138end 139 140class OrderStatusRequest < Message 141 def initialize 142 super 143 getHeader().setField( Quickfix::MsgType.new("H") ) 144 end 145end 146 147class Allocation < Message 148 def initialize 149 super 150 getHeader().setField( Quickfix::MsgType.new("J") ) 151 end 152 153 class NoOrders < Quickfix::Group 154 def initialize 155 order = Quickfix::IntArray.new(5) 156 order[0] = 11 157 order[1] = 37 158 order[2] = 66 159 order[3] = 105 160 order[4] = 0 161 super(73, 11, order) 162 end 163 end 164 165 class NoExecs < Quickfix::Group 166 def initialize 167 order = Quickfix::IntArray.new(5) 168 order[0] = 17 169 order[1] = 32 170 order[2] = 31 171 order[3] = 30 172 order[4] = 0 173 super(124, 17, order) 174 end 175 end 176 177 class NoMiscFees < Quickfix::Group 178 def initialize 179 order = Quickfix::IntArray.new(4) 180 order[0] = 137 181 order[1] = 138 182 order[2] = 139 183 order[3] = 0 184 super(136, 137, order) 185 end 186 end 187 188 class NoAllocs < Quickfix::Group 189 def initialize 190 order = Quickfix::IntArray.new(11) 191 order[0] = 79 192 order[1] = 80 193 order[2] = 81 194 order[3] = 76 195 order[4] = 109 196 order[5] = 12 197 order[6] = 13 198 order[7] = 85 199 order[8] = 92 200 order[9] = 86 201 order[10] = 0 202 super(78, 79, order) 203 end 204 end 205end 206 207class ListCancelRequest < Message 208 def initialize 209 super 210 getHeader().setField( Quickfix::MsgType.new("K") ) 211 end 212end 213 214class ListExecute < Message 215 def initialize 216 super 217 getHeader().setField( Quickfix::MsgType.new("L") ) 218 end 219end 220 221class ListStatusRequest < Message 222 def initialize 223 super 224 getHeader().setField( Quickfix::MsgType.new("M") ) 225 end 226end 227 228class ListStatus < Message 229 def initialize 230 super 231 getHeader().setField( Quickfix::MsgType.new("N") ) 232 end 233 234 class NoOrders < Quickfix::Group 235 def initialize 236 order = Quickfix::IntArray.new(5) 237 order[0] = 11 238 order[1] = 14 239 order[2] = 84 240 order[3] = 6 241 order[4] = 0 242 super(73, 11, order) 243 end 244 end 245end 246 247class AllocationInstructionAck < Message 248 def initialize 249 super 250 getHeader().setField( Quickfix::MsgType.new("P") ) 251 end 252end 253 254class DontKnowTrade < Message 255 def initialize 256 super 257 getHeader().setField( Quickfix::MsgType.new("Q") ) 258 end 259end 260 261class QuoteRequest < Message 262 def initialize 263 super 264 getHeader().setField( Quickfix::MsgType.new("R") ) 265 end 266end 267 268class Quote < Message 269 def initialize 270 super 271 getHeader().setField( Quickfix::MsgType.new("S") ) 272 end 273end 274end 275