/usr/include/quickfix/fix43/Quote.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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 | #ifndef FIX43_QUOTE_H
#define FIX43_QUOTE_H
#include "Message.h"
namespace FIX43
{
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 )
: Message(MsgType())
{
set(aQuoteID);
}
FIELD_SET(*this, FIX::QuoteReqID);
FIELD_SET(*this, FIX::QuoteID);
FIELD_SET(*this, FIX::QuoteType);
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::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);
};
FIELD_SET(*this, FIX::BidPx);
FIELD_SET(*this, FIX::OfferPx);
FIELD_SET(*this, FIX::MktBidPx);
FIELD_SET(*this, FIX::MktOfferPx);
FIELD_SET(*this, FIX::MinBidSize);
FIELD_SET(*this, FIX::BidSize);
FIELD_SET(*this, FIX::MinOfferSize);
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::SettlmntTyp);
FIELD_SET(*this, FIX::FutSettDate);
FIELD_SET(*this, FIX::OrdType);
FIELD_SET(*this, FIX::FutSettDate2);
FIELD_SET(*this, FIX::OrderQty2);
FIELD_SET(*this, FIX::BidForwardPoints2);
FIELD_SET(*this, FIX::OfferForwardPoints2);
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::SettlCurrBidFxRate);
FIELD_SET(*this, FIX::SettlCurrOfferFxRate);
FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
FIELD_SET(*this, FIX::Commission);
FIELD_SET(*this, FIX::CommType);
FIELD_SET(*this, FIX::CustOrderCapacity);
FIELD_SET(*this, FIX::ExDestination);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
};
}
#endif
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