/usr/include/quickfix/fix41/Quote.h is in libquickfix-dev 1.14.4+dfsg-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 | #ifndef FIX41_QUOTE_H
#define FIX41_QUOTE_H
#include "Message.h"
namespace FIX41
{
class Quote : public Message
{
public:
Quote() : Message(MsgType()) {}
Quote(const FIX::Message& m) : Message(m) {}
Quote(const Message& m) : Message(m) {}
Quote(const Quote& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("S"); }
Quote(
const FIX::QuoteID& aQuoteID,
const FIX::Symbol& aSymbol )
: Message(MsgType())
{
set(aQuoteID);
set(aSymbol);
}
FIELD_SET(*this, FIX::QuoteReqID);
FIELD_SET(*this, FIX::QuoteID);
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::IDSource);
FIELD_SET(*this, FIX::SecurityType);
FIELD_SET(*this, FIX::MaturityMonthYear);
FIELD_SET(*this, FIX::MaturityDay);
FIELD_SET(*this, FIX::PutOrCall);
FIELD_SET(*this, FIX::StrikePrice);
FIELD_SET(*this, FIX::OptAttribute);
FIELD_SET(*this, FIX::SecurityExchange);
FIELD_SET(*this, FIX::Issuer);
FIELD_SET(*this, FIX::SecurityDesc);
FIELD_SET(*this, FIX::BidPx);
FIELD_SET(*this, FIX::OfferPx);
FIELD_SET(*this, FIX::BidSize);
FIELD_SET(*this, FIX::OfferSize);
FIELD_SET(*this, FIX::ValidUntilTime);
FIELD_SET(*this, FIX::BidSpotRate);
FIELD_SET(*this, FIX::OfferSpotRate);
FIELD_SET(*this, FIX::BidForwardPoints);
FIELD_SET(*this, FIX::OfferForwardPoints);
FIELD_SET(*this, FIX::TransactTime);
FIELD_SET(*this, FIX::FutSettDate);
FIELD_SET(*this, FIX::OrdType);
FIELD_SET(*this, FIX::FutSettDate2);
FIELD_SET(*this, FIX::OrderQty2);
};
}
#endif
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