/usr/include/quickfix/fix42/MassQuote.h is in libquickfix-dev 1.13.3+dfsg-9ubuntu2.
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 96 97 98 99 100 101 102 103 104 | #ifndef FIX42_MASSQUOTE_H
#define FIX42_MASSQUOTE_H
#include "Message.h"
namespace FIX42
{
class MassQuote : public Message
{
public:
MassQuote() : Message(MsgType()) {}
MassQuote(const FIX::Message& m) : Message(m) {}
MassQuote(const Message& m) : Message(m) {}
MassQuote(const MassQuote& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("i"); }
MassQuote(
const FIX::QuoteID& aQuoteID )
: Message(MsgType())
{
set(aQuoteID);
}
FIELD_SET(*this, FIX::QuoteReqID);
FIELD_SET(*this, FIX::QuoteID);
FIELD_SET(*this, FIX::QuoteResponseLevel);
FIELD_SET(*this, FIX::DefBidSize);
FIELD_SET(*this, FIX::DefOfferSize);
FIELD_SET(*this, FIX::NoQuoteSets);
class NoQuoteSets: public FIX::Group
{
public:
NoQuoteSets() : FIX::Group(296,302,FIX::message_order(302,311,312,309,305,310,313,314,315,316,317,436,435,308,306,362,363,307,364,365,367,304,295,0)) {}
FIELD_SET(*this, FIX::QuoteSetID);
FIELD_SET(*this, FIX::UnderlyingSymbol);
FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
FIELD_SET(*this, FIX::UnderlyingSecurityID);
FIELD_SET(*this, FIX::UnderlyingIDSource);
FIELD_SET(*this, FIX::UnderlyingSecurityType);
FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
FIELD_SET(*this, FIX::UnderlyingMaturityDay);
FIELD_SET(*this, FIX::UnderlyingPutOrCall);
FIELD_SET(*this, FIX::UnderlyingStrikePrice);
FIELD_SET(*this, FIX::UnderlyingOptAttribute);
FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
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::QuoteSetValidUntilTime);
FIELD_SET(*this, FIX::TotQuoteEntries);
FIELD_SET(*this, FIX::NoQuoteEntries);
class NoQuoteEntries: public FIX::Group
{
public:
NoQuoteEntries() : FIX::Group(295,299,FIX::message_order(299,55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,132,133,134,135,62,188,190,189,191,60,336,64,40,193,192,15,0)) {}
FIELD_SET(*this, FIX::QuoteEntryID);
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::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::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::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::TradingSessionID);
FIELD_SET(*this, FIX::FutSettDate);
FIELD_SET(*this, FIX::OrdType);
FIELD_SET(*this, FIX::FutSettDate2);
FIELD_SET(*this, FIX::OrderQty2);
FIELD_SET(*this, FIX::Currency);
};
};
};
}
#endif
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