/usr/include/quickfix/fix50sp2/MassQuoteAcknowledgement.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.
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#define FIX50SP2_MASSQUOTEACKNOWLEDGEMENT_H
#include "Message.h"
namespace FIX50SP2
{
class MassQuoteAcknowledgement : public Message
{
public:
MassQuoteAcknowledgement() : Message(MsgType()) {}
MassQuoteAcknowledgement(const FIX::Message& m) : Message(m) {}
MassQuoteAcknowledgement(const Message& m) : Message(m) {}
MassQuoteAcknowledgement(const MassQuoteAcknowledgement& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("b"); }
MassQuoteAcknowledgement(
const FIX::QuoteStatus& aQuoteStatus )
: Message(MsgType())
{
set(aQuoteStatus);
}
FIELD_SET(*this, FIX::QuoteReqID);
FIELD_SET(*this, FIX::QuoteID);
FIELD_SET(*this, FIX::QuoteStatus);
FIELD_SET(*this, FIX::QuoteRejectReason);
FIELD_SET(*this, FIX::QuoteResponseLevel);
FIELD_SET(*this, FIX::QuoteType);
FIELD_SET(*this, FIX::QuoteCancelType);
FIELD_SET(*this, FIX::NoPartyIDs);
class NoPartyIDs: public FIX::Group
{
public:
NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
FIELD_SET(*this, FIX::PartyID);
FIELD_SET(*this, FIX::PartyIDSource);
FIELD_SET(*this, FIX::PartyRole);
FIELD_SET(*this, FIX::NoPartySubIDs);
class NoPartySubIDs: public FIX::Group
{
public:
NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
FIELD_SET(*this, FIX::PartySubID);
FIELD_SET(*this, FIX::PartySubIDType);
};
};
FIELD_SET(*this, FIX::Account);
FIELD_SET(*this, FIX::AcctIDSource);
FIELD_SET(*this, FIX::AccountType);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
FIELD_SET(*this, FIX::NoQuoteSets);
class NoQuoteSets: public FIX::Group
{
public:
NoQuoteSets() : FIX::Group(296,302,FIX::message_order(302,311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,304,1168,1169,1170,893,295,367,0)) {}
FIELD_SET(*this, FIX::QuoteSetID);
FIELD_SET(*this, FIX::UnderlyingSymbol);
FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
FIELD_SET(*this, FIX::UnderlyingSecurityID);
FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
FIELD_SET(*this, FIX::UnderlyingProduct);
FIELD_SET(*this, FIX::UnderlyingCFICode);
FIELD_SET(*this, FIX::UnderlyingSecurityType);
FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
FIELD_SET(*this, FIX::UnderlyingMaturityDate);
FIELD_SET(*this, FIX::UnderlyingMaturityTime);
FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
FIELD_SET(*this, FIX::UnderlyingIssueDate);
FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
FIELD_SET(*this, FIX::UnderlyingFactor);
FIELD_SET(*this, FIX::UnderlyingCreditRating);
FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
FIELD_SET(*this, FIX::UnderlyingStrikePrice);
FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
FIELD_SET(*this, FIX::UnderlyingOptAttribute);
FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::UnderlyingTimeUnit);
FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
FIELD_SET(*this, FIX::UnderlyingCouponRate);
FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
FIELD_SET(*this, FIX::UnderlyingIssuer);
FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
FIELD_SET(*this, FIX::UnderlyingCPProgram);
FIELD_SET(*this, FIX::UnderlyingCPRegType);
FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
FIELD_SET(*this, FIX::UnderlyingCurrency);
FIELD_SET(*this, FIX::UnderlyingQty);
FIELD_SET(*this, FIX::UnderlyingSettlementType);
FIELD_SET(*this, FIX::UnderlyingCashAmount);
FIELD_SET(*this, FIX::UnderlyingCashType);
FIELD_SET(*this, FIX::UnderlyingPx);
FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
FIELD_SET(*this, FIX::UnderlyingEndPrice);
FIELD_SET(*this, FIX::UnderlyingStartValue);
FIELD_SET(*this, FIX::UnderlyingCurrentValue);
FIELD_SET(*this, FIX::UnderlyingEndValue);
FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
FIELD_SET(*this, FIX::UnderlyingFXRate);
FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
FIELD_SET(*this, FIX::UnderlyingCapValue);
FIELD_SET(*this, FIX::UnderlyingSettlMethod);
FIELD_SET(*this, FIX::UnderlyingPutOrCall);
FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
FIELD_SET(*this, FIX::UnderlyingRestructuringType);
FIELD_SET(*this, FIX::UnderlyingSeniority);
FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
FIELD_SET(*this, FIX::TotNoQuoteEntries);
FIELD_SET(*this, FIX::TotNoCxldQuotes);
FIELD_SET(*this, FIX::TotNoAccQuotes);
FIELD_SET(*this, FIX::TotNoRejQuotes);
FIELD_SET(*this, FIX::LastFragment);
FIELD_SET(*this, FIX::NoQuoteEntries);
class NoQuoteEntries: public FIX::Group
{
public:
NoQuoteEntries() : FIX::Group(295,299,FIX::message_order(299,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,555,132,133,134,135,62,188,190,189,191,631,632,633,634,60,336,625,64,40,193,192,642,643,15,1167,368,775,528,529,0)) {}
FIELD_SET(*this, FIX::QuoteEntryID);
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::ProductComplex);
FIELD_SET(*this, FIX::SecurityGroup);
FIELD_SET(*this, FIX::CFICode);
FIELD_SET(*this, FIX::SecurityType);
FIELD_SET(*this, FIX::SecuritySubType);
FIELD_SET(*this, FIX::MaturityMonthYear);
FIELD_SET(*this, FIX::MaturityDate);
FIELD_SET(*this, FIX::MaturityTime);
FIELD_SET(*this, FIX::SettleOnOpenFlag);
FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
FIELD_SET(*this, FIX::SecurityStatus);
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::StrikeCurrency);
FIELD_SET(*this, FIX::StrikeMultiplier);
FIELD_SET(*this, FIX::StrikeValue);
FIELD_SET(*this, FIX::OptAttribute);
FIELD_SET(*this, FIX::ContractMultiplier);
FIELD_SET(*this, FIX::MinPriceIncrement);
FIELD_SET(*this, FIX::MinPriceIncrementAmount);
FIELD_SET(*this, FIX::UnitOfMeasure);
FIELD_SET(*this, FIX::UnitOfMeasureQty);
FIELD_SET(*this, FIX::PriceUnitOfMeasure);
FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::SettlMethod);
FIELD_SET(*this, FIX::ExerciseStyle);
FIELD_SET(*this, FIX::OptPayoutAmount);
FIELD_SET(*this, FIX::PriceQuoteMethod);
FIELD_SET(*this, FIX::ValuationMethod);
FIELD_SET(*this, FIX::ListMethod);
FIELD_SET(*this, FIX::CapPrice);
FIELD_SET(*this, FIX::FloorPrice);
FIELD_SET(*this, FIX::PutOrCall);
FIELD_SET(*this, FIX::FlexibleIndicator);
FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
FIELD_SET(*this, FIX::TimeUnit);
FIELD_SET(*this, FIX::CouponRate);
FIELD_SET(*this, FIX::SecurityExchange);
FIELD_SET(*this, FIX::PositionLimit);
FIELD_SET(*this, FIX::NTPositionLimit);
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::Pool);
FIELD_SET(*this, FIX::ContractSettlMonth);
FIELD_SET(*this, FIX::CPProgram);
FIELD_SET(*this, FIX::CPRegType);
FIELD_SET(*this, FIX::DatedDate);
FIELD_SET(*this, FIX::InterestAccrualDate);
FIELD_SET(*this, FIX::ContractMultiplierUnit);
FIELD_SET(*this, FIX::FlowScheduleType);
FIELD_SET(*this, FIX::RestructuringType);
FIELD_SET(*this, FIX::Seniority);
FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::AttachmentPoint);
FIELD_SET(*this, FIX::DetachmentPoint);
FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
FIELD_SET(*this, FIX::OptPayoutType);
FIELD_SET(*this, FIX::NoLegs);
class NoLegs: public FIX::Group
{
public:
NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {}
FIELD_SET(*this, FIX::LegSymbol);
FIELD_SET(*this, FIX::LegSymbolSfx);
FIELD_SET(*this, FIX::LegSecurityID);
FIELD_SET(*this, FIX::LegSecurityIDSource);
FIELD_SET(*this, FIX::LegProduct);
FIELD_SET(*this, FIX::LegCFICode);
FIELD_SET(*this, FIX::LegSecurityType);
FIELD_SET(*this, FIX::LegSecuritySubType);
FIELD_SET(*this, FIX::LegMaturityMonthYear);
FIELD_SET(*this, FIX::LegMaturityDate);
FIELD_SET(*this, FIX::LegMaturityTime);
FIELD_SET(*this, FIX::LegCouponPaymentDate);
FIELD_SET(*this, FIX::LegIssueDate);
FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
FIELD_SET(*this, FIX::LegRepurchaseTerm);
FIELD_SET(*this, FIX::LegRepurchaseRate);
FIELD_SET(*this, FIX::LegFactor);
FIELD_SET(*this, FIX::LegCreditRating);
FIELD_SET(*this, FIX::LegInstrRegistry);
FIELD_SET(*this, FIX::LegCountryOfIssue);
FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LegLocaleOfIssue);
FIELD_SET(*this, FIX::LegRedemptionDate);
FIELD_SET(*this, FIX::LegStrikePrice);
FIELD_SET(*this, FIX::LegStrikeCurrency);
FIELD_SET(*this, FIX::LegOptAttribute);
FIELD_SET(*this, FIX::LegContractMultiplier);
FIELD_SET(*this, FIX::LegUnitOfMeasure);
FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::LegTimeUnit);
FIELD_SET(*this, FIX::LegExerciseStyle);
FIELD_SET(*this, FIX::LegCouponRate);
FIELD_SET(*this, FIX::LegSecurityExchange);
FIELD_SET(*this, FIX::LegIssuer);
FIELD_SET(*this, FIX::EncodedLegIssuerLen);
FIELD_SET(*this, FIX::EncodedLegIssuer);
FIELD_SET(*this, FIX::LegSecurityDesc);
FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
FIELD_SET(*this, FIX::LegRatioQty);
FIELD_SET(*this, FIX::LegSide);
FIELD_SET(*this, FIX::LegCurrency);
FIELD_SET(*this, FIX::LegPool);
FIELD_SET(*this, FIX::LegDatedDate);
FIELD_SET(*this, FIX::LegContractSettlMonth);
FIELD_SET(*this, FIX::LegInterestAccrualDate);
FIELD_SET(*this, FIX::LegPutOrCall);
FIELD_SET(*this, FIX::LegOptionRatio);
FIELD_SET(*this, FIX::LegContractMultiplierUnit);
FIELD_SET(*this, FIX::LegFlowScheduleType);
};
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::MidPx);
FIELD_SET(*this, FIX::BidYield);
FIELD_SET(*this, FIX::MidYield);
FIELD_SET(*this, FIX::OfferYield);
FIELD_SET(*this, FIX::TransactTime);
FIELD_SET(*this, FIX::TradingSessionID);
FIELD_SET(*this, FIX::TradingSessionSubID);
FIELD_SET(*this, FIX::SettlDate);
FIELD_SET(*this, FIX::OrdType);
FIELD_SET(*this, FIX::SettlDate2);
FIELD_SET(*this, FIX::OrderQty2);
FIELD_SET(*this, FIX::BidForwardPoints2);
FIELD_SET(*this, FIX::OfferForwardPoints2);
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::QuoteEntryStatus);
FIELD_SET(*this, FIX::QuoteEntryRejectReason);
FIELD_SET(*this, FIX::BookingType);
FIELD_SET(*this, FIX::OrderCapacity);
FIELD_SET(*this, FIX::OrderRestrictions);
};
FIELD_SET(*this, FIX::QuoteSetValidUntilTime);
};
FIELD_SET(*this, FIX::NoTargetPartyIDs);
class NoTargetPartyIDs: public FIX::Group
{
public:
NoTargetPartyIDs() : FIX::Group(1461,1462,FIX::message_order(1462,1463,1464,0)) {}
FIELD_SET(*this, FIX::TargetPartyID);
FIELD_SET(*this, FIX::TargetPartyIDSource);
FIELD_SET(*this, FIX::TargetPartyRole);
};
};
}
#endif
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