1require 'quickfix' 2module Quickfix44 3class Message < Quickfix::Message 4 def initialize 5 super 6 getHeader().setField( Quickfix::BeginString.new("FIX.4.4") ) 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 NoSecurityAltID < Quickfix::Group 59 def initialize 60 order = Quickfix::IntArray.new(3) 61 order[0] = 455 62 order[1] = 456 63 order[2] = 0 64 super(454, 455, order) 65 end 66 end 67 68 class NoEvents < Quickfix::Group 69 def initialize 70 order = Quickfix::IntArray.new(5) 71 order[0] = 865 72 order[1] = 866 73 order[2] = 867 74 order[3] = 868 75 order[4] = 0 76 super(864, 865, order) 77 end 78 end 79 80 class NoUnderlyings < Quickfix::Group 81 def initialize 82 order = Quickfix::IntArray.new(46) 83 order[0] = 311 84 order[1] = 312 85 order[2] = 309 86 order[3] = 305 87 order[4] = 462 88 order[5] = 463 89 order[6] = 310 90 order[7] = 763 91 order[8] = 313 92 order[9] = 542 93 order[10] = 315 94 order[11] = 241 95 order[12] = 242 96 order[13] = 243 97 order[14] = 244 98 order[15] = 245 99 order[16] = 246 100 order[17] = 256 101 order[18] = 595 102 order[19] = 592 103 order[20] = 593 104 order[21] = 594 105 order[22] = 247 106 order[23] = 316 107 order[24] = 941 108 order[25] = 317 109 order[26] = 436 110 order[27] = 435 111 order[28] = 308 112 order[29] = 306 113 order[30] = 362 114 order[31] = 363 115 order[32] = 307 116 order[33] = 364 117 order[34] = 365 118 order[35] = 877 119 order[36] = 878 120 order[37] = 318 121 order[38] = 879 122 order[39] = 810 123 order[40] = 882 124 order[41] = 883 125 order[42] = 884 126 order[43] = 885 127 order[44] = 886 128 order[45] = 0 129 super(711, 311, order) 130 end 131 132 class NoUnderlyingSecurityAltID < Quickfix::Group 133 def initialize 134 order = Quickfix::IntArray.new(3) 135 order[0] = 458 136 order[1] = 459 137 order[2] = 0 138 super(457, 458, order) 139 end 140 end 141 142 class NoUnderlyingStips < Quickfix::Group 143 def initialize 144 order = Quickfix::IntArray.new(3) 145 order[0] = 888 146 order[1] = 889 147 order[2] = 0 148 super(887, 888, order) 149 end 150 end 151 end 152 153 class NoStipulations < Quickfix::Group 154 def initialize 155 order = Quickfix::IntArray.new(3) 156 order[0] = 233 157 order[1] = 234 158 order[2] = 0 159 super(232, 233, order) 160 end 161 end 162 163 class NoLegs < Quickfix::Group 164 def initialize 165 order = Quickfix::IntArray.new(44) 166 order[0] = 600 167 order[1] = 601 168 order[2] = 602 169 order[3] = 603 170 order[4] = 607 171 order[5] = 608 172 order[6] = 609 173 order[7] = 764 174 order[8] = 610 175 order[9] = 611 176 order[10] = 248 177 order[11] = 249 178 order[12] = 250 179 order[13] = 251 180 order[14] = 252 181 order[15] = 253 182 order[16] = 257 183 order[17] = 599 184 order[18] = 596 185 order[19] = 597 186 order[20] = 598 187 order[21] = 254 188 order[22] = 612 189 order[23] = 942 190 order[24] = 613 191 order[25] = 614 192 order[26] = 615 193 order[27] = 616 194 order[28] = 617 195 order[29] = 618 196 order[30] = 619 197 order[31] = 620 198 order[32] = 621 199 order[33] = 622 200 order[34] = 623 201 order[35] = 624 202 order[36] = 556 203 order[37] = 740 204 order[38] = 739 205 order[39] = 955 206 order[40] = 956 207 order[41] = 682 208 order[42] = 683 209 order[43] = 0 210 super(555, 600, order) 211 end 212 213 class NoLegSecurityAltID < Quickfix::Group 214 def initialize 215 order = Quickfix::IntArray.new(3) 216 order[0] = 605 217 order[1] = 606 218 order[2] = 0 219 super(604, 605, order) 220 end 221 end 222 223 class NoLegStipulations < Quickfix::Group 224 def initialize 225 order = Quickfix::IntArray.new(3) 226 order[0] = 688 227 order[1] = 689 228 order[2] = 0 229 super(683, 688, order) 230 end 231 end 232 end 233 234 class NoIOIQualifiers < Quickfix::Group 235 def initialize 236 order = Quickfix::IntArray.new(2) 237 order[0] = 104 238 order[1] = 0 239 super(199, 104, order) 240 end 241 end 242 243 class NoRoutingIDs < Quickfix::Group 244 def initialize 245 order = Quickfix::IntArray.new(3) 246 order[0] = 216 247 order[1] = 217 248 order[2] = 0 249 super(215, 216, order) 250 end 251 end 252end 253 254class Advertisement < Message 255 def initialize 256 super 257 getHeader().setField( Quickfix::MsgType.new("7") ) 258 end 259 260 class NoSecurityAltID < Quickfix::Group 261 def initialize 262 order = Quickfix::IntArray.new(3) 263 order[0] = 455 264 order[1] = 456 265 order[2] = 0 266 super(454, 455, order) 267 end 268 end 269 270 class NoEvents < Quickfix::Group 271 def initialize 272 order = Quickfix::IntArray.new(5) 273 order[0] = 865 274 order[1] = 866 275 order[2] = 867 276 order[3] = 868 277 order[4] = 0 278 super(864, 865, order) 279 end 280 end 281 282 class NoLegs < Quickfix::Group 283 def initialize 284 order = Quickfix::IntArray.new(42) 285 order[0] = 600 286 order[1] = 601 287 order[2] = 602 288 order[3] = 603 289 order[4] = 607 290 order[5] = 608 291 order[6] = 609 292 order[7] = 764 293 order[8] = 610 294 order[9] = 611 295 order[10] = 248 296 order[11] = 249 297 order[12] = 250 298 order[13] = 251 299 order[14] = 252 300 order[15] = 253 301 order[16] = 257 302 order[17] = 599 303 order[18] = 596 304 order[19] = 597 305 order[20] = 598 306 order[21] = 254 307 order[22] = 612 308 order[23] = 942 309 order[24] = 613 310 order[25] = 614 311 order[26] = 615 312 order[27] = 616 313 order[28] = 617 314 order[29] = 618 315 order[30] = 619 316 order[31] = 620 317 order[32] = 621 318 order[33] = 622 319 order[34] = 623 320 order[35] = 624 321 order[36] = 556 322 order[37] = 740 323 order[38] = 739 324 order[39] = 955 325 order[40] = 956 326 order[41] = 0 327 super(555, 600, order) 328 end 329 330 class NoLegSecurityAltID < Quickfix::Group 331 def initialize 332 order = Quickfix::IntArray.new(3) 333 order[0] = 605 334 order[1] = 606 335 order[2] = 0 336 super(604, 605, order) 337 end 338 end 339 end 340 341 class NoUnderlyings < Quickfix::Group 342 def initialize 343 order = Quickfix::IntArray.new(46) 344 order[0] = 311 345 order[1] = 312 346 order[2] = 309 347 order[3] = 305 348 order[4] = 462 349 order[5] = 463 350 order[6] = 310 351 order[7] = 763 352 order[8] = 313 353 order[9] = 542 354 order[10] = 315 355 order[11] = 241 356 order[12] = 242 357 order[13] = 243 358 order[14] = 244 359 order[15] = 245 360 order[16] = 246 361 order[17] = 256 362 order[18] = 595 363 order[19] = 592 364 order[20] = 593 365 order[21] = 594 366 order[22] = 247 367 order[23] = 316 368 order[24] = 941 369 order[25] = 317 370 order[26] = 436 371 order[27] = 435 372 order[28] = 308 373 order[29] = 306 374 order[30] = 362 375 order[31] = 363 376 order[32] = 307 377 order[33] = 364 378 order[34] = 365 379 order[35] = 877 380 order[36] = 878 381 order[37] = 318 382 order[38] = 879 383 order[39] = 810 384 order[40] = 882 385 order[41] = 883 386 order[42] = 884 387 order[43] = 885 388 order[44] = 886 389 order[45] = 0 390 super(711, 311, order) 391 end 392 393 class NoUnderlyingSecurityAltID < Quickfix::Group 394 def initialize 395 order = Quickfix::IntArray.new(3) 396 order[0] = 458 397 order[1] = 459 398 order[2] = 0 399 super(457, 458, order) 400 end 401 end 402 403 class NoUnderlyingStips < Quickfix::Group 404 def initialize 405 order = Quickfix::IntArray.new(3) 406 order[0] = 888 407 order[1] = 889 408 order[2] = 0 409 super(887, 888, order) 410 end 411 end 412 end 413end 414 415class ExecutionReport < Message 416 def initialize 417 super 418 getHeader().setField( Quickfix::MsgType.new("8") ) 419 end 420 421 class NoPartyIDs < Quickfix::Group 422 def initialize 423 order = Quickfix::IntArray.new(5) 424 order[0] = 448 425 order[1] = 447 426 order[2] = 452 427 order[3] = 802 428 order[4] = 0 429 super(453, 448, order) 430 end 431 432 class NoPartySubIDs < Quickfix::Group 433 def initialize 434 order = Quickfix::IntArray.new(3) 435 order[0] = 523 436 order[1] = 803 437 order[2] = 0 438 super(802, 523, order) 439 end 440 end 441 end 442 443 class NoContraBrokers < Quickfix::Group 444 def initialize 445 order = Quickfix::IntArray.new(6) 446 order[0] = 375 447 order[1] = 337 448 order[2] = 437 449 order[3] = 438 450 order[4] = 655 451 order[5] = 0 452 super(382, 375, order) 453 end 454 end 455 456 class NoSecurityAltID < Quickfix::Group 457 def initialize 458 order = Quickfix::IntArray.new(3) 459 order[0] = 455 460 order[1] = 456 461 order[2] = 0 462 super(454, 455, order) 463 end 464 end 465 466 class NoEvents < Quickfix::Group 467 def initialize 468 order = Quickfix::IntArray.new(5) 469 order[0] = 865 470 order[1] = 866 471 order[2] = 867 472 order[3] = 868 473 order[4] = 0 474 super(864, 865, order) 475 end 476 end 477 478 class NoUnderlyings < Quickfix::Group 479 def initialize 480 order = Quickfix::IntArray.new(46) 481 order[0] = 311 482 order[1] = 312 483 order[2] = 309 484 order[3] = 305 485 order[4] = 462 486 order[5] = 463 487 order[6] = 310 488 order[7] = 763 489 order[8] = 313 490 order[9] = 542 491 order[10] = 315 492 order[11] = 241 493 order[12] = 242 494 order[13] = 243 495 order[14] = 244 496 order[15] = 245 497 order[16] = 246 498 order[17] = 256 499 order[18] = 595 500 order[19] = 592 501 order[20] = 593 502 order[21] = 594 503 order[22] = 247 504 order[23] = 316 505 order[24] = 941 506 order[25] = 317 507 order[26] = 436 508 order[27] = 435 509 order[28] = 308 510 order[29] = 306 511 order[30] = 362 512 order[31] = 363 513 order[32] = 307 514 order[33] = 364 515 order[34] = 365 516 order[35] = 877 517 order[36] = 878 518 order[37] = 318 519 order[38] = 879 520 order[39] = 810 521 order[40] = 882 522 order[41] = 883 523 order[42] = 884 524 order[43] = 885 525 order[44] = 886 526 order[45] = 0 527 super(711, 311, order) 528 end 529 530 class NoUnderlyingSecurityAltID < Quickfix::Group 531 def initialize 532 order = Quickfix::IntArray.new(3) 533 order[0] = 458 534 order[1] = 459 535 order[2] = 0 536 super(457, 458, order) 537 end 538 end 539 540 class NoUnderlyingStips < Quickfix::Group 541 def initialize 542 order = Quickfix::IntArray.new(3) 543 order[0] = 888 544 order[1] = 889 545 order[2] = 0 546 super(887, 888, order) 547 end 548 end 549 end 550 551 class NoStipulations < Quickfix::Group 552 def initialize 553 order = Quickfix::IntArray.new(3) 554 order[0] = 233 555 order[1] = 234 556 order[2] = 0 557 super(232, 233, order) 558 end 559 end 560 561 class NoContAmts < Quickfix::Group 562 def initialize 563 order = Quickfix::IntArray.new(4) 564 order[0] = 519 565 order[1] = 520 566 order[2] = 521 567 order[3] = 0 568 super(518, 519, order) 569 end 570 end 571 572 class NoLegs < Quickfix::Group 573 def initialize 574 order = Quickfix::IntArray.new(53) 575 order[0] = 600 576 order[1] = 601 577 order[2] = 602 578 order[3] = 603 579 order[4] = 607 580 order[5] = 608 581 order[6] = 609 582 order[7] = 764 583 order[8] = 610 584 order[9] = 611 585 order[10] = 248 586 order[11] = 249 587 order[12] = 250 588 order[13] = 251 589 order[14] = 252 590 order[15] = 253 591 order[16] = 257 592 order[17] = 599 593 order[18] = 596 594 order[19] = 597 595 order[20] = 598 596 order[21] = 254 597 order[22] = 612 598 order[23] = 942 599 order[24] = 613 600 order[25] = 614 601 order[26] = 615 602 order[27] = 616 603 order[28] = 617 604 order[29] = 618 605 order[30] = 619 606 order[31] = 620 607 order[32] = 621 608 order[33] = 622 609 order[34] = 623 610 order[35] = 624 611 order[36] = 556 612 order[37] = 740 613 order[38] = 739 614 order[39] = 955 615 order[40] = 956 616 order[41] = 687 617 order[42] = 690 618 order[43] = 683 619 order[44] = 564 620 order[45] = 565 621 order[46] = 539 622 order[47] = 654 623 order[48] = 566 624 order[49] = 587 625 order[50] = 588 626 order[51] = 637 627 order[52] = 0 628 super(555, 600, order) 629 end 630 631 class NoLegSecurityAltID < Quickfix::Group 632 def initialize 633 order = Quickfix::IntArray.new(3) 634 order[0] = 605 635 order[1] = 606 636 order[2] = 0 637 super(604, 605, order) 638 end 639 end 640 641 class NoLegStipulations < Quickfix::Group 642 def initialize 643 order = Quickfix::IntArray.new(3) 644 order[0] = 688 645 order[1] = 689 646 order[2] = 0 647 super(683, 688, order) 648 end 649 end 650 651 class NoNestedPartyIDs < Quickfix::Group 652 def initialize 653 order = Quickfix::IntArray.new(5) 654 order[0] = 524 655 order[1] = 525 656 order[2] = 538 657 order[3] = 804 658 order[4] = 0 659 super(539, 524, order) 660 end 661 662 class NoNestedPartySubIDs < Quickfix::Group 663 def initialize 664 order = Quickfix::IntArray.new(3) 665 order[0] = 545 666 order[1] = 805 667 order[2] = 0 668 super(804, 545, order) 669 end 670 end 671 end 672 end 673 674 class NoMiscFees < Quickfix::Group 675 def initialize 676 order = Quickfix::IntArray.new(5) 677 order[0] = 137 678 order[1] = 138 679 order[2] = 139 680 order[3] = 891 681 order[4] = 0 682 super(136, 137, order) 683 end 684 end 685end 686 687class OrderCancelReject < Message 688 def initialize 689 super 690 getHeader().setField( Quickfix::MsgType.new("9") ) 691 end 692end 693 694class Logon < Message 695 def initialize 696 super 697 getHeader().setField( Quickfix::MsgType.new("A") ) 698 end 699 700 class NoMsgTypes < Quickfix::Group 701 def initialize 702 order = Quickfix::IntArray.new(3) 703 order[0] = 372 704 order[1] = 385 705 order[2] = 0 706 super(384, 372, order) 707 end 708 end 709end 710 711class News < Message 712 def initialize 713 super 714 getHeader().setField( Quickfix::MsgType.new("B") ) 715 end 716 717 class NoRoutingIDs < Quickfix::Group 718 def initialize 719 order = Quickfix::IntArray.new(3) 720 order[0] = 216 721 order[1] = 217 722 order[2] = 0 723 super(215, 216, order) 724 end 725 end 726 727 class NoRelatedSym < Quickfix::Group 728 def initialize 729 order = Quickfix::IntArray.new(42) 730 order[0] = 55 731 order[1] = 65 732 order[2] = 48 733 order[3] = 22 734 order[4] = 460 735 order[5] = 461 736 order[6] = 167 737 order[7] = 762 738 order[8] = 200 739 order[9] = 541 740 order[10] = 201 741 order[11] = 224 742 order[12] = 225 743 order[13] = 239 744 order[14] = 226 745 order[15] = 227 746 order[16] = 228 747 order[17] = 255 748 order[18] = 543 749 order[19] = 470 750 order[20] = 471 751 order[21] = 472 752 order[22] = 240 753 order[23] = 202 754 order[24] = 947 755 order[25] = 206 756 order[26] = 231 757 order[27] = 223 758 order[28] = 207 759 order[29] = 106 760 order[30] = 348 761 order[31] = 349 762 order[32] = 107 763 order[33] = 350 764 order[34] = 351 765 order[35] = 691 766 order[36] = 667 767 order[37] = 875 768 order[38] = 876 769 order[39] = 873 770 order[40] = 874 771 order[41] = 0 772 super(146, 55, order) 773 end 774 775 class NoSecurityAltID < Quickfix::Group 776 def initialize 777 order = Quickfix::IntArray.new(3) 778 order[0] = 455 779 order[1] = 456 780 order[2] = 0 781 super(454, 455, order) 782 end 783 end 784 785 class NoEvents < Quickfix::Group 786 def initialize 787 order = Quickfix::IntArray.new(5) 788 order[0] = 865 789 order[1] = 866 790 order[2] = 867 791 order[3] = 868 792 order[4] = 0 793 super(864, 865, order) 794 end 795 end 796 end 797 798 class NoLegs < Quickfix::Group 799 def initialize 800 order = Quickfix::IntArray.new(42) 801 order[0] = 600 802 order[1] = 601 803 order[2] = 602 804 order[3] = 603 805 order[4] = 607 806 order[5] = 608 807 order[6] = 609 808 order[7] = 764 809 order[8] = 610 810 order[9] = 611 811 order[10] = 248 812 order[11] = 249 813 order[12] = 250 814 order[13] = 251 815 order[14] = 252 816 order[15] = 253 817 order[16] = 257 818 order[17] = 599 819 order[18] = 596 820 order[19] = 597 821 order[20] = 598 822 order[21] = 254 823 order[22] = 612 824 order[23] = 942 825 order[24] = 613 826 order[25] = 614 827 order[26] = 615 828 order[27] = 616 829 order[28] = 617 830 order[29] = 618 831 order[30] = 619 832 order[31] = 620 833 order[32] = 621 834 order[33] = 622 835 order[34] = 623 836 order[35] = 624 837 order[36] = 556 838 order[37] = 740 839 order[38] = 739 840 order[39] = 955 841 order[40] = 956 842 order[41] = 0 843 super(555, 600, order) 844 end 845 846 class NoLegSecurityAltID < Quickfix::Group 847 def initialize 848 order = Quickfix::IntArray.new(3) 849 order[0] = 605 850 order[1] = 606 851 order[2] = 0 852 super(604, 605, order) 853 end 854 end 855 end 856 857 class NoUnderlyings < Quickfix::Group 858 def initialize 859 order = Quickfix::IntArray.new(46) 860 order[0] = 311 861 order[1] = 312 862 order[2] = 309 863 order[3] = 305 864 order[4] = 462 865 order[5] = 463 866 order[6] = 310 867 order[7] = 763 868 order[8] = 313 869 order[9] = 542 870 order[10] = 315 871 order[11] = 241 872 order[12] = 242 873 order[13] = 243 874 order[14] = 244 875 order[15] = 245 876 order[16] = 246 877 order[17] = 256 878 order[18] = 595 879 order[19] = 592 880 order[20] = 593 881 order[21] = 594 882 order[22] = 247 883 order[23] = 316 884 order[24] = 941 885 order[25] = 317 886 order[26] = 436 887 order[27] = 435 888 order[28] = 308 889 order[29] = 306 890 order[30] = 362 891 order[31] = 363 892 order[32] = 307 893 order[33] = 364 894 order[34] = 365 895 order[35] = 877 896 order[36] = 878 897 order[37] = 318 898 order[38] = 879 899 order[39] = 810 900 order[40] = 882 901 order[41] = 883 902 order[42] = 884 903 order[43] = 885 904 order[44] = 886 905 order[45] = 0 906 super(711, 311, order) 907 end 908 909 class NoUnderlyingSecurityAltID < Quickfix::Group 910 def initialize 911 order = Quickfix::IntArray.new(3) 912 order[0] = 458 913 order[1] = 459 914 order[2] = 0 915 super(457, 458, order) 916 end 917 end 918 919 class NoUnderlyingStips < Quickfix::Group 920 def initialize 921 order = Quickfix::IntArray.new(3) 922 order[0] = 888 923 order[1] = 889 924 order[2] = 0 925 super(887, 888, order) 926 end 927 end 928 end 929 930 class NoLinesOfText < Quickfix::Group 931 def initialize 932 order = Quickfix::IntArray.new(4) 933 order[0] = 58 934 order[1] = 354 935 order[2] = 355 936 order[3] = 0 937 super(33, 58, order) 938 end 939 end 940end 941 942class Email < Message 943 def initialize 944 super 945 getHeader().setField( Quickfix::MsgType.new("C") ) 946 end 947 948 class NoRoutingIDs < Quickfix::Group 949 def initialize 950 order = Quickfix::IntArray.new(3) 951 order[0] = 216 952 order[1] = 217 953 order[2] = 0 954 super(215, 216, order) 955 end 956 end 957 958 class NoRelatedSym < Quickfix::Group 959 def initialize 960 order = Quickfix::IntArray.new(42) 961 order[0] = 55 962 order[1] = 65 963 order[2] = 48 964 order[3] = 22 965 order[4] = 460 966 order[5] = 461 967 order[6] = 167 968 order[7] = 762 969 order[8] = 200 970 order[9] = 541 971 order[10] = 201 972 order[11] = 224 973 order[12] = 225 974 order[13] = 239 975 order[14] = 226 976 order[15] = 227 977 order[16] = 228 978 order[17] = 255 979 order[18] = 543 980 order[19] = 470 981 order[20] = 471 982 order[21] = 472 983 order[22] = 240 984 order[23] = 202 985 order[24] = 947 986 order[25] = 206 987 order[26] = 231 988 order[27] = 223 989 order[28] = 207 990 order[29] = 106 991 order[30] = 348 992 order[31] = 349 993 order[32] = 107 994 order[33] = 350 995 order[34] = 351 996 order[35] = 691 997 order[36] = 667 998 order[37] = 875 999 order[38] = 876 1000 order[39] = 873 1001 order[40] = 874 1002 order[41] = 0 1003 super(146, 55, order) 1004 end 1005 1006 class NoSecurityAltID < Quickfix::Group 1007 def initialize 1008 order = Quickfix::IntArray.new(3) 1009 order[0] = 455 1010 order[1] = 456 1011 order[2] = 0 1012 super(454, 455, order) 1013 end 1014 end 1015 1016 class NoEvents < Quickfix::Group 1017 def initialize 1018 order = Quickfix::IntArray.new(5) 1019 order[0] = 865 1020 order[1] = 866 1021 order[2] = 867 1022 order[3] = 868 1023 order[4] = 0 1024 super(864, 865, order) 1025 end 1026 end 1027 end 1028 1029 class NoUnderlyings < Quickfix::Group 1030 def initialize 1031 order = Quickfix::IntArray.new(46) 1032 order[0] = 311 1033 order[1] = 312 1034 order[2] = 309 1035 order[3] = 305 1036 order[4] = 462 1037 order[5] = 463 1038 order[6] = 310 1039 order[7] = 763 1040 order[8] = 313 1041 order[9] = 542 1042 order[10] = 315 1043 order[11] = 241 1044 order[12] = 242 1045 order[13] = 243 1046 order[14] = 244 1047 order[15] = 245 1048 order[16] = 246 1049 order[17] = 256 1050 order[18] = 595 1051 order[19] = 592 1052 order[20] = 593 1053 order[21] = 594 1054 order[22] = 247 1055 order[23] = 316 1056 order[24] = 941 1057 order[25] = 317 1058 order[26] = 436 1059 order[27] = 435 1060 order[28] = 308 1061 order[29] = 306 1062 order[30] = 362 1063 order[31] = 363 1064 order[32] = 307 1065 order[33] = 364 1066 order[34] = 365 1067 order[35] = 877 1068 order[36] = 878 1069 order[37] = 318 1070 order[38] = 879 1071 order[39] = 810 1072 order[40] = 882 1073 order[41] = 883 1074 order[42] = 884 1075 order[43] = 885 1076 order[44] = 886 1077 order[45] = 0 1078 super(711, 311, order) 1079 end 1080 1081 class NoUnderlyingSecurityAltID < Quickfix::Group 1082 def initialize 1083 order = Quickfix::IntArray.new(3) 1084 order[0] = 458 1085 order[1] = 459 1086 order[2] = 0 1087 super(457, 458, order) 1088 end 1089 end 1090 1091 class NoUnderlyingStips < Quickfix::Group 1092 def initialize 1093 order = Quickfix::IntArray.new(3) 1094 order[0] = 888 1095 order[1] = 889 1096 order[2] = 0 1097 super(887, 888, order) 1098 end 1099 end 1100 end 1101 1102 class NoLegs < Quickfix::Group 1103 def initialize 1104 order = Quickfix::IntArray.new(42) 1105 order[0] = 600 1106 order[1] = 601 1107 order[2] = 602 1108 order[3] = 603 1109 order[4] = 607 1110 order[5] = 608 1111 order[6] = 609 1112 order[7] = 764 1113 order[8] = 610 1114 order[9] = 611 1115 order[10] = 248 1116 order[11] = 249 1117 order[12] = 250 1118 order[13] = 251 1119 order[14] = 252 1120 order[15] = 253 1121 order[16] = 257 1122 order[17] = 599 1123 order[18] = 596 1124 order[19] = 597 1125 order[20] = 598 1126 order[21] = 254 1127 order[22] = 612 1128 order[23] = 942 1129 order[24] = 613 1130 order[25] = 614 1131 order[26] = 615 1132 order[27] = 616 1133 order[28] = 617 1134 order[29] = 618 1135 order[30] = 619 1136 order[31] = 620 1137 order[32] = 621 1138 order[33] = 622 1139 order[34] = 623 1140 order[35] = 624 1141 order[36] = 556 1142 order[37] = 740 1143 order[38] = 739 1144 order[39] = 955 1145 order[40] = 956 1146 order[41] = 0 1147 super(555, 600, order) 1148 end 1149 1150 class NoLegSecurityAltID < Quickfix::Group 1151 def initialize 1152 order = Quickfix::IntArray.new(3) 1153 order[0] = 605 1154 order[1] = 606 1155 order[2] = 0 1156 super(604, 605, order) 1157 end 1158 end 1159 end 1160 1161 class NoLinesOfText < Quickfix::Group 1162 def initialize 1163 order = Quickfix::IntArray.new(4) 1164 order[0] = 58 1165 order[1] = 354 1166 order[2] = 355 1167 order[3] = 0 1168 super(33, 58, order) 1169 end 1170 end 1171end 1172 1173class NewOrderSingle < Message 1174 def initialize 1175 super 1176 getHeader().setField( Quickfix::MsgType.new("D") ) 1177 end 1178 1179 class NoPartyIDs < Quickfix::Group 1180 def initialize 1181 order = Quickfix::IntArray.new(5) 1182 order[0] = 448 1183 order[1] = 447 1184 order[2] = 452 1185 order[3] = 802 1186 order[4] = 0 1187 super(453, 448, order) 1188 end 1189 1190 class NoPartySubIDs < Quickfix::Group 1191 def initialize 1192 order = Quickfix::IntArray.new(3) 1193 order[0] = 523 1194 order[1] = 803 1195 order[2] = 0 1196 super(802, 523, order) 1197 end 1198 end 1199 end 1200 1201 class NoAllocs < Quickfix::Group 1202 def initialize 1203 order = Quickfix::IntArray.new(7) 1204 order[0] = 79 1205 order[1] = 661 1206 order[2] = 736 1207 order[3] = 467 1208 order[4] = 539 1209 order[5] = 80 1210 order[6] = 0 1211 super(78, 79, order) 1212 end 1213 1214 class NoNestedPartyIDs < Quickfix::Group 1215 def initialize 1216 order = Quickfix::IntArray.new(5) 1217 order[0] = 524 1218 order[1] = 525 1219 order[2] = 538 1220 order[3] = 804 1221 order[4] = 0 1222 super(539, 524, order) 1223 end 1224 1225 class NoNestedPartySubIDs < Quickfix::Group 1226 def initialize 1227 order = Quickfix::IntArray.new(3) 1228 order[0] = 545 1229 order[1] = 805 1230 order[2] = 0 1231 super(804, 545, order) 1232 end 1233 end 1234 end 1235 end 1236 1237 class NoTradingSessions < Quickfix::Group 1238 def initialize 1239 order = Quickfix::IntArray.new(3) 1240 order[0] = 336 1241 order[1] = 625 1242 order[2] = 0 1243 super(386, 336, order) 1244 end 1245 end 1246 1247 class NoSecurityAltID < Quickfix::Group 1248 def initialize 1249 order = Quickfix::IntArray.new(3) 1250 order[0] = 455 1251 order[1] = 456 1252 order[2] = 0 1253 super(454, 455, order) 1254 end 1255 end 1256 1257 class NoEvents < Quickfix::Group 1258 def initialize 1259 order = Quickfix::IntArray.new(5) 1260 order[0] = 865 1261 order[1] = 866 1262 order[2] = 867 1263 order[3] = 868 1264 order[4] = 0 1265 super(864, 865, order) 1266 end 1267 end 1268 1269 class NoUnderlyings < Quickfix::Group 1270 def initialize 1271 order = Quickfix::IntArray.new(46) 1272 order[0] = 311 1273 order[1] = 312 1274 order[2] = 309 1275 order[3] = 305 1276 order[4] = 462 1277 order[5] = 463 1278 order[6] = 310 1279 order[7] = 763 1280 order[8] = 313 1281 order[9] = 542 1282 order[10] = 315 1283 order[11] = 241 1284 order[12] = 242 1285 order[13] = 243 1286 order[14] = 244 1287 order[15] = 245 1288 order[16] = 246 1289 order[17] = 256 1290 order[18] = 595 1291 order[19] = 592 1292 order[20] = 593 1293 order[21] = 594 1294 order[22] = 247 1295 order[23] = 316 1296 order[24] = 941 1297 order[25] = 317 1298 order[26] = 436 1299 order[27] = 435 1300 order[28] = 308 1301 order[29] = 306 1302 order[30] = 362 1303 order[31] = 363 1304 order[32] = 307 1305 order[33] = 364 1306 order[34] = 365 1307 order[35] = 877 1308 order[36] = 878 1309 order[37] = 318 1310 order[38] = 879 1311 order[39] = 810 1312 order[40] = 882 1313 order[41] = 883 1314 order[42] = 884 1315 order[43] = 885 1316 order[44] = 886 1317 order[45] = 0 1318 super(711, 311, order) 1319 end 1320 1321 class NoUnderlyingSecurityAltID < Quickfix::Group 1322 def initialize 1323 order = Quickfix::IntArray.new(3) 1324 order[0] = 458 1325 order[1] = 459 1326 order[2] = 0 1327 super(457, 458, order) 1328 end 1329 end 1330 1331 class NoUnderlyingStips < Quickfix::Group 1332 def initialize 1333 order = Quickfix::IntArray.new(3) 1334 order[0] = 888 1335 order[1] = 889 1336 order[2] = 0 1337 super(887, 888, order) 1338 end 1339 end 1340 end 1341 1342 class NoStipulations < Quickfix::Group 1343 def initialize 1344 order = Quickfix::IntArray.new(3) 1345 order[0] = 233 1346 order[1] = 234 1347 order[2] = 0 1348 super(232, 233, order) 1349 end 1350 end 1351end 1352 1353class NewOrderList < Message 1354 def initialize 1355 super 1356 getHeader().setField( Quickfix::MsgType.new("E") ) 1357 end 1358 1359 class NoOrders < Quickfix::Group 1360 def initialize 1361 order = Quickfix::IntArray.new(146) 1362 order[0] = 11 1363 order[1] = 526 1364 order[2] = 67 1365 order[3] = 583 1366 order[4] = 160 1367 order[5] = 453 1368 order[6] = 229 1369 order[7] = 75 1370 order[8] = 1 1371 order[9] = 660 1372 order[10] = 581 1373 order[11] = 589 1374 order[12] = 590 1375 order[13] = 70 1376 order[14] = 591 1377 order[15] = 78 1378 order[16] = 63 1379 order[17] = 64 1380 order[18] = 544 1381 order[19] = 635 1382 order[20] = 21 1383 order[21] = 18 1384 order[22] = 110 1385 order[23] = 111 1386 order[24] = 100 1387 order[25] = 386 1388 order[26] = 81 1389 order[27] = 55 1390 order[28] = 65 1391 order[29] = 48 1392 order[30] = 22 1393 order[31] = 460 1394 order[32] = 461 1395 order[33] = 167 1396 order[34] = 762 1397 order[35] = 200 1398 order[36] = 541 1399 order[37] = 201 1400 order[38] = 224 1401 order[39] = 225 1402 order[40] = 239 1403 order[41] = 226 1404 order[42] = 227 1405 order[43] = 228 1406 order[44] = 255 1407 order[45] = 543 1408 order[46] = 470 1409 order[47] = 471 1410 order[48] = 472 1411 order[49] = 240 1412 order[50] = 202 1413 order[51] = 947 1414 order[52] = 206 1415 order[53] = 231 1416 order[54] = 223 1417 order[55] = 207 1418 order[56] = 106 1419 order[57] = 348 1420 order[58] = 349 1421 order[59] = 107 1422 order[60] = 350 1423 order[61] = 351 1424 order[62] = 691 1425 order[63] = 667 1426 order[64] = 875 1427 order[65] = 876 1428 order[66] = 873 1429 order[67] = 874 1430 order[68] = 711 1431 order[69] = 140 1432 order[70] = 54 1433 order[71] = 401 1434 order[72] = 114 1435 order[73] = 60 1436 order[74] = 232 1437 order[75] = 854 1438 order[76] = 38 1439 order[77] = 152 1440 order[78] = 516 1441 order[79] = 468 1442 order[80] = 469 1443 order[81] = 40 1444 order[82] = 423 1445 order[83] = 44 1446 order[84] = 99 1447 order[85] = 218 1448 order[86] = 220 1449 order[87] = 221 1450 order[88] = 222 1451 order[89] = 662 1452 order[90] = 663 1453 order[91] = 699 1454 order[92] = 761 1455 order[93] = 235 1456 order[94] = 236 1457 order[95] = 701 1458 order[96] = 696 1459 order[97] = 697 1460 order[98] = 698 1461 order[99] = 15 1462 order[100] = 376 1463 order[101] = 377 1464 order[102] = 23 1465 order[103] = 117 1466 order[104] = 59 1467 order[105] = 168 1468 order[106] = 432 1469 order[107] = 126 1470 order[108] = 427 1471 order[109] = 12 1472 order[110] = 13 1473 order[111] = 479 1474 order[112] = 497 1475 order[113] = 528 1476 order[114] = 529 1477 order[115] = 582 1478 order[116] = 121 1479 order[117] = 120 1480 order[118] = 775 1481 order[119] = 58 1482 order[120] = 354 1483 order[121] = 355 1484 order[122] = 193 1485 order[123] = 192 1486 order[124] = 640 1487 order[125] = 77 1488 order[126] = 203 1489 order[127] = 210 1490 order[128] = 211 1491 order[129] = 835 1492 order[130] = 836 1493 order[131] = 837 1494 order[132] = 838 1495 order[133] = 840 1496 order[134] = 388 1497 order[135] = 389 1498 order[136] = 841 1499 order[137] = 842 1500 order[138] = 843 1501 order[139] = 844 1502 order[140] = 846 1503 order[141] = 847 1504 order[142] = 848 1505 order[143] = 849 1506 order[144] = 494 1507 order[145] = 0 1508 super(73, 11, order) 1509 end 1510 1511 class NoPartyIDs < Quickfix::Group 1512 def initialize 1513 order = Quickfix::IntArray.new(5) 1514 order[0] = 448 1515 order[1] = 447 1516 order[2] = 452 1517 order[3] = 802 1518 order[4] = 0 1519 super(453, 448, order) 1520 end 1521 1522 class NoPartySubIDs < Quickfix::Group 1523 def initialize 1524 order = Quickfix::IntArray.new(3) 1525 order[0] = 523 1526 order[1] = 803 1527 order[2] = 0 1528 super(802, 523, order) 1529 end 1530 end 1531 end 1532 1533 class NoAllocs < Quickfix::Group 1534 def initialize 1535 order = Quickfix::IntArray.new(7) 1536 order[0] = 79 1537 order[1] = 661 1538 order[2] = 736 1539 order[3] = 467 1540 order[4] = 539 1541 order[5] = 80 1542 order[6] = 0 1543 super(78, 79, order) 1544 end 1545 1546 class NoNestedPartyIDs < Quickfix::Group 1547 def initialize 1548 order = Quickfix::IntArray.new(5) 1549 order[0] = 524 1550 order[1] = 525 1551 order[2] = 538 1552 order[3] = 804 1553 order[4] = 0 1554 super(539, 524, order) 1555 end 1556 1557 class NoNestedPartySubIDs < Quickfix::Group 1558 def initialize 1559 order = Quickfix::IntArray.new(3) 1560 order[0] = 545 1561 order[1] = 805 1562 order[2] = 0 1563 super(804, 545, order) 1564 end 1565 end 1566 end 1567 end 1568 1569 class NoTradingSessions < Quickfix::Group 1570 def initialize 1571 order = Quickfix::IntArray.new(3) 1572 order[0] = 336 1573 order[1] = 625 1574 order[2] = 0 1575 super(386, 336, order) 1576 end 1577 end 1578 1579 class NoSecurityAltID < Quickfix::Group 1580 def initialize 1581 order = Quickfix::IntArray.new(3) 1582 order[0] = 455 1583 order[1] = 456 1584 order[2] = 0 1585 super(454, 455, order) 1586 end 1587 end 1588 1589 class NoEvents < Quickfix::Group 1590 def initialize 1591 order = Quickfix::IntArray.new(5) 1592 order[0] = 865 1593 order[1] = 866 1594 order[2] = 867 1595 order[3] = 868 1596 order[4] = 0 1597 super(864, 865, order) 1598 end 1599 end 1600 1601 class NoUnderlyings < Quickfix::Group 1602 def initialize 1603 order = Quickfix::IntArray.new(46) 1604 order[0] = 311 1605 order[1] = 312 1606 order[2] = 309 1607 order[3] = 305 1608 order[4] = 462 1609 order[5] = 463 1610 order[6] = 310 1611 order[7] = 763 1612 order[8] = 313 1613 order[9] = 542 1614 order[10] = 315 1615 order[11] = 241 1616 order[12] = 242 1617 order[13] = 243 1618 order[14] = 244 1619 order[15] = 245 1620 order[16] = 246 1621 order[17] = 256 1622 order[18] = 595 1623 order[19] = 592 1624 order[20] = 593 1625 order[21] = 594 1626 order[22] = 247 1627 order[23] = 316 1628 order[24] = 941 1629 order[25] = 317 1630 order[26] = 436 1631 order[27] = 435 1632 order[28] = 308 1633 order[29] = 306 1634 order[30] = 362 1635 order[31] = 363 1636 order[32] = 307 1637 order[33] = 364 1638 order[34] = 365 1639 order[35] = 877 1640 order[36] = 878 1641 order[37] = 318 1642 order[38] = 879 1643 order[39] = 810 1644 order[40] = 882 1645 order[41] = 883 1646 order[42] = 884 1647 order[43] = 885 1648 order[44] = 886 1649 order[45] = 0 1650 super(711, 311, order) 1651 end 1652 1653 class NoUnderlyingSecurityAltID < Quickfix::Group 1654 def initialize 1655 order = Quickfix::IntArray.new(3) 1656 order[0] = 458 1657 order[1] = 459 1658 order[2] = 0 1659 super(457, 458, order) 1660 end 1661 end 1662 1663 class NoUnderlyingStips < Quickfix::Group 1664 def initialize 1665 order = Quickfix::IntArray.new(3) 1666 order[0] = 888 1667 order[1] = 889 1668 order[2] = 0 1669 super(887, 888, order) 1670 end 1671 end 1672 end 1673 1674 class NoStipulations < Quickfix::Group 1675 def initialize 1676 order = Quickfix::IntArray.new(3) 1677 order[0] = 233 1678 order[1] = 234 1679 order[2] = 0 1680 super(232, 233, order) 1681 end 1682 end 1683 end 1684end 1685 1686class OrderCancelRequest < Message 1687 def initialize 1688 super 1689 getHeader().setField( Quickfix::MsgType.new("F") ) 1690 end 1691 1692 class NoPartyIDs < Quickfix::Group 1693 def initialize 1694 order = Quickfix::IntArray.new(5) 1695 order[0] = 448 1696 order[1] = 447 1697 order[2] = 452 1698 order[3] = 802 1699 order[4] = 0 1700 super(453, 448, order) 1701 end 1702 1703 class NoPartySubIDs < Quickfix::Group 1704 def initialize 1705 order = Quickfix::IntArray.new(3) 1706 order[0] = 523 1707 order[1] = 803 1708 order[2] = 0 1709 super(802, 523, order) 1710 end 1711 end 1712 end 1713 1714 class NoSecurityAltID < Quickfix::Group 1715 def initialize 1716 order = Quickfix::IntArray.new(3) 1717 order[0] = 455 1718 order[1] = 456 1719 order[2] = 0 1720 super(454, 455, order) 1721 end 1722 end 1723 1724 class NoEvents < Quickfix::Group 1725 def initialize 1726 order = Quickfix::IntArray.new(5) 1727 order[0] = 865 1728 order[1] = 866 1729 order[2] = 867 1730 order[3] = 868 1731 order[4] = 0 1732 super(864, 865, order) 1733 end 1734 end 1735 1736 class NoUnderlyings < Quickfix::Group 1737 def initialize 1738 order = Quickfix::IntArray.new(46) 1739 order[0] = 311 1740 order[1] = 312 1741 order[2] = 309 1742 order[3] = 305 1743 order[4] = 462 1744 order[5] = 463 1745 order[6] = 310 1746 order[7] = 763 1747 order[8] = 313 1748 order[9] = 542 1749 order[10] = 315 1750 order[11] = 241 1751 order[12] = 242 1752 order[13] = 243 1753 order[14] = 244 1754 order[15] = 245 1755 order[16] = 246 1756 order[17] = 256 1757 order[18] = 595 1758 order[19] = 592 1759 order[20] = 593 1760 order[21] = 594 1761 order[22] = 247 1762 order[23] = 316 1763 order[24] = 941 1764 order[25] = 317 1765 order[26] = 436 1766 order[27] = 435 1767 order[28] = 308 1768 order[29] = 306 1769 order[30] = 362 1770 order[31] = 363 1771 order[32] = 307 1772 order[33] = 364 1773 order[34] = 365 1774 order[35] = 877 1775 order[36] = 878 1776 order[37] = 318 1777 order[38] = 879 1778 order[39] = 810 1779 order[40] = 882 1780 order[41] = 883 1781 order[42] = 884 1782 order[43] = 885 1783 order[44] = 886 1784 order[45] = 0 1785 super(711, 311, order) 1786 end 1787 1788 class NoUnderlyingSecurityAltID < Quickfix::Group 1789 def initialize 1790 order = Quickfix::IntArray.new(3) 1791 order[0] = 458 1792 order[1] = 459 1793 order[2] = 0 1794 super(457, 458, order) 1795 end 1796 end 1797 1798 class NoUnderlyingStips < Quickfix::Group 1799 def initialize 1800 order = Quickfix::IntArray.new(3) 1801 order[0] = 888 1802 order[1] = 889 1803 order[2] = 0 1804 super(887, 888, order) 1805 end 1806 end 1807 end 1808end 1809 1810class OrderCancelReplaceRequest < Message 1811 def initialize 1812 super 1813 getHeader().setField( Quickfix::MsgType.new("G") ) 1814 end 1815 1816 class NoPartyIDs < Quickfix::Group 1817 def initialize 1818 order = Quickfix::IntArray.new(5) 1819 order[0] = 448 1820 order[1] = 447 1821 order[2] = 452 1822 order[3] = 802 1823 order[4] = 0 1824 super(453, 448, order) 1825 end 1826 1827 class NoPartySubIDs < Quickfix::Group 1828 def initialize 1829 order = Quickfix::IntArray.new(3) 1830 order[0] = 523 1831 order[1] = 803 1832 order[2] = 0 1833 super(802, 523, order) 1834 end 1835 end 1836 end 1837 1838 class NoAllocs < Quickfix::Group 1839 def initialize 1840 order = Quickfix::IntArray.new(7) 1841 order[0] = 79 1842 order[1] = 661 1843 order[2] = 736 1844 order[3] = 467 1845 order[4] = 539 1846 order[5] = 80 1847 order[6] = 0 1848 super(78, 79, order) 1849 end 1850 1851 class NoNestedPartyIDs < Quickfix::Group 1852 def initialize 1853 order = Quickfix::IntArray.new(5) 1854 order[0] = 524 1855 order[1] = 525 1856 order[2] = 538 1857 order[3] = 804 1858 order[4] = 0 1859 super(539, 524, order) 1860 end 1861 1862 class NoNestedPartySubIDs < Quickfix::Group 1863 def initialize 1864 order = Quickfix::IntArray.new(3) 1865 order[0] = 545 1866 order[1] = 805 1867 order[2] = 0 1868 super(804, 545, order) 1869 end 1870 end 1871 end 1872 end 1873 1874 class NoTradingSessions < Quickfix::Group 1875 def initialize 1876 order = Quickfix::IntArray.new(3) 1877 order[0] = 336 1878 order[1] = 625 1879 order[2] = 0 1880 super(386, 336, order) 1881 end 1882 end 1883 1884 class NoSecurityAltID < Quickfix::Group 1885 def initialize 1886 order = Quickfix::IntArray.new(3) 1887 order[0] = 455 1888 order[1] = 456 1889 order[2] = 0 1890 super(454, 455, order) 1891 end 1892 end 1893 1894 class NoEvents < Quickfix::Group 1895 def initialize 1896 order = Quickfix::IntArray.new(5) 1897 order[0] = 865 1898 order[1] = 866 1899 order[2] = 867 1900 order[3] = 868 1901 order[4] = 0 1902 super(864, 865, order) 1903 end 1904 end 1905 1906 class NoUnderlyings < Quickfix::Group 1907 def initialize 1908 order = Quickfix::IntArray.new(46) 1909 order[0] = 311 1910 order[1] = 312 1911 order[2] = 309 1912 order[3] = 305 1913 order[4] = 462 1914 order[5] = 463 1915 order[6] = 310 1916 order[7] = 763 1917 order[8] = 313 1918 order[9] = 542 1919 order[10] = 315 1920 order[11] = 241 1921 order[12] = 242 1922 order[13] = 243 1923 order[14] = 244 1924 order[15] = 245 1925 order[16] = 246 1926 order[17] = 256 1927 order[18] = 595 1928 order[19] = 592 1929 order[20] = 593 1930 order[21] = 594 1931 order[22] = 247 1932 order[23] = 316 1933 order[24] = 941 1934 order[25] = 317 1935 order[26] = 436 1936 order[27] = 435 1937 order[28] = 308 1938 order[29] = 306 1939 order[30] = 362 1940 order[31] = 363 1941 order[32] = 307 1942 order[33] = 364 1943 order[34] = 365 1944 order[35] = 877 1945 order[36] = 878 1946 order[37] = 318 1947 order[38] = 879 1948 order[39] = 810 1949 order[40] = 882 1950 order[41] = 883 1951 order[42] = 884 1952 order[43] = 885 1953 order[44] = 886 1954 order[45] = 0 1955 super(711, 311, order) 1956 end 1957 1958 class NoUnderlyingSecurityAltID < Quickfix::Group 1959 def initialize 1960 order = Quickfix::IntArray.new(3) 1961 order[0] = 458 1962 order[1] = 459 1963 order[2] = 0 1964 super(457, 458, order) 1965 end 1966 end 1967 1968 class NoUnderlyingStips < Quickfix::Group 1969 def initialize 1970 order = Quickfix::IntArray.new(3) 1971 order[0] = 888 1972 order[1] = 889 1973 order[2] = 0 1974 super(887, 888, order) 1975 end 1976 end 1977 end 1978end 1979 1980class OrderStatusRequest < Message 1981 def initialize 1982 super 1983 getHeader().setField( Quickfix::MsgType.new("H") ) 1984 end 1985 1986 class NoPartyIDs < Quickfix::Group 1987 def initialize 1988 order = Quickfix::IntArray.new(5) 1989 order[0] = 448 1990 order[1] = 447 1991 order[2] = 452 1992 order[3] = 802 1993 order[4] = 0 1994 super(453, 448, order) 1995 end 1996 1997 class NoPartySubIDs < Quickfix::Group 1998 def initialize 1999 order = Quickfix::IntArray.new(3) 2000 order[0] = 523 2001 order[1] = 803 2002 order[2] = 0 2003 super(802, 523, order) 2004 end 2005 end 2006 end 2007 2008 class NoSecurityAltID < Quickfix::Group 2009 def initialize 2010 order = Quickfix::IntArray.new(3) 2011 order[0] = 455 2012 order[1] = 456 2013 order[2] = 0 2014 super(454, 455, order) 2015 end 2016 end 2017 2018 class NoEvents < Quickfix::Group 2019 def initialize 2020 order = Quickfix::IntArray.new(5) 2021 order[0] = 865 2022 order[1] = 866 2023 order[2] = 867 2024 order[3] = 868 2025 order[4] = 0 2026 super(864, 865, order) 2027 end 2028 end 2029 2030 class NoUnderlyings < Quickfix::Group 2031 def initialize 2032 order = Quickfix::IntArray.new(46) 2033 order[0] = 311 2034 order[1] = 312 2035 order[2] = 309 2036 order[3] = 305 2037 order[4] = 462 2038 order[5] = 463 2039 order[6] = 310 2040 order[7] = 763 2041 order[8] = 313 2042 order[9] = 542 2043 order[10] = 315 2044 order[11] = 241 2045 order[12] = 242 2046 order[13] = 243 2047 order[14] = 244 2048 order[15] = 245 2049 order[16] = 246 2050 order[17] = 256 2051 order[18] = 595 2052 order[19] = 592 2053 order[20] = 593 2054 order[21] = 594 2055 order[22] = 247 2056 order[23] = 316 2057 order[24] = 941 2058 order[25] = 317 2059 order[26] = 436 2060 order[27] = 435 2061 order[28] = 308 2062 order[29] = 306 2063 order[30] = 362 2064 order[31] = 363 2065 order[32] = 307 2066 order[33] = 364 2067 order[34] = 365 2068 order[35] = 877 2069 order[36] = 878 2070 order[37] = 318 2071 order[38] = 879 2072 order[39] = 810 2073 order[40] = 882 2074 order[41] = 883 2075 order[42] = 884 2076 order[43] = 885 2077 order[44] = 886 2078 order[45] = 0 2079 super(711, 311, order) 2080 end 2081 2082 class NoUnderlyingSecurityAltID < Quickfix::Group 2083 def initialize 2084 order = Quickfix::IntArray.new(3) 2085 order[0] = 458 2086 order[1] = 459 2087 order[2] = 0 2088 super(457, 458, order) 2089 end 2090 end 2091 2092 class NoUnderlyingStips < Quickfix::Group 2093 def initialize 2094 order = Quickfix::IntArray.new(3) 2095 order[0] = 888 2096 order[1] = 889 2097 order[2] = 0 2098 super(887, 888, order) 2099 end 2100 end 2101 end 2102end 2103 2104class AllocationInstruction < Message 2105 def initialize 2106 super 2107 getHeader().setField( Quickfix::MsgType.new("J") ) 2108 end 2109 2110 class NoOrders < Quickfix::Group 2111 def initialize 2112 order = Quickfix::IntArray.new(10) 2113 order[0] = 11 2114 order[1] = 37 2115 order[2] = 198 2116 order[3] = 526 2117 order[4] = 66 2118 order[5] = 756 2119 order[6] = 38 2120 order[7] = 799 2121 order[8] = 800 2122 order[9] = 0 2123 super(73, 11, order) 2124 end 2125 2126 class NoNested2PartyIDs < Quickfix::Group 2127 def initialize 2128 order = Quickfix::IntArray.new(5) 2129 order[0] = 757 2130 order[1] = 758 2131 order[2] = 759 2132 order[3] = 806 2133 order[4] = 0 2134 super(756, 757, order) 2135 end 2136 2137 class NoNested2PartySubIDs < Quickfix::Group 2138 def initialize 2139 order = Quickfix::IntArray.new(3) 2140 order[0] = 760 2141 order[1] = 807 2142 order[2] = 0 2143 super(806, 760, order) 2144 end 2145 end 2146 end 2147 end 2148 2149 class NoExecs < Quickfix::Group 2150 def initialize 2151 order = Quickfix::IntArray.new(7) 2152 order[0] = 32 2153 order[1] = 17 2154 order[2] = 527 2155 order[3] = 31 2156 order[4] = 669 2157 order[5] = 29 2158 order[6] = 0 2159 super(124, 32, order) 2160 end 2161 end 2162 2163 class NoSecurityAltID < Quickfix::Group 2164 def initialize 2165 order = Quickfix::IntArray.new(3) 2166 order[0] = 455 2167 order[1] = 456 2168 order[2] = 0 2169 super(454, 455, order) 2170 end 2171 end 2172 2173 class NoEvents < Quickfix::Group 2174 def initialize 2175 order = Quickfix::IntArray.new(5) 2176 order[0] = 865 2177 order[1] = 866 2178 order[2] = 867 2179 order[3] = 868 2180 order[4] = 0 2181 super(864, 865, order) 2182 end 2183 end 2184 2185 class NoInstrAttrib < Quickfix::Group 2186 def initialize 2187 order = Quickfix::IntArray.new(3) 2188 order[0] = 871 2189 order[1] = 872 2190 order[2] = 0 2191 super(870, 871, order) 2192 end 2193 end 2194 2195 class NoUnderlyings < Quickfix::Group 2196 def initialize 2197 order = Quickfix::IntArray.new(46) 2198 order[0] = 311 2199 order[1] = 312 2200 order[2] = 309 2201 order[3] = 305 2202 order[4] = 462 2203 order[5] = 463 2204 order[6] = 310 2205 order[7] = 763 2206 order[8] = 313 2207 order[9] = 542 2208 order[10] = 315 2209 order[11] = 241 2210 order[12] = 242 2211 order[13] = 243 2212 order[14] = 244 2213 order[15] = 245 2214 order[16] = 246 2215 order[17] = 256 2216 order[18] = 595 2217 order[19] = 592 2218 order[20] = 593 2219 order[21] = 594 2220 order[22] = 247 2221 order[23] = 316 2222 order[24] = 941 2223 order[25] = 317 2224 order[26] = 436 2225 order[27] = 435 2226 order[28] = 308 2227 order[29] = 306 2228 order[30] = 362 2229 order[31] = 363 2230 order[32] = 307 2231 order[33] = 364 2232 order[34] = 365 2233 order[35] = 877 2234 order[36] = 878 2235 order[37] = 318 2236 order[38] = 879 2237 order[39] = 810 2238 order[40] = 882 2239 order[41] = 883 2240 order[42] = 884 2241 order[43] = 885 2242 order[44] = 886 2243 order[45] = 0 2244 super(711, 311, order) 2245 end 2246 2247 class NoUnderlyingSecurityAltID < Quickfix::Group 2248 def initialize 2249 order = Quickfix::IntArray.new(3) 2250 order[0] = 458 2251 order[1] = 459 2252 order[2] = 0 2253 super(457, 458, order) 2254 end 2255 end 2256 2257 class NoUnderlyingStips < Quickfix::Group 2258 def initialize 2259 order = Quickfix::IntArray.new(3) 2260 order[0] = 888 2261 order[1] = 889 2262 order[2] = 0 2263 super(887, 888, order) 2264 end 2265 end 2266 end 2267 2268 class NoLegs < Quickfix::Group 2269 def initialize 2270 order = Quickfix::IntArray.new(42) 2271 order[0] = 600 2272 order[1] = 601 2273 order[2] = 602 2274 order[3] = 603 2275 order[4] = 607 2276 order[5] = 608 2277 order[6] = 609 2278 order[7] = 764 2279 order[8] = 610 2280 order[9] = 611 2281 order[10] = 248 2282 order[11] = 249 2283 order[12] = 250 2284 order[13] = 251 2285 order[14] = 252 2286 order[15] = 253 2287 order[16] = 257 2288 order[17] = 599 2289 order[18] = 596 2290 order[19] = 597 2291 order[20] = 598 2292 order[21] = 254 2293 order[22] = 612 2294 order[23] = 942 2295 order[24] = 613 2296 order[25] = 614 2297 order[26] = 615 2298 order[27] = 616 2299 order[28] = 617 2300 order[29] = 618 2301 order[30] = 619 2302 order[31] = 620 2303 order[32] = 621 2304 order[33] = 622 2305 order[34] = 623 2306 order[35] = 624 2307 order[36] = 556 2308 order[37] = 740 2309 order[38] = 739 2310 order[39] = 955 2311 order[40] = 956 2312 order[41] = 0 2313 super(555, 600, order) 2314 end 2315 2316 class NoLegSecurityAltID < Quickfix::Group 2317 def initialize 2318 order = Quickfix::IntArray.new(3) 2319 order[0] = 605 2320 order[1] = 606 2321 order[2] = 0 2322 super(604, 605, order) 2323 end 2324 end 2325 end 2326 2327 class NoPartyIDs < Quickfix::Group 2328 def initialize 2329 order = Quickfix::IntArray.new(5) 2330 order[0] = 448 2331 order[1] = 447 2332 order[2] = 452 2333 order[3] = 802 2334 order[4] = 0 2335 super(453, 448, order) 2336 end 2337 2338 class NoPartySubIDs < Quickfix::Group 2339 def initialize 2340 order = Quickfix::IntArray.new(3) 2341 order[0] = 523 2342 order[1] = 803 2343 order[2] = 0 2344 super(802, 523, order) 2345 end 2346 end 2347 end 2348 2349 class NoStipulations < Quickfix::Group 2350 def initialize 2351 order = Quickfix::IntArray.new(3) 2352 order[0] = 233 2353 order[1] = 234 2354 order[2] = 0 2355 super(232, 233, order) 2356 end 2357 end 2358 2359 class NoAllocs < Quickfix::Group 2360 def initialize 2361 order = Quickfix::IntArray.new(35) 2362 order[0] = 79 2363 order[1] = 661 2364 order[2] = 573 2365 order[3] = 366 2366 order[4] = 80 2367 order[5] = 467 2368 order[6] = 81 2369 order[7] = 539 2370 order[8] = 208 2371 order[9] = 209 2372 order[10] = 161 2373 order[11] = 360 2374 order[12] = 361 2375 order[13] = 12 2376 order[14] = 13 2377 order[15] = 479 2378 order[16] = 497 2379 order[17] = 153 2380 order[18] = 154 2381 order[19] = 119 2382 order[20] = 737 2383 order[21] = 120 2384 order[22] = 736 2385 order[23] = 155 2386 order[24] = 156 2387 order[25] = 742 2388 order[26] = 741 2389 order[27] = 136 2390 order[28] = 576 2391 order[29] = 780 2392 order[30] = 172 2393 order[31] = 169 2394 order[32] = 170 2395 order[33] = 171 2396 order[34] = 0 2397 super(78, 79, order) 2398 end 2399 2400 class NoNestedPartyIDs < Quickfix::Group 2401 def initialize 2402 order = Quickfix::IntArray.new(5) 2403 order[0] = 524 2404 order[1] = 525 2405 order[2] = 538 2406 order[3] = 804 2407 order[4] = 0 2408 super(539, 524, order) 2409 end 2410 2411 class NoNestedPartySubIDs < Quickfix::Group 2412 def initialize 2413 order = Quickfix::IntArray.new(3) 2414 order[0] = 545 2415 order[1] = 805 2416 order[2] = 0 2417 super(804, 545, order) 2418 end 2419 end 2420 end 2421 2422 class NoMiscFees < Quickfix::Group 2423 def initialize 2424 order = Quickfix::IntArray.new(5) 2425 order[0] = 137 2426 order[1] = 138 2427 order[2] = 139 2428 order[3] = 891 2429 order[4] = 0 2430 super(136, 137, order) 2431 end 2432 end 2433 2434 class NoClearingInstructions < Quickfix::Group 2435 def initialize 2436 order = Quickfix::IntArray.new(2) 2437 order[0] = 577 2438 order[1] = 0 2439 super(576, 577, order) 2440 end 2441 end 2442 2443 class NoDlvyInst < Quickfix::Group 2444 def initialize 2445 order = Quickfix::IntArray.new(4) 2446 order[0] = 165 2447 order[1] = 787 2448 order[2] = 781 2449 order[3] = 0 2450 super(85, 165, order) 2451 end 2452 2453 class NoSettlPartyIDs < Quickfix::Group 2454 def initialize 2455 order = Quickfix::IntArray.new(5) 2456 order[0] = 782 2457 order[1] = 783 2458 order[2] = 784 2459 order[3] = 801 2460 order[4] = 0 2461 super(781, 782, order) 2462 end 2463 2464 class NoSettlPartySubIDs < Quickfix::Group 2465 def initialize 2466 order = Quickfix::IntArray.new(3) 2467 order[0] = 785 2468 order[1] = 786 2469 order[2] = 0 2470 super(801, 785, order) 2471 end 2472 end 2473 end 2474 end 2475 end 2476end 2477 2478class ListCancelRequest < Message 2479 def initialize 2480 super 2481 getHeader().setField( Quickfix::MsgType.new("K") ) 2482 end 2483end 2484 2485class ListExecute < Message 2486 def initialize 2487 super 2488 getHeader().setField( Quickfix::MsgType.new("L") ) 2489 end 2490end 2491 2492class ListStatusRequest < Message 2493 def initialize 2494 super 2495 getHeader().setField( Quickfix::MsgType.new("M") ) 2496 end 2497end 2498 2499class ListStatus < Message 2500 def initialize 2501 super 2502 getHeader().setField( Quickfix::MsgType.new("N") ) 2503 end 2504 2505 class NoOrders < Quickfix::Group 2506 def initialize 2507 order = Quickfix::IntArray.new(13) 2508 order[0] = 11 2509 order[1] = 526 2510 order[2] = 14 2511 order[3] = 39 2512 order[4] = 636 2513 order[5] = 151 2514 order[6] = 84 2515 order[7] = 6 2516 order[8] = 103 2517 order[9] = 58 2518 order[10] = 354 2519 order[11] = 355 2520 order[12] = 0 2521 super(73, 11, order) 2522 end 2523 end 2524end 2525 2526class AllocationInstructionAck < Message 2527 def initialize 2528 super 2529 getHeader().setField( Quickfix::MsgType.new("P") ) 2530 end 2531 2532 class NoPartyIDs < Quickfix::Group 2533 def initialize 2534 order = Quickfix::IntArray.new(5) 2535 order[0] = 448 2536 order[1] = 447 2537 order[2] = 452 2538 order[3] = 802 2539 order[4] = 0 2540 super(453, 448, order) 2541 end 2542 2543 class NoPartySubIDs < Quickfix::Group 2544 def initialize 2545 order = Quickfix::IntArray.new(3) 2546 order[0] = 523 2547 order[1] = 803 2548 order[2] = 0 2549 super(802, 523, order) 2550 end 2551 end 2552 end 2553 2554 class NoAllocs < Quickfix::Group 2555 def initialize 2556 order = Quickfix::IntArray.new(9) 2557 order[0] = 79 2558 order[1] = 661 2559 order[2] = 366 2560 order[3] = 467 2561 order[4] = 776 2562 order[5] = 161 2563 order[6] = 360 2564 order[7] = 361 2565 order[8] = 0 2566 super(78, 79, order) 2567 end 2568 end 2569end 2570 2571class DontKnowTrade < Message 2572 def initialize 2573 super 2574 getHeader().setField( Quickfix::MsgType.new("Q") ) 2575 end 2576 2577 class NoSecurityAltID < Quickfix::Group 2578 def initialize 2579 order = Quickfix::IntArray.new(3) 2580 order[0] = 455 2581 order[1] = 456 2582 order[2] = 0 2583 super(454, 455, order) 2584 end 2585 end 2586 2587 class NoEvents < Quickfix::Group 2588 def initialize 2589 order = Quickfix::IntArray.new(5) 2590 order[0] = 865 2591 order[1] = 866 2592 order[2] = 867 2593 order[3] = 868 2594 order[4] = 0 2595 super(864, 865, order) 2596 end 2597 end 2598 2599 class NoUnderlyings < Quickfix::Group 2600 def initialize 2601 order = Quickfix::IntArray.new(46) 2602 order[0] = 311 2603 order[1] = 312 2604 order[2] = 309 2605 order[3] = 305 2606 order[4] = 462 2607 order[5] = 463 2608 order[6] = 310 2609 order[7] = 763 2610 order[8] = 313 2611 order[9] = 542 2612 order[10] = 315 2613 order[11] = 241 2614 order[12] = 242 2615 order[13] = 243 2616 order[14] = 244 2617 order[15] = 245 2618 order[16] = 246 2619 order[17] = 256 2620 order[18] = 595 2621 order[19] = 592 2622 order[20] = 593 2623 order[21] = 594 2624 order[22] = 247 2625 order[23] = 316 2626 order[24] = 941 2627 order[25] = 317 2628 order[26] = 436 2629 order[27] = 435 2630 order[28] = 308 2631 order[29] = 306 2632 order[30] = 362 2633 order[31] = 363 2634 order[32] = 307 2635 order[33] = 364 2636 order[34] = 365 2637 order[35] = 877 2638 order[36] = 878 2639 order[37] = 318 2640 order[38] = 879 2641 order[39] = 810 2642 order[40] = 882 2643 order[41] = 883 2644 order[42] = 884 2645 order[43] = 885 2646 order[44] = 886 2647 order[45] = 0 2648 super(711, 311, order) 2649 end 2650 2651 class NoUnderlyingSecurityAltID < Quickfix::Group 2652 def initialize 2653 order = Quickfix::IntArray.new(3) 2654 order[0] = 458 2655 order[1] = 459 2656 order[2] = 0 2657 super(457, 458, order) 2658 end 2659 end 2660 2661 class NoUnderlyingStips < Quickfix::Group 2662 def initialize 2663 order = Quickfix::IntArray.new(3) 2664 order[0] = 888 2665 order[1] = 889 2666 order[2] = 0 2667 super(887, 888, order) 2668 end 2669 end 2670 end 2671 2672 class NoLegs < Quickfix::Group 2673 def initialize 2674 order = Quickfix::IntArray.new(42) 2675 order[0] = 600 2676 order[1] = 601 2677 order[2] = 602 2678 order[3] = 603 2679 order[4] = 607 2680 order[5] = 608 2681 order[6] = 609 2682 order[7] = 764 2683 order[8] = 610 2684 order[9] = 611 2685 order[10] = 248 2686 order[11] = 249 2687 order[12] = 250 2688 order[13] = 251 2689 order[14] = 252 2690 order[15] = 253 2691 order[16] = 257 2692 order[17] = 599 2693 order[18] = 596 2694 order[19] = 597 2695 order[20] = 598 2696 order[21] = 254 2697 order[22] = 612 2698 order[23] = 942 2699 order[24] = 613 2700 order[25] = 614 2701 order[26] = 615 2702 order[27] = 616 2703 order[28] = 617 2704 order[29] = 618 2705 order[30] = 619 2706 order[31] = 620 2707 order[32] = 621 2708 order[33] = 622 2709 order[34] = 623 2710 order[35] = 624 2711 order[36] = 556 2712 order[37] = 740 2713 order[38] = 739 2714 order[39] = 955 2715 order[40] = 956 2716 order[41] = 0 2717 super(555, 600, order) 2718 end 2719 2720 class NoLegSecurityAltID < Quickfix::Group 2721 def initialize 2722 order = Quickfix::IntArray.new(3) 2723 order[0] = 605 2724 order[1] = 606 2725 order[2] = 0 2726 super(604, 605, order) 2727 end 2728 end 2729 end 2730end 2731 2732class QuoteRequest < Message 2733 def initialize 2734 super 2735 getHeader().setField( Quickfix::MsgType.new("R") ) 2736 end 2737 2738 class NoRelatedSym < Quickfix::Group 2739 def initialize 2740 order = Quickfix::IntArray.new(99) 2741 order[0] = 55 2742 order[1] = 65 2743 order[2] = 48 2744 order[3] = 22 2745 order[4] = 460 2746 order[5] = 461 2747 order[6] = 167 2748 order[7] = 762 2749 order[8] = 200 2750 order[9] = 541 2751 order[10] = 201 2752 order[11] = 224 2753 order[12] = 225 2754 order[13] = 239 2755 order[14] = 226 2756 order[15] = 227 2757 order[16] = 228 2758 order[17] = 255 2759 order[18] = 543 2760 order[19] = 470 2761 order[20] = 471 2762 order[21] = 472 2763 order[22] = 240 2764 order[23] = 202 2765 order[24] = 947 2766 order[25] = 206 2767 order[26] = 231 2768 order[27] = 223 2769 order[28] = 207 2770 order[29] = 106 2771 order[30] = 348 2772 order[31] = 349 2773 order[32] = 107 2774 order[33] = 350 2775 order[34] = 351 2776 order[35] = 691 2777 order[36] = 667 2778 order[37] = 875 2779 order[38] = 876 2780 order[39] = 873 2781 order[40] = 874 2782 order[41] = 913 2783 order[42] = 914 2784 order[43] = 915 2785 order[44] = 918 2786 order[45] = 788 2787 order[46] = 916 2788 order[47] = 917 2789 order[48] = 919 2790 order[49] = 898 2791 order[50] = 711 2792 order[51] = 140 2793 order[52] = 303 2794 order[53] = 537 2795 order[54] = 336 2796 order[55] = 625 2797 order[56] = 229 2798 order[57] = 54 2799 order[58] = 854 2800 order[59] = 38 2801 order[60] = 152 2802 order[61] = 516 2803 order[62] = 468 2804 order[63] = 469 2805 order[64] = 63 2806 order[65] = 64 2807 order[66] = 193 2808 order[67] = 192 2809 order[68] = 15 2810 order[69] = 232 2811 order[70] = 1 2812 order[71] = 660 2813 order[72] = 581 2814 order[73] = 555 2815 order[74] = 735 2816 order[75] = 692 2817 order[76] = 40 2818 order[77] = 62 2819 order[78] = 126 2820 order[79] = 60 2821 order[80] = 218 2822 order[81] = 220 2823 order[82] = 221 2824 order[83] = 222 2825 order[84] = 662 2826 order[85] = 663 2827 order[86] = 699 2828 order[87] = 761 2829 order[88] = 423 2830 order[89] = 44 2831 order[90] = 640 2832 order[91] = 235 2833 order[92] = 236 2834 order[93] = 701 2835 order[94] = 696 2836 order[95] = 697 2837 order[96] = 698 2838 order[97] = 453 2839 order[98] = 0 2840 super(146, 55, order) 2841 end 2842 2843 class NoSecurityAltID < Quickfix::Group 2844 def initialize 2845 order = Quickfix::IntArray.new(3) 2846 order[0] = 455 2847 order[1] = 456 2848 order[2] = 0 2849 super(454, 455, order) 2850 end 2851 end 2852 2853 class NoEvents < Quickfix::Group 2854 def initialize 2855 order = Quickfix::IntArray.new(5) 2856 order[0] = 865 2857 order[1] = 866 2858 order[2] = 867 2859 order[3] = 868 2860 order[4] = 0 2861 super(864, 865, order) 2862 end 2863 end 2864 2865 class NoUnderlyings < Quickfix::Group 2866 def initialize 2867 order = Quickfix::IntArray.new(46) 2868 order[0] = 311 2869 order[1] = 312 2870 order[2] = 309 2871 order[3] = 305 2872 order[4] = 462 2873 order[5] = 463 2874 order[6] = 310 2875 order[7] = 763 2876 order[8] = 313 2877 order[9] = 542 2878 order[10] = 315 2879 order[11] = 241 2880 order[12] = 242 2881 order[13] = 243 2882 order[14] = 244 2883 order[15] = 245 2884 order[16] = 246 2885 order[17] = 256 2886 order[18] = 595 2887 order[19] = 592 2888 order[20] = 593 2889 order[21] = 594 2890 order[22] = 247 2891 order[23] = 316 2892 order[24] = 941 2893 order[25] = 317 2894 order[26] = 436 2895 order[27] = 435 2896 order[28] = 308 2897 order[29] = 306 2898 order[30] = 362 2899 order[31] = 363 2900 order[32] = 307 2901 order[33] = 364 2902 order[34] = 365 2903 order[35] = 877 2904 order[36] = 878 2905 order[37] = 318 2906 order[38] = 879 2907 order[39] = 810 2908 order[40] = 882 2909 order[41] = 883 2910 order[42] = 884 2911 order[43] = 885 2912 order[44] = 886 2913 order[45] = 0 2914 super(711, 311, order) 2915 end 2916 2917 class NoUnderlyingSecurityAltID < Quickfix::Group 2918 def initialize 2919 order = Quickfix::IntArray.new(3) 2920 order[0] = 458 2921 order[1] = 459 2922 order[2] = 0 2923 super(457, 458, order) 2924 end 2925 end 2926 2927 class NoUnderlyingStips < Quickfix::Group 2928 def initialize 2929 order = Quickfix::IntArray.new(3) 2930 order[0] = 888 2931 order[1] = 889 2932 order[2] = 0 2933 super(887, 888, order) 2934 end 2935 end 2936 end 2937 2938 class NoStipulations < Quickfix::Group 2939 def initialize 2940 order = Quickfix::IntArray.new(3) 2941 order[0] = 233 2942 order[1] = 234 2943 order[2] = 0 2944 super(232, 233, order) 2945 end 2946 end 2947 2948 class NoLegs < Quickfix::Group 2949 def initialize 2950 order = Quickfix::IntArray.new(53) 2951 order[0] = 600 2952 order[1] = 601 2953 order[2] = 602 2954 order[3] = 603 2955 order[4] = 607 2956 order[5] = 608 2957 order[6] = 609 2958 order[7] = 764 2959 order[8] = 610 2960 order[9] = 611 2961 order[10] = 248 2962 order[11] = 249 2963 order[12] = 250 2964 order[13] = 251 2965 order[14] = 252 2966 order[15] = 253 2967 order[16] = 257 2968 order[17] = 599 2969 order[18] = 596 2970 order[19] = 597 2971 order[20] = 598 2972 order[21] = 254 2973 order[22] = 612 2974 order[23] = 942 2975 order[24] = 613 2976 order[25] = 614 2977 order[26] = 615 2978 order[27] = 616 2979 order[28] = 617 2980 order[29] = 618 2981 order[30] = 619 2982 order[31] = 620 2983 order[32] = 621 2984 order[33] = 622 2985 order[34] = 623 2986 order[35] = 624 2987 order[36] = 556 2988 order[37] = 740 2989 order[38] = 739 2990 order[39] = 955 2991 order[40] = 956 2992 order[41] = 687 2993 order[42] = 690 2994 order[43] = 587 2995 order[44] = 588 2996 order[45] = 683 2997 order[46] = 539 2998 order[47] = 676 2999 order[48] = 677 3000 order[49] = 678 3001 order[50] = 679 3002 order[51] = 680 3003 order[52] = 0 3004 super(555, 600, order) 3005 end 3006 3007 class NoLegSecurityAltID < Quickfix::Group 3008 def initialize 3009 order = Quickfix::IntArray.new(3) 3010 order[0] = 605 3011 order[1] = 606 3012 order[2] = 0 3013 super(604, 605, order) 3014 end 3015 end 3016 3017 class NoLegStipulations < Quickfix::Group 3018 def initialize 3019 order = Quickfix::IntArray.new(3) 3020 order[0] = 688 3021 order[1] = 689 3022 order[2] = 0 3023 super(683, 688, order) 3024 end 3025 end 3026 3027 class NoNestedPartyIDs < Quickfix::Group 3028 def initialize 3029 order = Quickfix::IntArray.new(5) 3030 order[0] = 524 3031 order[1] = 525 3032 order[2] = 538 3033 order[3] = 804 3034 order[4] = 0 3035 super(539, 524, order) 3036 end 3037 3038 class NoNestedPartySubIDs < Quickfix::Group 3039 def initialize 3040 order = Quickfix::IntArray.new(3) 3041 order[0] = 545 3042 order[1] = 805 3043 order[2] = 0 3044 super(804, 545, order) 3045 end 3046 end 3047 end 3048 end 3049 3050 class NoQuoteQualifiers < Quickfix::Group 3051 def initialize 3052 order = Quickfix::IntArray.new(2) 3053 order[0] = 695 3054 order[1] = 0 3055 super(735, 695, order) 3056 end 3057 end 3058 3059 class NoPartyIDs < Quickfix::Group 3060 def initialize 3061 order = Quickfix::IntArray.new(5) 3062 order[0] = 448 3063 order[1] = 447 3064 order[2] = 452 3065 order[3] = 802 3066 order[4] = 0 3067 super(453, 448, order) 3068 end 3069 3070 class NoPartySubIDs < Quickfix::Group 3071 def initialize 3072 order = Quickfix::IntArray.new(3) 3073 order[0] = 523 3074 order[1] = 803 3075 order[2] = 0 3076 super(802, 523, order) 3077 end 3078 end 3079 end 3080 end 3081end 3082 3083class Quote < Message 3084 def initialize 3085 super 3086 getHeader().setField( Quickfix::MsgType.new("S") ) 3087 end 3088 3089 class NoQuoteQualifiers < Quickfix::Group 3090 def initialize 3091 order = Quickfix::IntArray.new(2) 3092 order[0] = 695 3093 order[1] = 0 3094 super(735, 695, order) 3095 end 3096 end 3097 3098 class NoPartyIDs < Quickfix::Group 3099 def initialize 3100 order = Quickfix::IntArray.new(5) 3101 order[0] = 448 3102 order[1] = 447 3103 order[2] = 452 3104 order[3] = 802 3105 order[4] = 0 3106 super(453, 448, order) 3107 end 3108 3109 class NoPartySubIDs < Quickfix::Group 3110 def initialize 3111 order = Quickfix::IntArray.new(3) 3112 order[0] = 523 3113 order[1] = 803 3114 order[2] = 0 3115 super(802, 523, order) 3116 end 3117 end 3118 end 3119 3120 class NoSecurityAltID < Quickfix::Group 3121 def initialize 3122 order = Quickfix::IntArray.new(3) 3123 order[0] = 455 3124 order[1] = 456 3125 order[2] = 0 3126 super(454, 455, order) 3127 end 3128 end 3129 3130 class NoEvents < Quickfix::Group 3131 def initialize 3132 order = Quickfix::IntArray.new(5) 3133 order[0] = 865 3134 order[1] = 866 3135 order[2] = 867 3136 order[3] = 868 3137 order[4] = 0 3138 super(864, 865, order) 3139 end 3140 end 3141 3142 class NoUnderlyings < Quickfix::Group 3143 def initialize 3144 order = Quickfix::IntArray.new(46) 3145 order[0] = 311 3146 order[1] = 312 3147 order[2] = 309 3148 order[3] = 305 3149 order[4] = 462 3150 order[5] = 463 3151 order[6] = 310 3152 order[7] = 763 3153 order[8] = 313 3154 order[9] = 542 3155 order[10] = 315 3156 order[11] = 241 3157 order[12] = 242 3158 order[13] = 243 3159 order[14] = 244 3160 order[15] = 245 3161 order[16] = 246 3162 order[17] = 256 3163 order[18] = 595 3164 order[19] = 592 3165 order[20] = 593 3166 order[21] = 594 3167 order[22] = 247 3168 order[23] = 316 3169 order[24] = 941 3170 order[25] = 317 3171 order[26] = 436 3172 order[27] = 435 3173 order[28] = 308 3174 order[29] = 306 3175 order[30] = 362 3176 order[31] = 363 3177 order[32] = 307 3178 order[33] = 364 3179 order[34] = 365 3180 order[35] = 877 3181 order[36] = 878 3182 order[37] = 318 3183 order[38] = 879 3184 order[39] = 810 3185 order[40] = 882 3186 order[41] = 883 3187 order[42] = 884 3188 order[43] = 885 3189 order[44] = 886 3190 order[45] = 0 3191 super(711, 311, order) 3192 end 3193 3194 class NoUnderlyingSecurityAltID < Quickfix::Group 3195 def initialize 3196 order = Quickfix::IntArray.new(3) 3197 order[0] = 458 3198 order[1] = 459 3199 order[2] = 0 3200 super(457, 458, order) 3201 end 3202 end 3203 3204 class NoUnderlyingStips < Quickfix::Group 3205 def initialize 3206 order = Quickfix::IntArray.new(3) 3207 order[0] = 888 3208 order[1] = 889 3209 order[2] = 0 3210 super(887, 888, order) 3211 end 3212 end 3213 end 3214 3215 class NoStipulations < Quickfix::Group 3216 def initialize 3217 order = Quickfix::IntArray.new(3) 3218 order[0] = 233 3219 order[1] = 234 3220 order[2] = 0 3221 super(232, 233, order) 3222 end 3223 end 3224 3225 class NoLegs < Quickfix::Group 3226 def initialize 3227 order = Quickfix::IntArray.new(56) 3228 order[0] = 600 3229 order[1] = 601 3230 order[2] = 602 3231 order[3] = 603 3232 order[4] = 607 3233 order[5] = 608 3234 order[6] = 609 3235 order[7] = 764 3236 order[8] = 610 3237 order[9] = 611 3238 order[10] = 248 3239 order[11] = 249 3240 order[12] = 250 3241 order[13] = 251 3242 order[14] = 252 3243 order[15] = 253 3244 order[16] = 257 3245 order[17] = 599 3246 order[18] = 596 3247 order[19] = 597 3248 order[20] = 598 3249 order[21] = 254 3250 order[22] = 612 3251 order[23] = 942 3252 order[24] = 613 3253 order[25] = 614 3254 order[26] = 615 3255 order[27] = 616 3256 order[28] = 617 3257 order[29] = 618 3258 order[30] = 619 3259 order[31] = 620 3260 order[32] = 621 3261 order[33] = 622 3262 order[34] = 623 3263 order[35] = 624 3264 order[36] = 556 3265 order[37] = 740 3266 order[38] = 739 3267 order[39] = 955 3268 order[40] = 956 3269 order[41] = 687 3270 order[42] = 690 3271 order[43] = 587 3272 order[44] = 588 3273 order[45] = 683 3274 order[46] = 539 3275 order[47] = 686 3276 order[48] = 681 3277 order[49] = 684 3278 order[50] = 676 3279 order[51] = 677 3280 order[52] = 678 3281 order[53] = 679 3282 order[54] = 680 3283 order[55] = 0 3284 super(555, 600, order) 3285 end 3286 3287 class NoLegSecurityAltID < Quickfix::Group 3288 def initialize 3289 order = Quickfix::IntArray.new(3) 3290 order[0] = 605 3291 order[1] = 606 3292 order[2] = 0 3293 super(604, 605, order) 3294 end 3295 end 3296 3297 class NoLegStipulations < Quickfix::Group 3298 def initialize 3299 order = Quickfix::IntArray.new(3) 3300 order[0] = 688 3301 order[1] = 689 3302 order[2] = 0 3303 super(683, 688, order) 3304 end 3305 end 3306 3307 class NoNestedPartyIDs < Quickfix::Group 3308 def initialize 3309 order = Quickfix::IntArray.new(5) 3310 order[0] = 524 3311 order[1] = 525 3312 order[2] = 538 3313 order[3] = 804 3314 order[4] = 0 3315 super(539, 524, order) 3316 end 3317 3318 class NoNestedPartySubIDs < Quickfix::Group 3319 def initialize 3320 order = Quickfix::IntArray.new(3) 3321 order[0] = 545 3322 order[1] = 805 3323 order[2] = 0 3324 super(804, 545, order) 3325 end 3326 end 3327 end 3328 end 3329end 3330 3331class SettlementInstructions < Message 3332 def initialize 3333 super 3334 getHeader().setField( Quickfix::MsgType.new("T") ) 3335 end 3336 3337 class NoSettlInst < Quickfix::Group 3338 def initialize 3339 order = Quickfix::IntArray.new(25) 3340 order[0] = 162 3341 order[1] = 163 3342 order[2] = 214 3343 order[3] = 453 3344 order[4] = 54 3345 order[5] = 460 3346 order[6] = 167 3347 order[7] = 461 3348 order[8] = 168 3349 order[9] = 126 3350 order[10] = 779 3351 order[11] = 172 3352 order[12] = 169 3353 order[13] = 170 3354 order[14] = 171 3355 order[15] = 492 3356 order[16] = 476 3357 order[17] = 488 3358 order[18] = 489 3359 order[19] = 503 3360 order[20] = 490 3361 order[21] = 491 3362 order[22] = 504 3363 order[23] = 505 3364 order[24] = 0 3365 super(778, 162, order) 3366 end 3367 3368 class NoPartyIDs < Quickfix::Group 3369 def initialize 3370 order = Quickfix::IntArray.new(5) 3371 order[0] = 448 3372 order[1] = 447 3373 order[2] = 452 3374 order[3] = 802 3375 order[4] = 0 3376 super(453, 448, order) 3377 end 3378 3379 class NoPartySubIDs < Quickfix::Group 3380 def initialize 3381 order = Quickfix::IntArray.new(3) 3382 order[0] = 523 3383 order[1] = 803 3384 order[2] = 0 3385 super(802, 523, order) 3386 end 3387 end 3388 end 3389 3390 class NoDlvyInst < Quickfix::Group 3391 def initialize 3392 order = Quickfix::IntArray.new(4) 3393 order[0] = 165 3394 order[1] = 787 3395 order[2] = 781 3396 order[3] = 0 3397 super(85, 165, order) 3398 end 3399 3400 class NoSettlPartyIDs < Quickfix::Group 3401 def initialize 3402 order = Quickfix::IntArray.new(5) 3403 order[0] = 782 3404 order[1] = 783 3405 order[2] = 784 3406 order[3] = 801 3407 order[4] = 0 3408 super(781, 782, order) 3409 end 3410 3411 class NoSettlPartySubIDs < Quickfix::Group 3412 def initialize 3413 order = Quickfix::IntArray.new(3) 3414 order[0] = 785 3415 order[1] = 786 3416 order[2] = 0 3417 super(801, 785, order) 3418 end 3419 end 3420 end 3421 end 3422 end 3423end 3424 3425class MarketDataRequest < Message 3426 def initialize 3427 super 3428 getHeader().setField( Quickfix::MsgType.new("V") ) 3429 end 3430 3431 class NoMDEntryTypes < Quickfix::Group 3432 def initialize 3433 order = Quickfix::IntArray.new(2) 3434 order[0] = 269 3435 order[1] = 0 3436 super(267, 269, order) 3437 end 3438 end 3439 3440 class NoRelatedSym < Quickfix::Group 3441 def initialize 3442 order = Quickfix::IntArray.new(44) 3443 order[0] = 55 3444 order[1] = 65 3445 order[2] = 48 3446 order[3] = 22 3447 order[4] = 460 3448 order[5] = 461 3449 order[6] = 167 3450 order[7] = 762 3451 order[8] = 200 3452 order[9] = 541 3453 order[10] = 201 3454 order[11] = 224 3455 order[12] = 225 3456 order[13] = 239 3457 order[14] = 226 3458 order[15] = 227 3459 order[16] = 228 3460 order[17] = 255 3461 order[18] = 543 3462 order[19] = 470 3463 order[20] = 471 3464 order[21] = 472 3465 order[22] = 240 3466 order[23] = 202 3467 order[24] = 947 3468 order[25] = 206 3469 order[26] = 231 3470 order[27] = 223 3471 order[28] = 207 3472 order[29] = 106 3473 order[30] = 348 3474 order[31] = 349 3475 order[32] = 107 3476 order[33] = 350 3477 order[34] = 351 3478 order[35] = 691 3479 order[36] = 667 3480 order[37] = 875 3481 order[38] = 876 3482 order[39] = 873 3483 order[40] = 874 3484 order[41] = 711 3485 order[42] = 555 3486 order[43] = 0 3487 super(146, 55, order) 3488 end 3489 3490 class NoSecurityAltID < Quickfix::Group 3491 def initialize 3492 order = Quickfix::IntArray.new(3) 3493 order[0] = 455 3494 order[1] = 456 3495 order[2] = 0 3496 super(454, 455, order) 3497 end 3498 end 3499 3500 class NoEvents < Quickfix::Group 3501 def initialize 3502 order = Quickfix::IntArray.new(5) 3503 order[0] = 865 3504 order[1] = 866 3505 order[2] = 867 3506 order[3] = 868 3507 order[4] = 0 3508 super(864, 865, order) 3509 end 3510 end 3511 3512 class NoUnderlyings < Quickfix::Group 3513 def initialize 3514 order = Quickfix::IntArray.new(46) 3515 order[0] = 311 3516 order[1] = 312 3517 order[2] = 309 3518 order[3] = 305 3519 order[4] = 462 3520 order[5] = 463 3521 order[6] = 310 3522 order[7] = 763 3523 order[8] = 313 3524 order[9] = 542 3525 order[10] = 315 3526 order[11] = 241 3527 order[12] = 242 3528 order[13] = 243 3529 order[14] = 244 3530 order[15] = 245 3531 order[16] = 246 3532 order[17] = 256 3533 order[18] = 595 3534 order[19] = 592 3535 order[20] = 593 3536 order[21] = 594 3537 order[22] = 247 3538 order[23] = 316 3539 order[24] = 941 3540 order[25] = 317 3541 order[26] = 436 3542 order[27] = 435 3543 order[28] = 308 3544 order[29] = 306 3545 order[30] = 362 3546 order[31] = 363 3547 order[32] = 307 3548 order[33] = 364 3549 order[34] = 365 3550 order[35] = 877 3551 order[36] = 878 3552 order[37] = 318 3553 order[38] = 879 3554 order[39] = 810 3555 order[40] = 882 3556 order[41] = 883 3557 order[42] = 884 3558 order[43] = 885 3559 order[44] = 886 3560 order[45] = 0 3561 super(711, 311, order) 3562 end 3563 3564 class NoUnderlyingSecurityAltID < Quickfix::Group 3565 def initialize 3566 order = Quickfix::IntArray.new(3) 3567 order[0] = 458 3568 order[1] = 459 3569 order[2] = 0 3570 super(457, 458, order) 3571 end 3572 end 3573 3574 class NoUnderlyingStips < Quickfix::Group 3575 def initialize 3576 order = Quickfix::IntArray.new(3) 3577 order[0] = 888 3578 order[1] = 889 3579 order[2] = 0 3580 super(887, 888, order) 3581 end 3582 end 3583 end 3584 3585 class NoLegs < Quickfix::Group 3586 def initialize 3587 order = Quickfix::IntArray.new(42) 3588 order[0] = 600 3589 order[1] = 601 3590 order[2] = 602 3591 order[3] = 603 3592 order[4] = 607 3593 order[5] = 608 3594 order[6] = 609 3595 order[7] = 764 3596 order[8] = 610 3597 order[9] = 611 3598 order[10] = 248 3599 order[11] = 249 3600 order[12] = 250 3601 order[13] = 251 3602 order[14] = 252 3603 order[15] = 253 3604 order[16] = 257 3605 order[17] = 599 3606 order[18] = 596 3607 order[19] = 597 3608 order[20] = 598 3609 order[21] = 254 3610 order[22] = 612 3611 order[23] = 942 3612 order[24] = 613 3613 order[25] = 614 3614 order[26] = 615 3615 order[27] = 616 3616 order[28] = 617 3617 order[29] = 618 3618 order[30] = 619 3619 order[31] = 620 3620 order[32] = 621 3621 order[33] = 622 3622 order[34] = 623 3623 order[35] = 624 3624 order[36] = 556 3625 order[37] = 740 3626 order[38] = 739 3627 order[39] = 955 3628 order[40] = 956 3629 order[41] = 0 3630 super(555, 600, order) 3631 end 3632 3633 class NoLegSecurityAltID < Quickfix::Group 3634 def initialize 3635 order = Quickfix::IntArray.new(3) 3636 order[0] = 605 3637 order[1] = 606 3638 order[2] = 0 3639 super(604, 605, order) 3640 end 3641 end 3642 end 3643 end 3644 3645 class NoTradingSessions < Quickfix::Group 3646 def initialize 3647 order = Quickfix::IntArray.new(3) 3648 order[0] = 336 3649 order[1] = 625 3650 order[2] = 0 3651 super(386, 336, order) 3652 end 3653 end 3654end 3655 3656class MarketDataSnapshotFullRefresh < Message 3657 def initialize 3658 super 3659 getHeader().setField( Quickfix::MsgType.new("W") ) 3660 end 3661 3662 class NoSecurityAltID < Quickfix::Group 3663 def initialize 3664 order = Quickfix::IntArray.new(3) 3665 order[0] = 455 3666 order[1] = 456 3667 order[2] = 0 3668 super(454, 455, order) 3669 end 3670 end 3671 3672 class NoEvents < Quickfix::Group 3673 def initialize 3674 order = Quickfix::IntArray.new(5) 3675 order[0] = 865 3676 order[1] = 866 3677 order[2] = 867 3678 order[3] = 868 3679 order[4] = 0 3680 super(864, 865, order) 3681 end 3682 end 3683 3684 class NoUnderlyings < Quickfix::Group 3685 def initialize 3686 order = Quickfix::IntArray.new(46) 3687 order[0] = 311 3688 order[1] = 312 3689 order[2] = 309 3690 order[3] = 305 3691 order[4] = 462 3692 order[5] = 463 3693 order[6] = 310 3694 order[7] = 763 3695 order[8] = 313 3696 order[9] = 542 3697 order[10] = 315 3698 order[11] = 241 3699 order[12] = 242 3700 order[13] = 243 3701 order[14] = 244 3702 order[15] = 245 3703 order[16] = 246 3704 order[17] = 256 3705 order[18] = 595 3706 order[19] = 592 3707 order[20] = 593 3708 order[21] = 594 3709 order[22] = 247 3710 order[23] = 316 3711 order[24] = 941 3712 order[25] = 317 3713 order[26] = 436 3714 order[27] = 435 3715 order[28] = 308 3716 order[29] = 306 3717 order[30] = 362 3718 order[31] = 363 3719 order[32] = 307 3720 order[33] = 364 3721 order[34] = 365 3722 order[35] = 877 3723 order[36] = 878 3724 order[37] = 318 3725 order[38] = 879 3726 order[39] = 810 3727 order[40] = 882 3728 order[41] = 883 3729 order[42] = 884 3730 order[43] = 885 3731 order[44] = 886 3732 order[45] = 0 3733 super(711, 311, order) 3734 end 3735 3736 class NoUnderlyingSecurityAltID < Quickfix::Group 3737 def initialize 3738 order = Quickfix::IntArray.new(3) 3739 order[0] = 458 3740 order[1] = 459 3741 order[2] = 0 3742 super(457, 458, order) 3743 end 3744 end 3745 3746 class NoUnderlyingStips < Quickfix::Group 3747 def initialize 3748 order = Quickfix::IntArray.new(3) 3749 order[0] = 888 3750 order[1] = 889 3751 order[2] = 0 3752 super(887, 888, order) 3753 end 3754 end 3755 end 3756 3757 class NoLegs < Quickfix::Group 3758 def initialize 3759 order = Quickfix::IntArray.new(42) 3760 order[0] = 600 3761 order[1] = 601 3762 order[2] = 602 3763 order[3] = 603 3764 order[4] = 607 3765 order[5] = 608 3766 order[6] = 609 3767 order[7] = 764 3768 order[8] = 610 3769 order[9] = 611 3770 order[10] = 248 3771 order[11] = 249 3772 order[12] = 250 3773 order[13] = 251 3774 order[14] = 252 3775 order[15] = 253 3776 order[16] = 257 3777 order[17] = 599 3778 order[18] = 596 3779 order[19] = 597 3780 order[20] = 598 3781 order[21] = 254 3782 order[22] = 612 3783 order[23] = 942 3784 order[24] = 613 3785 order[25] = 614 3786 order[26] = 615 3787 order[27] = 616 3788 order[28] = 617 3789 order[29] = 618 3790 order[30] = 619 3791 order[31] = 620 3792 order[32] = 621 3793 order[33] = 622 3794 order[34] = 623 3795 order[35] = 624 3796 order[36] = 556 3797 order[37] = 740 3798 order[38] = 739 3799 order[39] = 955 3800 order[40] = 956 3801 order[41] = 0 3802 super(555, 600, order) 3803 end 3804 3805 class NoLegSecurityAltID < Quickfix::Group 3806 def initialize 3807 order = Quickfix::IntArray.new(3) 3808 order[0] = 605 3809 order[1] = 606 3810 order[2] = 0 3811 super(604, 605, order) 3812 end 3813 end 3814 end 3815 3816 class NoMDEntries < Quickfix::Group 3817 def initialize 3818 order = Quickfix::IntArray.new(34) 3819 order[0] = 269 3820 order[1] = 270 3821 order[2] = 15 3822 order[3] = 271 3823 order[4] = 272 3824 order[5] = 273 3825 order[6] = 274 3826 order[7] = 275 3827 order[8] = 336 3828 order[9] = 625 3829 order[10] = 276 3830 order[11] = 277 3831 order[12] = 282 3832 order[13] = 283 3833 order[14] = 284 3834 order[15] = 286 3835 order[16] = 59 3836 order[17] = 432 3837 order[18] = 126 3838 order[19] = 110 3839 order[20] = 18 3840 order[21] = 287 3841 order[22] = 37 3842 order[23] = 299 3843 order[24] = 288 3844 order[25] = 289 3845 order[26] = 346 3846 order[27] = 290 3847 order[28] = 546 3848 order[29] = 811 3849 order[30] = 58 3850 order[31] = 354 3851 order[32] = 355 3852 order[33] = 0 3853 super(268, 269, order) 3854 end 3855 end 3856end 3857 3858class MarketDataIncrementalRefresh < Message 3859 def initialize 3860 super 3861 getHeader().setField( Quickfix::MsgType.new("X") ) 3862 end 3863 3864 class NoMDEntries < Quickfix::Group 3865 def initialize 3866 order = Quickfix::IntArray.new(84) 3867 order[0] = 279 3868 order[1] = 285 3869 order[2] = 269 3870 order[3] = 278 3871 order[4] = 280 3872 order[5] = 55 3873 order[6] = 65 3874 order[7] = 48 3875 order[8] = 22 3876 order[9] = 460 3877 order[10] = 461 3878 order[11] = 167 3879 order[12] = 762 3880 order[13] = 200 3881 order[14] = 541 3882 order[15] = 201 3883 order[16] = 224 3884 order[17] = 225 3885 order[18] = 239 3886 order[19] = 226 3887 order[20] = 227 3888 order[21] = 228 3889 order[22] = 255 3890 order[23] = 543 3891 order[24] = 470 3892 order[25] = 471 3893 order[26] = 472 3894 order[27] = 240 3895 order[28] = 202 3896 order[29] = 947 3897 order[30] = 206 3898 order[31] = 231 3899 order[32] = 223 3900 order[33] = 207 3901 order[34] = 106 3902 order[35] = 348 3903 order[36] = 349 3904 order[37] = 107 3905 order[38] = 350 3906 order[39] = 351 3907 order[40] = 691 3908 order[41] = 667 3909 order[42] = 875 3910 order[43] = 876 3911 order[44] = 873 3912 order[45] = 874 3913 order[46] = 711 3914 order[47] = 555 3915 order[48] = 291 3916 order[49] = 292 3917 order[50] = 270 3918 order[51] = 15 3919 order[52] = 271 3920 order[53] = 272 3921 order[54] = 273 3922 order[55] = 274 3923 order[56] = 275 3924 order[57] = 336 3925 order[58] = 625 3926 order[59] = 276 3927 order[60] = 277 3928 order[61] = 282 3929 order[62] = 283 3930 order[63] = 284 3931 order[64] = 286 3932 order[65] = 59 3933 order[66] = 432 3934 order[67] = 126 3935 order[68] = 110 3936 order[69] = 18 3937 order[70] = 287 3938 order[71] = 37 3939 order[72] = 299 3940 order[73] = 288 3941 order[74] = 289 3942 order[75] = 346 3943 order[76] = 290 3944 order[77] = 546 3945 order[78] = 811 3946 order[79] = 451 3947 order[80] = 58 3948 order[81] = 354 3949 order[82] = 355 3950 order[83] = 0 3951 super(268, 279, order) 3952 end 3953 3954 class NoSecurityAltID < Quickfix::Group 3955 def initialize 3956 order = Quickfix::IntArray.new(3) 3957 order[0] = 455 3958 order[1] = 456 3959 order[2] = 0 3960 super(454, 455, order) 3961 end 3962 end 3963 3964 class NoEvents < Quickfix::Group 3965 def initialize 3966 order = Quickfix::IntArray.new(5) 3967 order[0] = 865 3968 order[1] = 866 3969 order[2] = 867 3970 order[3] = 868 3971 order[4] = 0 3972 super(864, 865, order) 3973 end 3974 end 3975 3976 class NoUnderlyings < Quickfix::Group 3977 def initialize 3978 order = Quickfix::IntArray.new(46) 3979 order[0] = 311 3980 order[1] = 312 3981 order[2] = 309 3982 order[3] = 305 3983 order[4] = 462 3984 order[5] = 463 3985 order[6] = 310 3986 order[7] = 763 3987 order[8] = 313 3988 order[9] = 542 3989 order[10] = 315 3990 order[11] = 241 3991 order[12] = 242 3992 order[13] = 243 3993 order[14] = 244 3994 order[15] = 245 3995 order[16] = 246 3996 order[17] = 256 3997 order[18] = 595 3998 order[19] = 592 3999 order[20] = 593 4000 order[21] = 594 4001 order[22] = 247 4002 order[23] = 316 4003 order[24] = 941 4004 order[25] = 317 4005 order[26] = 436 4006 order[27] = 435 4007 order[28] = 308 4008 order[29] = 306 4009 order[30] = 362 4010 order[31] = 363 4011 order[32] = 307 4012 order[33] = 364 4013 order[34] = 365 4014 order[35] = 877 4015 order[36] = 878 4016 order[37] = 318 4017 order[38] = 879 4018 order[39] = 810 4019 order[40] = 882 4020 order[41] = 883 4021 order[42] = 884 4022 order[43] = 885 4023 order[44] = 886 4024 order[45] = 0 4025 super(711, 311, order) 4026 end 4027 4028 class NoUnderlyingSecurityAltID < Quickfix::Group 4029 def initialize 4030 order = Quickfix::IntArray.new(3) 4031 order[0] = 458 4032 order[1] = 459 4033 order[2] = 0 4034 super(457, 458, order) 4035 end 4036 end 4037 4038 class NoUnderlyingStips < Quickfix::Group 4039 def initialize 4040 order = Quickfix::IntArray.new(3) 4041 order[0] = 888 4042 order[1] = 889 4043 order[2] = 0 4044 super(887, 888, order) 4045 end 4046 end 4047 end 4048 4049 class NoLegs < Quickfix::Group 4050 def initialize 4051 order = Quickfix::IntArray.new(42) 4052 order[0] = 600 4053 order[1] = 601 4054 order[2] = 602 4055 order[3] = 603 4056 order[4] = 607 4057 order[5] = 608 4058 order[6] = 609 4059 order[7] = 764 4060 order[8] = 610 4061 order[9] = 611 4062 order[10] = 248 4063 order[11] = 249 4064 order[12] = 250 4065 order[13] = 251 4066 order[14] = 252 4067 order[15] = 253 4068 order[16] = 257 4069 order[17] = 599 4070 order[18] = 596 4071 order[19] = 597 4072 order[20] = 598 4073 order[21] = 254 4074 order[22] = 612 4075 order[23] = 942 4076 order[24] = 613 4077 order[25] = 614 4078 order[26] = 615 4079 order[27] = 616 4080 order[28] = 617 4081 order[29] = 618 4082 order[30] = 619 4083 order[31] = 620 4084 order[32] = 621 4085 order[33] = 622 4086 order[34] = 623 4087 order[35] = 624 4088 order[36] = 556 4089 order[37] = 740 4090 order[38] = 739 4091 order[39] = 955 4092 order[40] = 956 4093 order[41] = 0 4094 super(555, 600, order) 4095 end 4096 4097 class NoLegSecurityAltID < Quickfix::Group 4098 def initialize 4099 order = Quickfix::IntArray.new(3) 4100 order[0] = 605 4101 order[1] = 606 4102 order[2] = 0 4103 super(604, 605, order) 4104 end 4105 end 4106 end 4107 end 4108end 4109 4110class MarketDataRequestReject < Message 4111 def initialize 4112 super 4113 getHeader().setField( Quickfix::MsgType.new("Y") ) 4114 end 4115 4116 class NoAltMDSource < Quickfix::Group 4117 def initialize 4118 order = Quickfix::IntArray.new(2) 4119 order[0] = 817 4120 order[1] = 0 4121 super(816, 817, order) 4122 end 4123 end 4124end 4125 4126class QuoteCancel < Message 4127 def initialize 4128 super 4129 getHeader().setField( Quickfix::MsgType.new("Z") ) 4130 end 4131 4132 class NoPartyIDs < Quickfix::Group 4133 def initialize 4134 order = Quickfix::IntArray.new(5) 4135 order[0] = 448 4136 order[1] = 447 4137 order[2] = 452 4138 order[3] = 802 4139 order[4] = 0 4140 super(453, 448, order) 4141 end 4142 4143 class NoPartySubIDs < Quickfix::Group 4144 def initialize 4145 order = Quickfix::IntArray.new(3) 4146 order[0] = 523 4147 order[1] = 803 4148 order[2] = 0 4149 super(802, 523, order) 4150 end 4151 end 4152 end 4153 4154 class NoQuoteEntries < Quickfix::Group 4155 def initialize 4156 order = Quickfix::IntArray.new(53) 4157 order[0] = 55 4158 order[1] = 65 4159 order[2] = 48 4160 order[3] = 22 4161 order[4] = 460 4162 order[5] = 461 4163 order[6] = 167 4164 order[7] = 762 4165 order[8] = 200 4166 order[9] = 541 4167 order[10] = 201 4168 order[11] = 224 4169 order[12] = 225 4170 order[13] = 239 4171 order[14] = 226 4172 order[15] = 227 4173 order[16] = 228 4174 order[17] = 255 4175 order[18] = 543 4176 order[19] = 470 4177 order[20] = 471 4178 order[21] = 472 4179 order[22] = 240 4180 order[23] = 202 4181 order[24] = 947 4182 order[25] = 206 4183 order[26] = 231 4184 order[27] = 223 4185 order[28] = 207 4186 order[29] = 106 4187 order[30] = 348 4188 order[31] = 349 4189 order[32] = 107 4190 order[33] = 350 4191 order[34] = 351 4192 order[35] = 691 4193 order[36] = 667 4194 order[37] = 875 4195 order[38] = 876 4196 order[39] = 873 4197 order[40] = 874 4198 order[41] = 913 4199 order[42] = 914 4200 order[43] = 915 4201 order[44] = 918 4202 order[45] = 788 4203 order[46] = 916 4204 order[47] = 917 4205 order[48] = 919 4206 order[49] = 898 4207 order[50] = 711 4208 order[51] = 555 4209 order[52] = 0 4210 super(295, 55, order) 4211 end 4212 4213 class NoSecurityAltID < Quickfix::Group 4214 def initialize 4215 order = Quickfix::IntArray.new(3) 4216 order[0] = 455 4217 order[1] = 456 4218 order[2] = 0 4219 super(454, 455, order) 4220 end 4221 end 4222 4223 class NoEvents < Quickfix::Group 4224 def initialize 4225 order = Quickfix::IntArray.new(5) 4226 order[0] = 865 4227 order[1] = 866 4228 order[2] = 867 4229 order[3] = 868 4230 order[4] = 0 4231 super(864, 865, order) 4232 end 4233 end 4234 4235 class NoUnderlyings < Quickfix::Group 4236 def initialize 4237 order = Quickfix::IntArray.new(46) 4238 order[0] = 311 4239 order[1] = 312 4240 order[2] = 309 4241 order[3] = 305 4242 order[4] = 462 4243 order[5] = 463 4244 order[6] = 310 4245 order[7] = 763 4246 order[8] = 313 4247 order[9] = 542 4248 order[10] = 315 4249 order[11] = 241 4250 order[12] = 242 4251 order[13] = 243 4252 order[14] = 244 4253 order[15] = 245 4254 order[16] = 246 4255 order[17] = 256 4256 order[18] = 595 4257 order[19] = 592 4258 order[20] = 593 4259 order[21] = 594 4260 order[22] = 247 4261 order[23] = 316 4262 order[24] = 941 4263 order[25] = 317 4264 order[26] = 436 4265 order[27] = 435 4266 order[28] = 308 4267 order[29] = 306 4268 order[30] = 362 4269 order[31] = 363 4270 order[32] = 307 4271 order[33] = 364 4272 order[34] = 365 4273 order[35] = 877 4274 order[36] = 878 4275 order[37] = 318 4276 order[38] = 879 4277 order[39] = 810 4278 order[40] = 882 4279 order[41] = 883 4280 order[42] = 884 4281 order[43] = 885 4282 order[44] = 886 4283 order[45] = 0 4284 super(711, 311, order) 4285 end 4286 4287 class NoUnderlyingSecurityAltID < Quickfix::Group 4288 def initialize 4289 order = Quickfix::IntArray.new(3) 4290 order[0] = 458 4291 order[1] = 459 4292 order[2] = 0 4293 super(457, 458, order) 4294 end 4295 end 4296 4297 class NoUnderlyingStips < Quickfix::Group 4298 def initialize 4299 order = Quickfix::IntArray.new(3) 4300 order[0] = 888 4301 order[1] = 889 4302 order[2] = 0 4303 super(887, 888, order) 4304 end 4305 end 4306 end 4307 4308 class NoLegs < Quickfix::Group 4309 def initialize 4310 order = Quickfix::IntArray.new(42) 4311 order[0] = 600 4312 order[1] = 601 4313 order[2] = 602 4314 order[3] = 603 4315 order[4] = 607 4316 order[5] = 608 4317 order[6] = 609 4318 order[7] = 764 4319 order[8] = 610 4320 order[9] = 611 4321 order[10] = 248 4322 order[11] = 249 4323 order[12] = 250 4324 order[13] = 251 4325 order[14] = 252 4326 order[15] = 253 4327 order[16] = 257 4328 order[17] = 599 4329 order[18] = 596 4330 order[19] = 597 4331 order[20] = 598 4332 order[21] = 254 4333 order[22] = 612 4334 order[23] = 942 4335 order[24] = 613 4336 order[25] = 614 4337 order[26] = 615 4338 order[27] = 616 4339 order[28] = 617 4340 order[29] = 618 4341 order[30] = 619 4342 order[31] = 620 4343 order[32] = 621 4344 order[33] = 622 4345 order[34] = 623 4346 order[35] = 624 4347 order[36] = 556 4348 order[37] = 740 4349 order[38] = 739 4350 order[39] = 955 4351 order[40] = 956 4352 order[41] = 0 4353 super(555, 600, order) 4354 end 4355 4356 class NoLegSecurityAltID < Quickfix::Group 4357 def initialize 4358 order = Quickfix::IntArray.new(3) 4359 order[0] = 605 4360 order[1] = 606 4361 order[2] = 0 4362 super(604, 605, order) 4363 end 4364 end 4365 end 4366 end 4367end 4368 4369class QuoteStatusRequest < Message 4370 def initialize 4371 super 4372 getHeader().setField( Quickfix::MsgType.new("a") ) 4373 end 4374 4375 class NoSecurityAltID < Quickfix::Group 4376 def initialize 4377 order = Quickfix::IntArray.new(3) 4378 order[0] = 455 4379 order[1] = 456 4380 order[2] = 0 4381 super(454, 455, order) 4382 end 4383 end 4384 4385 class NoEvents < Quickfix::Group 4386 def initialize 4387 order = Quickfix::IntArray.new(5) 4388 order[0] = 865 4389 order[1] = 866 4390 order[2] = 867 4391 order[3] = 868 4392 order[4] = 0 4393 super(864, 865, order) 4394 end 4395 end 4396 4397 class NoUnderlyings < Quickfix::Group 4398 def initialize 4399 order = Quickfix::IntArray.new(46) 4400 order[0] = 311 4401 order[1] = 312 4402 order[2] = 309 4403 order[3] = 305 4404 order[4] = 462 4405 order[5] = 463 4406 order[6] = 310 4407 order[7] = 763 4408 order[8] = 313 4409 order[9] = 542 4410 order[10] = 315 4411 order[11] = 241 4412 order[12] = 242 4413 order[13] = 243 4414 order[14] = 244 4415 order[15] = 245 4416 order[16] = 246 4417 order[17] = 256 4418 order[18] = 595 4419 order[19] = 592 4420 order[20] = 593 4421 order[21] = 594 4422 order[22] = 247 4423 order[23] = 316 4424 order[24] = 941 4425 order[25] = 317 4426 order[26] = 436 4427 order[27] = 435 4428 order[28] = 308 4429 order[29] = 306 4430 order[30] = 362 4431 order[31] = 363 4432 order[32] = 307 4433 order[33] = 364 4434 order[34] = 365 4435 order[35] = 877 4436 order[36] = 878 4437 order[37] = 318 4438 order[38] = 879 4439 order[39] = 810 4440 order[40] = 882 4441 order[41] = 883 4442 order[42] = 884 4443 order[43] = 885 4444 order[44] = 886 4445 order[45] = 0 4446 super(711, 311, order) 4447 end 4448 4449 class NoUnderlyingSecurityAltID < Quickfix::Group 4450 def initialize 4451 order = Quickfix::IntArray.new(3) 4452 order[0] = 458 4453 order[1] = 459 4454 order[2] = 0 4455 super(457, 458, order) 4456 end 4457 end 4458 4459 class NoUnderlyingStips < Quickfix::Group 4460 def initialize 4461 order = Quickfix::IntArray.new(3) 4462 order[0] = 888 4463 order[1] = 889 4464 order[2] = 0 4465 super(887, 888, order) 4466 end 4467 end 4468 end 4469 4470 class NoLegs < Quickfix::Group 4471 def initialize 4472 order = Quickfix::IntArray.new(42) 4473 order[0] = 600 4474 order[1] = 601 4475 order[2] = 602 4476 order[3] = 603 4477 order[4] = 607 4478 order[5] = 608 4479 order[6] = 609 4480 order[7] = 764 4481 order[8] = 610 4482 order[9] = 611 4483 order[10] = 248 4484 order[11] = 249 4485 order[12] = 250 4486 order[13] = 251 4487 order[14] = 252 4488 order[15] = 253 4489 order[16] = 257 4490 order[17] = 599 4491 order[18] = 596 4492 order[19] = 597 4493 order[20] = 598 4494 order[21] = 254 4495 order[22] = 612 4496 order[23] = 942 4497 order[24] = 613 4498 order[25] = 614 4499 order[26] = 615 4500 order[27] = 616 4501 order[28] = 617 4502 order[29] = 618 4503 order[30] = 619 4504 order[31] = 620 4505 order[32] = 621 4506 order[33] = 622 4507 order[34] = 623 4508 order[35] = 624 4509 order[36] = 556 4510 order[37] = 740 4511 order[38] = 739 4512 order[39] = 955 4513 order[40] = 956 4514 order[41] = 0 4515 super(555, 600, order) 4516 end 4517 4518 class NoLegSecurityAltID < Quickfix::Group 4519 def initialize 4520 order = Quickfix::IntArray.new(3) 4521 order[0] = 605 4522 order[1] = 606 4523 order[2] = 0 4524 super(604, 605, order) 4525 end 4526 end 4527 end 4528 4529 class NoPartyIDs < Quickfix::Group 4530 def initialize 4531 order = Quickfix::IntArray.new(5) 4532 order[0] = 448 4533 order[1] = 447 4534 order[2] = 452 4535 order[3] = 802 4536 order[4] = 0 4537 super(453, 448, order) 4538 end 4539 4540 class NoPartySubIDs < Quickfix::Group 4541 def initialize 4542 order = Quickfix::IntArray.new(3) 4543 order[0] = 523 4544 order[1] = 803 4545 order[2] = 0 4546 super(802, 523, order) 4547 end 4548 end 4549 end 4550end 4551 4552class MassQuoteAcknowledgement < Message 4553 def initialize 4554 super 4555 getHeader().setField( Quickfix::MsgType.new("b") ) 4556 end 4557 4558 class NoPartyIDs < Quickfix::Group 4559 def initialize 4560 order = Quickfix::IntArray.new(5) 4561 order[0] = 448 4562 order[1] = 447 4563 order[2] = 452 4564 order[3] = 802 4565 order[4] = 0 4566 super(453, 448, order) 4567 end 4568 4569 class NoPartySubIDs < Quickfix::Group 4570 def initialize 4571 order = Quickfix::IntArray.new(3) 4572 order[0] = 523 4573 order[1] = 803 4574 order[2] = 0 4575 super(802, 523, order) 4576 end 4577 end 4578 end 4579 4580 class NoQuoteSets < Quickfix::Group 4581 def initialize 4582 order = Quickfix::IntArray.new(50) 4583 order[0] = 302 4584 order[1] = 311 4585 order[2] = 312 4586 order[3] = 309 4587 order[4] = 305 4588 order[5] = 462 4589 order[6] = 463 4590 order[7] = 310 4591 order[8] = 763 4592 order[9] = 313 4593 order[10] = 542 4594 order[11] = 315 4595 order[12] = 241 4596 order[13] = 242 4597 order[14] = 243 4598 order[15] = 244 4599 order[16] = 245 4600 order[17] = 246 4601 order[18] = 256 4602 order[19] = 595 4603 order[20] = 592 4604 order[21] = 593 4605 order[22] = 594 4606 order[23] = 247 4607 order[24] = 316 4608 order[25] = 941 4609 order[26] = 317 4610 order[27] = 436 4611 order[28] = 435 4612 order[29] = 308 4613 order[30] = 306 4614 order[31] = 362 4615 order[32] = 363 4616 order[33] = 307 4617 order[34] = 364 4618 order[35] = 365 4619 order[36] = 877 4620 order[37] = 878 4621 order[38] = 318 4622 order[39] = 879 4623 order[40] = 810 4624 order[41] = 882 4625 order[42] = 883 4626 order[43] = 884 4627 order[44] = 885 4628 order[45] = 886 4629 order[46] = 304 4630 order[47] = 893 4631 order[48] = 295 4632 order[49] = 0 4633 super(296, 302, order) 4634 end 4635 4636 class NoUnderlyingSecurityAltID < Quickfix::Group 4637 def initialize 4638 order = Quickfix::IntArray.new(3) 4639 order[0] = 458 4640 order[1] = 459 4641 order[2] = 0 4642 super(457, 458, order) 4643 end 4644 end 4645 4646 class NoUnderlyingStips < Quickfix::Group 4647 def initialize 4648 order = Quickfix::IntArray.new(3) 4649 order[0] = 888 4650 order[1] = 889 4651 order[2] = 0 4652 super(887, 888, order) 4653 end 4654 end 4655 4656 class NoQuoteEntries < Quickfix::Group 4657 def initialize 4658 order = Quickfix::IntArray.new(68) 4659 order[0] = 299 4660 order[1] = 55 4661 order[2] = 65 4662 order[3] = 48 4663 order[4] = 22 4664 order[5] = 460 4665 order[6] = 461 4666 order[7] = 167 4667 order[8] = 762 4668 order[9] = 200 4669 order[10] = 541 4670 order[11] = 201 4671 order[12] = 224 4672 order[13] = 225 4673 order[14] = 239 4674 order[15] = 226 4675 order[16] = 227 4676 order[17] = 228 4677 order[18] = 255 4678 order[19] = 543 4679 order[20] = 470 4680 order[21] = 471 4681 order[22] = 472 4682 order[23] = 240 4683 order[24] = 202 4684 order[25] = 947 4685 order[26] = 206 4686 order[27] = 231 4687 order[28] = 223 4688 order[29] = 207 4689 order[30] = 106 4690 order[31] = 348 4691 order[32] = 349 4692 order[33] = 107 4693 order[34] = 350 4694 order[35] = 351 4695 order[36] = 691 4696 order[37] = 667 4697 order[38] = 875 4698 order[39] = 876 4699 order[40] = 873 4700 order[41] = 874 4701 order[42] = 555 4702 order[43] = 132 4703 order[44] = 133 4704 order[45] = 134 4705 order[46] = 135 4706 order[47] = 62 4707 order[48] = 188 4708 order[49] = 190 4709 order[50] = 189 4710 order[51] = 191 4711 order[52] = 631 4712 order[53] = 632 4713 order[54] = 633 4714 order[55] = 634 4715 order[56] = 60 4716 order[57] = 336 4717 order[58] = 625 4718 order[59] = 64 4719 order[60] = 40 4720 order[61] = 193 4721 order[62] = 192 4722 order[63] = 642 4723 order[64] = 643 4724 order[65] = 15 4725 order[66] = 368 4726 order[67] = 0 4727 super(295, 299, order) 4728 end 4729 4730 class NoSecurityAltID < Quickfix::Group 4731 def initialize 4732 order = Quickfix::IntArray.new(3) 4733 order[0] = 455 4734 order[1] = 456 4735 order[2] = 0 4736 super(454, 455, order) 4737 end 4738 end 4739 4740 class NoEvents < Quickfix::Group 4741 def initialize 4742 order = Quickfix::IntArray.new(5) 4743 order[0] = 865 4744 order[1] = 866 4745 order[2] = 867 4746 order[3] = 868 4747 order[4] = 0 4748 super(864, 865, order) 4749 end 4750 end 4751 4752 class NoLegs < Quickfix::Group 4753 def initialize 4754 order = Quickfix::IntArray.new(42) 4755 order[0] = 600 4756 order[1] = 601 4757 order[2] = 602 4758 order[3] = 603 4759 order[4] = 607 4760 order[5] = 608 4761 order[6] = 609 4762 order[7] = 764 4763 order[8] = 610 4764 order[9] = 611 4765 order[10] = 248 4766 order[11] = 249 4767 order[12] = 250 4768 order[13] = 251 4769 order[14] = 252 4770 order[15] = 253 4771 order[16] = 257 4772 order[17] = 599 4773 order[18] = 596 4774 order[19] = 597 4775 order[20] = 598 4776 order[21] = 254 4777 order[22] = 612 4778 order[23] = 942 4779 order[24] = 613 4780 order[25] = 614 4781 order[26] = 615 4782 order[27] = 616 4783 order[28] = 617 4784 order[29] = 618 4785 order[30] = 619 4786 order[31] = 620 4787 order[32] = 621 4788 order[33] = 622 4789 order[34] = 623 4790 order[35] = 624 4791 order[36] = 556 4792 order[37] = 740 4793 order[38] = 739 4794 order[39] = 955 4795 order[40] = 956 4796 order[41] = 0 4797 super(555, 600, order) 4798 end 4799 4800 class NoLegSecurityAltID < Quickfix::Group 4801 def initialize 4802 order = Quickfix::IntArray.new(3) 4803 order[0] = 605 4804 order[1] = 606 4805 order[2] = 0 4806 super(604, 605, order) 4807 end 4808 end 4809 end 4810 end 4811 end 4812end 4813 4814class SecurityDefinitionRequest < Message 4815 def initialize 4816 super 4817 getHeader().setField( Quickfix::MsgType.new("c") ) 4818 end 4819 4820 class NoSecurityAltID < Quickfix::Group 4821 def initialize 4822 order = Quickfix::IntArray.new(3) 4823 order[0] = 455 4824 order[1] = 456 4825 order[2] = 0 4826 super(454, 455, order) 4827 end 4828 end 4829 4830 class NoEvents < Quickfix::Group 4831 def initialize 4832 order = Quickfix::IntArray.new(5) 4833 order[0] = 865 4834 order[1] = 866 4835 order[2] = 867 4836 order[3] = 868 4837 order[4] = 0 4838 super(864, 865, order) 4839 end 4840 end 4841 4842 class NoInstrAttrib < Quickfix::Group 4843 def initialize 4844 order = Quickfix::IntArray.new(3) 4845 order[0] = 871 4846 order[1] = 872 4847 order[2] = 0 4848 super(870, 871, order) 4849 end 4850 end 4851 4852 class NoUnderlyings < Quickfix::Group 4853 def initialize 4854 order = Quickfix::IntArray.new(46) 4855 order[0] = 311 4856 order[1] = 312 4857 order[2] = 309 4858 order[3] = 305 4859 order[4] = 462 4860 order[5] = 463 4861 order[6] = 310 4862 order[7] = 763 4863 order[8] = 313 4864 order[9] = 542 4865 order[10] = 315 4866 order[11] = 241 4867 order[12] = 242 4868 order[13] = 243 4869 order[14] = 244 4870 order[15] = 245 4871 order[16] = 246 4872 order[17] = 256 4873 order[18] = 595 4874 order[19] = 592 4875 order[20] = 593 4876 order[21] = 594 4877 order[22] = 247 4878 order[23] = 316 4879 order[24] = 941 4880 order[25] = 317 4881 order[26] = 436 4882 order[27] = 435 4883 order[28] = 308 4884 order[29] = 306 4885 order[30] = 362 4886 order[31] = 363 4887 order[32] = 307 4888 order[33] = 364 4889 order[34] = 365 4890 order[35] = 877 4891 order[36] = 878 4892 order[37] = 318 4893 order[38] = 879 4894 order[39] = 810 4895 order[40] = 882 4896 order[41] = 883 4897 order[42] = 884 4898 order[43] = 885 4899 order[44] = 886 4900 order[45] = 0 4901 super(711, 311, order) 4902 end 4903 4904 class NoUnderlyingSecurityAltID < Quickfix::Group 4905 def initialize 4906 order = Quickfix::IntArray.new(3) 4907 order[0] = 458 4908 order[1] = 459 4909 order[2] = 0 4910 super(457, 458, order) 4911 end 4912 end 4913 4914 class NoUnderlyingStips < Quickfix::Group 4915 def initialize 4916 order = Quickfix::IntArray.new(3) 4917 order[0] = 888 4918 order[1] = 889 4919 order[2] = 0 4920 super(887, 888, order) 4921 end 4922 end 4923 end 4924 4925 class NoLegs < Quickfix::Group 4926 def initialize 4927 order = Quickfix::IntArray.new(42) 4928 order[0] = 600 4929 order[1] = 601 4930 order[2] = 602 4931 order[3] = 603 4932 order[4] = 607 4933 order[5] = 608 4934 order[6] = 609 4935 order[7] = 764 4936 order[8] = 610 4937 order[9] = 611 4938 order[10] = 248 4939 order[11] = 249 4940 order[12] = 250 4941 order[13] = 251 4942 order[14] = 252 4943 order[15] = 253 4944 order[16] = 257 4945 order[17] = 599 4946 order[18] = 596 4947 order[19] = 597 4948 order[20] = 598 4949 order[21] = 254 4950 order[22] = 612 4951 order[23] = 942 4952 order[24] = 613 4953 order[25] = 614 4954 order[26] = 615 4955 order[27] = 616 4956 order[28] = 617 4957 order[29] = 618 4958 order[30] = 619 4959 order[31] = 620 4960 order[32] = 621 4961 order[33] = 622 4962 order[34] = 623 4963 order[35] = 624 4964 order[36] = 556 4965 order[37] = 740 4966 order[38] = 739 4967 order[39] = 955 4968 order[40] = 956 4969 order[41] = 0 4970 super(555, 600, order) 4971 end 4972 4973 class NoLegSecurityAltID < Quickfix::Group 4974 def initialize 4975 order = Quickfix::IntArray.new(3) 4976 order[0] = 605 4977 order[1] = 606 4978 order[2] = 0 4979 super(604, 605, order) 4980 end 4981 end 4982 end 4983end 4984 4985class SecurityDefinition < Message 4986 def initialize 4987 super 4988 getHeader().setField( Quickfix::MsgType.new("d") ) 4989 end 4990 4991 class NoSecurityAltID < Quickfix::Group 4992 def initialize 4993 order = Quickfix::IntArray.new(3) 4994 order[0] = 455 4995 order[1] = 456 4996 order[2] = 0 4997 super(454, 455, order) 4998 end 4999 end 5000 5001 class NoEvents < Quickfix::Group 5002 def initialize 5003 order = Quickfix::IntArray.new(5) 5004 order[0] = 865 5005 order[1] = 866 5006 order[2] = 867 5007 order[3] = 868 5008 order[4] = 0 5009 super(864, 865, order) 5010 end 5011 end 5012 5013 class NoInstrAttrib < Quickfix::Group 5014 def initialize 5015 order = Quickfix::IntArray.new(3) 5016 order[0] = 871 5017 order[1] = 872 5018 order[2] = 0 5019 super(870, 871, order) 5020 end 5021 end 5022 5023 class NoUnderlyings < Quickfix::Group 5024 def initialize 5025 order = Quickfix::IntArray.new(46) 5026 order[0] = 311 5027 order[1] = 312 5028 order[2] = 309 5029 order[3] = 305 5030 order[4] = 462 5031 order[5] = 463 5032 order[6] = 310 5033 order[7] = 763 5034 order[8] = 313 5035 order[9] = 542 5036 order[10] = 315 5037 order[11] = 241 5038 order[12] = 242 5039 order[13] = 243 5040 order[14] = 244 5041 order[15] = 245 5042 order[16] = 246 5043 order[17] = 256 5044 order[18] = 595 5045 order[19] = 592 5046 order[20] = 593 5047 order[21] = 594 5048 order[22] = 247 5049 order[23] = 316 5050 order[24] = 941 5051 order[25] = 317 5052 order[26] = 436 5053 order[27] = 435 5054 order[28] = 308 5055 order[29] = 306 5056 order[30] = 362 5057 order[31] = 363 5058 order[32] = 307 5059 order[33] = 364 5060 order[34] = 365 5061 order[35] = 877 5062 order[36] = 878 5063 order[37] = 318 5064 order[38] = 879 5065 order[39] = 810 5066 order[40] = 882 5067 order[41] = 883 5068 order[42] = 884 5069 order[43] = 885 5070 order[44] = 886 5071 order[45] = 0 5072 super(711, 311, order) 5073 end 5074 5075 class NoUnderlyingSecurityAltID < Quickfix::Group 5076 def initialize 5077 order = Quickfix::IntArray.new(3) 5078 order[0] = 458 5079 order[1] = 459 5080 order[2] = 0 5081 super(457, 458, order) 5082 end 5083 end 5084 5085 class NoUnderlyingStips < Quickfix::Group 5086 def initialize 5087 order = Quickfix::IntArray.new(3) 5088 order[0] = 888 5089 order[1] = 889 5090 order[2] = 0 5091 super(887, 888, order) 5092 end 5093 end 5094 end 5095 5096 class NoLegs < Quickfix::Group 5097 def initialize 5098 order = Quickfix::IntArray.new(42) 5099 order[0] = 600 5100 order[1] = 601 5101 order[2] = 602 5102 order[3] = 603 5103 order[4] = 607 5104 order[5] = 608 5105 order[6] = 609 5106 order[7] = 764 5107 order[8] = 610 5108 order[9] = 611 5109 order[10] = 248 5110 order[11] = 249 5111 order[12] = 250 5112 order[13] = 251 5113 order[14] = 252 5114 order[15] = 253 5115 order[16] = 257 5116 order[17] = 599 5117 order[18] = 596 5118 order[19] = 597 5119 order[20] = 598 5120 order[21] = 254 5121 order[22] = 612 5122 order[23] = 942 5123 order[24] = 613 5124 order[25] = 614 5125 order[26] = 615 5126 order[27] = 616 5127 order[28] = 617 5128 order[29] = 618 5129 order[30] = 619 5130 order[31] = 620 5131 order[32] = 621 5132 order[33] = 622 5133 order[34] = 623 5134 order[35] = 624 5135 order[36] = 556 5136 order[37] = 740 5137 order[38] = 739 5138 order[39] = 955 5139 order[40] = 956 5140 order[41] = 0 5141 super(555, 600, order) 5142 end 5143 5144 class NoLegSecurityAltID < Quickfix::Group 5145 def initialize 5146 order = Quickfix::IntArray.new(3) 5147 order[0] = 605 5148 order[1] = 606 5149 order[2] = 0 5150 super(604, 605, order) 5151 end 5152 end 5153 end 5154end 5155 5156class SecurityStatusRequest < Message 5157 def initialize 5158 super 5159 getHeader().setField( Quickfix::MsgType.new("e") ) 5160 end 5161 5162 class NoSecurityAltID < Quickfix::Group 5163 def initialize 5164 order = Quickfix::IntArray.new(3) 5165 order[0] = 455 5166 order[1] = 456 5167 order[2] = 0 5168 super(454, 455, order) 5169 end 5170 end 5171 5172 class NoEvents < Quickfix::Group 5173 def initialize 5174 order = Quickfix::IntArray.new(5) 5175 order[0] = 865 5176 order[1] = 866 5177 order[2] = 867 5178 order[3] = 868 5179 order[4] = 0 5180 super(864, 865, order) 5181 end 5182 end 5183 5184 class NoInstrAttrib < Quickfix::Group 5185 def initialize 5186 order = Quickfix::IntArray.new(3) 5187 order[0] = 871 5188 order[1] = 872 5189 order[2] = 0 5190 super(870, 871, order) 5191 end 5192 end 5193 5194 class NoUnderlyings < Quickfix::Group 5195 def initialize 5196 order = Quickfix::IntArray.new(46) 5197 order[0] = 311 5198 order[1] = 312 5199 order[2] = 309 5200 order[3] = 305 5201 order[4] = 462 5202 order[5] = 463 5203 order[6] = 310 5204 order[7] = 763 5205 order[8] = 313 5206 order[9] = 542 5207 order[10] = 315 5208 order[11] = 241 5209 order[12] = 242 5210 order[13] = 243 5211 order[14] = 244 5212 order[15] = 245 5213 order[16] = 246 5214 order[17] = 256 5215 order[18] = 595 5216 order[19] = 592 5217 order[20] = 593 5218 order[21] = 594 5219 order[22] = 247 5220 order[23] = 316 5221 order[24] = 941 5222 order[25] = 317 5223 order[26] = 436 5224 order[27] = 435 5225 order[28] = 308 5226 order[29] = 306 5227 order[30] = 362 5228 order[31] = 363 5229 order[32] = 307 5230 order[33] = 364 5231 order[34] = 365 5232 order[35] = 877 5233 order[36] = 878 5234 order[37] = 318 5235 order[38] = 879 5236 order[39] = 810 5237 order[40] = 882 5238 order[41] = 883 5239 order[42] = 884 5240 order[43] = 885 5241 order[44] = 886 5242 order[45] = 0 5243 super(711, 311, order) 5244 end 5245 5246 class NoUnderlyingSecurityAltID < Quickfix::Group 5247 def initialize 5248 order = Quickfix::IntArray.new(3) 5249 order[0] = 458 5250 order[1] = 459 5251 order[2] = 0 5252 super(457, 458, order) 5253 end 5254 end 5255 5256 class NoUnderlyingStips < Quickfix::Group 5257 def initialize 5258 order = Quickfix::IntArray.new(3) 5259 order[0] = 888 5260 order[1] = 889 5261 order[2] = 0 5262 super(887, 888, order) 5263 end 5264 end 5265 end 5266 5267 class NoLegs < Quickfix::Group 5268 def initialize 5269 order = Quickfix::IntArray.new(42) 5270 order[0] = 600 5271 order[1] = 601 5272 order[2] = 602 5273 order[3] = 603 5274 order[4] = 607 5275 order[5] = 608 5276 order[6] = 609 5277 order[7] = 764 5278 order[8] = 610 5279 order[9] = 611 5280 order[10] = 248 5281 order[11] = 249 5282 order[12] = 250 5283 order[13] = 251 5284 order[14] = 252 5285 order[15] = 253 5286 order[16] = 257 5287 order[17] = 599 5288 order[18] = 596 5289 order[19] = 597 5290 order[20] = 598 5291 order[21] = 254 5292 order[22] = 612 5293 order[23] = 942 5294 order[24] = 613 5295 order[25] = 614 5296 order[26] = 615 5297 order[27] = 616 5298 order[28] = 617 5299 order[29] = 618 5300 order[30] = 619 5301 order[31] = 620 5302 order[32] = 621 5303 order[33] = 622 5304 order[34] = 623 5305 order[35] = 624 5306 order[36] = 556 5307 order[37] = 740 5308 order[38] = 739 5309 order[39] = 955 5310 order[40] = 956 5311 order[41] = 0 5312 super(555, 600, order) 5313 end 5314 5315 class NoLegSecurityAltID < Quickfix::Group 5316 def initialize 5317 order = Quickfix::IntArray.new(3) 5318 order[0] = 605 5319 order[1] = 606 5320 order[2] = 0 5321 super(604, 605, order) 5322 end 5323 end 5324 end 5325end 5326 5327class SecurityStatus < Message 5328 def initialize 5329 super 5330 getHeader().setField( Quickfix::MsgType.new("f") ) 5331 end 5332 5333 class NoSecurityAltID < Quickfix::Group 5334 def initialize 5335 order = Quickfix::IntArray.new(3) 5336 order[0] = 455 5337 order[1] = 456 5338 order[2] = 0 5339 super(454, 455, order) 5340 end 5341 end 5342 5343 class NoEvents < Quickfix::Group 5344 def initialize 5345 order = Quickfix::IntArray.new(5) 5346 order[0] = 865 5347 order[1] = 866 5348 order[2] = 867 5349 order[3] = 868 5350 order[4] = 0 5351 super(864, 865, order) 5352 end 5353 end 5354 5355 class NoInstrAttrib < Quickfix::Group 5356 def initialize 5357 order = Quickfix::IntArray.new(3) 5358 order[0] = 871 5359 order[1] = 872 5360 order[2] = 0 5361 super(870, 871, order) 5362 end 5363 end 5364 5365 class NoUnderlyings < Quickfix::Group 5366 def initialize 5367 order = Quickfix::IntArray.new(46) 5368 order[0] = 311 5369 order[1] = 312 5370 order[2] = 309 5371 order[3] = 305 5372 order[4] = 462 5373 order[5] = 463 5374 order[6] = 310 5375 order[7] = 763 5376 order[8] = 313 5377 order[9] = 542 5378 order[10] = 315 5379 order[11] = 241 5380 order[12] = 242 5381 order[13] = 243 5382 order[14] = 244 5383 order[15] = 245 5384 order[16] = 246 5385 order[17] = 256 5386 order[18] = 595 5387 order[19] = 592 5388 order[20] = 593 5389 order[21] = 594 5390 order[22] = 247 5391 order[23] = 316 5392 order[24] = 941 5393 order[25] = 317 5394 order[26] = 436 5395 order[27] = 435 5396 order[28] = 308 5397 order[29] = 306 5398 order[30] = 362 5399 order[31] = 363 5400 order[32] = 307 5401 order[33] = 364 5402 order[34] = 365 5403 order[35] = 877 5404 order[36] = 878 5405 order[37] = 318 5406 order[38] = 879 5407 order[39] = 810 5408 order[40] = 882 5409 order[41] = 883 5410 order[42] = 884 5411 order[43] = 885 5412 order[44] = 886 5413 order[45] = 0 5414 super(711, 311, order) 5415 end 5416 5417 class NoUnderlyingSecurityAltID < Quickfix::Group 5418 def initialize 5419 order = Quickfix::IntArray.new(3) 5420 order[0] = 458 5421 order[1] = 459 5422 order[2] = 0 5423 super(457, 458, order) 5424 end 5425 end 5426 5427 class NoUnderlyingStips < Quickfix::Group 5428 def initialize 5429 order = Quickfix::IntArray.new(3) 5430 order[0] = 888 5431 order[1] = 889 5432 order[2] = 0 5433 super(887, 888, order) 5434 end 5435 end 5436 end 5437 5438 class NoLegs < Quickfix::Group 5439 def initialize 5440 order = Quickfix::IntArray.new(42) 5441 order[0] = 600 5442 order[1] = 601 5443 order[2] = 602 5444 order[3] = 603 5445 order[4] = 607 5446 order[5] = 608 5447 order[6] = 609 5448 order[7] = 764 5449 order[8] = 610 5450 order[9] = 611 5451 order[10] = 248 5452 order[11] = 249 5453 order[12] = 250 5454 order[13] = 251 5455 order[14] = 252 5456 order[15] = 253 5457 order[16] = 257 5458 order[17] = 599 5459 order[18] = 596 5460 order[19] = 597 5461 order[20] = 598 5462 order[21] = 254 5463 order[22] = 612 5464 order[23] = 942 5465 order[24] = 613 5466 order[25] = 614 5467 order[26] = 615 5468 order[27] = 616 5469 order[28] = 617 5470 order[29] = 618 5471 order[30] = 619 5472 order[31] = 620 5473 order[32] = 621 5474 order[33] = 622 5475 order[34] = 623 5476 order[35] = 624 5477 order[36] = 556 5478 order[37] = 740 5479 order[38] = 739 5480 order[39] = 955 5481 order[40] = 956 5482 order[41] = 0 5483 super(555, 600, order) 5484 end 5485 5486 class NoLegSecurityAltID < Quickfix::Group 5487 def initialize 5488 order = Quickfix::IntArray.new(3) 5489 order[0] = 605 5490 order[1] = 606 5491 order[2] = 0 5492 super(604, 605, order) 5493 end 5494 end 5495 end 5496end 5497 5498class TradingSessionStatusRequest < Message 5499 def initialize 5500 super 5501 getHeader().setField( Quickfix::MsgType.new("g") ) 5502 end 5503end 5504 5505class TradingSessionStatus < Message 5506 def initialize 5507 super 5508 getHeader().setField( Quickfix::MsgType.new("h") ) 5509 end 5510end 5511 5512class MassQuote < Message 5513 def initialize 5514 super 5515 getHeader().setField( Quickfix::MsgType.new("i") ) 5516 end 5517 5518 class NoPartyIDs < Quickfix::Group 5519 def initialize 5520 order = Quickfix::IntArray.new(5) 5521 order[0] = 448 5522 order[1] = 447 5523 order[2] = 452 5524 order[3] = 802 5525 order[4] = 0 5526 super(453, 448, order) 5527 end 5528 5529 class NoPartySubIDs < Quickfix::Group 5530 def initialize 5531 order = Quickfix::IntArray.new(3) 5532 order[0] = 523 5533 order[1] = 803 5534 order[2] = 0 5535 super(802, 523, order) 5536 end 5537 end 5538 end 5539 5540 class NoQuoteSets < Quickfix::Group 5541 def initialize 5542 order = Quickfix::IntArray.new(51) 5543 order[0] = 302 5544 order[1] = 311 5545 order[2] = 312 5546 order[3] = 309 5547 order[4] = 305 5548 order[5] = 462 5549 order[6] = 463 5550 order[7] = 310 5551 order[8] = 763 5552 order[9] = 313 5553 order[10] = 542 5554 order[11] = 315 5555 order[12] = 241 5556 order[13] = 242 5557 order[14] = 243 5558 order[15] = 244 5559 order[16] = 245 5560 order[17] = 246 5561 order[18] = 256 5562 order[19] = 595 5563 order[20] = 592 5564 order[21] = 593 5565 order[22] = 594 5566 order[23] = 247 5567 order[24] = 316 5568 order[25] = 941 5569 order[26] = 317 5570 order[27] = 436 5571 order[28] = 435 5572 order[29] = 308 5573 order[30] = 306 5574 order[31] = 362 5575 order[32] = 363 5576 order[33] = 307 5577 order[34] = 364 5578 order[35] = 365 5579 order[36] = 877 5580 order[37] = 878 5581 order[38] = 318 5582 order[39] = 879 5583 order[40] = 810 5584 order[41] = 882 5585 order[42] = 883 5586 order[43] = 884 5587 order[44] = 885 5588 order[45] = 886 5589 order[46] = 367 5590 order[47] = 304 5591 order[48] = 893 5592 order[49] = 295 5593 order[50] = 0 5594 super(296, 302, order) 5595 end 5596 5597 class NoUnderlyingSecurityAltID < Quickfix::Group 5598 def initialize 5599 order = Quickfix::IntArray.new(3) 5600 order[0] = 458 5601 order[1] = 459 5602 order[2] = 0 5603 super(457, 458, order) 5604 end 5605 end 5606 5607 class NoUnderlyingStips < Quickfix::Group 5608 def initialize 5609 order = Quickfix::IntArray.new(3) 5610 order[0] = 888 5611 order[1] = 889 5612 order[2] = 0 5613 super(887, 888, order) 5614 end 5615 end 5616 5617 class NoQuoteEntries < Quickfix::Group 5618 def initialize 5619 order = Quickfix::IntArray.new(67) 5620 order[0] = 299 5621 order[1] = 55 5622 order[2] = 65 5623 order[3] = 48 5624 order[4] = 22 5625 order[5] = 460 5626 order[6] = 461 5627 order[7] = 167 5628 order[8] = 762 5629 order[9] = 200 5630 order[10] = 541 5631 order[11] = 201 5632 order[12] = 224 5633 order[13] = 225 5634 order[14] = 239 5635 order[15] = 226 5636 order[16] = 227 5637 order[17] = 228 5638 order[18] = 255 5639 order[19] = 543 5640 order[20] = 470 5641 order[21] = 471 5642 order[22] = 472 5643 order[23] = 240 5644 order[24] = 202 5645 order[25] = 947 5646 order[26] = 206 5647 order[27] = 231 5648 order[28] = 223 5649 order[29] = 207 5650 order[30] = 106 5651 order[31] = 348 5652 order[32] = 349 5653 order[33] = 107 5654 order[34] = 350 5655 order[35] = 351 5656 order[36] = 691 5657 order[37] = 667 5658 order[38] = 875 5659 order[39] = 876 5660 order[40] = 873 5661 order[41] = 874 5662 order[42] = 555 5663 order[43] = 132 5664 order[44] = 133 5665 order[45] = 134 5666 order[46] = 135 5667 order[47] = 62 5668 order[48] = 188 5669 order[49] = 190 5670 order[50] = 189 5671 order[51] = 191 5672 order[52] = 631 5673 order[53] = 632 5674 order[54] = 633 5675 order[55] = 634 5676 order[56] = 60 5677 order[57] = 336 5678 order[58] = 625 5679 order[59] = 64 5680 order[60] = 40 5681 order[61] = 193 5682 order[62] = 192 5683 order[63] = 642 5684 order[64] = 643 5685 order[65] = 15 5686 order[66] = 0 5687 super(295, 299, order) 5688 end 5689 5690 class NoSecurityAltID < Quickfix::Group 5691 def initialize 5692 order = Quickfix::IntArray.new(3) 5693 order[0] = 455 5694 order[1] = 456 5695 order[2] = 0 5696 super(454, 455, order) 5697 end 5698 end 5699 5700 class NoEvents < Quickfix::Group 5701 def initialize 5702 order = Quickfix::IntArray.new(5) 5703 order[0] = 865 5704 order[1] = 866 5705 order[2] = 867 5706 order[3] = 868 5707 order[4] = 0 5708 super(864, 865, order) 5709 end 5710 end 5711 5712 class NoLegs < Quickfix::Group 5713 def initialize 5714 order = Quickfix::IntArray.new(42) 5715 order[0] = 600 5716 order[1] = 601 5717 order[2] = 602 5718 order[3] = 603 5719 order[4] = 607 5720 order[5] = 608 5721 order[6] = 609 5722 order[7] = 764 5723 order[8] = 610 5724 order[9] = 611 5725 order[10] = 248 5726 order[11] = 249 5727 order[12] = 250 5728 order[13] = 251 5729 order[14] = 252 5730 order[15] = 253 5731 order[16] = 257 5732 order[17] = 599 5733 order[18] = 596 5734 order[19] = 597 5735 order[20] = 598 5736 order[21] = 254 5737 order[22] = 612 5738 order[23] = 942 5739 order[24] = 613 5740 order[25] = 614 5741 order[26] = 615 5742 order[27] = 616 5743 order[28] = 617 5744 order[29] = 618 5745 order[30] = 619 5746 order[31] = 620 5747 order[32] = 621 5748 order[33] = 622 5749 order[34] = 623 5750 order[35] = 624 5751 order[36] = 556 5752 order[37] = 740 5753 order[38] = 739 5754 order[39] = 955 5755 order[40] = 956 5756 order[41] = 0 5757 super(555, 600, order) 5758 end 5759 5760 class NoLegSecurityAltID < Quickfix::Group 5761 def initialize 5762 order = Quickfix::IntArray.new(3) 5763 order[0] = 605 5764 order[1] = 606 5765 order[2] = 0 5766 super(604, 605, order) 5767 end 5768 end 5769 end 5770 end 5771 end 5772end 5773 5774class BusinessMessageReject < Message 5775 def initialize 5776 super 5777 getHeader().setField( Quickfix::MsgType.new("j") ) 5778 end 5779end 5780 5781class BidRequest < Message 5782 def initialize 5783 super 5784 getHeader().setField( Quickfix::MsgType.new("k") ) 5785 end 5786 5787 class NoBidDescriptors < Quickfix::Group 5788 def initialize 5789 order = Quickfix::IntArray.new(12) 5790 order[0] = 399 5791 order[1] = 400 5792 order[2] = 401 5793 order[3] = 404 5794 order[4] = 441 5795 order[5] = 402 5796 order[6] = 403 5797 order[7] = 405 5798 order[8] = 406 5799 order[9] = 407 5800 order[10] = 408 5801 order[11] = 0 5802 super(398, 399, order) 5803 end 5804 end 5805 5806 class NoBidComponents < Quickfix::Group 5807 def initialize 5808 order = Quickfix::IntArray.new(10) 5809 order[0] = 66 5810 order[1] = 54 5811 order[2] = 336 5812 order[3] = 625 5813 order[4] = 430 5814 order[5] = 63 5815 order[6] = 64 5816 order[7] = 1 5817 order[8] = 660 5818 order[9] = 0 5819 super(420, 66, order) 5820 end 5821 end 5822end 5823 5824class BidResponse < Message 5825 def initialize 5826 super 5827 getHeader().setField( Quickfix::MsgType.new("l") ) 5828 end 5829 5830 class NoBidComponents < Quickfix::Group 5831 def initialize 5832 order = Quickfix::IntArray.new(19) 5833 order[0] = 12 5834 order[1] = 13 5835 order[2] = 479 5836 order[3] = 497 5837 order[4] = 66 5838 order[5] = 421 5839 order[6] = 54 5840 order[7] = 44 5841 order[8] = 423 5842 order[9] = 406 5843 order[10] = 430 5844 order[11] = 63 5845 order[12] = 64 5846 order[13] = 336 5847 order[14] = 625 5848 order[15] = 58 5849 order[16] = 354 5850 order[17] = 355 5851 order[18] = 0 5852 super(420, 12, order) 5853 end 5854 end 5855end 5856 5857class ListStrikePrice < Message 5858 def initialize 5859 super 5860 getHeader().setField( Quickfix::MsgType.new("m") ) 5861 end 5862 5863 class NoStrikes < Quickfix::Group 5864 def initialize 5865 order = Quickfix::IntArray.new(42) 5866 order[0] = 55 5867 order[1] = 65 5868 order[2] = 48 5869 order[3] = 22 5870 order[4] = 460 5871 order[5] = 461 5872 order[6] = 167 5873 order[7] = 762 5874 order[8] = 200 5875 order[9] = 541 5876 order[10] = 201 5877 order[11] = 224 5878 order[12] = 225 5879 order[13] = 239 5880 order[14] = 226 5881 order[15] = 227 5882 order[16] = 228 5883 order[17] = 255 5884 order[18] = 543 5885 order[19] = 470 5886 order[20] = 471 5887 order[21] = 472 5888 order[22] = 240 5889 order[23] = 202 5890 order[24] = 947 5891 order[25] = 206 5892 order[26] = 231 5893 order[27] = 223 5894 order[28] = 207 5895 order[29] = 106 5896 order[30] = 348 5897 order[31] = 349 5898 order[32] = 107 5899 order[33] = 350 5900 order[34] = 351 5901 order[35] = 691 5902 order[36] = 667 5903 order[37] = 875 5904 order[38] = 876 5905 order[39] = 873 5906 order[40] = 874 5907 order[41] = 0 5908 super(428, 55, order) 5909 end 5910 5911 class NoSecurityAltID < Quickfix::Group 5912 def initialize 5913 order = Quickfix::IntArray.new(3) 5914 order[0] = 455 5915 order[1] = 456 5916 order[2] = 0 5917 super(454, 455, order) 5918 end 5919 end 5920 5921 class NoEvents < Quickfix::Group 5922 def initialize 5923 order = Quickfix::IntArray.new(5) 5924 order[0] = 865 5925 order[1] = 866 5926 order[2] = 867 5927 order[3] = 868 5928 order[4] = 0 5929 super(864, 865, order) 5930 end 5931 end 5932 end 5933 5934 class NoUnderlyings < Quickfix::Group 5935 def initialize 5936 order = Quickfix::IntArray.new(55) 5937 order[0] = 311 5938 order[1] = 312 5939 order[2] = 309 5940 order[3] = 305 5941 order[4] = 462 5942 order[5] = 463 5943 order[6] = 310 5944 order[7] = 763 5945 order[8] = 313 5946 order[9] = 542 5947 order[10] = 315 5948 order[11] = 241 5949 order[12] = 242 5950 order[13] = 243 5951 order[14] = 244 5952 order[15] = 245 5953 order[16] = 246 5954 order[17] = 256 5955 order[18] = 595 5956 order[19] = 592 5957 order[20] = 593 5958 order[21] = 594 5959 order[22] = 247 5960 order[23] = 316 5961 order[24] = 941 5962 order[25] = 317 5963 order[26] = 436 5964 order[27] = 435 5965 order[28] = 308 5966 order[29] = 306 5967 order[30] = 362 5968 order[31] = 363 5969 order[32] = 307 5970 order[33] = 364 5971 order[34] = 365 5972 order[35] = 877 5973 order[36] = 878 5974 order[37] = 318 5975 order[38] = 879 5976 order[39] = 810 5977 order[40] = 882 5978 order[41] = 883 5979 order[42] = 884 5980 order[43] = 885 5981 order[44] = 886 5982 order[45] = 140 5983 order[46] = 11 5984 order[47] = 526 5985 order[48] = 54 5986 order[49] = 44 5987 order[50] = 15 5988 order[51] = 58 5989 order[52] = 354 5990 order[53] = 355 5991 order[54] = 0 5992 super(711, 311, order) 5993 end 5994 5995 class NoUnderlyingSecurityAltID < Quickfix::Group 5996 def initialize 5997 order = Quickfix::IntArray.new(3) 5998 order[0] = 458 5999 order[1] = 459 6000 order[2] = 0 6001 super(457, 458, order) 6002 end 6003 end 6004 6005 class NoUnderlyingStips < Quickfix::Group 6006 def initialize 6007 order = Quickfix::IntArray.new(3) 6008 order[0] = 888 6009 order[1] = 889 6010 order[2] = 0 6011 super(887, 888, order) 6012 end 6013 end 6014 end 6015end 6016 6017class XMLnonFIX < Message 6018 def initialize 6019 super 6020 getHeader().setField( Quickfix::MsgType.new("n") ) 6021 end 6022end 6023 6024class RegistrationInstructions < Message 6025 def initialize 6026 super 6027 getHeader().setField( Quickfix::MsgType.new("o") ) 6028 end 6029 6030 class NoPartyIDs < Quickfix::Group 6031 def initialize 6032 order = Quickfix::IntArray.new(5) 6033 order[0] = 448 6034 order[1] = 447 6035 order[2] = 452 6036 order[3] = 802 6037 order[4] = 0 6038 super(453, 448, order) 6039 end 6040 6041 class NoPartySubIDs < Quickfix::Group 6042 def initialize 6043 order = Quickfix::IntArray.new(3) 6044 order[0] = 523 6045 order[1] = 803 6046 order[2] = 0 6047 super(802, 523, order) 6048 end 6049 end 6050 end 6051 6052 class NoRegistDtls < Quickfix::Group 6053 def initialize 6054 order = Quickfix::IntArray.new(9) 6055 order[0] = 509 6056 order[1] = 511 6057 order[2] = 474 6058 order[3] = 482 6059 order[4] = 539 6060 order[5] = 522 6061 order[6] = 486 6062 order[7] = 475 6063 order[8] = 0 6064 super(473, 509, order) 6065 end 6066 6067 class NoNestedPartyIDs < Quickfix::Group 6068 def initialize 6069 order = Quickfix::IntArray.new(5) 6070 order[0] = 524 6071 order[1] = 525 6072 order[2] = 538 6073 order[3] = 804 6074 order[4] = 0 6075 super(539, 524, order) 6076 end 6077 6078 class NoNestedPartySubIDs < Quickfix::Group 6079 def initialize 6080 order = Quickfix::IntArray.new(3) 6081 order[0] = 545 6082 order[1] = 805 6083 order[2] = 0 6084 super(804, 545, order) 6085 end 6086 end 6087 end 6088 end 6089 6090 class NoDistribInsts < Quickfix::Group 6091 def initialize 6092 order = Quickfix::IntArray.new(9) 6093 order[0] = 477 6094 order[1] = 512 6095 order[2] = 478 6096 order[3] = 498 6097 order[4] = 499 6098 order[5] = 500 6099 order[6] = 501 6100 order[7] = 502 6101 order[8] = 0 6102 super(510, 477, order) 6103 end 6104 end 6105end 6106 6107class RegistrationInstructionsResponse < Message 6108 def initialize 6109 super 6110 getHeader().setField( Quickfix::MsgType.new("p") ) 6111 end 6112 6113 class NoPartyIDs < Quickfix::Group 6114 def initialize 6115 order = Quickfix::IntArray.new(5) 6116 order[0] = 448 6117 order[1] = 447 6118 order[2] = 452 6119 order[3] = 802 6120 order[4] = 0 6121 super(453, 448, order) 6122 end 6123 6124 class NoPartySubIDs < Quickfix::Group 6125 def initialize 6126 order = Quickfix::IntArray.new(3) 6127 order[0] = 523 6128 order[1] = 803 6129 order[2] = 0 6130 super(802, 523, order) 6131 end 6132 end 6133 end 6134end 6135 6136class OrderMassCancelRequest < Message 6137 def initialize 6138 super 6139 getHeader().setField( Quickfix::MsgType.new("q") ) 6140 end 6141 6142 class NoSecurityAltID < Quickfix::Group 6143 def initialize 6144 order = Quickfix::IntArray.new(3) 6145 order[0] = 455 6146 order[1] = 456 6147 order[2] = 0 6148 super(454, 455, order) 6149 end 6150 end 6151 6152 class NoEvents < Quickfix::Group 6153 def initialize 6154 order = Quickfix::IntArray.new(5) 6155 order[0] = 865 6156 order[1] = 866 6157 order[2] = 867 6158 order[3] = 868 6159 order[4] = 0 6160 super(864, 865, order) 6161 end 6162 end 6163 6164 class NoUnderlyingSecurityAltID < Quickfix::Group 6165 def initialize 6166 order = Quickfix::IntArray.new(3) 6167 order[0] = 458 6168 order[1] = 459 6169 order[2] = 0 6170 super(457, 458, order) 6171 end 6172 end 6173 6174 class NoUnderlyingStips < Quickfix::Group 6175 def initialize 6176 order = Quickfix::IntArray.new(3) 6177 order[0] = 888 6178 order[1] = 889 6179 order[2] = 0 6180 super(887, 888, order) 6181 end 6182 end 6183end 6184 6185class OrderMassCancelReport < Message 6186 def initialize 6187 super 6188 getHeader().setField( Quickfix::MsgType.new("r") ) 6189 end 6190 6191 class NoAffectedOrders < Quickfix::Group 6192 def initialize 6193 order = Quickfix::IntArray.new(4) 6194 order[0] = 41 6195 order[1] = 535 6196 order[2] = 536 6197 order[3] = 0 6198 super(534, 41, order) 6199 end 6200 end 6201 6202 class NoSecurityAltID < Quickfix::Group 6203 def initialize 6204 order = Quickfix::IntArray.new(3) 6205 order[0] = 455 6206 order[1] = 456 6207 order[2] = 0 6208 super(454, 455, order) 6209 end 6210 end 6211 6212 class NoEvents < Quickfix::Group 6213 def initialize 6214 order = Quickfix::IntArray.new(5) 6215 order[0] = 865 6216 order[1] = 866 6217 order[2] = 867 6218 order[3] = 868 6219 order[4] = 0 6220 super(864, 865, order) 6221 end 6222 end 6223 6224 class NoUnderlyingSecurityAltID < Quickfix::Group 6225 def initialize 6226 order = Quickfix::IntArray.new(3) 6227 order[0] = 458 6228 order[1] = 459 6229 order[2] = 0 6230 super(457, 458, order) 6231 end 6232 end 6233 6234 class NoUnderlyingStips < Quickfix::Group 6235 def initialize 6236 order = Quickfix::IntArray.new(3) 6237 order[0] = 888 6238 order[1] = 889 6239 order[2] = 0 6240 super(887, 888, order) 6241 end 6242 end 6243end 6244 6245class NewOrderCross < Message 6246 def initialize 6247 super 6248 getHeader().setField( Quickfix::MsgType.new("s") ) 6249 end 6250 6251 class NoSides < Quickfix::Group 6252 def initialize 6253 order = Quickfix::IntArray.new(41) 6254 order[0] = 54 6255 order[1] = 11 6256 order[2] = 526 6257 order[3] = 583 6258 order[4] = 453 6259 order[5] = 229 6260 order[6] = 75 6261 order[7] = 1 6262 order[8] = 660 6263 order[9] = 581 6264 order[10] = 589 6265 order[11] = 590 6266 order[12] = 591 6267 order[13] = 70 6268 order[14] = 78 6269 order[15] = 854 6270 order[16] = 38 6271 order[17] = 152 6272 order[18] = 516 6273 order[19] = 468 6274 order[20] = 469 6275 order[21] = 12 6276 order[22] = 13 6277 order[23] = 479 6278 order[24] = 497 6279 order[25] = 528 6280 order[26] = 529 6281 order[27] = 582 6282 order[28] = 121 6283 order[29] = 120 6284 order[30] = 775 6285 order[31] = 58 6286 order[32] = 354 6287 order[33] = 355 6288 order[34] = 77 6289 order[35] = 203 6290 order[36] = 544 6291 order[37] = 635 6292 order[38] = 377 6293 order[39] = 659 6294 order[40] = 0 6295 super(552, 54, order) 6296 end 6297 6298 class NoPartyIDs < Quickfix::Group 6299 def initialize 6300 order = Quickfix::IntArray.new(5) 6301 order[0] = 448 6302 order[1] = 447 6303 order[2] = 452 6304 order[3] = 802 6305 order[4] = 0 6306 super(453, 448, order) 6307 end 6308 6309 class NoPartySubIDs < Quickfix::Group 6310 def initialize 6311 order = Quickfix::IntArray.new(3) 6312 order[0] = 523 6313 order[1] = 803 6314 order[2] = 0 6315 super(802, 523, order) 6316 end 6317 end 6318 end 6319 6320 class NoAllocs < Quickfix::Group 6321 def initialize 6322 order = Quickfix::IntArray.new(7) 6323 order[0] = 79 6324 order[1] = 661 6325 order[2] = 736 6326 order[3] = 467 6327 order[4] = 539 6328 order[5] = 80 6329 order[6] = 0 6330 super(78, 79, order) 6331 end 6332 6333 class NoNestedPartyIDs < Quickfix::Group 6334 def initialize 6335 order = Quickfix::IntArray.new(5) 6336 order[0] = 524 6337 order[1] = 525 6338 order[2] = 538 6339 order[3] = 804 6340 order[4] = 0 6341 super(539, 524, order) 6342 end 6343 6344 class NoNestedPartySubIDs < Quickfix::Group 6345 def initialize 6346 order = Quickfix::IntArray.new(3) 6347 order[0] = 545 6348 order[1] = 805 6349 order[2] = 0 6350 super(804, 545, order) 6351 end 6352 end 6353 end 6354 end 6355 end 6356 6357 class NoSecurityAltID < Quickfix::Group 6358 def initialize 6359 order = Quickfix::IntArray.new(3) 6360 order[0] = 455 6361 order[1] = 456 6362 order[2] = 0 6363 super(454, 455, order) 6364 end 6365 end 6366 6367 class NoEvents < Quickfix::Group 6368 def initialize 6369 order = Quickfix::IntArray.new(5) 6370 order[0] = 865 6371 order[1] = 866 6372 order[2] = 867 6373 order[3] = 868 6374 order[4] = 0 6375 super(864, 865, order) 6376 end 6377 end 6378 6379 class NoUnderlyings < Quickfix::Group 6380 def initialize 6381 order = Quickfix::IntArray.new(46) 6382 order[0] = 311 6383 order[1] = 312 6384 order[2] = 309 6385 order[3] = 305 6386 order[4] = 462 6387 order[5] = 463 6388 order[6] = 310 6389 order[7] = 763 6390 order[8] = 313 6391 order[9] = 542 6392 order[10] = 315 6393 order[11] = 241 6394 order[12] = 242 6395 order[13] = 243 6396 order[14] = 244 6397 order[15] = 245 6398 order[16] = 246 6399 order[17] = 256 6400 order[18] = 595 6401 order[19] = 592 6402 order[20] = 593 6403 order[21] = 594 6404 order[22] = 247 6405 order[23] = 316 6406 order[24] = 941 6407 order[25] = 317 6408 order[26] = 436 6409 order[27] = 435 6410 order[28] = 308 6411 order[29] = 306 6412 order[30] = 362 6413 order[31] = 363 6414 order[32] = 307 6415 order[33] = 364 6416 order[34] = 365 6417 order[35] = 877 6418 order[36] = 878 6419 order[37] = 318 6420 order[38] = 879 6421 order[39] = 810 6422 order[40] = 882 6423 order[41] = 883 6424 order[42] = 884 6425 order[43] = 885 6426 order[44] = 886 6427 order[45] = 0 6428 super(711, 311, order) 6429 end 6430 6431 class NoUnderlyingSecurityAltID < Quickfix::Group 6432 def initialize 6433 order = Quickfix::IntArray.new(3) 6434 order[0] = 458 6435 order[1] = 459 6436 order[2] = 0 6437 super(457, 458, order) 6438 end 6439 end 6440 6441 class NoUnderlyingStips < Quickfix::Group 6442 def initialize 6443 order = Quickfix::IntArray.new(3) 6444 order[0] = 888 6445 order[1] = 889 6446 order[2] = 0 6447 super(887, 888, order) 6448 end 6449 end 6450 end 6451 6452 class NoLegs < Quickfix::Group 6453 def initialize 6454 order = Quickfix::IntArray.new(42) 6455 order[0] = 600 6456 order[1] = 601 6457 order[2] = 602 6458 order[3] = 603 6459 order[4] = 607 6460 order[5] = 608 6461 order[6] = 609 6462 order[7] = 764 6463 order[8] = 610 6464 order[9] = 611 6465 order[10] = 248 6466 order[11] = 249 6467 order[12] = 250 6468 order[13] = 251 6469 order[14] = 252 6470 order[15] = 253 6471 order[16] = 257 6472 order[17] = 599 6473 order[18] = 596 6474 order[19] = 597 6475 order[20] = 598 6476 order[21] = 254 6477 order[22] = 612 6478 order[23] = 942 6479 order[24] = 613 6480 order[25] = 614 6481 order[26] = 615 6482 order[27] = 616 6483 order[28] = 617 6484 order[29] = 618 6485 order[30] = 619 6486 order[31] = 620 6487 order[32] = 621 6488 order[33] = 622 6489 order[34] = 623 6490 order[35] = 624 6491 order[36] = 556 6492 order[37] = 740 6493 order[38] = 739 6494 order[39] = 955 6495 order[40] = 956 6496 order[41] = 0 6497 super(555, 600, order) 6498 end 6499 6500 class NoLegSecurityAltID < Quickfix::Group 6501 def initialize 6502 order = Quickfix::IntArray.new(3) 6503 order[0] = 605 6504 order[1] = 606 6505 order[2] = 0 6506 super(604, 605, order) 6507 end 6508 end 6509 end 6510 6511 class NoTradingSessions < Quickfix::Group 6512 def initialize 6513 order = Quickfix::IntArray.new(3) 6514 order[0] = 336 6515 order[1] = 625 6516 order[2] = 0 6517 super(386, 336, order) 6518 end 6519 end 6520 6521 class NoStipulations < Quickfix::Group 6522 def initialize 6523 order = Quickfix::IntArray.new(3) 6524 order[0] = 233 6525 order[1] = 234 6526 order[2] = 0 6527 super(232, 233, order) 6528 end 6529 end 6530end 6531 6532class CrossOrderCancelReplaceRequest < Message 6533 def initialize 6534 super 6535 getHeader().setField( Quickfix::MsgType.new("t") ) 6536 end 6537 6538 class NoSides < Quickfix::Group 6539 def initialize 6540 order = Quickfix::IntArray.new(41) 6541 order[0] = 54 6542 order[1] = 11 6543 order[2] = 526 6544 order[3] = 583 6545 order[4] = 453 6546 order[5] = 229 6547 order[6] = 75 6548 order[7] = 1 6549 order[8] = 660 6550 order[9] = 581 6551 order[10] = 589 6552 order[11] = 590 6553 order[12] = 591 6554 order[13] = 70 6555 order[14] = 78 6556 order[15] = 854 6557 order[16] = 38 6558 order[17] = 152 6559 order[18] = 516 6560 order[19] = 468 6561 order[20] = 469 6562 order[21] = 12 6563 order[22] = 13 6564 order[23] = 479 6565 order[24] = 497 6566 order[25] = 528 6567 order[26] = 529 6568 order[27] = 582 6569 order[28] = 121 6570 order[29] = 120 6571 order[30] = 775 6572 order[31] = 58 6573 order[32] = 354 6574 order[33] = 355 6575 order[34] = 77 6576 order[35] = 203 6577 order[36] = 544 6578 order[37] = 635 6579 order[38] = 377 6580 order[39] = 659 6581 order[40] = 0 6582 super(552, 54, order) 6583 end 6584 6585 class NoPartyIDs < Quickfix::Group 6586 def initialize 6587 order = Quickfix::IntArray.new(5) 6588 order[0] = 448 6589 order[1] = 447 6590 order[2] = 452 6591 order[3] = 802 6592 order[4] = 0 6593 super(453, 448, order) 6594 end 6595 6596 class NoPartySubIDs < Quickfix::Group 6597 def initialize 6598 order = Quickfix::IntArray.new(3) 6599 order[0] = 523 6600 order[1] = 803 6601 order[2] = 0 6602 super(802, 523, order) 6603 end 6604 end 6605 end 6606 6607 class NoAllocs < Quickfix::Group 6608 def initialize 6609 order = Quickfix::IntArray.new(7) 6610 order[0] = 79 6611 order[1] = 661 6612 order[2] = 736 6613 order[3] = 467 6614 order[4] = 539 6615 order[5] = 80 6616 order[6] = 0 6617 super(78, 79, order) 6618 end 6619 6620 class NoNestedPartyIDs < Quickfix::Group 6621 def initialize 6622 order = Quickfix::IntArray.new(5) 6623 order[0] = 524 6624 order[1] = 525 6625 order[2] = 538 6626 order[3] = 804 6627 order[4] = 0 6628 super(539, 524, order) 6629 end 6630 6631 class NoNestedPartySubIDs < Quickfix::Group 6632 def initialize 6633 order = Quickfix::IntArray.new(3) 6634 order[0] = 545 6635 order[1] = 805 6636 order[2] = 0 6637 super(804, 545, order) 6638 end 6639 end 6640 end 6641 end 6642 end 6643 6644 class NoSecurityAltID < Quickfix::Group 6645 def initialize 6646 order = Quickfix::IntArray.new(3) 6647 order[0] = 455 6648 order[1] = 456 6649 order[2] = 0 6650 super(454, 455, order) 6651 end 6652 end 6653 6654 class NoEvents < Quickfix::Group 6655 def initialize 6656 order = Quickfix::IntArray.new(5) 6657 order[0] = 865 6658 order[1] = 866 6659 order[2] = 867 6660 order[3] = 868 6661 order[4] = 0 6662 super(864, 865, order) 6663 end 6664 end 6665 6666 class NoUnderlyings < Quickfix::Group 6667 def initialize 6668 order = Quickfix::IntArray.new(46) 6669 order[0] = 311 6670 order[1] = 312 6671 order[2] = 309 6672 order[3] = 305 6673 order[4] = 462 6674 order[5] = 463 6675 order[6] = 310 6676 order[7] = 763 6677 order[8] = 313 6678 order[9] = 542 6679 order[10] = 315 6680 order[11] = 241 6681 order[12] = 242 6682 order[13] = 243 6683 order[14] = 244 6684 order[15] = 245 6685 order[16] = 246 6686 order[17] = 256 6687 order[18] = 595 6688 order[19] = 592 6689 order[20] = 593 6690 order[21] = 594 6691 order[22] = 247 6692 order[23] = 316 6693 order[24] = 941 6694 order[25] = 317 6695 order[26] = 436 6696 order[27] = 435 6697 order[28] = 308 6698 order[29] = 306 6699 order[30] = 362 6700 order[31] = 363 6701 order[32] = 307 6702 order[33] = 364 6703 order[34] = 365 6704 order[35] = 877 6705 order[36] = 878 6706 order[37] = 318 6707 order[38] = 879 6708 order[39] = 810 6709 order[40] = 882 6710 order[41] = 883 6711 order[42] = 884 6712 order[43] = 885 6713 order[44] = 886 6714 order[45] = 0 6715 super(711, 311, order) 6716 end 6717 6718 class NoUnderlyingSecurityAltID < Quickfix::Group 6719 def initialize 6720 order = Quickfix::IntArray.new(3) 6721 order[0] = 458 6722 order[1] = 459 6723 order[2] = 0 6724 super(457, 458, order) 6725 end 6726 end 6727 6728 class NoUnderlyingStips < Quickfix::Group 6729 def initialize 6730 order = Quickfix::IntArray.new(3) 6731 order[0] = 888 6732 order[1] = 889 6733 order[2] = 0 6734 super(887, 888, order) 6735 end 6736 end 6737 end 6738 6739 class NoLegs < Quickfix::Group 6740 def initialize 6741 order = Quickfix::IntArray.new(42) 6742 order[0] = 600 6743 order[1] = 601 6744 order[2] = 602 6745 order[3] = 603 6746 order[4] = 607 6747 order[5] = 608 6748 order[6] = 609 6749 order[7] = 764 6750 order[8] = 610 6751 order[9] = 611 6752 order[10] = 248 6753 order[11] = 249 6754 order[12] = 250 6755 order[13] = 251 6756 order[14] = 252 6757 order[15] = 253 6758 order[16] = 257 6759 order[17] = 599 6760 order[18] = 596 6761 order[19] = 597 6762 order[20] = 598 6763 order[21] = 254 6764 order[22] = 612 6765 order[23] = 942 6766 order[24] = 613 6767 order[25] = 614 6768 order[26] = 615 6769 order[27] = 616 6770 order[28] = 617 6771 order[29] = 618 6772 order[30] = 619 6773 order[31] = 620 6774 order[32] = 621 6775 order[33] = 622 6776 order[34] = 623 6777 order[35] = 624 6778 order[36] = 556 6779 order[37] = 740 6780 order[38] = 739 6781 order[39] = 955 6782 order[40] = 956 6783 order[41] = 0 6784 super(555, 600, order) 6785 end 6786 6787 class NoLegSecurityAltID < Quickfix::Group 6788 def initialize 6789 order = Quickfix::IntArray.new(3) 6790 order[0] = 605 6791 order[1] = 606 6792 order[2] = 0 6793 super(604, 605, order) 6794 end 6795 end 6796 end 6797 6798 class NoTradingSessions < Quickfix::Group 6799 def initialize 6800 order = Quickfix::IntArray.new(3) 6801 order[0] = 336 6802 order[1] = 625 6803 order[2] = 0 6804 super(386, 336, order) 6805 end 6806 end 6807 6808 class NoStipulations < Quickfix::Group 6809 def initialize 6810 order = Quickfix::IntArray.new(3) 6811 order[0] = 233 6812 order[1] = 234 6813 order[2] = 0 6814 super(232, 233, order) 6815 end 6816 end 6817end 6818 6819class CrossOrderCancelRequest < Message 6820 def initialize 6821 super 6822 getHeader().setField( Quickfix::MsgType.new("u") ) 6823 end 6824 6825 class NoSides < Quickfix::Group 6826 def initialize 6827 order = Quickfix::IntArray.new(19) 6828 order[0] = 54 6829 order[1] = 41 6830 order[2] = 11 6831 order[3] = 526 6832 order[4] = 583 6833 order[5] = 586 6834 order[6] = 453 6835 order[7] = 229 6836 order[8] = 75 6837 order[9] = 38 6838 order[10] = 152 6839 order[11] = 516 6840 order[12] = 468 6841 order[13] = 469 6842 order[14] = 376 6843 order[15] = 58 6844 order[16] = 354 6845 order[17] = 355 6846 order[18] = 0 6847 super(552, 54, order) 6848 end 6849 6850 class NoPartyIDs < Quickfix::Group 6851 def initialize 6852 order = Quickfix::IntArray.new(5) 6853 order[0] = 448 6854 order[1] = 447 6855 order[2] = 452 6856 order[3] = 802 6857 order[4] = 0 6858 super(453, 448, order) 6859 end 6860 6861 class NoPartySubIDs < Quickfix::Group 6862 def initialize 6863 order = Quickfix::IntArray.new(3) 6864 order[0] = 523 6865 order[1] = 803 6866 order[2] = 0 6867 super(802, 523, order) 6868 end 6869 end 6870 end 6871 end 6872 6873 class NoSecurityAltID < Quickfix::Group 6874 def initialize 6875 order = Quickfix::IntArray.new(3) 6876 order[0] = 455 6877 order[1] = 456 6878 order[2] = 0 6879 super(454, 455, order) 6880 end 6881 end 6882 6883 class NoEvents < Quickfix::Group 6884 def initialize 6885 order = Quickfix::IntArray.new(5) 6886 order[0] = 865 6887 order[1] = 866 6888 order[2] = 867 6889 order[3] = 868 6890 order[4] = 0 6891 super(864, 865, order) 6892 end 6893 end 6894 6895 class NoUnderlyings < Quickfix::Group 6896 def initialize 6897 order = Quickfix::IntArray.new(46) 6898 order[0] = 311 6899 order[1] = 312 6900 order[2] = 309 6901 order[3] = 305 6902 order[4] = 462 6903 order[5] = 463 6904 order[6] = 310 6905 order[7] = 763 6906 order[8] = 313 6907 order[9] = 542 6908 order[10] = 315 6909 order[11] = 241 6910 order[12] = 242 6911 order[13] = 243 6912 order[14] = 244 6913 order[15] = 245 6914 order[16] = 246 6915 order[17] = 256 6916 order[18] = 595 6917 order[19] = 592 6918 order[20] = 593 6919 order[21] = 594 6920 order[22] = 247 6921 order[23] = 316 6922 order[24] = 941 6923 order[25] = 317 6924 order[26] = 436 6925 order[27] = 435 6926 order[28] = 308 6927 order[29] = 306 6928 order[30] = 362 6929 order[31] = 363 6930 order[32] = 307 6931 order[33] = 364 6932 order[34] = 365 6933 order[35] = 877 6934 order[36] = 878 6935 order[37] = 318 6936 order[38] = 879 6937 order[39] = 810 6938 order[40] = 882 6939 order[41] = 883 6940 order[42] = 884 6941 order[43] = 885 6942 order[44] = 886 6943 order[45] = 0 6944 super(711, 311, order) 6945 end 6946 6947 class NoUnderlyingSecurityAltID < Quickfix::Group 6948 def initialize 6949 order = Quickfix::IntArray.new(3) 6950 order[0] = 458 6951 order[1] = 459 6952 order[2] = 0 6953 super(457, 458, order) 6954 end 6955 end 6956 6957 class NoUnderlyingStips < Quickfix::Group 6958 def initialize 6959 order = Quickfix::IntArray.new(3) 6960 order[0] = 888 6961 order[1] = 889 6962 order[2] = 0 6963 super(887, 888, order) 6964 end 6965 end 6966 end 6967 6968 class NoLegs < Quickfix::Group 6969 def initialize 6970 order = Quickfix::IntArray.new(42) 6971 order[0] = 600 6972 order[1] = 601 6973 order[2] = 602 6974 order[3] = 603 6975 order[4] = 607 6976 order[5] = 608 6977 order[6] = 609 6978 order[7] = 764 6979 order[8] = 610 6980 order[9] = 611 6981 order[10] = 248 6982 order[11] = 249 6983 order[12] = 250 6984 order[13] = 251 6985 order[14] = 252 6986 order[15] = 253 6987 order[16] = 257 6988 order[17] = 599 6989 order[18] = 596 6990 order[19] = 597 6991 order[20] = 598 6992 order[21] = 254 6993 order[22] = 612 6994 order[23] = 942 6995 order[24] = 613 6996 order[25] = 614 6997 order[26] = 615 6998 order[27] = 616 6999 order[28] = 617 7000 order[29] = 618 7001 order[30] = 619 7002 order[31] = 620 7003 order[32] = 621 7004 order[33] = 622 7005 order[34] = 623 7006 order[35] = 624 7007 order[36] = 556 7008 order[37] = 740 7009 order[38] = 739 7010 order[39] = 955 7011 order[40] = 956 7012 order[41] = 0 7013 super(555, 600, order) 7014 end 7015 7016 class NoLegSecurityAltID < Quickfix::Group 7017 def initialize 7018 order = Quickfix::IntArray.new(3) 7019 order[0] = 605 7020 order[1] = 606 7021 order[2] = 0 7022 super(604, 605, order) 7023 end 7024 end 7025 end 7026end 7027 7028class SecurityTypeRequest < Message 7029 def initialize 7030 super 7031 getHeader().setField( Quickfix::MsgType.new("v") ) 7032 end 7033end 7034 7035class SecurityTypes < Message 7036 def initialize 7037 super 7038 getHeader().setField( Quickfix::MsgType.new("w") ) 7039 end 7040 7041 class NoSecurityTypes < Quickfix::Group 7042 def initialize 7043 order = Quickfix::IntArray.new(5) 7044 order[0] = 167 7045 order[1] = 762 7046 order[2] = 460 7047 order[3] = 461 7048 order[4] = 0 7049 super(558, 167, order) 7050 end 7051 end 7052end 7053 7054class SecurityListRequest < Message 7055 def initialize 7056 super 7057 getHeader().setField( Quickfix::MsgType.new("x") ) 7058 end 7059 7060 class NoSecurityAltID < Quickfix::Group 7061 def initialize 7062 order = Quickfix::IntArray.new(3) 7063 order[0] = 455 7064 order[1] = 456 7065 order[2] = 0 7066 super(454, 455, order) 7067 end 7068 end 7069 7070 class NoEvents < Quickfix::Group 7071 def initialize 7072 order = Quickfix::IntArray.new(5) 7073 order[0] = 865 7074 order[1] = 866 7075 order[2] = 867 7076 order[3] = 868 7077 order[4] = 0 7078 super(864, 865, order) 7079 end 7080 end 7081 7082 class NoInstrAttrib < Quickfix::Group 7083 def initialize 7084 order = Quickfix::IntArray.new(3) 7085 order[0] = 871 7086 order[1] = 872 7087 order[2] = 0 7088 super(870, 871, order) 7089 end 7090 end 7091 7092 class NoUnderlyings < Quickfix::Group 7093 def initialize 7094 order = Quickfix::IntArray.new(46) 7095 order[0] = 311 7096 order[1] = 312 7097 order[2] = 309 7098 order[3] = 305 7099 order[4] = 462 7100 order[5] = 463 7101 order[6] = 310 7102 order[7] = 763 7103 order[8] = 313 7104 order[9] = 542 7105 order[10] = 315 7106 order[11] = 241 7107 order[12] = 242 7108 order[13] = 243 7109 order[14] = 244 7110 order[15] = 245 7111 order[16] = 246 7112 order[17] = 256 7113 order[18] = 595 7114 order[19] = 592 7115 order[20] = 593 7116 order[21] = 594 7117 order[22] = 247 7118 order[23] = 316 7119 order[24] = 941 7120 order[25] = 317 7121 order[26] = 436 7122 order[27] = 435 7123 order[28] = 308 7124 order[29] = 306 7125 order[30] = 362 7126 order[31] = 363 7127 order[32] = 307 7128 order[33] = 364 7129 order[34] = 365 7130 order[35] = 877 7131 order[36] = 878 7132 order[37] = 318 7133 order[38] = 879 7134 order[39] = 810 7135 order[40] = 882 7136 order[41] = 883 7137 order[42] = 884 7138 order[43] = 885 7139 order[44] = 886 7140 order[45] = 0 7141 super(711, 311, order) 7142 end 7143 7144 class NoUnderlyingSecurityAltID < Quickfix::Group 7145 def initialize 7146 order = Quickfix::IntArray.new(3) 7147 order[0] = 458 7148 order[1] = 459 7149 order[2] = 0 7150 super(457, 458, order) 7151 end 7152 end 7153 7154 class NoUnderlyingStips < Quickfix::Group 7155 def initialize 7156 order = Quickfix::IntArray.new(3) 7157 order[0] = 888 7158 order[1] = 889 7159 order[2] = 0 7160 super(887, 888, order) 7161 end 7162 end 7163 end 7164 7165 class NoLegs < Quickfix::Group 7166 def initialize 7167 order = Quickfix::IntArray.new(42) 7168 order[0] = 600 7169 order[1] = 601 7170 order[2] = 602 7171 order[3] = 603 7172 order[4] = 607 7173 order[5] = 608 7174 order[6] = 609 7175 order[7] = 764 7176 order[8] = 610 7177 order[9] = 611 7178 order[10] = 248 7179 order[11] = 249 7180 order[12] = 250 7181 order[13] = 251 7182 order[14] = 252 7183 order[15] = 253 7184 order[16] = 257 7185 order[17] = 599 7186 order[18] = 596 7187 order[19] = 597 7188 order[20] = 598 7189 order[21] = 254 7190 order[22] = 612 7191 order[23] = 942 7192 order[24] = 613 7193 order[25] = 614 7194 order[26] = 615 7195 order[27] = 616 7196 order[28] = 617 7197 order[29] = 618 7198 order[30] = 619 7199 order[31] = 620 7200 order[32] = 621 7201 order[33] = 622 7202 order[34] = 623 7203 order[35] = 624 7204 order[36] = 556 7205 order[37] = 740 7206 order[38] = 739 7207 order[39] = 955 7208 order[40] = 956 7209 order[41] = 0 7210 super(555, 600, order) 7211 end 7212 7213 class NoLegSecurityAltID < Quickfix::Group 7214 def initialize 7215 order = Quickfix::IntArray.new(3) 7216 order[0] = 605 7217 order[1] = 606 7218 order[2] = 0 7219 super(604, 605, order) 7220 end 7221 end 7222 end 7223end 7224 7225class SecurityList < Message 7226 def initialize 7227 super 7228 getHeader().setField( Quickfix::MsgType.new("y") ) 7229 end 7230 7231 class NoRelatedSym < Quickfix::Group 7232 def initialize 7233 order = Quickfix::IntArray.new(79) 7234 order[0] = 55 7235 order[1] = 65 7236 order[2] = 48 7237 order[3] = 22 7238 order[4] = 460 7239 order[5] = 461 7240 order[6] = 167 7241 order[7] = 762 7242 order[8] = 200 7243 order[9] = 541 7244 order[10] = 201 7245 order[11] = 224 7246 order[12] = 225 7247 order[13] = 239 7248 order[14] = 226 7249 order[15] = 227 7250 order[16] = 228 7251 order[17] = 255 7252 order[18] = 543 7253 order[19] = 470 7254 order[20] = 471 7255 order[21] = 472 7256 order[22] = 240 7257 order[23] = 202 7258 order[24] = 947 7259 order[25] = 206 7260 order[26] = 231 7261 order[27] = 223 7262 order[28] = 207 7263 order[29] = 106 7264 order[30] = 348 7265 order[31] = 349 7266 order[32] = 107 7267 order[33] = 350 7268 order[34] = 351 7269 order[35] = 691 7270 order[36] = 667 7271 order[37] = 875 7272 order[38] = 876 7273 order[39] = 873 7274 order[40] = 874 7275 order[41] = 668 7276 order[42] = 869 7277 order[43] = 913 7278 order[44] = 914 7279 order[45] = 915 7280 order[46] = 918 7281 order[47] = 788 7282 order[48] = 916 7283 order[49] = 917 7284 order[50] = 919 7285 order[51] = 898 7286 order[52] = 711 7287 order[53] = 15 7288 order[54] = 232 7289 order[55] = 555 7290 order[56] = 218 7291 order[57] = 220 7292 order[58] = 221 7293 order[59] = 222 7294 order[60] = 662 7295 order[61] = 663 7296 order[62] = 699 7297 order[63] = 761 7298 order[64] = 235 7299 order[65] = 236 7300 order[66] = 701 7301 order[67] = 696 7302 order[68] = 697 7303 order[69] = 698 7304 order[70] = 561 7305 order[71] = 562 7306 order[72] = 336 7307 order[73] = 625 7308 order[74] = 827 7309 order[75] = 58 7310 order[76] = 354 7311 order[77] = 355 7312 order[78] = 0 7313 super(146, 55, order) 7314 end 7315 7316 class NoSecurityAltID < Quickfix::Group 7317 def initialize 7318 order = Quickfix::IntArray.new(3) 7319 order[0] = 455 7320 order[1] = 456 7321 order[2] = 0 7322 super(454, 455, order) 7323 end 7324 end 7325 7326 class NoEvents < Quickfix::Group 7327 def initialize 7328 order = Quickfix::IntArray.new(5) 7329 order[0] = 865 7330 order[1] = 866 7331 order[2] = 867 7332 order[3] = 868 7333 order[4] = 0 7334 super(864, 865, order) 7335 end 7336 end 7337 7338 class NoInstrAttrib < Quickfix::Group 7339 def initialize 7340 order = Quickfix::IntArray.new(3) 7341 order[0] = 871 7342 order[1] = 872 7343 order[2] = 0 7344 super(870, 871, order) 7345 end 7346 end 7347 7348 class NoUnderlyings < Quickfix::Group 7349 def initialize 7350 order = Quickfix::IntArray.new(46) 7351 order[0] = 311 7352 order[1] = 312 7353 order[2] = 309 7354 order[3] = 305 7355 order[4] = 462 7356 order[5] = 463 7357 order[6] = 310 7358 order[7] = 763 7359 order[8] = 313 7360 order[9] = 542 7361 order[10] = 315 7362 order[11] = 241 7363 order[12] = 242 7364 order[13] = 243 7365 order[14] = 244 7366 order[15] = 245 7367 order[16] = 246 7368 order[17] = 256 7369 order[18] = 595 7370 order[19] = 592 7371 order[20] = 593 7372 order[21] = 594 7373 order[22] = 247 7374 order[23] = 316 7375 order[24] = 941 7376 order[25] = 317 7377 order[26] = 436 7378 order[27] = 435 7379 order[28] = 308 7380 order[29] = 306 7381 order[30] = 362 7382 order[31] = 363 7383 order[32] = 307 7384 order[33] = 364 7385 order[34] = 365 7386 order[35] = 877 7387 order[36] = 878 7388 order[37] = 318 7389 order[38] = 879 7390 order[39] = 810 7391 order[40] = 882 7392 order[41] = 883 7393 order[42] = 884 7394 order[43] = 885 7395 order[44] = 886 7396 order[45] = 0 7397 super(711, 311, order) 7398 end 7399 7400 class NoUnderlyingSecurityAltID < Quickfix::Group 7401 def initialize 7402 order = Quickfix::IntArray.new(3) 7403 order[0] = 458 7404 order[1] = 459 7405 order[2] = 0 7406 super(457, 458, order) 7407 end 7408 end 7409 7410 class NoUnderlyingStips < Quickfix::Group 7411 def initialize 7412 order = Quickfix::IntArray.new(3) 7413 order[0] = 888 7414 order[1] = 889 7415 order[2] = 0 7416 super(887, 888, order) 7417 end 7418 end 7419 end 7420 7421 class NoStipulations < Quickfix::Group 7422 def initialize 7423 order = Quickfix::IntArray.new(3) 7424 order[0] = 233 7425 order[1] = 234 7426 order[2] = 0 7427 super(232, 233, order) 7428 end 7429 end 7430 7431 class NoLegs < Quickfix::Group 7432 def initialize 7433 order = Quickfix::IntArray.new(50) 7434 order[0] = 600 7435 order[1] = 601 7436 order[2] = 602 7437 order[3] = 603 7438 order[4] = 607 7439 order[5] = 608 7440 order[6] = 609 7441 order[7] = 764 7442 order[8] = 610 7443 order[9] = 611 7444 order[10] = 248 7445 order[11] = 249 7446 order[12] = 250 7447 order[13] = 251 7448 order[14] = 252 7449 order[15] = 253 7450 order[16] = 257 7451 order[17] = 599 7452 order[18] = 596 7453 order[19] = 597 7454 order[20] = 598 7455 order[21] = 254 7456 order[22] = 612 7457 order[23] = 942 7458 order[24] = 613 7459 order[25] = 614 7460 order[26] = 615 7461 order[27] = 616 7462 order[28] = 617 7463 order[29] = 618 7464 order[30] = 619 7465 order[31] = 620 7466 order[32] = 621 7467 order[33] = 622 7468 order[34] = 623 7469 order[35] = 624 7470 order[36] = 556 7471 order[37] = 740 7472 order[38] = 739 7473 order[39] = 955 7474 order[40] = 956 7475 order[41] = 690 7476 order[42] = 587 7477 order[43] = 683 7478 order[44] = 676 7479 order[45] = 677 7480 order[46] = 678 7481 order[47] = 679 7482 order[48] = 680 7483 order[49] = 0 7484 super(555, 600, order) 7485 end 7486 7487 class NoLegSecurityAltID < Quickfix::Group 7488 def initialize 7489 order = Quickfix::IntArray.new(3) 7490 order[0] = 605 7491 order[1] = 606 7492 order[2] = 0 7493 super(604, 605, order) 7494 end 7495 end 7496 7497 class NoLegStipulations < Quickfix::Group 7498 def initialize 7499 order = Quickfix::IntArray.new(3) 7500 order[0] = 688 7501 order[1] = 689 7502 order[2] = 0 7503 super(683, 688, order) 7504 end 7505 end 7506 end 7507 end 7508end 7509 7510class DerivativeSecurityListRequest < Message 7511 def initialize 7512 super 7513 getHeader().setField( Quickfix::MsgType.new("z") ) 7514 end 7515 7516 class NoUnderlyingSecurityAltID < Quickfix::Group 7517 def initialize 7518 order = Quickfix::IntArray.new(3) 7519 order[0] = 458 7520 order[1] = 459 7521 order[2] = 0 7522 super(457, 458, order) 7523 end 7524 end 7525 7526 class NoUnderlyingStips < Quickfix::Group 7527 def initialize 7528 order = Quickfix::IntArray.new(3) 7529 order[0] = 888 7530 order[1] = 889 7531 order[2] = 0 7532 super(887, 888, order) 7533 end 7534 end 7535end 7536 7537class DerivativeSecurityList < Message 7538 def initialize 7539 super 7540 getHeader().setField( Quickfix::MsgType.new("AA") ) 7541 end 7542 7543 class NoUnderlyingSecurityAltID < Quickfix::Group 7544 def initialize 7545 order = Quickfix::IntArray.new(3) 7546 order[0] = 458 7547 order[1] = 459 7548 order[2] = 0 7549 super(457, 458, order) 7550 end 7551 end 7552 7553 class NoUnderlyingStips < Quickfix::Group 7554 def initialize 7555 order = Quickfix::IntArray.new(3) 7556 order[0] = 888 7557 order[1] = 889 7558 order[2] = 0 7559 super(887, 888, order) 7560 end 7561 end 7562 7563 class NoRelatedSym < Quickfix::Group 7564 def initialize 7565 order = Quickfix::IntArray.new(52) 7566 order[0] = 55 7567 order[1] = 65 7568 order[2] = 48 7569 order[3] = 22 7570 order[4] = 460 7571 order[5] = 461 7572 order[6] = 167 7573 order[7] = 762 7574 order[8] = 200 7575 order[9] = 541 7576 order[10] = 201 7577 order[11] = 224 7578 order[12] = 225 7579 order[13] = 239 7580 order[14] = 226 7581 order[15] = 227 7582 order[16] = 228 7583 order[17] = 255 7584 order[18] = 543 7585 order[19] = 470 7586 order[20] = 471 7587 order[21] = 472 7588 order[22] = 240 7589 order[23] = 202 7590 order[24] = 947 7591 order[25] = 206 7592 order[26] = 231 7593 order[27] = 223 7594 order[28] = 207 7595 order[29] = 106 7596 order[30] = 348 7597 order[31] = 349 7598 order[32] = 107 7599 order[33] = 350 7600 order[34] = 351 7601 order[35] = 691 7602 order[36] = 667 7603 order[37] = 875 7604 order[38] = 876 7605 order[39] = 873 7606 order[40] = 874 7607 order[41] = 15 7608 order[42] = 827 7609 order[43] = 668 7610 order[44] = 869 7611 order[45] = 555 7612 order[46] = 336 7613 order[47] = 625 7614 order[48] = 58 7615 order[49] = 354 7616 order[50] = 355 7617 order[51] = 0 7618 super(146, 55, order) 7619 end 7620 7621 class NoSecurityAltID < Quickfix::Group 7622 def initialize 7623 order = Quickfix::IntArray.new(3) 7624 order[0] = 455 7625 order[1] = 456 7626 order[2] = 0 7627 super(454, 455, order) 7628 end 7629 end 7630 7631 class NoEvents < Quickfix::Group 7632 def initialize 7633 order = Quickfix::IntArray.new(5) 7634 order[0] = 865 7635 order[1] = 866 7636 order[2] = 867 7637 order[3] = 868 7638 order[4] = 0 7639 super(864, 865, order) 7640 end 7641 end 7642 7643 class NoInstrAttrib < Quickfix::Group 7644 def initialize 7645 order = Quickfix::IntArray.new(3) 7646 order[0] = 871 7647 order[1] = 872 7648 order[2] = 0 7649 super(870, 871, order) 7650 end 7651 end 7652 7653 class NoLegs < Quickfix::Group 7654 def initialize 7655 order = Quickfix::IntArray.new(42) 7656 order[0] = 600 7657 order[1] = 601 7658 order[2] = 602 7659 order[3] = 603 7660 order[4] = 607 7661 order[5] = 608 7662 order[6] = 609 7663 order[7] = 764 7664 order[8] = 610 7665 order[9] = 611 7666 order[10] = 248 7667 order[11] = 249 7668 order[12] = 250 7669 order[13] = 251 7670 order[14] = 252 7671 order[15] = 253 7672 order[16] = 257 7673 order[17] = 599 7674 order[18] = 596 7675 order[19] = 597 7676 order[20] = 598 7677 order[21] = 254 7678 order[22] = 612 7679 order[23] = 942 7680 order[24] = 613 7681 order[25] = 614 7682 order[26] = 615 7683 order[27] = 616 7684 order[28] = 617 7685 order[29] = 618 7686 order[30] = 619 7687 order[31] = 620 7688 order[32] = 621 7689 order[33] = 622 7690 order[34] = 623 7691 order[35] = 624 7692 order[36] = 556 7693 order[37] = 740 7694 order[38] = 739 7695 order[39] = 955 7696 order[40] = 956 7697 order[41] = 0 7698 super(555, 600, order) 7699 end 7700 7701 class NoLegSecurityAltID < Quickfix::Group 7702 def initialize 7703 order = Quickfix::IntArray.new(3) 7704 order[0] = 605 7705 order[1] = 606 7706 order[2] = 0 7707 super(604, 605, order) 7708 end 7709 end 7710 end 7711 end 7712end 7713 7714class NewOrderMultileg < Message 7715 def initialize 7716 super 7717 getHeader().setField( Quickfix::MsgType.new("AB") ) 7718 end 7719 7720 class NoPartyIDs < Quickfix::Group 7721 def initialize 7722 order = Quickfix::IntArray.new(5) 7723 order[0] = 448 7724 order[1] = 447 7725 order[2] = 452 7726 order[3] = 802 7727 order[4] = 0 7728 super(453, 448, order) 7729 end 7730 7731 class NoPartySubIDs < Quickfix::Group 7732 def initialize 7733 order = Quickfix::IntArray.new(3) 7734 order[0] = 523 7735 order[1] = 803 7736 order[2] = 0 7737 super(802, 523, order) 7738 end 7739 end 7740 end 7741 7742 class NoAllocs < Quickfix::Group 7743 def initialize 7744 order = Quickfix::IntArray.new(7) 7745 order[0] = 79 7746 order[1] = 661 7747 order[2] = 736 7748 order[3] = 467 7749 order[4] = 948 7750 order[5] = 80 7751 order[6] = 0 7752 super(78, 79, order) 7753 end 7754 7755 class NoNested3PartyIDs < Quickfix::Group 7756 def initialize 7757 order = Quickfix::IntArray.new(5) 7758 order[0] = 949 7759 order[1] = 950 7760 order[2] = 951 7761 order[3] = 952 7762 order[4] = 0 7763 super(948, 949, order) 7764 end 7765 7766 class NoNested3PartySubIDs < Quickfix::Group 7767 def initialize 7768 order = Quickfix::IntArray.new(3) 7769 order[0] = 953 7770 order[1] = 954 7771 order[2] = 0 7772 super(952, 953, order) 7773 end 7774 end 7775 end 7776 end 7777 7778 class NoTradingSessions < Quickfix::Group 7779 def initialize 7780 order = Quickfix::IntArray.new(3) 7781 order[0] = 336 7782 order[1] = 625 7783 order[2] = 0 7784 super(386, 336, order) 7785 end 7786 end 7787 7788 class NoSecurityAltID < Quickfix::Group 7789 def initialize 7790 order = Quickfix::IntArray.new(3) 7791 order[0] = 455 7792 order[1] = 456 7793 order[2] = 0 7794 super(454, 455, order) 7795 end 7796 end 7797 7798 class NoEvents < Quickfix::Group 7799 def initialize 7800 order = Quickfix::IntArray.new(5) 7801 order[0] = 865 7802 order[1] = 866 7803 order[2] = 867 7804 order[3] = 868 7805 order[4] = 0 7806 super(864, 865, order) 7807 end 7808 end 7809 7810 class NoUnderlyings < Quickfix::Group 7811 def initialize 7812 order = Quickfix::IntArray.new(46) 7813 order[0] = 311 7814 order[1] = 312 7815 order[2] = 309 7816 order[3] = 305 7817 order[4] = 462 7818 order[5] = 463 7819 order[6] = 310 7820 order[7] = 763 7821 order[8] = 313 7822 order[9] = 542 7823 order[10] = 315 7824 order[11] = 241 7825 order[12] = 242 7826 order[13] = 243 7827 order[14] = 244 7828 order[15] = 245 7829 order[16] = 246 7830 order[17] = 256 7831 order[18] = 595 7832 order[19] = 592 7833 order[20] = 593 7834 order[21] = 594 7835 order[22] = 247 7836 order[23] = 316 7837 order[24] = 941 7838 order[25] = 317 7839 order[26] = 436 7840 order[27] = 435 7841 order[28] = 308 7842 order[29] = 306 7843 order[30] = 362 7844 order[31] = 363 7845 order[32] = 307 7846 order[33] = 364 7847 order[34] = 365 7848 order[35] = 877 7849 order[36] = 878 7850 order[37] = 318 7851 order[38] = 879 7852 order[39] = 810 7853 order[40] = 882 7854 order[41] = 883 7855 order[42] = 884 7856 order[43] = 885 7857 order[44] = 886 7858 order[45] = 0 7859 super(711, 311, order) 7860 end 7861 7862 class NoUnderlyingSecurityAltID < Quickfix::Group 7863 def initialize 7864 order = Quickfix::IntArray.new(3) 7865 order[0] = 458 7866 order[1] = 459 7867 order[2] = 0 7868 super(457, 458, order) 7869 end 7870 end 7871 7872 class NoUnderlyingStips < Quickfix::Group 7873 def initialize 7874 order = Quickfix::IntArray.new(3) 7875 order[0] = 888 7876 order[1] = 889 7877 order[2] = 0 7878 super(887, 888, order) 7879 end 7880 end 7881 end 7882 7883 class NoLegs < Quickfix::Group 7884 def initialize 7885 order = Quickfix::IntArray.new(53) 7886 order[0] = 600 7887 order[1] = 601 7888 order[2] = 602 7889 order[3] = 603 7890 order[4] = 607 7891 order[5] = 608 7892 order[6] = 609 7893 order[7] = 764 7894 order[8] = 610 7895 order[9] = 611 7896 order[10] = 248 7897 order[11] = 249 7898 order[12] = 250 7899 order[13] = 251 7900 order[14] = 252 7901 order[15] = 253 7902 order[16] = 257 7903 order[17] = 599 7904 order[18] = 596 7905 order[19] = 597 7906 order[20] = 598 7907 order[21] = 254 7908 order[22] = 612 7909 order[23] = 942 7910 order[24] = 613 7911 order[25] = 614 7912 order[26] = 615 7913 order[27] = 616 7914 order[28] = 617 7915 order[29] = 618 7916 order[30] = 619 7917 order[31] = 620 7918 order[32] = 621 7919 order[33] = 622 7920 order[34] = 623 7921 order[35] = 624 7922 order[36] = 556 7923 order[37] = 740 7924 order[38] = 739 7925 order[39] = 955 7926 order[40] = 956 7927 order[41] = 687 7928 order[42] = 690 7929 order[43] = 683 7930 order[44] = 670 7931 order[45] = 564 7932 order[46] = 565 7933 order[47] = 539 7934 order[48] = 654 7935 order[49] = 566 7936 order[50] = 587 7937 order[51] = 588 7938 order[52] = 0 7939 super(555, 600, order) 7940 end 7941 7942 class NoLegSecurityAltID < Quickfix::Group 7943 def initialize 7944 order = Quickfix::IntArray.new(3) 7945 order[0] = 605 7946 order[1] = 606 7947 order[2] = 0 7948 super(604, 605, order) 7949 end 7950 end 7951 7952 class NoLegStipulations < Quickfix::Group 7953 def initialize 7954 order = Quickfix::IntArray.new(3) 7955 order[0] = 688 7956 order[1] = 689 7957 order[2] = 0 7958 super(683, 688, order) 7959 end 7960 end 7961 7962 class NoLegAllocs < Quickfix::Group 7963 def initialize 7964 order = Quickfix::IntArray.new(7) 7965 order[0] = 671 7966 order[1] = 672 7967 order[2] = 756 7968 order[3] = 673 7969 order[4] = 674 7970 order[5] = 675 7971 order[6] = 0 7972 super(670, 671, order) 7973 end 7974 7975 class NoNested2PartyIDs < Quickfix::Group 7976 def initialize 7977 order = Quickfix::IntArray.new(5) 7978 order[0] = 757 7979 order[1] = 758 7980 order[2] = 759 7981 order[3] = 806 7982 order[4] = 0 7983 super(756, 757, order) 7984 end 7985 7986 class NoNested2PartySubIDs < Quickfix::Group 7987 def initialize 7988 order = Quickfix::IntArray.new(3) 7989 order[0] = 760 7990 order[1] = 807 7991 order[2] = 0 7992 super(806, 760, order) 7993 end 7994 end 7995 end 7996 end 7997 7998 class NoNestedPartyIDs < Quickfix::Group 7999 def initialize 8000 order = Quickfix::IntArray.new(5) 8001 order[0] = 524 8002 order[1] = 525 8003 order[2] = 538 8004 order[3] = 804 8005 order[4] = 0 8006 super(539, 524, order) 8007 end 8008 8009 class NoNestedPartySubIDs < Quickfix::Group 8010 def initialize 8011 order = Quickfix::IntArray.new(3) 8012 order[0] = 545 8013 order[1] = 805 8014 order[2] = 0 8015 super(804, 545, order) 8016 end 8017 end 8018 end 8019 end 8020end 8021 8022class MultilegOrderCancelReplace < Message 8023 def initialize 8024 super 8025 getHeader().setField( Quickfix::MsgType.new("AC") ) 8026 end 8027 8028 class NoPartyIDs < Quickfix::Group 8029 def initialize 8030 order = Quickfix::IntArray.new(5) 8031 order[0] = 448 8032 order[1] = 447 8033 order[2] = 452 8034 order[3] = 802 8035 order[4] = 0 8036 super(453, 448, order) 8037 end 8038 8039 class NoPartySubIDs < Quickfix::Group 8040 def initialize 8041 order = Quickfix::IntArray.new(3) 8042 order[0] = 523 8043 order[1] = 803 8044 order[2] = 0 8045 super(802, 523, order) 8046 end 8047 end 8048 end 8049 8050 class NoAllocs < Quickfix::Group 8051 def initialize 8052 order = Quickfix::IntArray.new(7) 8053 order[0] = 79 8054 order[1] = 661 8055 order[2] = 736 8056 order[3] = 467 8057 order[4] = 948 8058 order[5] = 80 8059 order[6] = 0 8060 super(78, 79, order) 8061 end 8062 8063 class NoNested3PartyIDs < Quickfix::Group 8064 def initialize 8065 order = Quickfix::IntArray.new(5) 8066 order[0] = 949 8067 order[1] = 950 8068 order[2] = 951 8069 order[3] = 952 8070 order[4] = 0 8071 super(948, 949, order) 8072 end 8073 8074 class NoNested3PartySubIDs < Quickfix::Group 8075 def initialize 8076 order = Quickfix::IntArray.new(3) 8077 order[0] = 953 8078 order[1] = 954 8079 order[2] = 0 8080 super(952, 953, order) 8081 end 8082 end 8083 end 8084 end 8085 8086 class NoTradingSessions < Quickfix::Group 8087 def initialize 8088 order = Quickfix::IntArray.new(3) 8089 order[0] = 336 8090 order[1] = 625 8091 order[2] = 0 8092 super(386, 336, order) 8093 end 8094 end 8095 8096 class NoSecurityAltID < Quickfix::Group 8097 def initialize 8098 order = Quickfix::IntArray.new(3) 8099 order[0] = 455 8100 order[1] = 456 8101 order[2] = 0 8102 super(454, 455, order) 8103 end 8104 end 8105 8106 class NoEvents < Quickfix::Group 8107 def initialize 8108 order = Quickfix::IntArray.new(5) 8109 order[0] = 865 8110 order[1] = 866 8111 order[2] = 867 8112 order[3] = 868 8113 order[4] = 0 8114 super(864, 865, order) 8115 end 8116 end 8117 8118 class NoUnderlyings < Quickfix::Group 8119 def initialize 8120 order = Quickfix::IntArray.new(46) 8121 order[0] = 311 8122 order[1] = 312 8123 order[2] = 309 8124 order[3] = 305 8125 order[4] = 462 8126 order[5] = 463 8127 order[6] = 310 8128 order[7] = 763 8129 order[8] = 313 8130 order[9] = 542 8131 order[10] = 315 8132 order[11] = 241 8133 order[12] = 242 8134 order[13] = 243 8135 order[14] = 244 8136 order[15] = 245 8137 order[16] = 246 8138 order[17] = 256 8139 order[18] = 595 8140 order[19] = 592 8141 order[20] = 593 8142 order[21] = 594 8143 order[22] = 247 8144 order[23] = 316 8145 order[24] = 941 8146 order[25] = 317 8147 order[26] = 436 8148 order[27] = 435 8149 order[28] = 308 8150 order[29] = 306 8151 order[30] = 362 8152 order[31] = 363 8153 order[32] = 307 8154 order[33] = 364 8155 order[34] = 365 8156 order[35] = 877 8157 order[36] = 878 8158 order[37] = 318 8159 order[38] = 879 8160 order[39] = 810 8161 order[40] = 882 8162 order[41] = 883 8163 order[42] = 884 8164 order[43] = 885 8165 order[44] = 886 8166 order[45] = 0 8167 super(711, 311, order) 8168 end 8169 8170 class NoUnderlyingSecurityAltID < Quickfix::Group 8171 def initialize 8172 order = Quickfix::IntArray.new(3) 8173 order[0] = 458 8174 order[1] = 459 8175 order[2] = 0 8176 super(457, 458, order) 8177 end 8178 end 8179 8180 class NoUnderlyingStips < Quickfix::Group 8181 def initialize 8182 order = Quickfix::IntArray.new(3) 8183 order[0] = 888 8184 order[1] = 889 8185 order[2] = 0 8186 super(887, 888, order) 8187 end 8188 end 8189 end 8190 8191 class NoLegs < Quickfix::Group 8192 def initialize 8193 order = Quickfix::IntArray.new(53) 8194 order[0] = 600 8195 order[1] = 601 8196 order[2] = 602 8197 order[3] = 603 8198 order[4] = 607 8199 order[5] = 608 8200 order[6] = 609 8201 order[7] = 764 8202 order[8] = 610 8203 order[9] = 611 8204 order[10] = 248 8205 order[11] = 249 8206 order[12] = 250 8207 order[13] = 251 8208 order[14] = 252 8209 order[15] = 253 8210 order[16] = 257 8211 order[17] = 599 8212 order[18] = 596 8213 order[19] = 597 8214 order[20] = 598 8215 order[21] = 254 8216 order[22] = 612 8217 order[23] = 942 8218 order[24] = 613 8219 order[25] = 614 8220 order[26] = 615 8221 order[27] = 616 8222 order[28] = 617 8223 order[29] = 618 8224 order[30] = 619 8225 order[31] = 620 8226 order[32] = 621 8227 order[33] = 622 8228 order[34] = 623 8229 order[35] = 624 8230 order[36] = 556 8231 order[37] = 740 8232 order[38] = 739 8233 order[39] = 955 8234 order[40] = 956 8235 order[41] = 687 8236 order[42] = 690 8237 order[43] = 683 8238 order[44] = 670 8239 order[45] = 564 8240 order[46] = 565 8241 order[47] = 539 8242 order[48] = 654 8243 order[49] = 566 8244 order[50] = 587 8245 order[51] = 588 8246 order[52] = 0 8247 super(555, 600, order) 8248 end 8249 8250 class NoLegSecurityAltID < Quickfix::Group 8251 def initialize 8252 order = Quickfix::IntArray.new(3) 8253 order[0] = 605 8254 order[1] = 606 8255 order[2] = 0 8256 super(604, 605, order) 8257 end 8258 end 8259 8260 class NoLegStipulations < Quickfix::Group 8261 def initialize 8262 order = Quickfix::IntArray.new(3) 8263 order[0] = 688 8264 order[1] = 689 8265 order[2] = 0 8266 super(683, 688, order) 8267 end 8268 end 8269 8270 class NoLegAllocs < Quickfix::Group 8271 def initialize 8272 order = Quickfix::IntArray.new(7) 8273 order[0] = 671 8274 order[1] = 672 8275 order[2] = 756 8276 order[3] = 673 8277 order[4] = 674 8278 order[5] = 675 8279 order[6] = 0 8280 super(670, 671, order) 8281 end 8282 8283 class NoNested2PartyIDs < Quickfix::Group 8284 def initialize 8285 order = Quickfix::IntArray.new(5) 8286 order[0] = 757 8287 order[1] = 758 8288 order[2] = 759 8289 order[3] = 806 8290 order[4] = 0 8291 super(756, 757, order) 8292 end 8293 8294 class NoNested2PartySubIDs < Quickfix::Group 8295 def initialize 8296 order = Quickfix::IntArray.new(3) 8297 order[0] = 760 8298 order[1] = 807 8299 order[2] = 0 8300 super(806, 760, order) 8301 end 8302 end 8303 end 8304 end 8305 8306 class NoNestedPartyIDs < Quickfix::Group 8307 def initialize 8308 order = Quickfix::IntArray.new(5) 8309 order[0] = 524 8310 order[1] = 525 8311 order[2] = 538 8312 order[3] = 804 8313 order[4] = 0 8314 super(539, 524, order) 8315 end 8316 8317 class NoNestedPartySubIDs < Quickfix::Group 8318 def initialize 8319 order = Quickfix::IntArray.new(3) 8320 order[0] = 545 8321 order[1] = 805 8322 order[2] = 0 8323 super(804, 545, order) 8324 end 8325 end 8326 end 8327 end 8328end 8329 8330class TradeCaptureReportRequest < Message 8331 def initialize 8332 super 8333 getHeader().setField( Quickfix::MsgType.new("AD") ) 8334 end 8335 8336 class NoPartyIDs < Quickfix::Group 8337 def initialize 8338 order = Quickfix::IntArray.new(5) 8339 order[0] = 448 8340 order[1] = 447 8341 order[2] = 452 8342 order[3] = 802 8343 order[4] = 0 8344 super(453, 448, order) 8345 end 8346 8347 class NoPartySubIDs < Quickfix::Group 8348 def initialize 8349 order = Quickfix::IntArray.new(3) 8350 order[0] = 523 8351 order[1] = 803 8352 order[2] = 0 8353 super(802, 523, order) 8354 end 8355 end 8356 end 8357 8358 class NoSecurityAltID < Quickfix::Group 8359 def initialize 8360 order = Quickfix::IntArray.new(3) 8361 order[0] = 455 8362 order[1] = 456 8363 order[2] = 0 8364 super(454, 455, order) 8365 end 8366 end 8367 8368 class NoEvents < Quickfix::Group 8369 def initialize 8370 order = Quickfix::IntArray.new(5) 8371 order[0] = 865 8372 order[1] = 866 8373 order[2] = 867 8374 order[3] = 868 8375 order[4] = 0 8376 super(864, 865, order) 8377 end 8378 end 8379 8380 class NoInstrAttrib < Quickfix::Group 8381 def initialize 8382 order = Quickfix::IntArray.new(3) 8383 order[0] = 871 8384 order[1] = 872 8385 order[2] = 0 8386 super(870, 871, order) 8387 end 8388 end 8389 8390 class NoUnderlyings < Quickfix::Group 8391 def initialize 8392 order = Quickfix::IntArray.new(46) 8393 order[0] = 311 8394 order[1] = 312 8395 order[2] = 309 8396 order[3] = 305 8397 order[4] = 462 8398 order[5] = 463 8399 order[6] = 310 8400 order[7] = 763 8401 order[8] = 313 8402 order[9] = 542 8403 order[10] = 315 8404 order[11] = 241 8405 order[12] = 242 8406 order[13] = 243 8407 order[14] = 244 8408 order[15] = 245 8409 order[16] = 246 8410 order[17] = 256 8411 order[18] = 595 8412 order[19] = 592 8413 order[20] = 593 8414 order[21] = 594 8415 order[22] = 247 8416 order[23] = 316 8417 order[24] = 941 8418 order[25] = 317 8419 order[26] = 436 8420 order[27] = 435 8421 order[28] = 308 8422 order[29] = 306 8423 order[30] = 362 8424 order[31] = 363 8425 order[32] = 307 8426 order[33] = 364 8427 order[34] = 365 8428 order[35] = 877 8429 order[36] = 878 8430 order[37] = 318 8431 order[38] = 879 8432 order[39] = 810 8433 order[40] = 882 8434 order[41] = 883 8435 order[42] = 884 8436 order[43] = 885 8437 order[44] = 886 8438 order[45] = 0 8439 super(711, 311, order) 8440 end 8441 8442 class NoUnderlyingSecurityAltID < Quickfix::Group 8443 def initialize 8444 order = Quickfix::IntArray.new(3) 8445 order[0] = 458 8446 order[1] = 459 8447 order[2] = 0 8448 super(457, 458, order) 8449 end 8450 end 8451 8452 class NoUnderlyingStips < Quickfix::Group 8453 def initialize 8454 order = Quickfix::IntArray.new(3) 8455 order[0] = 888 8456 order[1] = 889 8457 order[2] = 0 8458 super(887, 888, order) 8459 end 8460 end 8461 end 8462 8463 class NoLegs < Quickfix::Group 8464 def initialize 8465 order = Quickfix::IntArray.new(42) 8466 order[0] = 600 8467 order[1] = 601 8468 order[2] = 602 8469 order[3] = 603 8470 order[4] = 607 8471 order[5] = 608 8472 order[6] = 609 8473 order[7] = 764 8474 order[8] = 610 8475 order[9] = 611 8476 order[10] = 248 8477 order[11] = 249 8478 order[12] = 250 8479 order[13] = 251 8480 order[14] = 252 8481 order[15] = 253 8482 order[16] = 257 8483 order[17] = 599 8484 order[18] = 596 8485 order[19] = 597 8486 order[20] = 598 8487 order[21] = 254 8488 order[22] = 612 8489 order[23] = 942 8490 order[24] = 613 8491 order[25] = 614 8492 order[26] = 615 8493 order[27] = 616 8494 order[28] = 617 8495 order[29] = 618 8496 order[30] = 619 8497 order[31] = 620 8498 order[32] = 621 8499 order[33] = 622 8500 order[34] = 623 8501 order[35] = 624 8502 order[36] = 556 8503 order[37] = 740 8504 order[38] = 739 8505 order[39] = 955 8506 order[40] = 956 8507 order[41] = 0 8508 super(555, 600, order) 8509 end 8510 8511 class NoLegSecurityAltID < Quickfix::Group 8512 def initialize 8513 order = Quickfix::IntArray.new(3) 8514 order[0] = 605 8515 order[1] = 606 8516 order[2] = 0 8517 super(604, 605, order) 8518 end 8519 end 8520 end 8521 8522 class NoDates < Quickfix::Group 8523 def initialize 8524 order = Quickfix::IntArray.new(3) 8525 order[0] = 75 8526 order[1] = 60 8527 order[2] = 0 8528 super(580, 75, order) 8529 end 8530 end 8531end 8532 8533class TradeCaptureReport < Message 8534 def initialize 8535 super 8536 getHeader().setField( Quickfix::MsgType.new("AE") ) 8537 end 8538 8539 class NoSecurityAltID < Quickfix::Group 8540 def initialize 8541 order = Quickfix::IntArray.new(3) 8542 order[0] = 455 8543 order[1] = 456 8544 order[2] = 0 8545 super(454, 455, order) 8546 end 8547 end 8548 8549 class NoEvents < Quickfix::Group 8550 def initialize 8551 order = Quickfix::IntArray.new(5) 8552 order[0] = 865 8553 order[1] = 866 8554 order[2] = 867 8555 order[3] = 868 8556 order[4] = 0 8557 super(864, 865, order) 8558 end 8559 end 8560 8561 class NoUnderlyings < Quickfix::Group 8562 def initialize 8563 order = Quickfix::IntArray.new(46) 8564 order[0] = 311 8565 order[1] = 312 8566 order[2] = 309 8567 order[3] = 305 8568 order[4] = 462 8569 order[5] = 463 8570 order[6] = 310 8571 order[7] = 763 8572 order[8] = 313 8573 order[9] = 542 8574 order[10] = 315 8575 order[11] = 241 8576 order[12] = 242 8577 order[13] = 243 8578 order[14] = 244 8579 order[15] = 245 8580 order[16] = 246 8581 order[17] = 256 8582 order[18] = 595 8583 order[19] = 592 8584 order[20] = 593 8585 order[21] = 594 8586 order[22] = 247 8587 order[23] = 316 8588 order[24] = 941 8589 order[25] = 317 8590 order[26] = 436 8591 order[27] = 435 8592 order[28] = 308 8593 order[29] = 306 8594 order[30] = 362 8595 order[31] = 363 8596 order[32] = 307 8597 order[33] = 364 8598 order[34] = 365 8599 order[35] = 877 8600 order[36] = 878 8601 order[37] = 318 8602 order[38] = 879 8603 order[39] = 810 8604 order[40] = 882 8605 order[41] = 883 8606 order[42] = 884 8607 order[43] = 885 8608 order[44] = 886 8609 order[45] = 0 8610 super(711, 311, order) 8611 end 8612 8613 class NoUnderlyingSecurityAltID < Quickfix::Group 8614 def initialize 8615 order = Quickfix::IntArray.new(3) 8616 order[0] = 458 8617 order[1] = 459 8618 order[2] = 0 8619 super(457, 458, order) 8620 end 8621 end 8622 8623 class NoUnderlyingStips < Quickfix::Group 8624 def initialize 8625 order = Quickfix::IntArray.new(3) 8626 order[0] = 888 8627 order[1] = 889 8628 order[2] = 0 8629 super(887, 888, order) 8630 end 8631 end 8632 end 8633 8634 class NoPosAmt < Quickfix::Group 8635 def initialize 8636 order = Quickfix::IntArray.new(3) 8637 order[0] = 707 8638 order[1] = 708 8639 order[2] = 0 8640 super(753, 707, order) 8641 end 8642 end 8643 8644 class NoLegs < Quickfix::Group 8645 def initialize 8646 order = Quickfix::IntArray.new(53) 8647 order[0] = 600 8648 order[1] = 601 8649 order[2] = 602 8650 order[3] = 603 8651 order[4] = 607 8652 order[5] = 608 8653 order[6] = 609 8654 order[7] = 764 8655 order[8] = 610 8656 order[9] = 611 8657 order[10] = 248 8658 order[11] = 249 8659 order[12] = 250 8660 order[13] = 251 8661 order[14] = 252 8662 order[15] = 253 8663 order[16] = 257 8664 order[17] = 599 8665 order[18] = 596 8666 order[19] = 597 8667 order[20] = 598 8668 order[21] = 254 8669 order[22] = 612 8670 order[23] = 942 8671 order[24] = 613 8672 order[25] = 614 8673 order[26] = 615 8674 order[27] = 616 8675 order[28] = 617 8676 order[29] = 618 8677 order[30] = 619 8678 order[31] = 620 8679 order[32] = 621 8680 order[33] = 622 8681 order[34] = 623 8682 order[35] = 624 8683 order[36] = 556 8684 order[37] = 740 8685 order[38] = 739 8686 order[39] = 955 8687 order[40] = 956 8688 order[41] = 687 8689 order[42] = 690 8690 order[43] = 683 8691 order[44] = 564 8692 order[45] = 565 8693 order[46] = 539 8694 order[47] = 654 8695 order[48] = 566 8696 order[49] = 587 8697 order[50] = 588 8698 order[51] = 637 8699 order[52] = 0 8700 super(555, 600, order) 8701 end 8702 8703 class NoLegSecurityAltID < Quickfix::Group 8704 def initialize 8705 order = Quickfix::IntArray.new(3) 8706 order[0] = 605 8707 order[1] = 606 8708 order[2] = 0 8709 super(604, 605, order) 8710 end 8711 end 8712 8713 class NoLegStipulations < Quickfix::Group 8714 def initialize 8715 order = Quickfix::IntArray.new(3) 8716 order[0] = 688 8717 order[1] = 689 8718 order[2] = 0 8719 super(683, 688, order) 8720 end 8721 end 8722 8723 class NoNestedPartyIDs < Quickfix::Group 8724 def initialize 8725 order = Quickfix::IntArray.new(5) 8726 order[0] = 524 8727 order[1] = 525 8728 order[2] = 538 8729 order[3] = 804 8730 order[4] = 0 8731 super(539, 524, order) 8732 end 8733 8734 class NoNestedPartySubIDs < Quickfix::Group 8735 def initialize 8736 order = Quickfix::IntArray.new(3) 8737 order[0] = 545 8738 order[1] = 805 8739 order[2] = 0 8740 super(804, 545, order) 8741 end 8742 end 8743 end 8744 end 8745 8746 class NoTrdRegTimestamps < Quickfix::Group 8747 def initialize 8748 order = Quickfix::IntArray.new(4) 8749 order[0] = 769 8750 order[1] = 770 8751 order[2] = 771 8752 order[3] = 0 8753 super(768, 769, order) 8754 end 8755 end 8756 8757 class NoSides < Quickfix::Group 8758 def initialize 8759 order = Quickfix::IntArray.new(62) 8760 order[0] = 54 8761 order[1] = 37 8762 order[2] = 198 8763 order[3] = 11 8764 order[4] = 526 8765 order[5] = 66 8766 order[6] = 453 8767 order[7] = 1 8768 order[8] = 660 8769 order[9] = 581 8770 order[10] = 81 8771 order[11] = 575 8772 order[12] = 576 8773 order[13] = 578 8774 order[14] = 579 8775 order[15] = 821 8776 order[16] = 15 8777 order[17] = 376 8778 order[18] = 377 8779 order[19] = 528 8780 order[20] = 529 8781 order[21] = 582 8782 order[22] = 40 8783 order[23] = 18 8784 order[24] = 483 8785 order[25] = 336 8786 order[26] = 625 8787 order[27] = 943 8788 order[28] = 12 8789 order[29] = 13 8790 order[30] = 479 8791 order[31] = 497 8792 order[32] = 381 8793 order[33] = 157 8794 order[34] = 230 8795 order[35] = 158 8796 order[36] = 159 8797 order[37] = 738 8798 order[38] = 920 8799 order[39] = 921 8800 order[40] = 922 8801 order[41] = 238 8802 order[42] = 237 8803 order[43] = 118 8804 order[44] = 119 8805 order[45] = 120 8806 order[46] = 155 8807 order[47] = 156 8808 order[48] = 77 8809 order[49] = 58 8810 order[50] = 354 8811 order[51] = 355 8812 order[52] = 752 8813 order[53] = 518 8814 order[54] = 232 8815 order[55] = 136 8816 order[56] = 825 8817 order[57] = 826 8818 order[58] = 591 8819 order[59] = 70 8820 order[60] = 78 8821 order[61] = 0 8822 super(552, 54, order) 8823 end 8824 8825 class NoPartyIDs < Quickfix::Group 8826 def initialize 8827 order = Quickfix::IntArray.new(5) 8828 order[0] = 448 8829 order[1] = 447 8830 order[2] = 452 8831 order[3] = 802 8832 order[4] = 0 8833 super(453, 448, order) 8834 end 8835 8836 class NoPartySubIDs < Quickfix::Group 8837 def initialize 8838 order = Quickfix::IntArray.new(3) 8839 order[0] = 523 8840 order[1] = 803 8841 order[2] = 0 8842 super(802, 523, order) 8843 end 8844 end 8845 end 8846 8847 class NoClearingInstructions < Quickfix::Group 8848 def initialize 8849 order = Quickfix::IntArray.new(2) 8850 order[0] = 577 8851 order[1] = 0 8852 super(576, 577, order) 8853 end 8854 end 8855 8856 class NoContAmts < Quickfix::Group 8857 def initialize 8858 order = Quickfix::IntArray.new(4) 8859 order[0] = 519 8860 order[1] = 520 8861 order[2] = 521 8862 order[3] = 0 8863 super(518, 519, order) 8864 end 8865 end 8866 8867 class NoStipulations < Quickfix::Group 8868 def initialize 8869 order = Quickfix::IntArray.new(3) 8870 order[0] = 233 8871 order[1] = 234 8872 order[2] = 0 8873 super(232, 233, order) 8874 end 8875 end 8876 8877 class NoMiscFees < Quickfix::Group 8878 def initialize 8879 order = Quickfix::IntArray.new(5) 8880 order[0] = 137 8881 order[1] = 138 8882 order[2] = 139 8883 order[3] = 891 8884 order[4] = 0 8885 super(136, 137, order) 8886 end 8887 end 8888 8889 class NoAllocs < Quickfix::Group 8890 def initialize 8891 order = Quickfix::IntArray.new(7) 8892 order[0] = 79 8893 order[1] = 661 8894 order[2] = 736 8895 order[3] = 467 8896 order[4] = 756 8897 order[5] = 80 8898 order[6] = 0 8899 super(78, 79, order) 8900 end 8901 8902 class NoNested2PartyIDs < Quickfix::Group 8903 def initialize 8904 order = Quickfix::IntArray.new(5) 8905 order[0] = 757 8906 order[1] = 758 8907 order[2] = 759 8908 order[3] = 806 8909 order[4] = 0 8910 super(756, 757, order) 8911 end 8912 8913 class NoNested2PartySubIDs < Quickfix::Group 8914 def initialize 8915 order = Quickfix::IntArray.new(3) 8916 order[0] = 760 8917 order[1] = 807 8918 order[2] = 0 8919 super(806, 760, order) 8920 end 8921 end 8922 end 8923 end 8924 end 8925end 8926 8927class OrderMassStatusRequest < Message 8928 def initialize 8929 super 8930 getHeader().setField( Quickfix::MsgType.new("AF") ) 8931 end 8932 8933 class NoPartyIDs < Quickfix::Group 8934 def initialize 8935 order = Quickfix::IntArray.new(5) 8936 order[0] = 448 8937 order[1] = 447 8938 order[2] = 452 8939 order[3] = 802 8940 order[4] = 0 8941 super(453, 448, order) 8942 end 8943 8944 class NoPartySubIDs < Quickfix::Group 8945 def initialize 8946 order = Quickfix::IntArray.new(3) 8947 order[0] = 523 8948 order[1] = 803 8949 order[2] = 0 8950 super(802, 523, order) 8951 end 8952 end 8953 end 8954 8955 class NoSecurityAltID < Quickfix::Group 8956 def initialize 8957 order = Quickfix::IntArray.new(3) 8958 order[0] = 455 8959 order[1] = 456 8960 order[2] = 0 8961 super(454, 455, order) 8962 end 8963 end 8964 8965 class NoEvents < Quickfix::Group 8966 def initialize 8967 order = Quickfix::IntArray.new(5) 8968 order[0] = 865 8969 order[1] = 866 8970 order[2] = 867 8971 order[3] = 868 8972 order[4] = 0 8973 super(864, 865, order) 8974 end 8975 end 8976 8977 class NoUnderlyingSecurityAltID < Quickfix::Group 8978 def initialize 8979 order = Quickfix::IntArray.new(3) 8980 order[0] = 458 8981 order[1] = 459 8982 order[2] = 0 8983 super(457, 458, order) 8984 end 8985 end 8986 8987 class NoUnderlyingStips < Quickfix::Group 8988 def initialize 8989 order = Quickfix::IntArray.new(3) 8990 order[0] = 888 8991 order[1] = 889 8992 order[2] = 0 8993 super(887, 888, order) 8994 end 8995 end 8996end 8997 8998class QuoteRequestReject < Message 8999 def initialize 9000 super 9001 getHeader().setField( Quickfix::MsgType.new("AG") ) 9002 end 9003 9004 class NoRelatedSym < Quickfix::Group 9005 def initialize 9006 order = Quickfix::IntArray.new(98) 9007 order[0] = 55 9008 order[1] = 65 9009 order[2] = 48 9010 order[3] = 22 9011 order[4] = 460 9012 order[5] = 461 9013 order[6] = 167 9014 order[7] = 762 9015 order[8] = 200 9016 order[9] = 541 9017 order[10] = 201 9018 order[11] = 224 9019 order[12] = 225 9020 order[13] = 239 9021 order[14] = 226 9022 order[15] = 227 9023 order[16] = 228 9024 order[17] = 255 9025 order[18] = 543 9026 order[19] = 470 9027 order[20] = 471 9028 order[21] = 472 9029 order[22] = 240 9030 order[23] = 202 9031 order[24] = 947 9032 order[25] = 206 9033 order[26] = 231 9034 order[27] = 223 9035 order[28] = 207 9036 order[29] = 106 9037 order[30] = 348 9038 order[31] = 349 9039 order[32] = 107 9040 order[33] = 350 9041 order[34] = 351 9042 order[35] = 691 9043 order[36] = 667 9044 order[37] = 875 9045 order[38] = 876 9046 order[39] = 873 9047 order[40] = 874 9048 order[41] = 913 9049 order[42] = 914 9050 order[43] = 915 9051 order[44] = 918 9052 order[45] = 788 9053 order[46] = 916 9054 order[47] = 917 9055 order[48] = 919 9056 order[49] = 898 9057 order[50] = 711 9058 order[51] = 140 9059 order[52] = 303 9060 order[53] = 537 9061 order[54] = 336 9062 order[55] = 625 9063 order[56] = 229 9064 order[57] = 54 9065 order[58] = 854 9066 order[59] = 38 9067 order[60] = 152 9068 order[61] = 516 9069 order[62] = 468 9070 order[63] = 469 9071 order[64] = 63 9072 order[65] = 64 9073 order[66] = 193 9074 order[67] = 192 9075 order[68] = 15 9076 order[69] = 232 9077 order[70] = 1 9078 order[71] = 660 9079 order[72] = 581 9080 order[73] = 555 9081 order[74] = 735 9082 order[75] = 692 9083 order[76] = 40 9084 order[77] = 126 9085 order[78] = 60 9086 order[79] = 218 9087 order[80] = 220 9088 order[81] = 221 9089 order[82] = 222 9090 order[83] = 662 9091 order[84] = 663 9092 order[85] = 699 9093 order[86] = 761 9094 order[87] = 423 9095 order[88] = 44 9096 order[89] = 640 9097 order[90] = 235 9098 order[91] = 236 9099 order[92] = 701 9100 order[93] = 696 9101 order[94] = 697 9102 order[95] = 698 9103 order[96] = 453 9104 order[97] = 0 9105 super(146, 55, order) 9106 end 9107 9108 class NoSecurityAltID < Quickfix::Group 9109 def initialize 9110 order = Quickfix::IntArray.new(3) 9111 order[0] = 455 9112 order[1] = 456 9113 order[2] = 0 9114 super(454, 455, order) 9115 end 9116 end 9117 9118 class NoEvents < Quickfix::Group 9119 def initialize 9120 order = Quickfix::IntArray.new(5) 9121 order[0] = 865 9122 order[1] = 866 9123 order[2] = 867 9124 order[3] = 868 9125 order[4] = 0 9126 super(864, 865, order) 9127 end 9128 end 9129 9130 class NoUnderlyings < Quickfix::Group 9131 def initialize 9132 order = Quickfix::IntArray.new(46) 9133 order[0] = 311 9134 order[1] = 312 9135 order[2] = 309 9136 order[3] = 305 9137 order[4] = 462 9138 order[5] = 463 9139 order[6] = 310 9140 order[7] = 763 9141 order[8] = 313 9142 order[9] = 542 9143 order[10] = 315 9144 order[11] = 241 9145 order[12] = 242 9146 order[13] = 243 9147 order[14] = 244 9148 order[15] = 245 9149 order[16] = 246 9150 order[17] = 256 9151 order[18] = 595 9152 order[19] = 592 9153 order[20] = 593 9154 order[21] = 594 9155 order[22] = 247 9156 order[23] = 316 9157 order[24] = 941 9158 order[25] = 317 9159 order[26] = 436 9160 order[27] = 435 9161 order[28] = 308 9162 order[29] = 306 9163 order[30] = 362 9164 order[31] = 363 9165 order[32] = 307 9166 order[33] = 364 9167 order[34] = 365 9168 order[35] = 877 9169 order[36] = 878 9170 order[37] = 318 9171 order[38] = 879 9172 order[39] = 810 9173 order[40] = 882 9174 order[41] = 883 9175 order[42] = 884 9176 order[43] = 885 9177 order[44] = 886 9178 order[45] = 0 9179 super(711, 311, order) 9180 end 9181 9182 class NoUnderlyingSecurityAltID < Quickfix::Group 9183 def initialize 9184 order = Quickfix::IntArray.new(3) 9185 order[0] = 458 9186 order[1] = 459 9187 order[2] = 0 9188 super(457, 458, order) 9189 end 9190 end 9191 9192 class NoUnderlyingStips < Quickfix::Group 9193 def initialize 9194 order = Quickfix::IntArray.new(3) 9195 order[0] = 888 9196 order[1] = 889 9197 order[2] = 0 9198 super(887, 888, order) 9199 end 9200 end 9201 end 9202 9203 class NoStipulations < Quickfix::Group 9204 def initialize 9205 order = Quickfix::IntArray.new(3) 9206 order[0] = 233 9207 order[1] = 234 9208 order[2] = 0 9209 super(232, 233, order) 9210 end 9211 end 9212 9213 class NoLegs < Quickfix::Group 9214 def initialize 9215 order = Quickfix::IntArray.new(53) 9216 order[0] = 600 9217 order[1] = 601 9218 order[2] = 602 9219 order[3] = 603 9220 order[4] = 607 9221 order[5] = 608 9222 order[6] = 609 9223 order[7] = 764 9224 order[8] = 610 9225 order[9] = 611 9226 order[10] = 248 9227 order[11] = 249 9228 order[12] = 250 9229 order[13] = 251 9230 order[14] = 252 9231 order[15] = 253 9232 order[16] = 257 9233 order[17] = 599 9234 order[18] = 596 9235 order[19] = 597 9236 order[20] = 598 9237 order[21] = 254 9238 order[22] = 612 9239 order[23] = 942 9240 order[24] = 613 9241 order[25] = 614 9242 order[26] = 615 9243 order[27] = 616 9244 order[28] = 617 9245 order[29] = 618 9246 order[30] = 619 9247 order[31] = 620 9248 order[32] = 621 9249 order[33] = 622 9250 order[34] = 623 9251 order[35] = 624 9252 order[36] = 556 9253 order[37] = 740 9254 order[38] = 739 9255 order[39] = 955 9256 order[40] = 956 9257 order[41] = 687 9258 order[42] = 690 9259 order[43] = 587 9260 order[44] = 588 9261 order[45] = 683 9262 order[46] = 539 9263 order[47] = 676 9264 order[48] = 677 9265 order[49] = 678 9266 order[50] = 679 9267 order[51] = 680 9268 order[52] = 0 9269 super(555, 600, order) 9270 end 9271 9272 class NoLegSecurityAltID < Quickfix::Group 9273 def initialize 9274 order = Quickfix::IntArray.new(3) 9275 order[0] = 605 9276 order[1] = 606 9277 order[2] = 0 9278 super(604, 605, order) 9279 end 9280 end 9281 9282 class NoLegStipulations < Quickfix::Group 9283 def initialize 9284 order = Quickfix::IntArray.new(3) 9285 order[0] = 688 9286 order[1] = 689 9287 order[2] = 0 9288 super(683, 688, order) 9289 end 9290 end 9291 9292 class NoNestedPartyIDs < Quickfix::Group 9293 def initialize 9294 order = Quickfix::IntArray.new(5) 9295 order[0] = 524 9296 order[1] = 525 9297 order[2] = 538 9298 order[3] = 804 9299 order[4] = 0 9300 super(539, 524, order) 9301 end 9302 9303 class NoNestedPartySubIDs < Quickfix::Group 9304 def initialize 9305 order = Quickfix::IntArray.new(3) 9306 order[0] = 545 9307 order[1] = 805 9308 order[2] = 0 9309 super(804, 545, order) 9310 end 9311 end 9312 end 9313 end 9314 9315 class NoQuoteQualifiers < Quickfix::Group 9316 def initialize 9317 order = Quickfix::IntArray.new(2) 9318 order[0] = 695 9319 order[1] = 0 9320 super(735, 695, order) 9321 end 9322 end 9323 9324 class NoPartyIDs < Quickfix::Group 9325 def initialize 9326 order = Quickfix::IntArray.new(5) 9327 order[0] = 448 9328 order[1] = 447 9329 order[2] = 452 9330 order[3] = 802 9331 order[4] = 0 9332 super(453, 448, order) 9333 end 9334 9335 class NoPartySubIDs < Quickfix::Group 9336 def initialize 9337 order = Quickfix::IntArray.new(3) 9338 order[0] = 523 9339 order[1] = 803 9340 order[2] = 0 9341 super(802, 523, order) 9342 end 9343 end 9344 end 9345 end 9346end 9347 9348class RFQRequest < Message 9349 def initialize 9350 super 9351 getHeader().setField( Quickfix::MsgType.new("AH") ) 9352 end 9353 9354 class NoRelatedSym < Quickfix::Group 9355 def initialize 9356 order = Quickfix::IntArray.new(49) 9357 order[0] = 55 9358 order[1] = 65 9359 order[2] = 48 9360 order[3] = 22 9361 order[4] = 460 9362 order[5] = 461 9363 order[6] = 167 9364 order[7] = 762 9365 order[8] = 200 9366 order[9] = 541 9367 order[10] = 201 9368 order[11] = 224 9369 order[12] = 225 9370 order[13] = 239 9371 order[14] = 226 9372 order[15] = 227 9373 order[16] = 228 9374 order[17] = 255 9375 order[18] = 543 9376 order[19] = 470 9377 order[20] = 471 9378 order[21] = 472 9379 order[22] = 240 9380 order[23] = 202 9381 order[24] = 947 9382 order[25] = 206 9383 order[26] = 231 9384 order[27] = 223 9385 order[28] = 207 9386 order[29] = 106 9387 order[30] = 348 9388 order[31] = 349 9389 order[32] = 107 9390 order[33] = 350 9391 order[34] = 351 9392 order[35] = 691 9393 order[36] = 667 9394 order[37] = 875 9395 order[38] = 876 9396 order[39] = 873 9397 order[40] = 874 9398 order[41] = 711 9399 order[42] = 555 9400 order[43] = 140 9401 order[44] = 303 9402 order[45] = 537 9403 order[46] = 336 9404 order[47] = 625 9405 order[48] = 0 9406 super(146, 55, order) 9407 end 9408 9409 class NoSecurityAltID < Quickfix::Group 9410 def initialize 9411 order = Quickfix::IntArray.new(3) 9412 order[0] = 455 9413 order[1] = 456 9414 order[2] = 0 9415 super(454, 455, order) 9416 end 9417 end 9418 9419 class NoEvents < Quickfix::Group 9420 def initialize 9421 order = Quickfix::IntArray.new(5) 9422 order[0] = 865 9423 order[1] = 866 9424 order[2] = 867 9425 order[3] = 868 9426 order[4] = 0 9427 super(864, 865, order) 9428 end 9429 end 9430 9431 class NoUnderlyings < Quickfix::Group 9432 def initialize 9433 order = Quickfix::IntArray.new(46) 9434 order[0] = 311 9435 order[1] = 312 9436 order[2] = 309 9437 order[3] = 305 9438 order[4] = 462 9439 order[5] = 463 9440 order[6] = 310 9441 order[7] = 763 9442 order[8] = 313 9443 order[9] = 542 9444 order[10] = 315 9445 order[11] = 241 9446 order[12] = 242 9447 order[13] = 243 9448 order[14] = 244 9449 order[15] = 245 9450 order[16] = 246 9451 order[17] = 256 9452 order[18] = 595 9453 order[19] = 592 9454 order[20] = 593 9455 order[21] = 594 9456 order[22] = 247 9457 order[23] = 316 9458 order[24] = 941 9459 order[25] = 317 9460 order[26] = 436 9461 order[27] = 435 9462 order[28] = 308 9463 order[29] = 306 9464 order[30] = 362 9465 order[31] = 363 9466 order[32] = 307 9467 order[33] = 364 9468 order[34] = 365 9469 order[35] = 877 9470 order[36] = 878 9471 order[37] = 318 9472 order[38] = 879 9473 order[39] = 810 9474 order[40] = 882 9475 order[41] = 883 9476 order[42] = 884 9477 order[43] = 885 9478 order[44] = 886 9479 order[45] = 0 9480 super(711, 311, order) 9481 end 9482 9483 class NoUnderlyingSecurityAltID < Quickfix::Group 9484 def initialize 9485 order = Quickfix::IntArray.new(3) 9486 order[0] = 458 9487 order[1] = 459 9488 order[2] = 0 9489 super(457, 458, order) 9490 end 9491 end 9492 9493 class NoUnderlyingStips < Quickfix::Group 9494 def initialize 9495 order = Quickfix::IntArray.new(3) 9496 order[0] = 888 9497 order[1] = 889 9498 order[2] = 0 9499 super(887, 888, order) 9500 end 9501 end 9502 end 9503 9504 class NoLegs < Quickfix::Group 9505 def initialize 9506 order = Quickfix::IntArray.new(42) 9507 order[0] = 600 9508 order[1] = 601 9509 order[2] = 602 9510 order[3] = 603 9511 order[4] = 607 9512 order[5] = 608 9513 order[6] = 609 9514 order[7] = 764 9515 order[8] = 610 9516 order[9] = 611 9517 order[10] = 248 9518 order[11] = 249 9519 order[12] = 250 9520 order[13] = 251 9521 order[14] = 252 9522 order[15] = 253 9523 order[16] = 257 9524 order[17] = 599 9525 order[18] = 596 9526 order[19] = 597 9527 order[20] = 598 9528 order[21] = 254 9529 order[22] = 612 9530 order[23] = 942 9531 order[24] = 613 9532 order[25] = 614 9533 order[26] = 615 9534 order[27] = 616 9535 order[28] = 617 9536 order[29] = 618 9537 order[30] = 619 9538 order[31] = 620 9539 order[32] = 621 9540 order[33] = 622 9541 order[34] = 623 9542 order[35] = 624 9543 order[36] = 556 9544 order[37] = 740 9545 order[38] = 739 9546 order[39] = 955 9547 order[40] = 956 9548 order[41] = 0 9549 super(555, 600, order) 9550 end 9551 9552 class NoLegSecurityAltID < Quickfix::Group 9553 def initialize 9554 order = Quickfix::IntArray.new(3) 9555 order[0] = 605 9556 order[1] = 606 9557 order[2] = 0 9558 super(604, 605, order) 9559 end 9560 end 9561 end 9562 end 9563end 9564 9565class QuoteStatusReport < Message 9566 def initialize 9567 super 9568 getHeader().setField( Quickfix::MsgType.new("AI") ) 9569 end 9570 9571 class NoPartyIDs < Quickfix::Group 9572 def initialize 9573 order = Quickfix::IntArray.new(5) 9574 order[0] = 448 9575 order[1] = 447 9576 order[2] = 452 9577 order[3] = 802 9578 order[4] = 0 9579 super(453, 448, order) 9580 end 9581 9582 class NoPartySubIDs < Quickfix::Group 9583 def initialize 9584 order = Quickfix::IntArray.new(3) 9585 order[0] = 523 9586 order[1] = 803 9587 order[2] = 0 9588 super(802, 523, order) 9589 end 9590 end 9591 end 9592 9593 class NoSecurityAltID < Quickfix::Group 9594 def initialize 9595 order = Quickfix::IntArray.new(3) 9596 order[0] = 455 9597 order[1] = 456 9598 order[2] = 0 9599 super(454, 455, order) 9600 end 9601 end 9602 9603 class NoEvents < Quickfix::Group 9604 def initialize 9605 order = Quickfix::IntArray.new(5) 9606 order[0] = 865 9607 order[1] = 866 9608 order[2] = 867 9609 order[3] = 868 9610 order[4] = 0 9611 super(864, 865, order) 9612 end 9613 end 9614 9615 class NoUnderlyings < Quickfix::Group 9616 def initialize 9617 order = Quickfix::IntArray.new(46) 9618 order[0] = 311 9619 order[1] = 312 9620 order[2] = 309 9621 order[3] = 305 9622 order[4] = 462 9623 order[5] = 463 9624 order[6] = 310 9625 order[7] = 763 9626 order[8] = 313 9627 order[9] = 542 9628 order[10] = 315 9629 order[11] = 241 9630 order[12] = 242 9631 order[13] = 243 9632 order[14] = 244 9633 order[15] = 245 9634 order[16] = 246 9635 order[17] = 256 9636 order[18] = 595 9637 order[19] = 592 9638 order[20] = 593 9639 order[21] = 594 9640 order[22] = 247 9641 order[23] = 316 9642 order[24] = 941 9643 order[25] = 317 9644 order[26] = 436 9645 order[27] = 435 9646 order[28] = 308 9647 order[29] = 306 9648 order[30] = 362 9649 order[31] = 363 9650 order[32] = 307 9651 order[33] = 364 9652 order[34] = 365 9653 order[35] = 877 9654 order[36] = 878 9655 order[37] = 318 9656 order[38] = 879 9657 order[39] = 810 9658 order[40] = 882 9659 order[41] = 883 9660 order[42] = 884 9661 order[43] = 885 9662 order[44] = 886 9663 order[45] = 0 9664 super(711, 311, order) 9665 end 9666 9667 class NoUnderlyingSecurityAltID < Quickfix::Group 9668 def initialize 9669 order = Quickfix::IntArray.new(3) 9670 order[0] = 458 9671 order[1] = 459 9672 order[2] = 0 9673 super(457, 458, order) 9674 end 9675 end 9676 9677 class NoUnderlyingStips < Quickfix::Group 9678 def initialize 9679 order = Quickfix::IntArray.new(3) 9680 order[0] = 888 9681 order[1] = 889 9682 order[2] = 0 9683 super(887, 888, order) 9684 end 9685 end 9686 end 9687 9688 class NoStipulations < Quickfix::Group 9689 def initialize 9690 order = Quickfix::IntArray.new(3) 9691 order[0] = 233 9692 order[1] = 234 9693 order[2] = 0 9694 super(232, 233, order) 9695 end 9696 end 9697 9698 class NoLegs < Quickfix::Group 9699 def initialize 9700 order = Quickfix::IntArray.new(48) 9701 order[0] = 600 9702 order[1] = 601 9703 order[2] = 602 9704 order[3] = 603 9705 order[4] = 607 9706 order[5] = 608 9707 order[6] = 609 9708 order[7] = 764 9709 order[8] = 610 9710 order[9] = 611 9711 order[10] = 248 9712 order[11] = 249 9713 order[12] = 250 9714 order[13] = 251 9715 order[14] = 252 9716 order[15] = 253 9717 order[16] = 257 9718 order[17] = 599 9719 order[18] = 596 9720 order[19] = 597 9721 order[20] = 598 9722 order[21] = 254 9723 order[22] = 612 9724 order[23] = 942 9725 order[24] = 613 9726 order[25] = 614 9727 order[26] = 615 9728 order[27] = 616 9729 order[28] = 617 9730 order[29] = 618 9731 order[30] = 619 9732 order[31] = 620 9733 order[32] = 621 9734 order[33] = 622 9735 order[34] = 623 9736 order[35] = 624 9737 order[36] = 556 9738 order[37] = 740 9739 order[38] = 739 9740 order[39] = 955 9741 order[40] = 956 9742 order[41] = 687 9743 order[42] = 690 9744 order[43] = 587 9745 order[44] = 588 9746 order[45] = 683 9747 order[46] = 539 9748 order[47] = 0 9749 super(555, 600, order) 9750 end 9751 9752 class NoLegSecurityAltID < Quickfix::Group 9753 def initialize 9754 order = Quickfix::IntArray.new(3) 9755 order[0] = 605 9756 order[1] = 606 9757 order[2] = 0 9758 super(604, 605, order) 9759 end 9760 end 9761 9762 class NoLegStipulations < Quickfix::Group 9763 def initialize 9764 order = Quickfix::IntArray.new(3) 9765 order[0] = 688 9766 order[1] = 689 9767 order[2] = 0 9768 super(683, 688, order) 9769 end 9770 end 9771 9772 class NoNestedPartyIDs < Quickfix::Group 9773 def initialize 9774 order = Quickfix::IntArray.new(5) 9775 order[0] = 524 9776 order[1] = 525 9777 order[2] = 538 9778 order[3] = 804 9779 order[4] = 0 9780 super(539, 524, order) 9781 end 9782 9783 class NoNestedPartySubIDs < Quickfix::Group 9784 def initialize 9785 order = Quickfix::IntArray.new(3) 9786 order[0] = 545 9787 order[1] = 805 9788 order[2] = 0 9789 super(804, 545, order) 9790 end 9791 end 9792 end 9793 end 9794 9795 class NoQuoteQualifiers < Quickfix::Group 9796 def initialize 9797 order = Quickfix::IntArray.new(2) 9798 order[0] = 695 9799 order[1] = 0 9800 super(735, 695, order) 9801 end 9802 end 9803end 9804 9805class QuoteResponse < Message 9806 def initialize 9807 super 9808 getHeader().setField( Quickfix::MsgType.new("AJ") ) 9809 end 9810 9811 class NoQuoteQualifiers < Quickfix::Group 9812 def initialize 9813 order = Quickfix::IntArray.new(2) 9814 order[0] = 695 9815 order[1] = 0 9816 super(735, 695, order) 9817 end 9818 end 9819 9820 class NoPartyIDs < Quickfix::Group 9821 def initialize 9822 order = Quickfix::IntArray.new(5) 9823 order[0] = 448 9824 order[1] = 447 9825 order[2] = 452 9826 order[3] = 802 9827 order[4] = 0 9828 super(453, 448, order) 9829 end 9830 9831 class NoPartySubIDs < Quickfix::Group 9832 def initialize 9833 order = Quickfix::IntArray.new(3) 9834 order[0] = 523 9835 order[1] = 803 9836 order[2] = 0 9837 super(802, 523, order) 9838 end 9839 end 9840 end 9841 9842 class NoSecurityAltID < Quickfix::Group 9843 def initialize 9844 order = Quickfix::IntArray.new(3) 9845 order[0] = 455 9846 order[1] = 456 9847 order[2] = 0 9848 super(454, 455, order) 9849 end 9850 end 9851 9852 class NoEvents < Quickfix::Group 9853 def initialize 9854 order = Quickfix::IntArray.new(5) 9855 order[0] = 865 9856 order[1] = 866 9857 order[2] = 867 9858 order[3] = 868 9859 order[4] = 0 9860 super(864, 865, order) 9861 end 9862 end 9863 9864 class NoUnderlyings < Quickfix::Group 9865 def initialize 9866 order = Quickfix::IntArray.new(46) 9867 order[0] = 311 9868 order[1] = 312 9869 order[2] = 309 9870 order[3] = 305 9871 order[4] = 462 9872 order[5] = 463 9873 order[6] = 310 9874 order[7] = 763 9875 order[8] = 313 9876 order[9] = 542 9877 order[10] = 315 9878 order[11] = 241 9879 order[12] = 242 9880 order[13] = 243 9881 order[14] = 244 9882 order[15] = 245 9883 order[16] = 246 9884 order[17] = 256 9885 order[18] = 595 9886 order[19] = 592 9887 order[20] = 593 9888 order[21] = 594 9889 order[22] = 247 9890 order[23] = 316 9891 order[24] = 941 9892 order[25] = 317 9893 order[26] = 436 9894 order[27] = 435 9895 order[28] = 308 9896 order[29] = 306 9897 order[30] = 362 9898 order[31] = 363 9899 order[32] = 307 9900 order[33] = 364 9901 order[34] = 365 9902 order[35] = 877 9903 order[36] = 878 9904 order[37] = 318 9905 order[38] = 879 9906 order[39] = 810 9907 order[40] = 882 9908 order[41] = 883 9909 order[42] = 884 9910 order[43] = 885 9911 order[44] = 886 9912 order[45] = 0 9913 super(711, 311, order) 9914 end 9915 9916 class NoUnderlyingSecurityAltID < Quickfix::Group 9917 def initialize 9918 order = Quickfix::IntArray.new(3) 9919 order[0] = 458 9920 order[1] = 459 9921 order[2] = 0 9922 super(457, 458, order) 9923 end 9924 end 9925 9926 class NoUnderlyingStips < Quickfix::Group 9927 def initialize 9928 order = Quickfix::IntArray.new(3) 9929 order[0] = 888 9930 order[1] = 889 9931 order[2] = 0 9932 super(887, 888, order) 9933 end 9934 end 9935 end 9936 9937 class NoStipulations < Quickfix::Group 9938 def initialize 9939 order = Quickfix::IntArray.new(3) 9940 order[0] = 233 9941 order[1] = 234 9942 order[2] = 0 9943 super(232, 233, order) 9944 end 9945 end 9946 9947 class NoLegs < Quickfix::Group 9948 def initialize 9949 order = Quickfix::IntArray.new(56) 9950 order[0] = 600 9951 order[1] = 601 9952 order[2] = 602 9953 order[3] = 603 9954 order[4] = 607 9955 order[5] = 608 9956 order[6] = 609 9957 order[7] = 764 9958 order[8] = 610 9959 order[9] = 611 9960 order[10] = 248 9961 order[11] = 249 9962 order[12] = 250 9963 order[13] = 251 9964 order[14] = 252 9965 order[15] = 253 9966 order[16] = 257 9967 order[17] = 599 9968 order[18] = 596 9969 order[19] = 597 9970 order[20] = 598 9971 order[21] = 254 9972 order[22] = 612 9973 order[23] = 942 9974 order[24] = 613 9975 order[25] = 614 9976 order[26] = 615 9977 order[27] = 616 9978 order[28] = 617 9979 order[29] = 618 9980 order[30] = 619 9981 order[31] = 620 9982 order[32] = 621 9983 order[33] = 622 9984 order[34] = 623 9985 order[35] = 624 9986 order[36] = 556 9987 order[37] = 740 9988 order[38] = 739 9989 order[39] = 955 9990 order[40] = 956 9991 order[41] = 687 9992 order[42] = 690 9993 order[43] = 587 9994 order[44] = 588 9995 order[45] = 683 9996 order[46] = 539 9997 order[47] = 686 9998 order[48] = 681 9999 order[49] = 684 10000 order[50] = 676 10001 order[51] = 677 10002 order[52] = 678 10003 order[53] = 679 10004 order[54] = 680 10005 order[55] = 0 10006 super(555, 600, order) 10007 end 10008 10009 class NoLegSecurityAltID < Quickfix::Group 10010 def initialize 10011 order = Quickfix::IntArray.new(3) 10012 order[0] = 605 10013 order[1] = 606 10014 order[2] = 0 10015 super(604, 605, order) 10016 end 10017 end 10018 10019 class NoLegStipulations < Quickfix::Group 10020 def initialize 10021 order = Quickfix::IntArray.new(3) 10022 order[0] = 688 10023 order[1] = 689 10024 order[2] = 0 10025 super(683, 688, order) 10026 end 10027 end 10028 10029 class NoNestedPartyIDs < Quickfix::Group 10030 def initialize 10031 order = Quickfix::IntArray.new(5) 10032 order[0] = 524 10033 order[1] = 525 10034 order[2] = 538 10035 order[3] = 804 10036 order[4] = 0 10037 super(539, 524, order) 10038 end 10039 10040 class NoNestedPartySubIDs < Quickfix::Group 10041 def initialize 10042 order = Quickfix::IntArray.new(3) 10043 order[0] = 545 10044 order[1] = 805 10045 order[2] = 0 10046 super(804, 545, order) 10047 end 10048 end 10049 end 10050 end 10051end 10052 10053class Confirmation < Message 10054 def initialize 10055 super 10056 getHeader().setField( Quickfix::MsgType.new("AK") ) 10057 end 10058 10059 class NoPartyIDs < Quickfix::Group 10060 def initialize 10061 order = Quickfix::IntArray.new(5) 10062 order[0] = 448 10063 order[1] = 447 10064 order[2] = 452 10065 order[3] = 802 10066 order[4] = 0 10067 super(453, 448, order) 10068 end 10069 10070 class NoPartySubIDs < Quickfix::Group 10071 def initialize 10072 order = Quickfix::IntArray.new(3) 10073 order[0] = 523 10074 order[1] = 803 10075 order[2] = 0 10076 super(802, 523, order) 10077 end 10078 end 10079 end 10080 10081 class NoOrders < Quickfix::Group 10082 def initialize 10083 order = Quickfix::IntArray.new(10) 10084 order[0] = 11 10085 order[1] = 37 10086 order[2] = 198 10087 order[3] = 526 10088 order[4] = 66 10089 order[5] = 756 10090 order[6] = 38 10091 order[7] = 799 10092 order[8] = 800 10093 order[9] = 0 10094 super(73, 11, order) 10095 end 10096 10097 class NoNested2PartyIDs < Quickfix::Group 10098 def initialize 10099 order = Quickfix::IntArray.new(5) 10100 order[0] = 757 10101 order[1] = 758 10102 order[2] = 759 10103 order[3] = 806 10104 order[4] = 0 10105 super(756, 757, order) 10106 end 10107 10108 class NoNested2PartySubIDs < Quickfix::Group 10109 def initialize 10110 order = Quickfix::IntArray.new(3) 10111 order[0] = 760 10112 order[1] = 807 10113 order[2] = 0 10114 super(806, 760, order) 10115 end 10116 end 10117 end 10118 end 10119 10120 class NoTrdRegTimestamps < Quickfix::Group 10121 def initialize 10122 order = Quickfix::IntArray.new(4) 10123 order[0] = 769 10124 order[1] = 770 10125 order[2] = 771 10126 order[3] = 0 10127 super(768, 769, order) 10128 end 10129 end 10130 10131 class NoSecurityAltID < Quickfix::Group 10132 def initialize 10133 order = Quickfix::IntArray.new(3) 10134 order[0] = 455 10135 order[1] = 456 10136 order[2] = 0 10137 super(454, 455, order) 10138 end 10139 end 10140 10141 class NoEvents < Quickfix::Group 10142 def initialize 10143 order = Quickfix::IntArray.new(5) 10144 order[0] = 865 10145 order[1] = 866 10146 order[2] = 867 10147 order[3] = 868 10148 order[4] = 0 10149 super(864, 865, order) 10150 end 10151 end 10152 10153 class NoInstrAttrib < Quickfix::Group 10154 def initialize 10155 order = Quickfix::IntArray.new(3) 10156 order[0] = 871 10157 order[1] = 872 10158 order[2] = 0 10159 super(870, 871, order) 10160 end 10161 end 10162 10163 class NoUnderlyings < Quickfix::Group 10164 def initialize 10165 order = Quickfix::IntArray.new(46) 10166 order[0] = 311 10167 order[1] = 312 10168 order[2] = 309 10169 order[3] = 305 10170 order[4] = 462 10171 order[5] = 463 10172 order[6] = 310 10173 order[7] = 763 10174 order[8] = 313 10175 order[9] = 542 10176 order[10] = 315 10177 order[11] = 241 10178 order[12] = 242 10179 order[13] = 243 10180 order[14] = 244 10181 order[15] = 245 10182 order[16] = 246 10183 order[17] = 256 10184 order[18] = 595 10185 order[19] = 592 10186 order[20] = 593 10187 order[21] = 594 10188 order[22] = 247 10189 order[23] = 316 10190 order[24] = 941 10191 order[25] = 317 10192 order[26] = 436 10193 order[27] = 435 10194 order[28] = 308 10195 order[29] = 306 10196 order[30] = 362 10197 order[31] = 363 10198 order[32] = 307 10199 order[33] = 364 10200 order[34] = 365 10201 order[35] = 877 10202 order[36] = 878 10203 order[37] = 318 10204 order[38] = 879 10205 order[39] = 810 10206 order[40] = 882 10207 order[41] = 883 10208 order[42] = 884 10209 order[43] = 885 10210 order[44] = 886 10211 order[45] = 0 10212 super(711, 311, order) 10213 end 10214 10215 class NoUnderlyingSecurityAltID < Quickfix::Group 10216 def initialize 10217 order = Quickfix::IntArray.new(3) 10218 order[0] = 458 10219 order[1] = 459 10220 order[2] = 0 10221 super(457, 458, order) 10222 end 10223 end 10224 10225 class NoUnderlyingStips < Quickfix::Group 10226 def initialize 10227 order = Quickfix::IntArray.new(3) 10228 order[0] = 888 10229 order[1] = 889 10230 order[2] = 0 10231 super(887, 888, order) 10232 end 10233 end 10234 end 10235 10236 class NoLegs < Quickfix::Group 10237 def initialize 10238 order = Quickfix::IntArray.new(42) 10239 order[0] = 600 10240 order[1] = 601 10241 order[2] = 602 10242 order[3] = 603 10243 order[4] = 607 10244 order[5] = 608 10245 order[6] = 609 10246 order[7] = 764 10247 order[8] = 610 10248 order[9] = 611 10249 order[10] = 248 10250 order[11] = 249 10251 order[12] = 250 10252 order[13] = 251 10253 order[14] = 252 10254 order[15] = 253 10255 order[16] = 257 10256 order[17] = 599 10257 order[18] = 596 10258 order[19] = 597 10259 order[20] = 598 10260 order[21] = 254 10261 order[22] = 612 10262 order[23] = 942 10263 order[24] = 613 10264 order[25] = 614 10265 order[26] = 615 10266 order[27] = 616 10267 order[28] = 617 10268 order[29] = 618 10269 order[30] = 619 10270 order[31] = 620 10271 order[32] = 621 10272 order[33] = 622 10273 order[34] = 623 10274 order[35] = 624 10275 order[36] = 556 10276 order[37] = 740 10277 order[38] = 739 10278 order[39] = 955 10279 order[40] = 956 10280 order[41] = 0 10281 super(555, 600, order) 10282 end 10283 10284 class NoLegSecurityAltID < Quickfix::Group 10285 def initialize 10286 order = Quickfix::IntArray.new(3) 10287 order[0] = 605 10288 order[1] = 606 10289 order[2] = 0 10290 super(604, 605, order) 10291 end 10292 end 10293 end 10294 10295 class NoCapacities < Quickfix::Group 10296 def initialize 10297 order = Quickfix::IntArray.new(4) 10298 order[0] = 528 10299 order[1] = 529 10300 order[2] = 863 10301 order[3] = 0 10302 super(862, 528, order) 10303 end 10304 end 10305 10306 class NoDlvyInst < Quickfix::Group 10307 def initialize 10308 order = Quickfix::IntArray.new(4) 10309 order[0] = 165 10310 order[1] = 787 10311 order[2] = 781 10312 order[3] = 0 10313 super(85, 165, order) 10314 end 10315 10316 class NoSettlPartyIDs < Quickfix::Group 10317 def initialize 10318 order = Quickfix::IntArray.new(5) 10319 order[0] = 782 10320 order[1] = 783 10321 order[2] = 784 10322 order[3] = 801 10323 order[4] = 0 10324 super(781, 782, order) 10325 end 10326 10327 class NoSettlPartySubIDs < Quickfix::Group 10328 def initialize 10329 order = Quickfix::IntArray.new(3) 10330 order[0] = 785 10331 order[1] = 786 10332 order[2] = 0 10333 super(801, 785, order) 10334 end 10335 end 10336 end 10337 end 10338 10339 class NoStipulations < Quickfix::Group 10340 def initialize 10341 order = Quickfix::IntArray.new(3) 10342 order[0] = 233 10343 order[1] = 234 10344 order[2] = 0 10345 super(232, 233, order) 10346 end 10347 end 10348 10349 class NoMiscFees < Quickfix::Group 10350 def initialize 10351 order = Quickfix::IntArray.new(5) 10352 order[0] = 137 10353 order[1] = 138 10354 order[2] = 139 10355 order[3] = 891 10356 order[4] = 0 10357 super(136, 137, order) 10358 end 10359 end 10360end 10361 10362class PositionMaintenanceRequest < Message 10363 def initialize 10364 super 10365 getHeader().setField( Quickfix::MsgType.new("AL") ) 10366 end 10367 10368 class NoPartyIDs < Quickfix::Group 10369 def initialize 10370 order = Quickfix::IntArray.new(5) 10371 order[0] = 448 10372 order[1] = 447 10373 order[2] = 452 10374 order[3] = 802 10375 order[4] = 0 10376 super(453, 448, order) 10377 end 10378 10379 class NoPartySubIDs < Quickfix::Group 10380 def initialize 10381 order = Quickfix::IntArray.new(3) 10382 order[0] = 523 10383 order[1] = 803 10384 order[2] = 0 10385 super(802, 523, order) 10386 end 10387 end 10388 end 10389 10390 class NoSecurityAltID < Quickfix::Group 10391 def initialize 10392 order = Quickfix::IntArray.new(3) 10393 order[0] = 455 10394 order[1] = 456 10395 order[2] = 0 10396 super(454, 455, order) 10397 end 10398 end 10399 10400 class NoEvents < Quickfix::Group 10401 def initialize 10402 order = Quickfix::IntArray.new(5) 10403 order[0] = 865 10404 order[1] = 866 10405 order[2] = 867 10406 order[3] = 868 10407 order[4] = 0 10408 super(864, 865, order) 10409 end 10410 end 10411 10412 class NoLegs < Quickfix::Group 10413 def initialize 10414 order = Quickfix::IntArray.new(42) 10415 order[0] = 600 10416 order[1] = 601 10417 order[2] = 602 10418 order[3] = 603 10419 order[4] = 607 10420 order[5] = 608 10421 order[6] = 609 10422 order[7] = 764 10423 order[8] = 610 10424 order[9] = 611 10425 order[10] = 248 10426 order[11] = 249 10427 order[12] = 250 10428 order[13] = 251 10429 order[14] = 252 10430 order[15] = 253 10431 order[16] = 257 10432 order[17] = 599 10433 order[18] = 596 10434 order[19] = 597 10435 order[20] = 598 10436 order[21] = 254 10437 order[22] = 612 10438 order[23] = 942 10439 order[24] = 613 10440 order[25] = 614 10441 order[26] = 615 10442 order[27] = 616 10443 order[28] = 617 10444 order[29] = 618 10445 order[30] = 619 10446 order[31] = 620 10447 order[32] = 621 10448 order[33] = 622 10449 order[34] = 623 10450 order[35] = 624 10451 order[36] = 556 10452 order[37] = 740 10453 order[38] = 739 10454 order[39] = 955 10455 order[40] = 956 10456 order[41] = 0 10457 super(555, 600, order) 10458 end 10459 10460 class NoLegSecurityAltID < Quickfix::Group 10461 def initialize 10462 order = Quickfix::IntArray.new(3) 10463 order[0] = 605 10464 order[1] = 606 10465 order[2] = 0 10466 super(604, 605, order) 10467 end 10468 end 10469 end 10470 10471 class NoUnderlyings < Quickfix::Group 10472 def initialize 10473 order = Quickfix::IntArray.new(46) 10474 order[0] = 311 10475 order[1] = 312 10476 order[2] = 309 10477 order[3] = 305 10478 order[4] = 462 10479 order[5] = 463 10480 order[6] = 310 10481 order[7] = 763 10482 order[8] = 313 10483 order[9] = 542 10484 order[10] = 315 10485 order[11] = 241 10486 order[12] = 242 10487 order[13] = 243 10488 order[14] = 244 10489 order[15] = 245 10490 order[16] = 246 10491 order[17] = 256 10492 order[18] = 595 10493 order[19] = 592 10494 order[20] = 593 10495 order[21] = 594 10496 order[22] = 247 10497 order[23] = 316 10498 order[24] = 941 10499 order[25] = 317 10500 order[26] = 436 10501 order[27] = 435 10502 order[28] = 308 10503 order[29] = 306 10504 order[30] = 362 10505 order[31] = 363 10506 order[32] = 307 10507 order[33] = 364 10508 order[34] = 365 10509 order[35] = 877 10510 order[36] = 878 10511 order[37] = 318 10512 order[38] = 879 10513 order[39] = 810 10514 order[40] = 882 10515 order[41] = 883 10516 order[42] = 884 10517 order[43] = 885 10518 order[44] = 886 10519 order[45] = 0 10520 super(711, 311, order) 10521 end 10522 10523 class NoUnderlyingSecurityAltID < Quickfix::Group 10524 def initialize 10525 order = Quickfix::IntArray.new(3) 10526 order[0] = 458 10527 order[1] = 459 10528 order[2] = 0 10529 super(457, 458, order) 10530 end 10531 end 10532 10533 class NoUnderlyingStips < Quickfix::Group 10534 def initialize 10535 order = Quickfix::IntArray.new(3) 10536 order[0] = 888 10537 order[1] = 889 10538 order[2] = 0 10539 super(887, 888, order) 10540 end 10541 end 10542 end 10543 10544 class NoTradingSessions < Quickfix::Group 10545 def initialize 10546 order = Quickfix::IntArray.new(3) 10547 order[0] = 336 10548 order[1] = 625 10549 order[2] = 0 10550 super(386, 336, order) 10551 end 10552 end 10553 10554 class NoPositions < Quickfix::Group 10555 def initialize 10556 order = Quickfix::IntArray.new(6) 10557 order[0] = 703 10558 order[1] = 704 10559 order[2] = 705 10560 order[3] = 706 10561 order[4] = 539 10562 order[5] = 0 10563 super(702, 703, order) 10564 end 10565 10566 class NoNestedPartyIDs < Quickfix::Group 10567 def initialize 10568 order = Quickfix::IntArray.new(5) 10569 order[0] = 524 10570 order[1] = 525 10571 order[2] = 538 10572 order[3] = 804 10573 order[4] = 0 10574 super(539, 524, order) 10575 end 10576 10577 class NoNestedPartySubIDs < Quickfix::Group 10578 def initialize 10579 order = Quickfix::IntArray.new(3) 10580 order[0] = 545 10581 order[1] = 805 10582 order[2] = 0 10583 super(804, 545, order) 10584 end 10585 end 10586 end 10587 end 10588end 10589 10590class PositionMaintenanceReport < Message 10591 def initialize 10592 super 10593 getHeader().setField( Quickfix::MsgType.new("AM") ) 10594 end 10595 10596 class NoPartyIDs < Quickfix::Group 10597 def initialize 10598 order = Quickfix::IntArray.new(5) 10599 order[0] = 448 10600 order[1] = 447 10601 order[2] = 452 10602 order[3] = 802 10603 order[4] = 0 10604 super(453, 448, order) 10605 end 10606 10607 class NoPartySubIDs < Quickfix::Group 10608 def initialize 10609 order = Quickfix::IntArray.new(3) 10610 order[0] = 523 10611 order[1] = 803 10612 order[2] = 0 10613 super(802, 523, order) 10614 end 10615 end 10616 end 10617 10618 class NoSecurityAltID < Quickfix::Group 10619 def initialize 10620 order = Quickfix::IntArray.new(3) 10621 order[0] = 455 10622 order[1] = 456 10623 order[2] = 0 10624 super(454, 455, order) 10625 end 10626 end 10627 10628 class NoEvents < Quickfix::Group 10629 def initialize 10630 order = Quickfix::IntArray.new(5) 10631 order[0] = 865 10632 order[1] = 866 10633 order[2] = 867 10634 order[3] = 868 10635 order[4] = 0 10636 super(864, 865, order) 10637 end 10638 end 10639 10640 class NoLegs < Quickfix::Group 10641 def initialize 10642 order = Quickfix::IntArray.new(42) 10643 order[0] = 600 10644 order[1] = 601 10645 order[2] = 602 10646 order[3] = 603 10647 order[4] = 607 10648 order[5] = 608 10649 order[6] = 609 10650 order[7] = 764 10651 order[8] = 610 10652 order[9] = 611 10653 order[10] = 248 10654 order[11] = 249 10655 order[12] = 250 10656 order[13] = 251 10657 order[14] = 252 10658 order[15] = 253 10659 order[16] = 257 10660 order[17] = 599 10661 order[18] = 596 10662 order[19] = 597 10663 order[20] = 598 10664 order[21] = 254 10665 order[22] = 612 10666 order[23] = 942 10667 order[24] = 613 10668 order[25] = 614 10669 order[26] = 615 10670 order[27] = 616 10671 order[28] = 617 10672 order[29] = 618 10673 order[30] = 619 10674 order[31] = 620 10675 order[32] = 621 10676 order[33] = 622 10677 order[34] = 623 10678 order[35] = 624 10679 order[36] = 556 10680 order[37] = 740 10681 order[38] = 739 10682 order[39] = 955 10683 order[40] = 956 10684 order[41] = 0 10685 super(555, 600, order) 10686 end 10687 10688 class NoLegSecurityAltID < Quickfix::Group 10689 def initialize 10690 order = Quickfix::IntArray.new(3) 10691 order[0] = 605 10692 order[1] = 606 10693 order[2] = 0 10694 super(604, 605, order) 10695 end 10696 end 10697 end 10698 10699 class NoUnderlyings < Quickfix::Group 10700 def initialize 10701 order = Quickfix::IntArray.new(46) 10702 order[0] = 311 10703 order[1] = 312 10704 order[2] = 309 10705 order[3] = 305 10706 order[4] = 462 10707 order[5] = 463 10708 order[6] = 310 10709 order[7] = 763 10710 order[8] = 313 10711 order[9] = 542 10712 order[10] = 315 10713 order[11] = 241 10714 order[12] = 242 10715 order[13] = 243 10716 order[14] = 244 10717 order[15] = 245 10718 order[16] = 246 10719 order[17] = 256 10720 order[18] = 595 10721 order[19] = 592 10722 order[20] = 593 10723 order[21] = 594 10724 order[22] = 247 10725 order[23] = 316 10726 order[24] = 941 10727 order[25] = 317 10728 order[26] = 436 10729 order[27] = 435 10730 order[28] = 308 10731 order[29] = 306 10732 order[30] = 362 10733 order[31] = 363 10734 order[32] = 307 10735 order[33] = 364 10736 order[34] = 365 10737 order[35] = 877 10738 order[36] = 878 10739 order[37] = 318 10740 order[38] = 879 10741 order[39] = 810 10742 order[40] = 882 10743 order[41] = 883 10744 order[42] = 884 10745 order[43] = 885 10746 order[44] = 886 10747 order[45] = 0 10748 super(711, 311, order) 10749 end 10750 10751 class NoUnderlyingSecurityAltID < Quickfix::Group 10752 def initialize 10753 order = Quickfix::IntArray.new(3) 10754 order[0] = 458 10755 order[1] = 459 10756 order[2] = 0 10757 super(457, 458, order) 10758 end 10759 end 10760 10761 class NoUnderlyingStips < Quickfix::Group 10762 def initialize 10763 order = Quickfix::IntArray.new(3) 10764 order[0] = 888 10765 order[1] = 889 10766 order[2] = 0 10767 super(887, 888, order) 10768 end 10769 end 10770 end 10771 10772 class NoTradingSessions < Quickfix::Group 10773 def initialize 10774 order = Quickfix::IntArray.new(3) 10775 order[0] = 336 10776 order[1] = 625 10777 order[2] = 0 10778 super(386, 336, order) 10779 end 10780 end 10781 10782 class NoPositions < Quickfix::Group 10783 def initialize 10784 order = Quickfix::IntArray.new(6) 10785 order[0] = 703 10786 order[1] = 704 10787 order[2] = 705 10788 order[3] = 706 10789 order[4] = 539 10790 order[5] = 0 10791 super(702, 703, order) 10792 end 10793 10794 class NoNestedPartyIDs < Quickfix::Group 10795 def initialize 10796 order = Quickfix::IntArray.new(5) 10797 order[0] = 524 10798 order[1] = 525 10799 order[2] = 538 10800 order[3] = 804 10801 order[4] = 0 10802 super(539, 524, order) 10803 end 10804 10805 class NoNestedPartySubIDs < Quickfix::Group 10806 def initialize 10807 order = Quickfix::IntArray.new(3) 10808 order[0] = 545 10809 order[1] = 805 10810 order[2] = 0 10811 super(804, 545, order) 10812 end 10813 end 10814 end 10815 end 10816 10817 class NoPosAmt < Quickfix::Group 10818 def initialize 10819 order = Quickfix::IntArray.new(3) 10820 order[0] = 707 10821 order[1] = 708 10822 order[2] = 0 10823 super(753, 707, order) 10824 end 10825 end 10826end 10827 10828class RequestForPositions < Message 10829 def initialize 10830 super 10831 getHeader().setField( Quickfix::MsgType.new("AN") ) 10832 end 10833 10834 class NoPartyIDs < Quickfix::Group 10835 def initialize 10836 order = Quickfix::IntArray.new(5) 10837 order[0] = 448 10838 order[1] = 447 10839 order[2] = 452 10840 order[3] = 802 10841 order[4] = 0 10842 super(453, 448, order) 10843 end 10844 10845 class NoPartySubIDs < Quickfix::Group 10846 def initialize 10847 order = Quickfix::IntArray.new(3) 10848 order[0] = 523 10849 order[1] = 803 10850 order[2] = 0 10851 super(802, 523, order) 10852 end 10853 end 10854 end 10855 10856 class NoSecurityAltID < Quickfix::Group 10857 def initialize 10858 order = Quickfix::IntArray.new(3) 10859 order[0] = 455 10860 order[1] = 456 10861 order[2] = 0 10862 super(454, 455, order) 10863 end 10864 end 10865 10866 class NoEvents < Quickfix::Group 10867 def initialize 10868 order = Quickfix::IntArray.new(5) 10869 order[0] = 865 10870 order[1] = 866 10871 order[2] = 867 10872 order[3] = 868 10873 order[4] = 0 10874 super(864, 865, order) 10875 end 10876 end 10877 10878 class NoLegs < Quickfix::Group 10879 def initialize 10880 order = Quickfix::IntArray.new(42) 10881 order[0] = 600 10882 order[1] = 601 10883 order[2] = 602 10884 order[3] = 603 10885 order[4] = 607 10886 order[5] = 608 10887 order[6] = 609 10888 order[7] = 764 10889 order[8] = 610 10890 order[9] = 611 10891 order[10] = 248 10892 order[11] = 249 10893 order[12] = 250 10894 order[13] = 251 10895 order[14] = 252 10896 order[15] = 253 10897 order[16] = 257 10898 order[17] = 599 10899 order[18] = 596 10900 order[19] = 597 10901 order[20] = 598 10902 order[21] = 254 10903 order[22] = 612 10904 order[23] = 942 10905 order[24] = 613 10906 order[25] = 614 10907 order[26] = 615 10908 order[27] = 616 10909 order[28] = 617 10910 order[29] = 618 10911 order[30] = 619 10912 order[31] = 620 10913 order[32] = 621 10914 order[33] = 622 10915 order[34] = 623 10916 order[35] = 624 10917 order[36] = 556 10918 order[37] = 740 10919 order[38] = 739 10920 order[39] = 955 10921 order[40] = 956 10922 order[41] = 0 10923 super(555, 600, order) 10924 end 10925 10926 class NoLegSecurityAltID < Quickfix::Group 10927 def initialize 10928 order = Quickfix::IntArray.new(3) 10929 order[0] = 605 10930 order[1] = 606 10931 order[2] = 0 10932 super(604, 605, order) 10933 end 10934 end 10935 end 10936 10937 class NoUnderlyings < Quickfix::Group 10938 def initialize 10939 order = Quickfix::IntArray.new(46) 10940 order[0] = 311 10941 order[1] = 312 10942 order[2] = 309 10943 order[3] = 305 10944 order[4] = 462 10945 order[5] = 463 10946 order[6] = 310 10947 order[7] = 763 10948 order[8] = 313 10949 order[9] = 542 10950 order[10] = 315 10951 order[11] = 241 10952 order[12] = 242 10953 order[13] = 243 10954 order[14] = 244 10955 order[15] = 245 10956 order[16] = 246 10957 order[17] = 256 10958 order[18] = 595 10959 order[19] = 592 10960 order[20] = 593 10961 order[21] = 594 10962 order[22] = 247 10963 order[23] = 316 10964 order[24] = 941 10965 order[25] = 317 10966 order[26] = 436 10967 order[27] = 435 10968 order[28] = 308 10969 order[29] = 306 10970 order[30] = 362 10971 order[31] = 363 10972 order[32] = 307 10973 order[33] = 364 10974 order[34] = 365 10975 order[35] = 877 10976 order[36] = 878 10977 order[37] = 318 10978 order[38] = 879 10979 order[39] = 810 10980 order[40] = 882 10981 order[41] = 883 10982 order[42] = 884 10983 order[43] = 885 10984 order[44] = 886 10985 order[45] = 0 10986 super(711, 311, order) 10987 end 10988 10989 class NoUnderlyingSecurityAltID < Quickfix::Group 10990 def initialize 10991 order = Quickfix::IntArray.new(3) 10992 order[0] = 458 10993 order[1] = 459 10994 order[2] = 0 10995 super(457, 458, order) 10996 end 10997 end 10998 10999 class NoUnderlyingStips < Quickfix::Group 11000 def initialize 11001 order = Quickfix::IntArray.new(3) 11002 order[0] = 888 11003 order[1] = 889 11004 order[2] = 0 11005 super(887, 888, order) 11006 end 11007 end 11008 end 11009 11010 class NoTradingSessions < Quickfix::Group 11011 def initialize 11012 order = Quickfix::IntArray.new(3) 11013 order[0] = 336 11014 order[1] = 625 11015 order[2] = 0 11016 super(386, 336, order) 11017 end 11018 end 11019end 11020 11021class RequestForPositionsAck < Message 11022 def initialize 11023 super 11024 getHeader().setField( Quickfix::MsgType.new("AO") ) 11025 end 11026 11027 class NoPartyIDs < Quickfix::Group 11028 def initialize 11029 order = Quickfix::IntArray.new(5) 11030 order[0] = 448 11031 order[1] = 447 11032 order[2] = 452 11033 order[3] = 802 11034 order[4] = 0 11035 super(453, 448, order) 11036 end 11037 11038 class NoPartySubIDs < Quickfix::Group 11039 def initialize 11040 order = Quickfix::IntArray.new(3) 11041 order[0] = 523 11042 order[1] = 803 11043 order[2] = 0 11044 super(802, 523, order) 11045 end 11046 end 11047 end 11048 11049 class NoSecurityAltID < Quickfix::Group 11050 def initialize 11051 order = Quickfix::IntArray.new(3) 11052 order[0] = 455 11053 order[1] = 456 11054 order[2] = 0 11055 super(454, 455, order) 11056 end 11057 end 11058 11059 class NoEvents < Quickfix::Group 11060 def initialize 11061 order = Quickfix::IntArray.new(5) 11062 order[0] = 865 11063 order[1] = 866 11064 order[2] = 867 11065 order[3] = 868 11066 order[4] = 0 11067 super(864, 865, order) 11068 end 11069 end 11070 11071 class NoLegs < Quickfix::Group 11072 def initialize 11073 order = Quickfix::IntArray.new(42) 11074 order[0] = 600 11075 order[1] = 601 11076 order[2] = 602 11077 order[3] = 603 11078 order[4] = 607 11079 order[5] = 608 11080 order[6] = 609 11081 order[7] = 764 11082 order[8] = 610 11083 order[9] = 611 11084 order[10] = 248 11085 order[11] = 249 11086 order[12] = 250 11087 order[13] = 251 11088 order[14] = 252 11089 order[15] = 253 11090 order[16] = 257 11091 order[17] = 599 11092 order[18] = 596 11093 order[19] = 597 11094 order[20] = 598 11095 order[21] = 254 11096 order[22] = 612 11097 order[23] = 942 11098 order[24] = 613 11099 order[25] = 614 11100 order[26] = 615 11101 order[27] = 616 11102 order[28] = 617 11103 order[29] = 618 11104 order[30] = 619 11105 order[31] = 620 11106 order[32] = 621 11107 order[33] = 622 11108 order[34] = 623 11109 order[35] = 624 11110 order[36] = 556 11111 order[37] = 740 11112 order[38] = 739 11113 order[39] = 955 11114 order[40] = 956 11115 order[41] = 0 11116 super(555, 600, order) 11117 end 11118 11119 class NoLegSecurityAltID < Quickfix::Group 11120 def initialize 11121 order = Quickfix::IntArray.new(3) 11122 order[0] = 605 11123 order[1] = 606 11124 order[2] = 0 11125 super(604, 605, order) 11126 end 11127 end 11128 end 11129 11130 class NoUnderlyings < Quickfix::Group 11131 def initialize 11132 order = Quickfix::IntArray.new(46) 11133 order[0] = 311 11134 order[1] = 312 11135 order[2] = 309 11136 order[3] = 305 11137 order[4] = 462 11138 order[5] = 463 11139 order[6] = 310 11140 order[7] = 763 11141 order[8] = 313 11142 order[9] = 542 11143 order[10] = 315 11144 order[11] = 241 11145 order[12] = 242 11146 order[13] = 243 11147 order[14] = 244 11148 order[15] = 245 11149 order[16] = 246 11150 order[17] = 256 11151 order[18] = 595 11152 order[19] = 592 11153 order[20] = 593 11154 order[21] = 594 11155 order[22] = 247 11156 order[23] = 316 11157 order[24] = 941 11158 order[25] = 317 11159 order[26] = 436 11160 order[27] = 435 11161 order[28] = 308 11162 order[29] = 306 11163 order[30] = 362 11164 order[31] = 363 11165 order[32] = 307 11166 order[33] = 364 11167 order[34] = 365 11168 order[35] = 877 11169 order[36] = 878 11170 order[37] = 318 11171 order[38] = 879 11172 order[39] = 810 11173 order[40] = 882 11174 order[41] = 883 11175 order[42] = 884 11176 order[43] = 885 11177 order[44] = 886 11178 order[45] = 0 11179 super(711, 311, order) 11180 end 11181 11182 class NoUnderlyingSecurityAltID < Quickfix::Group 11183 def initialize 11184 order = Quickfix::IntArray.new(3) 11185 order[0] = 458 11186 order[1] = 459 11187 order[2] = 0 11188 super(457, 458, order) 11189 end 11190 end 11191 11192 class NoUnderlyingStips < Quickfix::Group 11193 def initialize 11194 order = Quickfix::IntArray.new(3) 11195 order[0] = 888 11196 order[1] = 889 11197 order[2] = 0 11198 super(887, 888, order) 11199 end 11200 end 11201 end 11202end 11203 11204class PositionReport < Message 11205 def initialize 11206 super 11207 getHeader().setField( Quickfix::MsgType.new("AP") ) 11208 end 11209 11210 class NoPartyIDs < Quickfix::Group 11211 def initialize 11212 order = Quickfix::IntArray.new(5) 11213 order[0] = 448 11214 order[1] = 447 11215 order[2] = 452 11216 order[3] = 802 11217 order[4] = 0 11218 super(453, 448, order) 11219 end 11220 11221 class NoPartySubIDs < Quickfix::Group 11222 def initialize 11223 order = Quickfix::IntArray.new(3) 11224 order[0] = 523 11225 order[1] = 803 11226 order[2] = 0 11227 super(802, 523, order) 11228 end 11229 end 11230 end 11231 11232 class NoSecurityAltID < Quickfix::Group 11233 def initialize 11234 order = Quickfix::IntArray.new(3) 11235 order[0] = 455 11236 order[1] = 456 11237 order[2] = 0 11238 super(454, 455, order) 11239 end 11240 end 11241 11242 class NoEvents < Quickfix::Group 11243 def initialize 11244 order = Quickfix::IntArray.new(5) 11245 order[0] = 865 11246 order[1] = 866 11247 order[2] = 867 11248 order[3] = 868 11249 order[4] = 0 11250 super(864, 865, order) 11251 end 11252 end 11253 11254 class NoLegs < Quickfix::Group 11255 def initialize 11256 order = Quickfix::IntArray.new(42) 11257 order[0] = 600 11258 order[1] = 601 11259 order[2] = 602 11260 order[3] = 603 11261 order[4] = 607 11262 order[5] = 608 11263 order[6] = 609 11264 order[7] = 764 11265 order[8] = 610 11266 order[9] = 611 11267 order[10] = 248 11268 order[11] = 249 11269 order[12] = 250 11270 order[13] = 251 11271 order[14] = 252 11272 order[15] = 253 11273 order[16] = 257 11274 order[17] = 599 11275 order[18] = 596 11276 order[19] = 597 11277 order[20] = 598 11278 order[21] = 254 11279 order[22] = 612 11280 order[23] = 942 11281 order[24] = 613 11282 order[25] = 614 11283 order[26] = 615 11284 order[27] = 616 11285 order[28] = 617 11286 order[29] = 618 11287 order[30] = 619 11288 order[31] = 620 11289 order[32] = 621 11290 order[33] = 622 11291 order[34] = 623 11292 order[35] = 624 11293 order[36] = 556 11294 order[37] = 740 11295 order[38] = 739 11296 order[39] = 955 11297 order[40] = 956 11298 order[41] = 0 11299 super(555, 600, order) 11300 end 11301 11302 class NoLegSecurityAltID < Quickfix::Group 11303 def initialize 11304 order = Quickfix::IntArray.new(3) 11305 order[0] = 605 11306 order[1] = 606 11307 order[2] = 0 11308 super(604, 605, order) 11309 end 11310 end 11311 end 11312 11313 class NoUnderlyings < Quickfix::Group 11314 def initialize 11315 order = Quickfix::IntArray.new(48) 11316 order[0] = 311 11317 order[1] = 312 11318 order[2] = 309 11319 order[3] = 305 11320 order[4] = 462 11321 order[5] = 463 11322 order[6] = 310 11323 order[7] = 763 11324 order[8] = 313 11325 order[9] = 542 11326 order[10] = 315 11327 order[11] = 241 11328 order[12] = 242 11329 order[13] = 243 11330 order[14] = 244 11331 order[15] = 245 11332 order[16] = 246 11333 order[17] = 256 11334 order[18] = 595 11335 order[19] = 592 11336 order[20] = 593 11337 order[21] = 594 11338 order[22] = 247 11339 order[23] = 316 11340 order[24] = 941 11341 order[25] = 317 11342 order[26] = 436 11343 order[27] = 435 11344 order[28] = 308 11345 order[29] = 306 11346 order[30] = 362 11347 order[31] = 363 11348 order[32] = 307 11349 order[33] = 364 11350 order[34] = 365 11351 order[35] = 877 11352 order[36] = 878 11353 order[37] = 318 11354 order[38] = 879 11355 order[39] = 810 11356 order[40] = 882 11357 order[41] = 883 11358 order[42] = 884 11359 order[43] = 885 11360 order[44] = 886 11361 order[45] = 732 11362 order[46] = 733 11363 order[47] = 0 11364 super(711, 311, order) 11365 end 11366 11367 class NoUnderlyingSecurityAltID < Quickfix::Group 11368 def initialize 11369 order = Quickfix::IntArray.new(3) 11370 order[0] = 458 11371 order[1] = 459 11372 order[2] = 0 11373 super(457, 458, order) 11374 end 11375 end 11376 11377 class NoUnderlyingStips < Quickfix::Group 11378 def initialize 11379 order = Quickfix::IntArray.new(3) 11380 order[0] = 888 11381 order[1] = 889 11382 order[2] = 0 11383 super(887, 888, order) 11384 end 11385 end 11386 end 11387 11388 class NoPositions < Quickfix::Group 11389 def initialize 11390 order = Quickfix::IntArray.new(6) 11391 order[0] = 703 11392 order[1] = 704 11393 order[2] = 705 11394 order[3] = 706 11395 order[4] = 539 11396 order[5] = 0 11397 super(702, 703, order) 11398 end 11399 11400 class NoNestedPartyIDs < Quickfix::Group 11401 def initialize 11402 order = Quickfix::IntArray.new(5) 11403 order[0] = 524 11404 order[1] = 525 11405 order[2] = 538 11406 order[3] = 804 11407 order[4] = 0 11408 super(539, 524, order) 11409 end 11410 11411 class NoNestedPartySubIDs < Quickfix::Group 11412 def initialize 11413 order = Quickfix::IntArray.new(3) 11414 order[0] = 545 11415 order[1] = 805 11416 order[2] = 0 11417 super(804, 545, order) 11418 end 11419 end 11420 end 11421 end 11422 11423 class NoPosAmt < Quickfix::Group 11424 def initialize 11425 order = Quickfix::IntArray.new(3) 11426 order[0] = 707 11427 order[1] = 708 11428 order[2] = 0 11429 super(753, 707, order) 11430 end 11431 end 11432end 11433 11434class TradeCaptureReportRequestAck < Message 11435 def initialize 11436 super 11437 getHeader().setField( Quickfix::MsgType.new("AQ") ) 11438 end 11439 11440 class NoSecurityAltID < Quickfix::Group 11441 def initialize 11442 order = Quickfix::IntArray.new(3) 11443 order[0] = 455 11444 order[1] = 456 11445 order[2] = 0 11446 super(454, 455, order) 11447 end 11448 end 11449 11450 class NoEvents < Quickfix::Group 11451 def initialize 11452 order = Quickfix::IntArray.new(5) 11453 order[0] = 865 11454 order[1] = 866 11455 order[2] = 867 11456 order[3] = 868 11457 order[4] = 0 11458 super(864, 865, order) 11459 end 11460 end 11461 11462 class NoUnderlyings < Quickfix::Group 11463 def initialize 11464 order = Quickfix::IntArray.new(46) 11465 order[0] = 311 11466 order[1] = 312 11467 order[2] = 309 11468 order[3] = 305 11469 order[4] = 462 11470 order[5] = 463 11471 order[6] = 310 11472 order[7] = 763 11473 order[8] = 313 11474 order[9] = 542 11475 order[10] = 315 11476 order[11] = 241 11477 order[12] = 242 11478 order[13] = 243 11479 order[14] = 244 11480 order[15] = 245 11481 order[16] = 246 11482 order[17] = 256 11483 order[18] = 595 11484 order[19] = 592 11485 order[20] = 593 11486 order[21] = 594 11487 order[22] = 247 11488 order[23] = 316 11489 order[24] = 941 11490 order[25] = 317 11491 order[26] = 436 11492 order[27] = 435 11493 order[28] = 308 11494 order[29] = 306 11495 order[30] = 362 11496 order[31] = 363 11497 order[32] = 307 11498 order[33] = 364 11499 order[34] = 365 11500 order[35] = 877 11501 order[36] = 878 11502 order[37] = 318 11503 order[38] = 879 11504 order[39] = 810 11505 order[40] = 882 11506 order[41] = 883 11507 order[42] = 884 11508 order[43] = 885 11509 order[44] = 886 11510 order[45] = 0 11511 super(711, 311, order) 11512 end 11513 11514 class NoUnderlyingSecurityAltID < Quickfix::Group 11515 def initialize 11516 order = Quickfix::IntArray.new(3) 11517 order[0] = 458 11518 order[1] = 459 11519 order[2] = 0 11520 super(457, 458, order) 11521 end 11522 end 11523 11524 class NoUnderlyingStips < Quickfix::Group 11525 def initialize 11526 order = Quickfix::IntArray.new(3) 11527 order[0] = 888 11528 order[1] = 889 11529 order[2] = 0 11530 super(887, 888, order) 11531 end 11532 end 11533 end 11534 11535 class NoLegs < Quickfix::Group 11536 def initialize 11537 order = Quickfix::IntArray.new(42) 11538 order[0] = 600 11539 order[1] = 601 11540 order[2] = 602 11541 order[3] = 603 11542 order[4] = 607 11543 order[5] = 608 11544 order[6] = 609 11545 order[7] = 764 11546 order[8] = 610 11547 order[9] = 611 11548 order[10] = 248 11549 order[11] = 249 11550 order[12] = 250 11551 order[13] = 251 11552 order[14] = 252 11553 order[15] = 253 11554 order[16] = 257 11555 order[17] = 599 11556 order[18] = 596 11557 order[19] = 597 11558 order[20] = 598 11559 order[21] = 254 11560 order[22] = 612 11561 order[23] = 942 11562 order[24] = 613 11563 order[25] = 614 11564 order[26] = 615 11565 order[27] = 616 11566 order[28] = 617 11567 order[29] = 618 11568 order[30] = 619 11569 order[31] = 620 11570 order[32] = 621 11571 order[33] = 622 11572 order[34] = 623 11573 order[35] = 624 11574 order[36] = 556 11575 order[37] = 740 11576 order[38] = 739 11577 order[39] = 955 11578 order[40] = 956 11579 order[41] = 0 11580 super(555, 600, order) 11581 end 11582 11583 class NoLegSecurityAltID < Quickfix::Group 11584 def initialize 11585 order = Quickfix::IntArray.new(3) 11586 order[0] = 605 11587 order[1] = 606 11588 order[2] = 0 11589 super(604, 605, order) 11590 end 11591 end 11592 end 11593end 11594 11595class TradeCaptureReportAck < Message 11596 def initialize 11597 super 11598 getHeader().setField( Quickfix::MsgType.new("AR") ) 11599 end 11600 11601 class NoSecurityAltID < Quickfix::Group 11602 def initialize 11603 order = Quickfix::IntArray.new(3) 11604 order[0] = 455 11605 order[1] = 456 11606 order[2] = 0 11607 super(454, 455, order) 11608 end 11609 end 11610 11611 class NoEvents < Quickfix::Group 11612 def initialize 11613 order = Quickfix::IntArray.new(5) 11614 order[0] = 865 11615 order[1] = 866 11616 order[2] = 867 11617 order[3] = 868 11618 order[4] = 0 11619 super(864, 865, order) 11620 end 11621 end 11622 11623 class NoTrdRegTimestamps < Quickfix::Group 11624 def initialize 11625 order = Quickfix::IntArray.new(4) 11626 order[0] = 769 11627 order[1] = 770 11628 order[2] = 771 11629 order[3] = 0 11630 super(768, 769, order) 11631 end 11632 end 11633 11634 class NoLegs < Quickfix::Group 11635 def initialize 11636 order = Quickfix::IntArray.new(53) 11637 order[0] = 600 11638 order[1] = 601 11639 order[2] = 602 11640 order[3] = 603 11641 order[4] = 607 11642 order[5] = 608 11643 order[6] = 609 11644 order[7] = 764 11645 order[8] = 610 11646 order[9] = 611 11647 order[10] = 248 11648 order[11] = 249 11649 order[12] = 250 11650 order[13] = 251 11651 order[14] = 252 11652 order[15] = 253 11653 order[16] = 257 11654 order[17] = 599 11655 order[18] = 596 11656 order[19] = 597 11657 order[20] = 598 11658 order[21] = 254 11659 order[22] = 612 11660 order[23] = 942 11661 order[24] = 613 11662 order[25] = 614 11663 order[26] = 615 11664 order[27] = 616 11665 order[28] = 617 11666 order[29] = 618 11667 order[30] = 619 11668 order[31] = 620 11669 order[32] = 621 11670 order[33] = 622 11671 order[34] = 623 11672 order[35] = 624 11673 order[36] = 556 11674 order[37] = 740 11675 order[38] = 739 11676 order[39] = 955 11677 order[40] = 956 11678 order[41] = 687 11679 order[42] = 690 11680 order[43] = 683 11681 order[44] = 564 11682 order[45] = 565 11683 order[46] = 539 11684 order[47] = 654 11685 order[48] = 566 11686 order[49] = 587 11687 order[50] = 588 11688 order[51] = 637 11689 order[52] = 0 11690 super(555, 600, order) 11691 end 11692 11693 class NoLegSecurityAltID < Quickfix::Group 11694 def initialize 11695 order = Quickfix::IntArray.new(3) 11696 order[0] = 605 11697 order[1] = 606 11698 order[2] = 0 11699 super(604, 605, order) 11700 end 11701 end 11702 11703 class NoLegStipulations < Quickfix::Group 11704 def initialize 11705 order = Quickfix::IntArray.new(3) 11706 order[0] = 688 11707 order[1] = 689 11708 order[2] = 0 11709 super(683, 688, order) 11710 end 11711 end 11712 11713 class NoNestedPartyIDs < Quickfix::Group 11714 def initialize 11715 order = Quickfix::IntArray.new(5) 11716 order[0] = 524 11717 order[1] = 525 11718 order[2] = 538 11719 order[3] = 804 11720 order[4] = 0 11721 super(539, 524, order) 11722 end 11723 11724 class NoNestedPartySubIDs < Quickfix::Group 11725 def initialize 11726 order = Quickfix::IntArray.new(3) 11727 order[0] = 545 11728 order[1] = 805 11729 order[2] = 0 11730 super(804, 545, order) 11731 end 11732 end 11733 end 11734 end 11735 11736 class NoAllocs < Quickfix::Group 11737 def initialize 11738 order = Quickfix::IntArray.new(7) 11739 order[0] = 79 11740 order[1] = 661 11741 order[2] = 736 11742 order[3] = 467 11743 order[4] = 756 11744 order[5] = 80 11745 order[6] = 0 11746 super(78, 79, order) 11747 end 11748 11749 class NoNested2PartyIDs < Quickfix::Group 11750 def initialize 11751 order = Quickfix::IntArray.new(5) 11752 order[0] = 757 11753 order[1] = 758 11754 order[2] = 759 11755 order[3] = 806 11756 order[4] = 0 11757 super(756, 757, order) 11758 end 11759 11760 class NoNested2PartySubIDs < Quickfix::Group 11761 def initialize 11762 order = Quickfix::IntArray.new(3) 11763 order[0] = 760 11764 order[1] = 807 11765 order[2] = 0 11766 super(806, 760, order) 11767 end 11768 end 11769 end 11770 end 11771end 11772 11773class AllocationReport < Message 11774 def initialize 11775 super 11776 getHeader().setField( Quickfix::MsgType.new("AS") ) 11777 end 11778 11779 class NoOrders < Quickfix::Group 11780 def initialize 11781 order = Quickfix::IntArray.new(10) 11782 order[0] = 11 11783 order[1] = 37 11784 order[2] = 198 11785 order[3] = 526 11786 order[4] = 66 11787 order[5] = 756 11788 order[6] = 38 11789 order[7] = 799 11790 order[8] = 800 11791 order[9] = 0 11792 super(73, 11, order) 11793 end 11794 11795 class NoNested2PartyIDs < Quickfix::Group 11796 def initialize 11797 order = Quickfix::IntArray.new(5) 11798 order[0] = 757 11799 order[1] = 758 11800 order[2] = 759 11801 order[3] = 806 11802 order[4] = 0 11803 super(756, 757, order) 11804 end 11805 11806 class NoNested2PartySubIDs < Quickfix::Group 11807 def initialize 11808 order = Quickfix::IntArray.new(3) 11809 order[0] = 760 11810 order[1] = 807 11811 order[2] = 0 11812 super(806, 760, order) 11813 end 11814 end 11815 end 11816 end 11817 11818 class NoExecs < Quickfix::Group 11819 def initialize 11820 order = Quickfix::IntArray.new(7) 11821 order[0] = 32 11822 order[1] = 17 11823 order[2] = 527 11824 order[3] = 31 11825 order[4] = 669 11826 order[5] = 29 11827 order[6] = 0 11828 super(124, 32, order) 11829 end 11830 end 11831 11832 class NoSecurityAltID < Quickfix::Group 11833 def initialize 11834 order = Quickfix::IntArray.new(3) 11835 order[0] = 455 11836 order[1] = 456 11837 order[2] = 0 11838 super(454, 455, order) 11839 end 11840 end 11841 11842 class NoEvents < Quickfix::Group 11843 def initialize 11844 order = Quickfix::IntArray.new(5) 11845 order[0] = 865 11846 order[1] = 866 11847 order[2] = 867 11848 order[3] = 868 11849 order[4] = 0 11850 super(864, 865, order) 11851 end 11852 end 11853 11854 class NoInstrAttrib < Quickfix::Group 11855 def initialize 11856 order = Quickfix::IntArray.new(3) 11857 order[0] = 871 11858 order[1] = 872 11859 order[2] = 0 11860 super(870, 871, order) 11861 end 11862 end 11863 11864 class NoUnderlyings < Quickfix::Group 11865 def initialize 11866 order = Quickfix::IntArray.new(46) 11867 order[0] = 311 11868 order[1] = 312 11869 order[2] = 309 11870 order[3] = 305 11871 order[4] = 462 11872 order[5] = 463 11873 order[6] = 310 11874 order[7] = 763 11875 order[8] = 313 11876 order[9] = 542 11877 order[10] = 315 11878 order[11] = 241 11879 order[12] = 242 11880 order[13] = 243 11881 order[14] = 244 11882 order[15] = 245 11883 order[16] = 246 11884 order[17] = 256 11885 order[18] = 595 11886 order[19] = 592 11887 order[20] = 593 11888 order[21] = 594 11889 order[22] = 247 11890 order[23] = 316 11891 order[24] = 941 11892 order[25] = 317 11893 order[26] = 436 11894 order[27] = 435 11895 order[28] = 308 11896 order[29] = 306 11897 order[30] = 362 11898 order[31] = 363 11899 order[32] = 307 11900 order[33] = 364 11901 order[34] = 365 11902 order[35] = 877 11903 order[36] = 878 11904 order[37] = 318 11905 order[38] = 879 11906 order[39] = 810 11907 order[40] = 882 11908 order[41] = 883 11909 order[42] = 884 11910 order[43] = 885 11911 order[44] = 886 11912 order[45] = 0 11913 super(711, 311, order) 11914 end 11915 11916 class NoUnderlyingSecurityAltID < Quickfix::Group 11917 def initialize 11918 order = Quickfix::IntArray.new(3) 11919 order[0] = 458 11920 order[1] = 459 11921 order[2] = 0 11922 super(457, 458, order) 11923 end 11924 end 11925 11926 class NoUnderlyingStips < Quickfix::Group 11927 def initialize 11928 order = Quickfix::IntArray.new(3) 11929 order[0] = 888 11930 order[1] = 889 11931 order[2] = 0 11932 super(887, 888, order) 11933 end 11934 end 11935 end 11936 11937 class NoLegs < Quickfix::Group 11938 def initialize 11939 order = Quickfix::IntArray.new(42) 11940 order[0] = 600 11941 order[1] = 601 11942 order[2] = 602 11943 order[3] = 603 11944 order[4] = 607 11945 order[5] = 608 11946 order[6] = 609 11947 order[7] = 764 11948 order[8] = 610 11949 order[9] = 611 11950 order[10] = 248 11951 order[11] = 249 11952 order[12] = 250 11953 order[13] = 251 11954 order[14] = 252 11955 order[15] = 253 11956 order[16] = 257 11957 order[17] = 599 11958 order[18] = 596 11959 order[19] = 597 11960 order[20] = 598 11961 order[21] = 254 11962 order[22] = 612 11963 order[23] = 942 11964 order[24] = 613 11965 order[25] = 614 11966 order[26] = 615 11967 order[27] = 616 11968 order[28] = 617 11969 order[29] = 618 11970 order[30] = 619 11971 order[31] = 620 11972 order[32] = 621 11973 order[33] = 622 11974 order[34] = 623 11975 order[35] = 624 11976 order[36] = 556 11977 order[37] = 740 11978 order[38] = 739 11979 order[39] = 955 11980 order[40] = 956 11981 order[41] = 0 11982 super(555, 600, order) 11983 end 11984 11985 class NoLegSecurityAltID < Quickfix::Group 11986 def initialize 11987 order = Quickfix::IntArray.new(3) 11988 order[0] = 605 11989 order[1] = 606 11990 order[2] = 0 11991 super(604, 605, order) 11992 end 11993 end 11994 end 11995 11996 class NoPartyIDs < Quickfix::Group 11997 def initialize 11998 order = Quickfix::IntArray.new(5) 11999 order[0] = 448 12000 order[1] = 447 12001 order[2] = 452 12002 order[3] = 802 12003 order[4] = 0 12004 super(453, 448, order) 12005 end 12006 12007 class NoPartySubIDs < Quickfix::Group 12008 def initialize 12009 order = Quickfix::IntArray.new(3) 12010 order[0] = 523 12011 order[1] = 803 12012 order[2] = 0 12013 super(802, 523, order) 12014 end 12015 end 12016 end 12017 12018 class NoStipulations < Quickfix::Group 12019 def initialize 12020 order = Quickfix::IntArray.new(3) 12021 order[0] = 233 12022 order[1] = 234 12023 order[2] = 0 12024 super(232, 233, order) 12025 end 12026 end 12027 12028 class NoAllocs < Quickfix::Group 12029 def initialize 12030 order = Quickfix::IntArray.new(35) 12031 order[0] = 79 12032 order[1] = 661 12033 order[2] = 573 12034 order[3] = 366 12035 order[4] = 80 12036 order[5] = 467 12037 order[6] = 81 12038 order[7] = 539 12039 order[8] = 208 12040 order[9] = 209 12041 order[10] = 161 12042 order[11] = 360 12043 order[12] = 361 12044 order[13] = 12 12045 order[14] = 13 12046 order[15] = 479 12047 order[16] = 497 12048 order[17] = 153 12049 order[18] = 154 12050 order[19] = 119 12051 order[20] = 737 12052 order[21] = 120 12053 order[22] = 736 12054 order[23] = 155 12055 order[24] = 156 12056 order[25] = 742 12057 order[26] = 741 12058 order[27] = 136 12059 order[28] = 576 12060 order[29] = 780 12061 order[30] = 172 12062 order[31] = 169 12063 order[32] = 170 12064 order[33] = 171 12065 order[34] = 0 12066 super(78, 79, order) 12067 end 12068 12069 class NoNestedPartyIDs < Quickfix::Group 12070 def initialize 12071 order = Quickfix::IntArray.new(5) 12072 order[0] = 524 12073 order[1] = 525 12074 order[2] = 538 12075 order[3] = 804 12076 order[4] = 0 12077 super(539, 524, order) 12078 end 12079 12080 class NoNestedPartySubIDs < Quickfix::Group 12081 def initialize 12082 order = Quickfix::IntArray.new(3) 12083 order[0] = 545 12084 order[1] = 805 12085 order[2] = 0 12086 super(804, 545, order) 12087 end 12088 end 12089 end 12090 12091 class NoMiscFees < Quickfix::Group 12092 def initialize 12093 order = Quickfix::IntArray.new(5) 12094 order[0] = 137 12095 order[1] = 138 12096 order[2] = 139 12097 order[3] = 891 12098 order[4] = 0 12099 super(136, 137, order) 12100 end 12101 end 12102 12103 class NoClearingInstructions < Quickfix::Group 12104 def initialize 12105 order = Quickfix::IntArray.new(2) 12106 order[0] = 577 12107 order[1] = 0 12108 super(576, 577, order) 12109 end 12110 end 12111 12112 class NoDlvyInst < Quickfix::Group 12113 def initialize 12114 order = Quickfix::IntArray.new(4) 12115 order[0] = 165 12116 order[1] = 787 12117 order[2] = 781 12118 order[3] = 0 12119 super(85, 165, order) 12120 end 12121 12122 class NoSettlPartyIDs < Quickfix::Group 12123 def initialize 12124 order = Quickfix::IntArray.new(5) 12125 order[0] = 782 12126 order[1] = 783 12127 order[2] = 784 12128 order[3] = 801 12129 order[4] = 0 12130 super(781, 782, order) 12131 end 12132 12133 class NoSettlPartySubIDs < Quickfix::Group 12134 def initialize 12135 order = Quickfix::IntArray.new(3) 12136 order[0] = 785 12137 order[1] = 786 12138 order[2] = 0 12139 super(801, 785, order) 12140 end 12141 end 12142 end 12143 end 12144 end 12145end 12146 12147class AllocationReportAck < Message 12148 def initialize 12149 super 12150 getHeader().setField( Quickfix::MsgType.new("AT") ) 12151 end 12152 12153 class NoPartyIDs < Quickfix::Group 12154 def initialize 12155 order = Quickfix::IntArray.new(5) 12156 order[0] = 448 12157 order[1] = 447 12158 order[2] = 452 12159 order[3] = 802 12160 order[4] = 0 12161 super(453, 448, order) 12162 end 12163 12164 class NoPartySubIDs < Quickfix::Group 12165 def initialize 12166 order = Quickfix::IntArray.new(3) 12167 order[0] = 523 12168 order[1] = 803 12169 order[2] = 0 12170 super(802, 523, order) 12171 end 12172 end 12173 end 12174 12175 class NoAllocs < Quickfix::Group 12176 def initialize 12177 order = Quickfix::IntArray.new(9) 12178 order[0] = 79 12179 order[1] = 661 12180 order[2] = 366 12181 order[3] = 467 12182 order[4] = 776 12183 order[5] = 161 12184 order[6] = 360 12185 order[7] = 361 12186 order[8] = 0 12187 super(78, 79, order) 12188 end 12189 end 12190end 12191 12192class ConfirmationAck < Message 12193 def initialize 12194 super 12195 getHeader().setField( Quickfix::MsgType.new("AU") ) 12196 end 12197end 12198 12199class SettlementInstructionRequest < Message 12200 def initialize 12201 super 12202 getHeader().setField( Quickfix::MsgType.new("AV") ) 12203 end 12204 12205 class NoPartyIDs < Quickfix::Group 12206 def initialize 12207 order = Quickfix::IntArray.new(5) 12208 order[0] = 448 12209 order[1] = 447 12210 order[2] = 452 12211 order[3] = 802 12212 order[4] = 0 12213 super(453, 448, order) 12214 end 12215 12216 class NoPartySubIDs < Quickfix::Group 12217 def initialize 12218 order = Quickfix::IntArray.new(3) 12219 order[0] = 523 12220 order[1] = 803 12221 order[2] = 0 12222 super(802, 523, order) 12223 end 12224 end 12225 end 12226end 12227 12228class AssignmentReport < Message 12229 def initialize 12230 super 12231 getHeader().setField( Quickfix::MsgType.new("AW") ) 12232 end 12233 12234 class NoPartyIDs < Quickfix::Group 12235 def initialize 12236 order = Quickfix::IntArray.new(5) 12237 order[0] = 448 12238 order[1] = 447 12239 order[2] = 452 12240 order[3] = 802 12241 order[4] = 0 12242 super(453, 448, order) 12243 end 12244 12245 class NoPartySubIDs < Quickfix::Group 12246 def initialize 12247 order = Quickfix::IntArray.new(3) 12248 order[0] = 523 12249 order[1] = 803 12250 order[2] = 0 12251 super(802, 523, order) 12252 end 12253 end 12254 end 12255 12256 class NoSecurityAltID < Quickfix::Group 12257 def initialize 12258 order = Quickfix::IntArray.new(3) 12259 order[0] = 455 12260 order[1] = 456 12261 order[2] = 0 12262 super(454, 455, order) 12263 end 12264 end 12265 12266 class NoEvents < Quickfix::Group 12267 def initialize 12268 order = Quickfix::IntArray.new(5) 12269 order[0] = 865 12270 order[1] = 866 12271 order[2] = 867 12272 order[3] = 868 12273 order[4] = 0 12274 super(864, 865, order) 12275 end 12276 end 12277 12278 class NoLegs < Quickfix::Group 12279 def initialize 12280 order = Quickfix::IntArray.new(42) 12281 order[0] = 600 12282 order[1] = 601 12283 order[2] = 602 12284 order[3] = 603 12285 order[4] = 607 12286 order[5] = 608 12287 order[6] = 609 12288 order[7] = 764 12289 order[8] = 610 12290 order[9] = 611 12291 order[10] = 248 12292 order[11] = 249 12293 order[12] = 250 12294 order[13] = 251 12295 order[14] = 252 12296 order[15] = 253 12297 order[16] = 257 12298 order[17] = 599 12299 order[18] = 596 12300 order[19] = 597 12301 order[20] = 598 12302 order[21] = 254 12303 order[22] = 612 12304 order[23] = 942 12305 order[24] = 613 12306 order[25] = 614 12307 order[26] = 615 12308 order[27] = 616 12309 order[28] = 617 12310 order[29] = 618 12311 order[30] = 619 12312 order[31] = 620 12313 order[32] = 621 12314 order[33] = 622 12315 order[34] = 623 12316 order[35] = 624 12317 order[36] = 556 12318 order[37] = 740 12319 order[38] = 739 12320 order[39] = 955 12321 order[40] = 956 12322 order[41] = 0 12323 super(555, 600, order) 12324 end 12325 12326 class NoLegSecurityAltID < Quickfix::Group 12327 def initialize 12328 order = Quickfix::IntArray.new(3) 12329 order[0] = 605 12330 order[1] = 606 12331 order[2] = 0 12332 super(604, 605, order) 12333 end 12334 end 12335 end 12336 12337 class NoUnderlyings < Quickfix::Group 12338 def initialize 12339 order = Quickfix::IntArray.new(46) 12340 order[0] = 311 12341 order[1] = 312 12342 order[2] = 309 12343 order[3] = 305 12344 order[4] = 462 12345 order[5] = 463 12346 order[6] = 310 12347 order[7] = 763 12348 order[8] = 313 12349 order[9] = 542 12350 order[10] = 315 12351 order[11] = 241 12352 order[12] = 242 12353 order[13] = 243 12354 order[14] = 244 12355 order[15] = 245 12356 order[16] = 246 12357 order[17] = 256 12358 order[18] = 595 12359 order[19] = 592 12360 order[20] = 593 12361 order[21] = 594 12362 order[22] = 247 12363 order[23] = 316 12364 order[24] = 941 12365 order[25] = 317 12366 order[26] = 436 12367 order[27] = 435 12368 order[28] = 308 12369 order[29] = 306 12370 order[30] = 362 12371 order[31] = 363 12372 order[32] = 307 12373 order[33] = 364 12374 order[34] = 365 12375 order[35] = 877 12376 order[36] = 878 12377 order[37] = 318 12378 order[38] = 879 12379 order[39] = 810 12380 order[40] = 882 12381 order[41] = 883 12382 order[42] = 884 12383 order[43] = 885 12384 order[44] = 886 12385 order[45] = 0 12386 super(711, 311, order) 12387 end 12388 12389 class NoUnderlyingSecurityAltID < Quickfix::Group 12390 def initialize 12391 order = Quickfix::IntArray.new(3) 12392 order[0] = 458 12393 order[1] = 459 12394 order[2] = 0 12395 super(457, 458, order) 12396 end 12397 end 12398 12399 class NoUnderlyingStips < Quickfix::Group 12400 def initialize 12401 order = Quickfix::IntArray.new(3) 12402 order[0] = 888 12403 order[1] = 889 12404 order[2] = 0 12405 super(887, 888, order) 12406 end 12407 end 12408 end 12409 12410 class NoPositions < Quickfix::Group 12411 def initialize 12412 order = Quickfix::IntArray.new(6) 12413 order[0] = 703 12414 order[1] = 704 12415 order[2] = 705 12416 order[3] = 706 12417 order[4] = 539 12418 order[5] = 0 12419 super(702, 703, order) 12420 end 12421 12422 class NoNestedPartyIDs < Quickfix::Group 12423 def initialize 12424 order = Quickfix::IntArray.new(5) 12425 order[0] = 524 12426 order[1] = 525 12427 order[2] = 538 12428 order[3] = 804 12429 order[4] = 0 12430 super(539, 524, order) 12431 end 12432 12433 class NoNestedPartySubIDs < Quickfix::Group 12434 def initialize 12435 order = Quickfix::IntArray.new(3) 12436 order[0] = 545 12437 order[1] = 805 12438 order[2] = 0 12439 super(804, 545, order) 12440 end 12441 end 12442 end 12443 end 12444 12445 class NoPosAmt < Quickfix::Group 12446 def initialize 12447 order = Quickfix::IntArray.new(3) 12448 order[0] = 707 12449 order[1] = 708 12450 order[2] = 0 12451 super(753, 707, order) 12452 end 12453 end 12454end 12455 12456class CollateralRequest < Message 12457 def initialize 12458 super 12459 getHeader().setField( Quickfix::MsgType.new("AX") ) 12460 end 12461 12462 class NoPartyIDs < Quickfix::Group 12463 def initialize 12464 order = Quickfix::IntArray.new(5) 12465 order[0] = 448 12466 order[1] = 447 12467 order[2] = 452 12468 order[3] = 802 12469 order[4] = 0 12470 super(453, 448, order) 12471 end 12472 12473 class NoPartySubIDs < Quickfix::Group 12474 def initialize 12475 order = Quickfix::IntArray.new(3) 12476 order[0] = 523 12477 order[1] = 803 12478 order[2] = 0 12479 super(802, 523, order) 12480 end 12481 end 12482 end 12483 12484 class NoExecs < Quickfix::Group 12485 def initialize 12486 order = Quickfix::IntArray.new(2) 12487 order[0] = 17 12488 order[1] = 0 12489 super(124, 17, order) 12490 end 12491 end 12492 12493 class NoTrades < Quickfix::Group 12494 def initialize 12495 order = Quickfix::IntArray.new(3) 12496 order[0] = 571 12497 order[1] = 818 12498 order[2] = 0 12499 super(897, 571, order) 12500 end 12501 end 12502 12503 class NoSecurityAltID < Quickfix::Group 12504 def initialize 12505 order = Quickfix::IntArray.new(3) 12506 order[0] = 455 12507 order[1] = 456 12508 order[2] = 0 12509 super(454, 455, order) 12510 end 12511 end 12512 12513 class NoEvents < Quickfix::Group 12514 def initialize 12515 order = Quickfix::IntArray.new(5) 12516 order[0] = 865 12517 order[1] = 866 12518 order[2] = 867 12519 order[3] = 868 12520 order[4] = 0 12521 super(864, 865, order) 12522 end 12523 end 12524 12525 class NoLegs < Quickfix::Group 12526 def initialize 12527 order = Quickfix::IntArray.new(42) 12528 order[0] = 600 12529 order[1] = 601 12530 order[2] = 602 12531 order[3] = 603 12532 order[4] = 607 12533 order[5] = 608 12534 order[6] = 609 12535 order[7] = 764 12536 order[8] = 610 12537 order[9] = 611 12538 order[10] = 248 12539 order[11] = 249 12540 order[12] = 250 12541 order[13] = 251 12542 order[14] = 252 12543 order[15] = 253 12544 order[16] = 257 12545 order[17] = 599 12546 order[18] = 596 12547 order[19] = 597 12548 order[20] = 598 12549 order[21] = 254 12550 order[22] = 612 12551 order[23] = 942 12552 order[24] = 613 12553 order[25] = 614 12554 order[26] = 615 12555 order[27] = 616 12556 order[28] = 617 12557 order[29] = 618 12558 order[30] = 619 12559 order[31] = 620 12560 order[32] = 621 12561 order[33] = 622 12562 order[34] = 623 12563 order[35] = 624 12564 order[36] = 556 12565 order[37] = 740 12566 order[38] = 739 12567 order[39] = 955 12568 order[40] = 956 12569 order[41] = 0 12570 super(555, 600, order) 12571 end 12572 12573 class NoLegSecurityAltID < Quickfix::Group 12574 def initialize 12575 order = Quickfix::IntArray.new(3) 12576 order[0] = 605 12577 order[1] = 606 12578 order[2] = 0 12579 super(604, 605, order) 12580 end 12581 end 12582 end 12583 12584 class NoUnderlyings < Quickfix::Group 12585 def initialize 12586 order = Quickfix::IntArray.new(47) 12587 order[0] = 311 12588 order[1] = 312 12589 order[2] = 309 12590 order[3] = 305 12591 order[4] = 462 12592 order[5] = 463 12593 order[6] = 310 12594 order[7] = 763 12595 order[8] = 313 12596 order[9] = 542 12597 order[10] = 315 12598 order[11] = 241 12599 order[12] = 242 12600 order[13] = 243 12601 order[14] = 244 12602 order[15] = 245 12603 order[16] = 246 12604 order[17] = 256 12605 order[18] = 595 12606 order[19] = 592 12607 order[20] = 593 12608 order[21] = 594 12609 order[22] = 247 12610 order[23] = 316 12611 order[24] = 941 12612 order[25] = 317 12613 order[26] = 436 12614 order[27] = 435 12615 order[28] = 308 12616 order[29] = 306 12617 order[30] = 362 12618 order[31] = 363 12619 order[32] = 307 12620 order[33] = 364 12621 order[34] = 365 12622 order[35] = 877 12623 order[36] = 878 12624 order[37] = 318 12625 order[38] = 879 12626 order[39] = 810 12627 order[40] = 882 12628 order[41] = 883 12629 order[42] = 884 12630 order[43] = 885 12631 order[44] = 886 12632 order[45] = 944 12633 order[46] = 0 12634 super(711, 311, order) 12635 end 12636 12637 class NoUnderlyingSecurityAltID < Quickfix::Group 12638 def initialize 12639 order = Quickfix::IntArray.new(3) 12640 order[0] = 458 12641 order[1] = 459 12642 order[2] = 0 12643 super(457, 458, order) 12644 end 12645 end 12646 12647 class NoUnderlyingStips < Quickfix::Group 12648 def initialize 12649 order = Quickfix::IntArray.new(3) 12650 order[0] = 888 12651 order[1] = 889 12652 order[2] = 0 12653 super(887, 888, order) 12654 end 12655 end 12656 end 12657 12658 class NoTrdRegTimestamps < Quickfix::Group 12659 def initialize 12660 order = Quickfix::IntArray.new(4) 12661 order[0] = 769 12662 order[1] = 770 12663 order[2] = 771 12664 order[3] = 0 12665 super(768, 769, order) 12666 end 12667 end 12668 12669 class NoMiscFees < Quickfix::Group 12670 def initialize 12671 order = Quickfix::IntArray.new(5) 12672 order[0] = 137 12673 order[1] = 138 12674 order[2] = 139 12675 order[3] = 891 12676 order[4] = 0 12677 super(136, 137, order) 12678 end 12679 end 12680 12681 class NoStipulations < Quickfix::Group 12682 def initialize 12683 order = Quickfix::IntArray.new(3) 12684 order[0] = 233 12685 order[1] = 234 12686 order[2] = 0 12687 super(232, 233, order) 12688 end 12689 end 12690end 12691 12692class CollateralAssignment < Message 12693 def initialize 12694 super 12695 getHeader().setField( Quickfix::MsgType.new("AY") ) 12696 end 12697 12698 class NoPartyIDs < Quickfix::Group 12699 def initialize 12700 order = Quickfix::IntArray.new(5) 12701 order[0] = 448 12702 order[1] = 447 12703 order[2] = 452 12704 order[3] = 802 12705 order[4] = 0 12706 super(453, 448, order) 12707 end 12708 12709 class NoPartySubIDs < Quickfix::Group 12710 def initialize 12711 order = Quickfix::IntArray.new(3) 12712 order[0] = 523 12713 order[1] = 803 12714 order[2] = 0 12715 super(802, 523, order) 12716 end 12717 end 12718 end 12719 12720 class NoExecs < Quickfix::Group 12721 def initialize 12722 order = Quickfix::IntArray.new(2) 12723 order[0] = 17 12724 order[1] = 0 12725 super(124, 17, order) 12726 end 12727 end 12728 12729 class NoTrades < Quickfix::Group 12730 def initialize 12731 order = Quickfix::IntArray.new(3) 12732 order[0] = 571 12733 order[1] = 818 12734 order[2] = 0 12735 super(897, 571, order) 12736 end 12737 end 12738 12739 class NoSecurityAltID < Quickfix::Group 12740 def initialize 12741 order = Quickfix::IntArray.new(3) 12742 order[0] = 455 12743 order[1] = 456 12744 order[2] = 0 12745 super(454, 455, order) 12746 end 12747 end 12748 12749 class NoEvents < Quickfix::Group 12750 def initialize 12751 order = Quickfix::IntArray.new(5) 12752 order[0] = 865 12753 order[1] = 866 12754 order[2] = 867 12755 order[3] = 868 12756 order[4] = 0 12757 super(864, 865, order) 12758 end 12759 end 12760 12761 class NoLegs < Quickfix::Group 12762 def initialize 12763 order = Quickfix::IntArray.new(42) 12764 order[0] = 600 12765 order[1] = 601 12766 order[2] = 602 12767 order[3] = 603 12768 order[4] = 607 12769 order[5] = 608 12770 order[6] = 609 12771 order[7] = 764 12772 order[8] = 610 12773 order[9] = 611 12774 order[10] = 248 12775 order[11] = 249 12776 order[12] = 250 12777 order[13] = 251 12778 order[14] = 252 12779 order[15] = 253 12780 order[16] = 257 12781 order[17] = 599 12782 order[18] = 596 12783 order[19] = 597 12784 order[20] = 598 12785 order[21] = 254 12786 order[22] = 612 12787 order[23] = 942 12788 order[24] = 613 12789 order[25] = 614 12790 order[26] = 615 12791 order[27] = 616 12792 order[28] = 617 12793 order[29] = 618 12794 order[30] = 619 12795 order[31] = 620 12796 order[32] = 621 12797 order[33] = 622 12798 order[34] = 623 12799 order[35] = 624 12800 order[36] = 556 12801 order[37] = 740 12802 order[38] = 739 12803 order[39] = 955 12804 order[40] = 956 12805 order[41] = 0 12806 super(555, 600, order) 12807 end 12808 12809 class NoLegSecurityAltID < Quickfix::Group 12810 def initialize 12811 order = Quickfix::IntArray.new(3) 12812 order[0] = 605 12813 order[1] = 606 12814 order[2] = 0 12815 super(604, 605, order) 12816 end 12817 end 12818 end 12819 12820 class NoUnderlyings < Quickfix::Group 12821 def initialize 12822 order = Quickfix::IntArray.new(47) 12823 order[0] = 311 12824 order[1] = 312 12825 order[2] = 309 12826 order[3] = 305 12827 order[4] = 462 12828 order[5] = 463 12829 order[6] = 310 12830 order[7] = 763 12831 order[8] = 313 12832 order[9] = 542 12833 order[10] = 315 12834 order[11] = 241 12835 order[12] = 242 12836 order[13] = 243 12837 order[14] = 244 12838 order[15] = 245 12839 order[16] = 246 12840 order[17] = 256 12841 order[18] = 595 12842 order[19] = 592 12843 order[20] = 593 12844 order[21] = 594 12845 order[22] = 247 12846 order[23] = 316 12847 order[24] = 941 12848 order[25] = 317 12849 order[26] = 436 12850 order[27] = 435 12851 order[28] = 308 12852 order[29] = 306 12853 order[30] = 362 12854 order[31] = 363 12855 order[32] = 307 12856 order[33] = 364 12857 order[34] = 365 12858 order[35] = 877 12859 order[36] = 878 12860 order[37] = 318 12861 order[38] = 879 12862 order[39] = 810 12863 order[40] = 882 12864 order[41] = 883 12865 order[42] = 884 12866 order[43] = 885 12867 order[44] = 886 12868 order[45] = 944 12869 order[46] = 0 12870 super(711, 311, order) 12871 end 12872 12873 class NoUnderlyingSecurityAltID < Quickfix::Group 12874 def initialize 12875 order = Quickfix::IntArray.new(3) 12876 order[0] = 458 12877 order[1] = 459 12878 order[2] = 0 12879 super(457, 458, order) 12880 end 12881 end 12882 12883 class NoUnderlyingStips < Quickfix::Group 12884 def initialize 12885 order = Quickfix::IntArray.new(3) 12886 order[0] = 888 12887 order[1] = 889 12888 order[2] = 0 12889 super(887, 888, order) 12890 end 12891 end 12892 end 12893 12894 class NoTrdRegTimestamps < Quickfix::Group 12895 def initialize 12896 order = Quickfix::IntArray.new(4) 12897 order[0] = 769 12898 order[1] = 770 12899 order[2] = 771 12900 order[3] = 0 12901 super(768, 769, order) 12902 end 12903 end 12904 12905 class NoMiscFees < Quickfix::Group 12906 def initialize 12907 order = Quickfix::IntArray.new(5) 12908 order[0] = 137 12909 order[1] = 138 12910 order[2] = 139 12911 order[3] = 891 12912 order[4] = 0 12913 super(136, 137, order) 12914 end 12915 end 12916 12917 class NoStipulations < Quickfix::Group 12918 def initialize 12919 order = Quickfix::IntArray.new(3) 12920 order[0] = 233 12921 order[1] = 234 12922 order[2] = 0 12923 super(232, 233, order) 12924 end 12925 end 12926 12927 class NoDlvyInst < Quickfix::Group 12928 def initialize 12929 order = Quickfix::IntArray.new(4) 12930 order[0] = 165 12931 order[1] = 787 12932 order[2] = 781 12933 order[3] = 0 12934 super(85, 165, order) 12935 end 12936 12937 class NoSettlPartyIDs < Quickfix::Group 12938 def initialize 12939 order = Quickfix::IntArray.new(5) 12940 order[0] = 782 12941 order[1] = 783 12942 order[2] = 784 12943 order[3] = 801 12944 order[4] = 0 12945 super(781, 782, order) 12946 end 12947 12948 class NoSettlPartySubIDs < Quickfix::Group 12949 def initialize 12950 order = Quickfix::IntArray.new(3) 12951 order[0] = 785 12952 order[1] = 786 12953 order[2] = 0 12954 super(801, 785, order) 12955 end 12956 end 12957 end 12958 end 12959end 12960 12961class CollateralResponse < Message 12962 def initialize 12963 super 12964 getHeader().setField( Quickfix::MsgType.new("AZ") ) 12965 end 12966 12967 class NoPartyIDs < Quickfix::Group 12968 def initialize 12969 order = Quickfix::IntArray.new(5) 12970 order[0] = 448 12971 order[1] = 447 12972 order[2] = 452 12973 order[3] = 802 12974 order[4] = 0 12975 super(453, 448, order) 12976 end 12977 12978 class NoPartySubIDs < Quickfix::Group 12979 def initialize 12980 order = Quickfix::IntArray.new(3) 12981 order[0] = 523 12982 order[1] = 803 12983 order[2] = 0 12984 super(802, 523, order) 12985 end 12986 end 12987 end 12988 12989 class NoExecs < Quickfix::Group 12990 def initialize 12991 order = Quickfix::IntArray.new(2) 12992 order[0] = 17 12993 order[1] = 0 12994 super(124, 17, order) 12995 end 12996 end 12997 12998 class NoTrades < Quickfix::Group 12999 def initialize 13000 order = Quickfix::IntArray.new(3) 13001 order[0] = 571 13002 order[1] = 818 13003 order[2] = 0 13004 super(897, 571, order) 13005 end 13006 end 13007 13008 class NoSecurityAltID < Quickfix::Group 13009 def initialize 13010 order = Quickfix::IntArray.new(3) 13011 order[0] = 455 13012 order[1] = 456 13013 order[2] = 0 13014 super(454, 455, order) 13015 end 13016 end 13017 13018 class NoEvents < Quickfix::Group 13019 def initialize 13020 order = Quickfix::IntArray.new(5) 13021 order[0] = 865 13022 order[1] = 866 13023 order[2] = 867 13024 order[3] = 868 13025 order[4] = 0 13026 super(864, 865, order) 13027 end 13028 end 13029 13030 class NoLegs < Quickfix::Group 13031 def initialize 13032 order = Quickfix::IntArray.new(42) 13033 order[0] = 600 13034 order[1] = 601 13035 order[2] = 602 13036 order[3] = 603 13037 order[4] = 607 13038 order[5] = 608 13039 order[6] = 609 13040 order[7] = 764 13041 order[8] = 610 13042 order[9] = 611 13043 order[10] = 248 13044 order[11] = 249 13045 order[12] = 250 13046 order[13] = 251 13047 order[14] = 252 13048 order[15] = 253 13049 order[16] = 257 13050 order[17] = 599 13051 order[18] = 596 13052 order[19] = 597 13053 order[20] = 598 13054 order[21] = 254 13055 order[22] = 612 13056 order[23] = 942 13057 order[24] = 613 13058 order[25] = 614 13059 order[26] = 615 13060 order[27] = 616 13061 order[28] = 617 13062 order[29] = 618 13063 order[30] = 619 13064 order[31] = 620 13065 order[32] = 621 13066 order[33] = 622 13067 order[34] = 623 13068 order[35] = 624 13069 order[36] = 556 13070 order[37] = 740 13071 order[38] = 739 13072 order[39] = 955 13073 order[40] = 956 13074 order[41] = 0 13075 super(555, 600, order) 13076 end 13077 13078 class NoLegSecurityAltID < Quickfix::Group 13079 def initialize 13080 order = Quickfix::IntArray.new(3) 13081 order[0] = 605 13082 order[1] = 606 13083 order[2] = 0 13084 super(604, 605, order) 13085 end 13086 end 13087 end 13088 13089 class NoUnderlyings < Quickfix::Group 13090 def initialize 13091 order = Quickfix::IntArray.new(47) 13092 order[0] = 311 13093 order[1] = 312 13094 order[2] = 309 13095 order[3] = 305 13096 order[4] = 462 13097 order[5] = 463 13098 order[6] = 310 13099 order[7] = 763 13100 order[8] = 313 13101 order[9] = 542 13102 order[10] = 315 13103 order[11] = 241 13104 order[12] = 242 13105 order[13] = 243 13106 order[14] = 244 13107 order[15] = 245 13108 order[16] = 246 13109 order[17] = 256 13110 order[18] = 595 13111 order[19] = 592 13112 order[20] = 593 13113 order[21] = 594 13114 order[22] = 247 13115 order[23] = 316 13116 order[24] = 941 13117 order[25] = 317 13118 order[26] = 436 13119 order[27] = 435 13120 order[28] = 308 13121 order[29] = 306 13122 order[30] = 362 13123 order[31] = 363 13124 order[32] = 307 13125 order[33] = 364 13126 order[34] = 365 13127 order[35] = 877 13128 order[36] = 878 13129 order[37] = 318 13130 order[38] = 879 13131 order[39] = 810 13132 order[40] = 882 13133 order[41] = 883 13134 order[42] = 884 13135 order[43] = 885 13136 order[44] = 886 13137 order[45] = 944 13138 order[46] = 0 13139 super(711, 311, order) 13140 end 13141 13142 class NoUnderlyingSecurityAltID < Quickfix::Group 13143 def initialize 13144 order = Quickfix::IntArray.new(3) 13145 order[0] = 458 13146 order[1] = 459 13147 order[2] = 0 13148 super(457, 458, order) 13149 end 13150 end 13151 13152 class NoUnderlyingStips < Quickfix::Group 13153 def initialize 13154 order = Quickfix::IntArray.new(3) 13155 order[0] = 888 13156 order[1] = 889 13157 order[2] = 0 13158 super(887, 888, order) 13159 end 13160 end 13161 end 13162 13163 class NoTrdRegTimestamps < Quickfix::Group 13164 def initialize 13165 order = Quickfix::IntArray.new(4) 13166 order[0] = 769 13167 order[1] = 770 13168 order[2] = 771 13169 order[3] = 0 13170 super(768, 769, order) 13171 end 13172 end 13173 13174 class NoMiscFees < Quickfix::Group 13175 def initialize 13176 order = Quickfix::IntArray.new(5) 13177 order[0] = 137 13178 order[1] = 138 13179 order[2] = 139 13180 order[3] = 891 13181 order[4] = 0 13182 super(136, 137, order) 13183 end 13184 end 13185 13186 class NoStipulations < Quickfix::Group 13187 def initialize 13188 order = Quickfix::IntArray.new(3) 13189 order[0] = 233 13190 order[1] = 234 13191 order[2] = 0 13192 super(232, 233, order) 13193 end 13194 end 13195end 13196 13197class CollateralReport < Message 13198 def initialize 13199 super 13200 getHeader().setField( Quickfix::MsgType.new("BA") ) 13201 end 13202 13203 class NoPartyIDs < Quickfix::Group 13204 def initialize 13205 order = Quickfix::IntArray.new(5) 13206 order[0] = 448 13207 order[1] = 447 13208 order[2] = 452 13209 order[3] = 802 13210 order[4] = 0 13211 super(453, 448, order) 13212 end 13213 13214 class NoPartySubIDs < Quickfix::Group 13215 def initialize 13216 order = Quickfix::IntArray.new(3) 13217 order[0] = 523 13218 order[1] = 803 13219 order[2] = 0 13220 super(802, 523, order) 13221 end 13222 end 13223 end 13224 13225 class NoExecs < Quickfix::Group 13226 def initialize 13227 order = Quickfix::IntArray.new(2) 13228 order[0] = 17 13229 order[1] = 0 13230 super(124, 17, order) 13231 end 13232 end 13233 13234 class NoTrades < Quickfix::Group 13235 def initialize 13236 order = Quickfix::IntArray.new(3) 13237 order[0] = 571 13238 order[1] = 818 13239 order[2] = 0 13240 super(897, 571, order) 13241 end 13242 end 13243 13244 class NoSecurityAltID < Quickfix::Group 13245 def initialize 13246 order = Quickfix::IntArray.new(3) 13247 order[0] = 455 13248 order[1] = 456 13249 order[2] = 0 13250 super(454, 455, order) 13251 end 13252 end 13253 13254 class NoEvents < Quickfix::Group 13255 def initialize 13256 order = Quickfix::IntArray.new(5) 13257 order[0] = 865 13258 order[1] = 866 13259 order[2] = 867 13260 order[3] = 868 13261 order[4] = 0 13262 super(864, 865, order) 13263 end 13264 end 13265 13266 class NoLegs < Quickfix::Group 13267 def initialize 13268 order = Quickfix::IntArray.new(42) 13269 order[0] = 600 13270 order[1] = 601 13271 order[2] = 602 13272 order[3] = 603 13273 order[4] = 607 13274 order[5] = 608 13275 order[6] = 609 13276 order[7] = 764 13277 order[8] = 610 13278 order[9] = 611 13279 order[10] = 248 13280 order[11] = 249 13281 order[12] = 250 13282 order[13] = 251 13283 order[14] = 252 13284 order[15] = 253 13285 order[16] = 257 13286 order[17] = 599 13287 order[18] = 596 13288 order[19] = 597 13289 order[20] = 598 13290 order[21] = 254 13291 order[22] = 612 13292 order[23] = 942 13293 order[24] = 613 13294 order[25] = 614 13295 order[26] = 615 13296 order[27] = 616 13297 order[28] = 617 13298 order[29] = 618 13299 order[30] = 619 13300 order[31] = 620 13301 order[32] = 621 13302 order[33] = 622 13303 order[34] = 623 13304 order[35] = 624 13305 order[36] = 556 13306 order[37] = 740 13307 order[38] = 739 13308 order[39] = 955 13309 order[40] = 956 13310 order[41] = 0 13311 super(555, 600, order) 13312 end 13313 13314 class NoLegSecurityAltID < Quickfix::Group 13315 def initialize 13316 order = Quickfix::IntArray.new(3) 13317 order[0] = 605 13318 order[1] = 606 13319 order[2] = 0 13320 super(604, 605, order) 13321 end 13322 end 13323 end 13324 13325 class NoUnderlyings < Quickfix::Group 13326 def initialize 13327 order = Quickfix::IntArray.new(46) 13328 order[0] = 311 13329 order[1] = 312 13330 order[2] = 309 13331 order[3] = 305 13332 order[4] = 462 13333 order[5] = 463 13334 order[6] = 310 13335 order[7] = 763 13336 order[8] = 313 13337 order[9] = 542 13338 order[10] = 315 13339 order[11] = 241 13340 order[12] = 242 13341 order[13] = 243 13342 order[14] = 244 13343 order[15] = 245 13344 order[16] = 246 13345 order[17] = 256 13346 order[18] = 595 13347 order[19] = 592 13348 order[20] = 593 13349 order[21] = 594 13350 order[22] = 247 13351 order[23] = 316 13352 order[24] = 941 13353 order[25] = 317 13354 order[26] = 436 13355 order[27] = 435 13356 order[28] = 308 13357 order[29] = 306 13358 order[30] = 362 13359 order[31] = 363 13360 order[32] = 307 13361 order[33] = 364 13362 order[34] = 365 13363 order[35] = 877 13364 order[36] = 878 13365 order[37] = 318 13366 order[38] = 879 13367 order[39] = 810 13368 order[40] = 882 13369 order[41] = 883 13370 order[42] = 884 13371 order[43] = 885 13372 order[44] = 886 13373 order[45] = 0 13374 super(711, 311, order) 13375 end 13376 13377 class NoUnderlyingSecurityAltID < Quickfix::Group 13378 def initialize 13379 order = Quickfix::IntArray.new(3) 13380 order[0] = 458 13381 order[1] = 459 13382 order[2] = 0 13383 super(457, 458, order) 13384 end 13385 end 13386 13387 class NoUnderlyingStips < Quickfix::Group 13388 def initialize 13389 order = Quickfix::IntArray.new(3) 13390 order[0] = 888 13391 order[1] = 889 13392 order[2] = 0 13393 super(887, 888, order) 13394 end 13395 end 13396 end 13397 13398 class NoTrdRegTimestamps < Quickfix::Group 13399 def initialize 13400 order = Quickfix::IntArray.new(4) 13401 order[0] = 769 13402 order[1] = 770 13403 order[2] = 771 13404 order[3] = 0 13405 super(768, 769, order) 13406 end 13407 end 13408 13409 class NoMiscFees < Quickfix::Group 13410 def initialize 13411 order = Quickfix::IntArray.new(5) 13412 order[0] = 137 13413 order[1] = 138 13414 order[2] = 139 13415 order[3] = 891 13416 order[4] = 0 13417 super(136, 137, order) 13418 end 13419 end 13420 13421 class NoStipulations < Quickfix::Group 13422 def initialize 13423 order = Quickfix::IntArray.new(3) 13424 order[0] = 233 13425 order[1] = 234 13426 order[2] = 0 13427 super(232, 233, order) 13428 end 13429 end 13430 13431 class NoDlvyInst < Quickfix::Group 13432 def initialize 13433 order = Quickfix::IntArray.new(4) 13434 order[0] = 165 13435 order[1] = 787 13436 order[2] = 781 13437 order[3] = 0 13438 super(85, 165, order) 13439 end 13440 13441 class NoSettlPartyIDs < Quickfix::Group 13442 def initialize 13443 order = Quickfix::IntArray.new(5) 13444 order[0] = 782 13445 order[1] = 783 13446 order[2] = 784 13447 order[3] = 801 13448 order[4] = 0 13449 super(781, 782, order) 13450 end 13451 13452 class NoSettlPartySubIDs < Quickfix::Group 13453 def initialize 13454 order = Quickfix::IntArray.new(3) 13455 order[0] = 785 13456 order[1] = 786 13457 order[2] = 0 13458 super(801, 785, order) 13459 end 13460 end 13461 end 13462 end 13463end 13464 13465class CollateralInquiry < Message 13466 def initialize 13467 super 13468 getHeader().setField( Quickfix::MsgType.new("BB") ) 13469 end 13470 13471 class NoCollInquiryQualifier < Quickfix::Group 13472 def initialize 13473 order = Quickfix::IntArray.new(2) 13474 order[0] = 896 13475 order[1] = 0 13476 super(938, 896, order) 13477 end 13478 end 13479 13480 class NoPartyIDs < Quickfix::Group 13481 def initialize 13482 order = Quickfix::IntArray.new(5) 13483 order[0] = 448 13484 order[1] = 447 13485 order[2] = 452 13486 order[3] = 802 13487 order[4] = 0 13488 super(453, 448, order) 13489 end 13490 13491 class NoPartySubIDs < Quickfix::Group 13492 def initialize 13493 order = Quickfix::IntArray.new(3) 13494 order[0] = 523 13495 order[1] = 803 13496 order[2] = 0 13497 super(802, 523, order) 13498 end 13499 end 13500 end 13501 13502 class NoExecs < Quickfix::Group 13503 def initialize 13504 order = Quickfix::IntArray.new(2) 13505 order[0] = 17 13506 order[1] = 0 13507 super(124, 17, order) 13508 end 13509 end 13510 13511 class NoTrades < Quickfix::Group 13512 def initialize 13513 order = Quickfix::IntArray.new(3) 13514 order[0] = 571 13515 order[1] = 818 13516 order[2] = 0 13517 super(897, 571, order) 13518 end 13519 end 13520 13521 class NoSecurityAltID < Quickfix::Group 13522 def initialize 13523 order = Quickfix::IntArray.new(3) 13524 order[0] = 455 13525 order[1] = 456 13526 order[2] = 0 13527 super(454, 455, order) 13528 end 13529 end 13530 13531 class NoEvents < Quickfix::Group 13532 def initialize 13533 order = Quickfix::IntArray.new(5) 13534 order[0] = 865 13535 order[1] = 866 13536 order[2] = 867 13537 order[3] = 868 13538 order[4] = 0 13539 super(864, 865, order) 13540 end 13541 end 13542 13543 class NoLegs < Quickfix::Group 13544 def initialize 13545 order = Quickfix::IntArray.new(42) 13546 order[0] = 600 13547 order[1] = 601 13548 order[2] = 602 13549 order[3] = 603 13550 order[4] = 607 13551 order[5] = 608 13552 order[6] = 609 13553 order[7] = 764 13554 order[8] = 610 13555 order[9] = 611 13556 order[10] = 248 13557 order[11] = 249 13558 order[12] = 250 13559 order[13] = 251 13560 order[14] = 252 13561 order[15] = 253 13562 order[16] = 257 13563 order[17] = 599 13564 order[18] = 596 13565 order[19] = 597 13566 order[20] = 598 13567 order[21] = 254 13568 order[22] = 612 13569 order[23] = 942 13570 order[24] = 613 13571 order[25] = 614 13572 order[26] = 615 13573 order[27] = 616 13574 order[28] = 617 13575 order[29] = 618 13576 order[30] = 619 13577 order[31] = 620 13578 order[32] = 621 13579 order[33] = 622 13580 order[34] = 623 13581 order[35] = 624 13582 order[36] = 556 13583 order[37] = 740 13584 order[38] = 739 13585 order[39] = 955 13586 order[40] = 956 13587 order[41] = 0 13588 super(555, 600, order) 13589 end 13590 13591 class NoLegSecurityAltID < Quickfix::Group 13592 def initialize 13593 order = Quickfix::IntArray.new(3) 13594 order[0] = 605 13595 order[1] = 606 13596 order[2] = 0 13597 super(604, 605, order) 13598 end 13599 end 13600 end 13601 13602 class NoUnderlyings < Quickfix::Group 13603 def initialize 13604 order = Quickfix::IntArray.new(46) 13605 order[0] = 311 13606 order[1] = 312 13607 order[2] = 309 13608 order[3] = 305 13609 order[4] = 462 13610 order[5] = 463 13611 order[6] = 310 13612 order[7] = 763 13613 order[8] = 313 13614 order[9] = 542 13615 order[10] = 315 13616 order[11] = 241 13617 order[12] = 242 13618 order[13] = 243 13619 order[14] = 244 13620 order[15] = 245 13621 order[16] = 246 13622 order[17] = 256 13623 order[18] = 595 13624 order[19] = 592 13625 order[20] = 593 13626 order[21] = 594 13627 order[22] = 247 13628 order[23] = 316 13629 order[24] = 941 13630 order[25] = 317 13631 order[26] = 436 13632 order[27] = 435 13633 order[28] = 308 13634 order[29] = 306 13635 order[30] = 362 13636 order[31] = 363 13637 order[32] = 307 13638 order[33] = 364 13639 order[34] = 365 13640 order[35] = 877 13641 order[36] = 878 13642 order[37] = 318 13643 order[38] = 879 13644 order[39] = 810 13645 order[40] = 882 13646 order[41] = 883 13647 order[42] = 884 13648 order[43] = 885 13649 order[44] = 886 13650 order[45] = 0 13651 super(711, 311, order) 13652 end 13653 13654 class NoUnderlyingSecurityAltID < Quickfix::Group 13655 def initialize 13656 order = Quickfix::IntArray.new(3) 13657 order[0] = 458 13658 order[1] = 459 13659 order[2] = 0 13660 super(457, 458, order) 13661 end 13662 end 13663 13664 class NoUnderlyingStips < Quickfix::Group 13665 def initialize 13666 order = Quickfix::IntArray.new(3) 13667 order[0] = 888 13668 order[1] = 889 13669 order[2] = 0 13670 super(887, 888, order) 13671 end 13672 end 13673 end 13674 13675 class NoTrdRegTimestamps < Quickfix::Group 13676 def initialize 13677 order = Quickfix::IntArray.new(4) 13678 order[0] = 769 13679 order[1] = 770 13680 order[2] = 771 13681 order[3] = 0 13682 super(768, 769, order) 13683 end 13684 end 13685 13686 class NoStipulations < Quickfix::Group 13687 def initialize 13688 order = Quickfix::IntArray.new(3) 13689 order[0] = 233 13690 order[1] = 234 13691 order[2] = 0 13692 super(232, 233, order) 13693 end 13694 end 13695 13696 class NoDlvyInst < Quickfix::Group 13697 def initialize 13698 order = Quickfix::IntArray.new(4) 13699 order[0] = 165 13700 order[1] = 787 13701 order[2] = 781 13702 order[3] = 0 13703 super(85, 165, order) 13704 end 13705 13706 class NoSettlPartyIDs < Quickfix::Group 13707 def initialize 13708 order = Quickfix::IntArray.new(5) 13709 order[0] = 782 13710 order[1] = 783 13711 order[2] = 784 13712 order[3] = 801 13713 order[4] = 0 13714 super(781, 782, order) 13715 end 13716 13717 class NoSettlPartySubIDs < Quickfix::Group 13718 def initialize 13719 order = Quickfix::IntArray.new(3) 13720 order[0] = 785 13721 order[1] = 786 13722 order[2] = 0 13723 super(801, 785, order) 13724 end 13725 end 13726 end 13727 end 13728end 13729 13730class NetworkCounterpartySystemStatusRequest < Message 13731 def initialize 13732 super 13733 getHeader().setField( Quickfix::MsgType.new("BC") ) 13734 end 13735 13736 class NoCompIDs < Quickfix::Group 13737 def initialize 13738 order = Quickfix::IntArray.new(5) 13739 order[0] = 930 13740 order[1] = 931 13741 order[2] = 283 13742 order[3] = 284 13743 order[4] = 0 13744 super(936, 930, order) 13745 end 13746 end 13747end 13748 13749class NetworkCounterpartySystemStatusResponse < Message 13750 def initialize 13751 super 13752 getHeader().setField( Quickfix::MsgType.new("BD") ) 13753 end 13754 13755 class NoCompIDs < Quickfix::Group 13756 def initialize 13757 order = Quickfix::IntArray.new(7) 13758 order[0] = 930 13759 order[1] = 931 13760 order[2] = 283 13761 order[3] = 284 13762 order[4] = 928 13763 order[5] = 929 13764 order[6] = 0 13765 super(936, 930, order) 13766 end 13767 end 13768end 13769 13770class UserRequest < Message 13771 def initialize 13772 super 13773 getHeader().setField( Quickfix::MsgType.new("BE") ) 13774 end 13775end 13776 13777class UserResponse < Message 13778 def initialize 13779 super 13780 getHeader().setField( Quickfix::MsgType.new("BF") ) 13781 end 13782end 13783 13784class CollateralInquiryAck < Message 13785 def initialize 13786 super 13787 getHeader().setField( Quickfix::MsgType.new("BG") ) 13788 end 13789 13790 class NoCollInquiryQualifier < Quickfix::Group 13791 def initialize 13792 order = Quickfix::IntArray.new(2) 13793 order[0] = 896 13794 order[1] = 0 13795 super(938, 896, order) 13796 end 13797 end 13798 13799 class NoPartyIDs < Quickfix::Group 13800 def initialize 13801 order = Quickfix::IntArray.new(5) 13802 order[0] = 448 13803 order[1] = 447 13804 order[2] = 452 13805 order[3] = 802 13806 order[4] = 0 13807 super(453, 448, order) 13808 end 13809 13810 class NoPartySubIDs < Quickfix::Group 13811 def initialize 13812 order = Quickfix::IntArray.new(3) 13813 order[0] = 523 13814 order[1] = 803 13815 order[2] = 0 13816 super(802, 523, order) 13817 end 13818 end 13819 end 13820 13821 class NoExecs < Quickfix::Group 13822 def initialize 13823 order = Quickfix::IntArray.new(2) 13824 order[0] = 17 13825 order[1] = 0 13826 super(124, 17, order) 13827 end 13828 end 13829 13830 class NoTrades < Quickfix::Group 13831 def initialize 13832 order = Quickfix::IntArray.new(3) 13833 order[0] = 571 13834 order[1] = 818 13835 order[2] = 0 13836 super(897, 571, order) 13837 end 13838 end 13839 13840 class NoSecurityAltID < Quickfix::Group 13841 def initialize 13842 order = Quickfix::IntArray.new(3) 13843 order[0] = 455 13844 order[1] = 456 13845 order[2] = 0 13846 super(454, 455, order) 13847 end 13848 end 13849 13850 class NoEvents < Quickfix::Group 13851 def initialize 13852 order = Quickfix::IntArray.new(5) 13853 order[0] = 865 13854 order[1] = 866 13855 order[2] = 867 13856 order[3] = 868 13857 order[4] = 0 13858 super(864, 865, order) 13859 end 13860 end 13861 13862 class NoLegs < Quickfix::Group 13863 def initialize 13864 order = Quickfix::IntArray.new(42) 13865 order[0] = 600 13866 order[1] = 601 13867 order[2] = 602 13868 order[3] = 603 13869 order[4] = 607 13870 order[5] = 608 13871 order[6] = 609 13872 order[7] = 764 13873 order[8] = 610 13874 order[9] = 611 13875 order[10] = 248 13876 order[11] = 249 13877 order[12] = 250 13878 order[13] = 251 13879 order[14] = 252 13880 order[15] = 253 13881 order[16] = 257 13882 order[17] = 599 13883 order[18] = 596 13884 order[19] = 597 13885 order[20] = 598 13886 order[21] = 254 13887 order[22] = 612 13888 order[23] = 942 13889 order[24] = 613 13890 order[25] = 614 13891 order[26] = 615 13892 order[27] = 616 13893 order[28] = 617 13894 order[29] = 618 13895 order[30] = 619 13896 order[31] = 620 13897 order[32] = 621 13898 order[33] = 622 13899 order[34] = 623 13900 order[35] = 624 13901 order[36] = 556 13902 order[37] = 740 13903 order[38] = 739 13904 order[39] = 955 13905 order[40] = 956 13906 order[41] = 0 13907 super(555, 600, order) 13908 end 13909 13910 class NoLegSecurityAltID < Quickfix::Group 13911 def initialize 13912 order = Quickfix::IntArray.new(3) 13913 order[0] = 605 13914 order[1] = 606 13915 order[2] = 0 13916 super(604, 605, order) 13917 end 13918 end 13919 end 13920 13921 class NoUnderlyings < Quickfix::Group 13922 def initialize 13923 order = Quickfix::IntArray.new(46) 13924 order[0] = 311 13925 order[1] = 312 13926 order[2] = 309 13927 order[3] = 305 13928 order[4] = 462 13929 order[5] = 463 13930 order[6] = 310 13931 order[7] = 763 13932 order[8] = 313 13933 order[9] = 542 13934 order[10] = 315 13935 order[11] = 241 13936 order[12] = 242 13937 order[13] = 243 13938 order[14] = 244 13939 order[15] = 245 13940 order[16] = 246 13941 order[17] = 256 13942 order[18] = 595 13943 order[19] = 592 13944 order[20] = 593 13945 order[21] = 594 13946 order[22] = 247 13947 order[23] = 316 13948 order[24] = 941 13949 order[25] = 317 13950 order[26] = 436 13951 order[27] = 435 13952 order[28] = 308 13953 order[29] = 306 13954 order[30] = 362 13955 order[31] = 363 13956 order[32] = 307 13957 order[33] = 364 13958 order[34] = 365 13959 order[35] = 877 13960 order[36] = 878 13961 order[37] = 318 13962 order[38] = 879 13963 order[39] = 810 13964 order[40] = 882 13965 order[41] = 883 13966 order[42] = 884 13967 order[43] = 885 13968 order[44] = 886 13969 order[45] = 0 13970 super(711, 311, order) 13971 end 13972 13973 class NoUnderlyingSecurityAltID < Quickfix::Group 13974 def initialize 13975 order = Quickfix::IntArray.new(3) 13976 order[0] = 458 13977 order[1] = 459 13978 order[2] = 0 13979 super(457, 458, order) 13980 end 13981 end 13982 13983 class NoUnderlyingStips < Quickfix::Group 13984 def initialize 13985 order = Quickfix::IntArray.new(3) 13986 order[0] = 888 13987 order[1] = 889 13988 order[2] = 0 13989 super(887, 888, order) 13990 end 13991 end 13992 end 13993end 13994 13995class ConfirmationRequest < Message 13996 def initialize 13997 super 13998 getHeader().setField( Quickfix::MsgType.new("BH") ) 13999 end 14000 14001 class NoOrders < Quickfix::Group 14002 def initialize 14003 order = Quickfix::IntArray.new(10) 14004 order[0] = 11 14005 order[1] = 37 14006 order[2] = 198 14007 order[3] = 526 14008 order[4] = 66 14009 order[5] = 756 14010 order[6] = 38 14011 order[7] = 799 14012 order[8] = 800 14013 order[9] = 0 14014 super(73, 11, order) 14015 end 14016 14017 class NoNested2PartyIDs < Quickfix::Group 14018 def initialize 14019 order = Quickfix::IntArray.new(5) 14020 order[0] = 757 14021 order[1] = 758 14022 order[2] = 759 14023 order[3] = 806 14024 order[4] = 0 14025 super(756, 757, order) 14026 end 14027 14028 class NoNested2PartySubIDs < Quickfix::Group 14029 def initialize 14030 order = Quickfix::IntArray.new(3) 14031 order[0] = 760 14032 order[1] = 807 14033 order[2] = 0 14034 super(806, 760, order) 14035 end 14036 end 14037 end 14038 end 14039end 14040end 14041