/usr/include/quickfix/fix43/QuoteCancel.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 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 | #ifndef FIX43_QUOTECANCEL_H
#define FIX43_QUOTECANCEL_H
#include "Message.h"
namespace FIX43
{
class QuoteCancel : public Message
{
public:
QuoteCancel() : Message(MsgType()) {}
QuoteCancel(const FIX::Message& m) : Message(m) {}
QuoteCancel(const Message& m) : Message(m) {}
QuoteCancel(const QuoteCancel& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("Z"); }
QuoteCancel(
const FIX::QuoteID& aQuoteID,
const FIX::QuoteCancelType& aQuoteCancelType )
: Message(MsgType())
{
set(aQuoteID);
set(aQuoteCancelType);
}
FIELD_SET(*this, FIX::QuoteReqID);
FIELD_SET(*this, FIX::QuoteID);
FIELD_SET(*this, FIX::QuoteCancelType);
FIELD_SET(*this, FIX::QuoteResponseLevel);
FIELD_SET(*this, FIX::NoPartyIDs);
class NoPartyIDs: public FIX::Group
{
public:
NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
FIELD_SET(*this, FIX::PartyID);
FIELD_SET(*this, FIX::PartyIDSource);
FIELD_SET(*this, FIX::PartyRole);
FIELD_SET(*this, FIX::PartySubID);
};
FIELD_SET(*this, FIX::Account);
FIELD_SET(*this, FIX::AccountType);
FIELD_SET(*this, FIX::TradingSessionID);
FIELD_SET(*this, FIX::TradingSessionSubID);
FIELD_SET(*this, FIX::NoQuoteEntries);
class NoQuoteEntries: public FIX::Group
{
public:
NoQuoteEntries() : FIX::Group(295,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,0)) {}
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::SecurityIDSource);
FIELD_SET(*this, FIX::Product);
FIELD_SET(*this, FIX::CFICode);
FIELD_SET(*this, FIX::SecurityType);
FIELD_SET(*this, FIX::MaturityMonthYear);
FIELD_SET(*this, FIX::MaturityDate);
FIELD_SET(*this, FIX::CouponPaymentDate);
FIELD_SET(*this, FIX::IssueDate);
FIELD_SET(*this, FIX::RepoCollateralSecurityType);
FIELD_SET(*this, FIX::RepurchaseTerm);
FIELD_SET(*this, FIX::RepurchaseRate);
FIELD_SET(*this, FIX::Factor);
FIELD_SET(*this, FIX::CreditRating);
FIELD_SET(*this, FIX::InstrRegistry);
FIELD_SET(*this, FIX::CountryOfIssue);
FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LocaleOfIssue);
FIELD_SET(*this, FIX::RedemptionDate);
FIELD_SET(*this, FIX::StrikePrice);
FIELD_SET(*this, FIX::OptAttribute);
FIELD_SET(*this, FIX::ContractMultiplier);
FIELD_SET(*this, FIX::CouponRate);
FIELD_SET(*this, FIX::SecurityExchange);
FIELD_SET(*this, FIX::Issuer);
FIELD_SET(*this, FIX::EncodedIssuerLen);
FIELD_SET(*this, FIX::EncodedIssuer);
FIELD_SET(*this, FIX::SecurityDesc);
FIELD_SET(*this, FIX::EncodedSecurityDescLen);
FIELD_SET(*this, FIX::EncodedSecurityDesc);
FIELD_SET(*this, FIX::NoSecurityAltID);
class NoSecurityAltID: public FIX::Group
{
public:
NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
FIELD_SET(*this, FIX::SecurityAltID);
FIELD_SET(*this, FIX::SecurityAltIDSource);
};
};
};
}
#endif
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