quickfix_ruby 1.14.3

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Files changed (149) hide show
  1. checksums.yaml +7 -0
  2. data/ext/quickfix/Acceptor.cpp +248 -0
  3. data/ext/quickfix/Acceptor.h +127 -0
  4. data/ext/quickfix/Allocator.h +9 -0
  5. data/ext/quickfix/Application.h +127 -0
  6. data/ext/quickfix/AtomicCount.h +109 -0
  7. data/ext/quickfix/DOMDocument.h +74 -0
  8. data/ext/quickfix/DataDictionary.cpp +618 -0
  9. data/ext/quickfix/DataDictionary.h +539 -0
  10. data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
  11. data/ext/quickfix/DataDictionaryProvider.h +70 -0
  12. data/ext/quickfix/DatabaseConnectionID.h +105 -0
  13. data/ext/quickfix/DatabaseConnectionPool.h +91 -0
  14. data/ext/quickfix/Dictionary.cpp +162 -0
  15. data/ext/quickfix/Dictionary.h +94 -0
  16. data/ext/quickfix/Event.h +95 -0
  17. data/ext/quickfix/Exceptions.h +299 -0
  18. data/ext/quickfix/Field.h +672 -0
  19. data/ext/quickfix/FieldConvertors.h +863 -0
  20. data/ext/quickfix/FieldMap.cpp +238 -0
  21. data/ext/quickfix/FieldMap.h +244 -0
  22. data/ext/quickfix/FieldNumbers.h +46 -0
  23. data/ext/quickfix/FieldTypes.cpp +64 -0
  24. data/ext/quickfix/FieldTypes.h +698 -0
  25. data/ext/quickfix/Fields.h +31 -0
  26. data/ext/quickfix/FileLog.cpp +200 -0
  27. data/ext/quickfix/FileLog.h +112 -0
  28. data/ext/quickfix/FileStore.cpp +332 -0
  29. data/ext/quickfix/FileStore.h +129 -0
  30. data/ext/quickfix/FixFieldNumbers.h +1537 -0
  31. data/ext/quickfix/FixFields.h +1538 -0
  32. data/ext/quickfix/FixValues.h +3281 -0
  33. data/ext/quickfix/FlexLexer.h +188 -0
  34. data/ext/quickfix/Group.cpp +64 -0
  35. data/ext/quickfix/Group.h +73 -0
  36. data/ext/quickfix/HtmlBuilder.h +186 -0
  37. data/ext/quickfix/HttpConnection.cpp +739 -0
  38. data/ext/quickfix/HttpConnection.h +78 -0
  39. data/ext/quickfix/HttpMessage.cpp +149 -0
  40. data/ext/quickfix/HttpMessage.h +133 -0
  41. data/ext/quickfix/HttpParser.cpp +49 -0
  42. data/ext/quickfix/HttpParser.h +54 -0
  43. data/ext/quickfix/HttpServer.cpp +169 -0
  44. data/ext/quickfix/HttpServer.h +78 -0
  45. data/ext/quickfix/Initiator.cpp +289 -0
  46. data/ext/quickfix/Initiator.h +149 -0
  47. data/ext/quickfix/Log.cpp +77 -0
  48. data/ext/quickfix/Log.h +179 -0
  49. data/ext/quickfix/Message.cpp +580 -0
  50. data/ext/quickfix/Message.h +370 -0
  51. data/ext/quickfix/MessageCracker.h +188 -0
  52. data/ext/quickfix/MessageSorters.cpp +105 -0
  53. data/ext/quickfix/MessageSorters.h +156 -0
  54. data/ext/quickfix/MessageStore.cpp +146 -0
  55. data/ext/quickfix/MessageStore.h +174 -0
  56. data/ext/quickfix/Mutex.h +131 -0
  57. data/ext/quickfix/MySQLConnection.h +194 -0
  58. data/ext/quickfix/MySQLLog.cpp +275 -0
  59. data/ext/quickfix/MySQLLog.h +145 -0
  60. data/ext/quickfix/MySQLStore.cpp +331 -0
  61. data/ext/quickfix/MySQLStore.h +142 -0
  62. data/ext/quickfix/NullStore.cpp +54 -0
  63. data/ext/quickfix/NullStore.h +99 -0
  64. data/ext/quickfix/OdbcConnection.h +266 -0
  65. data/ext/quickfix/OdbcLog.cpp +252 -0
  66. data/ext/quickfix/OdbcLog.h +117 -0
  67. data/ext/quickfix/OdbcStore.cpp +338 -0
  68. data/ext/quickfix/OdbcStore.h +113 -0
  69. data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
  70. data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
  71. data/ext/quickfix/Parser.cpp +103 -0
  72. data/ext/quickfix/Parser.h +57 -0
  73. data/ext/quickfix/PostgreSQLConnection.h +176 -0
  74. data/ext/quickfix/PostgreSQLLog.cpp +276 -0
  75. data/ext/quickfix/PostgreSQLLog.h +144 -0
  76. data/ext/quickfix/PostgreSQLStore.cpp +334 -0
  77. data/ext/quickfix/PostgreSQLStore.h +141 -0
  78. data/ext/quickfix/Queue.h +75 -0
  79. data/ext/quickfix/QuickfixRuby.cpp +252066 -0
  80. data/ext/quickfix/QuickfixRuby.h +34 -0
  81. data/ext/quickfix/Responder.h +43 -0
  82. data/ext/quickfix/Session.cpp +1487 -0
  83. data/ext/quickfix/Session.h +335 -0
  84. data/ext/quickfix/SessionFactory.cpp +274 -0
  85. data/ext/quickfix/SessionFactory.h +86 -0
  86. data/ext/quickfix/SessionID.h +170 -0
  87. data/ext/quickfix/SessionSettings.cpp +189 -0
  88. data/ext/quickfix/SessionSettings.h +171 -0
  89. data/ext/quickfix/SessionState.h +231 -0
  90. data/ext/quickfix/Settings.cpp +100 -0
  91. data/ext/quickfix/Settings.h +53 -0
  92. data/ext/quickfix/SharedArray.h +150 -0
  93. data/ext/quickfix/SocketAcceptor.cpp +222 -0
  94. data/ext/quickfix/SocketAcceptor.h +75 -0
  95. data/ext/quickfix/SocketConnection.cpp +238 -0
  96. data/ext/quickfix/SocketConnection.h +103 -0
  97. data/ext/quickfix/SocketConnector.cpp +116 -0
  98. data/ext/quickfix/SocketConnector.h +67 -0
  99. data/ext/quickfix/SocketInitiator.cpp +260 -0
  100. data/ext/quickfix/SocketInitiator.h +81 -0
  101. data/ext/quickfix/SocketMonitor.cpp +335 -0
  102. data/ext/quickfix/SocketMonitor.h +111 -0
  103. data/ext/quickfix/SocketServer.cpp +177 -0
  104. data/ext/quickfix/SocketServer.h +100 -0
  105. data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
  106. data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
  107. data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
  108. data/ext/quickfix/ThreadedSocketConnection.h +82 -0
  109. data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
  110. data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
  111. data/ext/quickfix/TimeRange.cpp +173 -0
  112. data/ext/quickfix/TimeRange.h +258 -0
  113. data/ext/quickfix/Utility.cpp +537 -0
  114. data/ext/quickfix/Utility.h +219 -0
  115. data/ext/quickfix/Values.h +62 -0
  116. data/ext/quickfix/config.h +0 -0
  117. data/ext/quickfix/config_windows.h +0 -0
  118. data/ext/quickfix/extconf.rb +12 -0
  119. data/ext/quickfix/index.h +37 -0
  120. data/ext/quickfix/pugiconfig.hpp +72 -0
  121. data/ext/quickfix/pugixml.cpp +10765 -0
  122. data/ext/quickfix/pugixml.hpp +1341 -0
  123. data/ext/quickfix/strptime.h +7 -0
  124. data/lib/quickfix40.rb +274 -0
  125. data/lib/quickfix41.rb +351 -0
  126. data/lib/quickfix42.rb +1184 -0
  127. data/lib/quickfix43.rb +3504 -0
  128. data/lib/quickfix44.rb +10721 -0
  129. data/lib/quickfix50.rb +13426 -0
  130. data/lib/quickfix50sp1.rb +15629 -0
  131. data/lib/quickfix50sp2.rb +17068 -0
  132. data/lib/quickfix_fields.rb +19853 -0
  133. data/lib/quickfix_ruby.rb +82 -0
  134. data/lib/quickfixt11.rb +70 -0
  135. data/spec/FIX40.xml +862 -0
  136. data/spec/FIX41.xml +1285 -0
  137. data/spec/FIX42.xml +2746 -0
  138. data/spec/FIX43.xml +4229 -0
  139. data/spec/FIX44.xml +6596 -0
  140. data/spec/FIX50.xml +8137 -0
  141. data/spec/FIX50SP1.xml +9496 -0
  142. data/spec/FIX50SP2.xml +10011 -0
  143. data/spec/FIXT11.xml +313 -0
  144. data/test/test_DataDictionaryTestCase.rb +268 -0
  145. data/test/test_DictionaryTestCase.rb +112 -0
  146. data/test/test_FieldBaseTestCase.rb +24 -0
  147. data/test/test_MessageTestCase.rb +368 -0
  148. data/test/test_SessionSettingsTestCase.rb +41 -0
  149. metadata +193 -0
data/lib/quickfix42.rb ADDED
@@ -0,0 +1,1184 @@
1
+ require 'quickfix'
2
+ module Quickfix42
3
+ class Message < Quickfix::Message
4
+ def initialize
5
+ super
6
+ getHeader().setField( Quickfix::BeginString.new("FIX.4.2") )
7
+ end
8
+ end
9
+
10
+ class Heartbeat < Message
11
+ def initialize
12
+ super
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+ getHeader().setField( Quickfix::MsgType.new("0") )
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+ end
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+ end
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+
17
+ class TestRequest < Message
18
+ def initialize
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+ super
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+ getHeader().setField( Quickfix::MsgType.new("1") )
21
+ end
22
+ end
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+
24
+ class ResendRequest < Message
25
+ def initialize
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+ super
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+ getHeader().setField( Quickfix::MsgType.new("2") )
28
+ end
29
+ end
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+
31
+ class Reject < Message
32
+ def initialize
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+ super
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+ getHeader().setField( Quickfix::MsgType.new("3") )
35
+ end
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+ end
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+
38
+ class SequenceReset < Message
39
+ def initialize
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+ super
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+ getHeader().setField( Quickfix::MsgType.new("4") )
42
+ end
43
+ end
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+
45
+ class Logout < Message
46
+ def initialize
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+ super
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+ getHeader().setField( Quickfix::MsgType.new("5") )
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+ end
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+ end
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+
52
+ class IOI < Message
53
+ def initialize
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+ super
55
+ getHeader().setField( Quickfix::MsgType.new("6") )
56
+ end
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+
58
+ class NoIOIQualifiers < Quickfix::Group
59
+ def initialize
60
+ order = Quickfix::IntArray.new(2)
61
+ order[0] = 104
62
+ order[1] = 0
63
+ super(199, 104, order)
64
+ end
65
+ end
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+
67
+ class NoRoutingIDs < Quickfix::Group
68
+ def initialize
69
+ order = Quickfix::IntArray.new(3)
70
+ order[0] = 216
71
+ order[1] = 217
72
+ order[2] = 0
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+ super(215, 216, order)
74
+ end
75
+ end
76
+ end
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+
78
+ class Advertisement < Message
79
+ def initialize
80
+ super
81
+ getHeader().setField( Quickfix::MsgType.new("7") )
82
+ end
83
+ end
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+
85
+ class ExecutionReport < Message
86
+ def initialize
87
+ super
88
+ getHeader().setField( Quickfix::MsgType.new("8") )
89
+ end
90
+
91
+ class NoContraBrokers < Quickfix::Group
92
+ def initialize
93
+ order = Quickfix::IntArray.new(5)
94
+ order[0] = 375
95
+ order[1] = 337
96
+ order[2] = 437
97
+ order[3] = 438
98
+ order[4] = 0
99
+ super(382, 375, order)
100
+ end
101
+ end
102
+ end
103
+
104
+ class OrderCancelReject < Message
105
+ def initialize
106
+ super
107
+ getHeader().setField( Quickfix::MsgType.new("9") )
108
+ end
109
+ end
110
+
111
+ class Logon < Message
112
+ def initialize
113
+ super
114
+ getHeader().setField( Quickfix::MsgType.new("A") )
115
+ end
116
+
117
+ class NoMsgTypes < Quickfix::Group
118
+ def initialize
119
+ order = Quickfix::IntArray.new(3)
120
+ order[0] = 372
121
+ order[1] = 385
122
+ order[2] = 0
123
+ super(384, 372, order)
124
+ end
125
+ end
126
+ end
127
+
128
+ class News < Message
129
+ def initialize
130
+ super
131
+ getHeader().setField( Quickfix::MsgType.new("B") )
132
+ end
133
+
134
+ class NoRoutingIDs < Quickfix::Group
135
+ def initialize
136
+ order = Quickfix::IntArray.new(3)
137
+ order[0] = 216
138
+ order[1] = 217
139
+ order[2] = 0
140
+ super(215, 216, order)
141
+ end
142
+ end
143
+
144
+ class NoRelatedSym < Quickfix::Group
145
+ def initialize
146
+ order = Quickfix::IntArray.new(20)
147
+ order[0] = 46
148
+ order[1] = 65
149
+ order[2] = 48
150
+ order[3] = 22
151
+ order[4] = 167
152
+ order[5] = 200
153
+ order[6] = 205
154
+ order[7] = 201
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+ order[8] = 202
156
+ order[9] = 206
157
+ order[10] = 231
158
+ order[11] = 223
159
+ order[12] = 207
160
+ order[13] = 106
161
+ order[14] = 348
162
+ order[15] = 349
163
+ order[16] = 107
164
+ order[17] = 350
165
+ order[18] = 351
166
+ order[19] = 0
167
+ super(146, 46, order)
168
+ end
169
+ end
170
+
171
+ class LinesOfText < Quickfix::Group
172
+ def initialize
173
+ order = Quickfix::IntArray.new(4)
174
+ order[0] = 58
175
+ order[1] = 354
176
+ order[2] = 355
177
+ order[3] = 0
178
+ super(33, 58, order)
179
+ end
180
+ end
181
+ end
182
+
183
+ class Email < Message
184
+ def initialize
185
+ super
186
+ getHeader().setField( Quickfix::MsgType.new("C") )
187
+ end
188
+
189
+ class NoRoutingIDs < Quickfix::Group
190
+ def initialize
191
+ order = Quickfix::IntArray.new(3)
192
+ order[0] = 216
193
+ order[1] = 217
194
+ order[2] = 0
195
+ super(215, 216, order)
196
+ end
197
+ end
198
+
199
+ class NoRelatedSym < Quickfix::Group
200
+ def initialize
201
+ order = Quickfix::IntArray.new(20)
202
+ order[0] = 46
203
+ order[1] = 65
204
+ order[2] = 48
205
+ order[3] = 22
206
+ order[4] = 167
207
+ order[5] = 200
208
+ order[6] = 205
209
+ order[7] = 201
210
+ order[8] = 202
211
+ order[9] = 206
212
+ order[10] = 231
213
+ order[11] = 223
214
+ order[12] = 207
215
+ order[13] = 106
216
+ order[14] = 348
217
+ order[15] = 349
218
+ order[16] = 107
219
+ order[17] = 350
220
+ order[18] = 351
221
+ order[19] = 0
222
+ super(146, 46, order)
223
+ end
224
+ end
225
+
226
+ class LinesOfText < Quickfix::Group
227
+ def initialize
228
+ order = Quickfix::IntArray.new(4)
229
+ order[0] = 58
230
+ order[1] = 354
231
+ order[2] = 355
232
+ order[3] = 0
233
+ super(33, 58, order)
234
+ end
235
+ end
236
+ end
237
+
238
+ class NewOrderSingle < Message
239
+ def initialize
240
+ super
241
+ getHeader().setField( Quickfix::MsgType.new("D") )
242
+ end
243
+
244
+ class NoAllocs < Quickfix::Group
245
+ def initialize
246
+ order = Quickfix::IntArray.new(3)
247
+ order[0] = 79
248
+ order[1] = 80
249
+ order[2] = 0
250
+ super(78, 79, order)
251
+ end
252
+ end
253
+
254
+ class NoTradingSessions < Quickfix::Group
255
+ def initialize
256
+ order = Quickfix::IntArray.new(2)
257
+ order[0] = 336
258
+ order[1] = 0
259
+ super(386, 336, order)
260
+ end
261
+ end
262
+ end
263
+
264
+ class NewOrderList < Message
265
+ def initialize
266
+ super
267
+ getHeader().setField( Quickfix::MsgType.new("E") )
268
+ end
269
+
270
+ class NoOrders < Quickfix::Group
271
+ def initialize
272
+ order = Quickfix::IntArray.new(75)
273
+ order[0] = 11
274
+ order[1] = 67
275
+ order[2] = 160
276
+ order[3] = 109
277
+ order[4] = 76
278
+ order[5] = 1
279
+ order[6] = 78
280
+ order[7] = 63
281
+ order[8] = 64
282
+ order[9] = 21
283
+ order[10] = 18
284
+ order[11] = 110
285
+ order[12] = 111
286
+ order[13] = 100
287
+ order[14] = 386
288
+ order[15] = 81
289
+ order[16] = 55
290
+ order[17] = 65
291
+ order[18] = 48
292
+ order[19] = 22
293
+ order[20] = 167
294
+ order[21] = 200
295
+ order[22] = 205
296
+ order[23] = 201
297
+ order[24] = 202
298
+ order[25] = 206
299
+ order[26] = 231
300
+ order[27] = 223
301
+ order[28] = 207
302
+ order[29] = 106
303
+ order[30] = 348
304
+ order[31] = 349
305
+ order[32] = 107
306
+ order[33] = 350
307
+ order[34] = 351
308
+ order[35] = 140
309
+ order[36] = 54
310
+ order[37] = 401
311
+ order[38] = 114
312
+ order[39] = 60
313
+ order[40] = 38
314
+ order[41] = 152
315
+ order[42] = 40
316
+ order[43] = 44
317
+ order[44] = 99
318
+ order[45] = 15
319
+ order[46] = 376
320
+ order[47] = 377
321
+ order[48] = 23
322
+ order[49] = 117
323
+ order[50] = 59
324
+ order[51] = 168
325
+ order[52] = 432
326
+ order[53] = 126
327
+ order[54] = 427
328
+ order[55] = 12
329
+ order[56] = 13
330
+ order[57] = 47
331
+ order[58] = 121
332
+ order[59] = 120
333
+ order[60] = 58
334
+ order[61] = 354
335
+ order[62] = 355
336
+ order[63] = 193
337
+ order[64] = 192
338
+ order[65] = 77
339
+ order[66] = 203
340
+ order[67] = 204
341
+ order[68] = 210
342
+ order[69] = 211
343
+ order[70] = 388
344
+ order[71] = 389
345
+ order[72] = 439
346
+ order[73] = 440
347
+ order[74] = 0
348
+ super(73, 11, order)
349
+ end
350
+
351
+ class NoAllocs < Quickfix::Group
352
+ def initialize
353
+ order = Quickfix::IntArray.new(3)
354
+ order[0] = 79
355
+ order[1] = 80
356
+ order[2] = 0
357
+ super(78, 79, order)
358
+ end
359
+ end
360
+
361
+ class NoTradingSessions < Quickfix::Group
362
+ def initialize
363
+ order = Quickfix::IntArray.new(2)
364
+ order[0] = 336
365
+ order[1] = 0
366
+ super(386, 336, order)
367
+ end
368
+ end
369
+ end
370
+ end
371
+
372
+ class OrderCancelRequest < Message
373
+ def initialize
374
+ super
375
+ getHeader().setField( Quickfix::MsgType.new("F") )
376
+ end
377
+ end
378
+
379
+ class OrderCancelReplaceRequest < Message
380
+ def initialize
381
+ super
382
+ getHeader().setField( Quickfix::MsgType.new("G") )
383
+ end
384
+
385
+ class NoAllocs < Quickfix::Group
386
+ def initialize
387
+ order = Quickfix::IntArray.new(3)
388
+ order[0] = 79
389
+ order[1] = 80
390
+ order[2] = 0
391
+ super(78, 79, order)
392
+ end
393
+ end
394
+
395
+ class NoTradingSessions < Quickfix::Group
396
+ def initialize
397
+ order = Quickfix::IntArray.new(2)
398
+ order[0] = 336
399
+ order[1] = 0
400
+ super(386, 336, order)
401
+ end
402
+ end
403
+ end
404
+
405
+ class OrderStatusRequest < Message
406
+ def initialize
407
+ super
408
+ getHeader().setField( Quickfix::MsgType.new("H") )
409
+ end
410
+ end
411
+
412
+ class Allocation < Message
413
+ def initialize
414
+ super
415
+ getHeader().setField( Quickfix::MsgType.new("J") )
416
+ end
417
+
418
+ class NoOrders < Quickfix::Group
419
+ def initialize
420
+ order = Quickfix::IntArray.new(6)
421
+ order[0] = 11
422
+ order[1] = 37
423
+ order[2] = 198
424
+ order[3] = 66
425
+ order[4] = 105
426
+ order[5] = 0
427
+ super(73, 11, order)
428
+ end
429
+ end
430
+
431
+ class NoExecs < Quickfix::Group
432
+ def initialize
433
+ order = Quickfix::IntArray.new(5)
434
+ order[0] = 32
435
+ order[1] = 17
436
+ order[2] = 31
437
+ order[3] = 29
438
+ order[4] = 0
439
+ super(124, 32, order)
440
+ end
441
+ end
442
+
443
+ class NoAllocs < Quickfix::Group
444
+ def initialize
445
+ order = Quickfix::IntArray.new(24)
446
+ order[0] = 79
447
+ order[1] = 366
448
+ order[2] = 80
449
+ order[3] = 81
450
+ order[4] = 92
451
+ order[5] = 208
452
+ order[6] = 209
453
+ order[7] = 161
454
+ order[8] = 360
455
+ order[9] = 361
456
+ order[10] = 76
457
+ order[11] = 109
458
+ order[12] = 12
459
+ order[13] = 13
460
+ order[14] = 153
461
+ order[15] = 154
462
+ order[16] = 119
463
+ order[17] = 120
464
+ order[18] = 155
465
+ order[19] = 156
466
+ order[20] = 159
467
+ order[21] = 160
468
+ order[22] = 136
469
+ order[23] = 0
470
+ super(78, 79, order)
471
+ end
472
+
473
+ class NoMiscFees < Quickfix::Group
474
+ def initialize
475
+ order = Quickfix::IntArray.new(4)
476
+ order[0] = 137
477
+ order[1] = 138
478
+ order[2] = 139
479
+ order[3] = 0
480
+ super(136, 137, order)
481
+ end
482
+ end
483
+ end
484
+ end
485
+
486
+ class ListCancelRequest < Message
487
+ def initialize
488
+ super
489
+ getHeader().setField( Quickfix::MsgType.new("K") )
490
+ end
491
+ end
492
+
493
+ class ListExecute < Message
494
+ def initialize
495
+ super
496
+ getHeader().setField( Quickfix::MsgType.new("L") )
497
+ end
498
+ end
499
+
500
+ class ListStatusRequest < Message
501
+ def initialize
502
+ super
503
+ getHeader().setField( Quickfix::MsgType.new("M") )
504
+ end
505
+ end
506
+
507
+ class ListStatus < Message
508
+ def initialize
509
+ super
510
+ getHeader().setField( Quickfix::MsgType.new("N") )
511
+ end
512
+
513
+ class NoOrders < Quickfix::Group
514
+ def initialize
515
+ order = Quickfix::IntArray.new(11)
516
+ order[0] = 11
517
+ order[1] = 14
518
+ order[2] = 39
519
+ order[3] = 151
520
+ order[4] = 84
521
+ order[5] = 6
522
+ order[6] = 103
523
+ order[7] = 58
524
+ order[8] = 354
525
+ order[9] = 355
526
+ order[10] = 0
527
+ super(73, 11, order)
528
+ end
529
+ end
530
+ end
531
+
532
+ class AllocationInstructionAck < Message
533
+ def initialize
534
+ super
535
+ getHeader().setField( Quickfix::MsgType.new("P") )
536
+ end
537
+ end
538
+
539
+ class DontKnowTrade < Message
540
+ def initialize
541
+ super
542
+ getHeader().setField( Quickfix::MsgType.new("Q") )
543
+ end
544
+ end
545
+
546
+ class QuoteRequest < Message
547
+ def initialize
548
+ super
549
+ getHeader().setField( Quickfix::MsgType.new("R") )
550
+ end
551
+
552
+ class NoRelatedSym < Quickfix::Group
553
+ def initialize
554
+ order = Quickfix::IntArray.new(32)
555
+ order[0] = 55
556
+ order[1] = 65
557
+ order[2] = 48
558
+ order[3] = 22
559
+ order[4] = 167
560
+ order[5] = 200
561
+ order[6] = 205
562
+ order[7] = 201
563
+ order[8] = 202
564
+ order[9] = 206
565
+ order[10] = 231
566
+ order[11] = 223
567
+ order[12] = 207
568
+ order[13] = 106
569
+ order[14] = 348
570
+ order[15] = 349
571
+ order[16] = 107
572
+ order[17] = 350
573
+ order[18] = 351
574
+ order[19] = 140
575
+ order[20] = 303
576
+ order[21] = 336
577
+ order[22] = 54
578
+ order[23] = 38
579
+ order[24] = 64
580
+ order[25] = 40
581
+ order[26] = 193
582
+ order[27] = 192
583
+ order[28] = 126
584
+ order[29] = 60
585
+ order[30] = 15
586
+ order[31] = 0
587
+ super(146, 55, order)
588
+ end
589
+ end
590
+ end
591
+
592
+ class Quote < Message
593
+ def initialize
594
+ super
595
+ getHeader().setField( Quickfix::MsgType.new("S") )
596
+ end
597
+ end
598
+
599
+ class SettlementInstructions < Message
600
+ def initialize
601
+ super
602
+ getHeader().setField( Quickfix::MsgType.new("T") )
603
+ end
604
+ end
605
+
606
+ class MarketDataRequest < Message
607
+ def initialize
608
+ super
609
+ getHeader().setField( Quickfix::MsgType.new("V") )
610
+ end
611
+
612
+ class NoMDEntryTypes < Quickfix::Group
613
+ def initialize
614
+ order = Quickfix::IntArray.new(2)
615
+ order[0] = 269
616
+ order[1] = 0
617
+ super(267, 269, order)
618
+ end
619
+ end
620
+
621
+ class NoRelatedSym < Quickfix::Group
622
+ def initialize
623
+ order = Quickfix::IntArray.new(21)
624
+ order[0] = 55
625
+ order[1] = 65
626
+ order[2] = 48
627
+ order[3] = 22
628
+ order[4] = 167
629
+ order[5] = 200
630
+ order[6] = 205
631
+ order[7] = 201
632
+ order[8] = 202
633
+ order[9] = 206
634
+ order[10] = 231
635
+ order[11] = 223
636
+ order[12] = 207
637
+ order[13] = 106
638
+ order[14] = 348
639
+ order[15] = 349
640
+ order[16] = 107
641
+ order[17] = 350
642
+ order[18] = 351
643
+ order[19] = 336
644
+ order[20] = 0
645
+ super(146, 55, order)
646
+ end
647
+ end
648
+ end
649
+
650
+ class MarketDataSnapshotFullRefresh < Message
651
+ def initialize
652
+ super
653
+ getHeader().setField( Quickfix::MsgType.new("W") )
654
+ end
655
+
656
+ class NoMDEntries < Quickfix::Group
657
+ def initialize
658
+ order = Quickfix::IntArray.new(31)
659
+ order[0] = 269
660
+ order[1] = 270
661
+ order[2] = 15
662
+ order[3] = 271
663
+ order[4] = 272
664
+ order[5] = 273
665
+ order[6] = 274
666
+ order[7] = 275
667
+ order[8] = 336
668
+ order[9] = 276
669
+ order[10] = 277
670
+ order[11] = 282
671
+ order[12] = 283
672
+ order[13] = 284
673
+ order[14] = 286
674
+ order[15] = 59
675
+ order[16] = 432
676
+ order[17] = 126
677
+ order[18] = 110
678
+ order[19] = 18
679
+ order[20] = 287
680
+ order[21] = 37
681
+ order[22] = 299
682
+ order[23] = 288
683
+ order[24] = 289
684
+ order[25] = 346
685
+ order[26] = 290
686
+ order[27] = 58
687
+ order[28] = 354
688
+ order[29] = 355
689
+ order[30] = 0
690
+ super(268, 269, order)
691
+ end
692
+ end
693
+ end
694
+
695
+ class MarketDataIncrementalRefresh < Message
696
+ def initialize
697
+ super
698
+ getHeader().setField( Quickfix::MsgType.new("X") )
699
+ end
700
+
701
+ class NoMDEntries < Quickfix::Group
702
+ def initialize
703
+ order = Quickfix::IntArray.new(57)
704
+ order[0] = 279
705
+ order[1] = 285
706
+ order[2] = 269
707
+ order[3] = 278
708
+ order[4] = 280
709
+ order[5] = 55
710
+ order[6] = 65
711
+ order[7] = 48
712
+ order[8] = 22
713
+ order[9] = 167
714
+ order[10] = 200
715
+ order[11] = 205
716
+ order[12] = 201
717
+ order[13] = 202
718
+ order[14] = 206
719
+ order[15] = 231
720
+ order[16] = 223
721
+ order[17] = 207
722
+ order[18] = 106
723
+ order[19] = 348
724
+ order[20] = 349
725
+ order[21] = 107
726
+ order[22] = 350
727
+ order[23] = 351
728
+ order[24] = 291
729
+ order[25] = 292
730
+ order[26] = 270
731
+ order[27] = 15
732
+ order[28] = 271
733
+ order[29] = 272
734
+ order[30] = 273
735
+ order[31] = 274
736
+ order[32] = 275
737
+ order[33] = 336
738
+ order[34] = 276
739
+ order[35] = 277
740
+ order[36] = 282
741
+ order[37] = 283
742
+ order[38] = 284
743
+ order[39] = 286
744
+ order[40] = 59
745
+ order[41] = 432
746
+ order[42] = 126
747
+ order[43] = 110
748
+ order[44] = 18
749
+ order[45] = 287
750
+ order[46] = 37
751
+ order[47] = 299
752
+ order[48] = 288
753
+ order[49] = 289
754
+ order[50] = 346
755
+ order[51] = 290
756
+ order[52] = 387
757
+ order[53] = 58
758
+ order[54] = 354
759
+ order[55] = 355
760
+ order[56] = 0
761
+ super(268, 279, order)
762
+ end
763
+ end
764
+ end
765
+
766
+ class MarketDataRequestReject < Message
767
+ def initialize
768
+ super
769
+ getHeader().setField( Quickfix::MsgType.new("Y") )
770
+ end
771
+ end
772
+
773
+ class QuoteCancel < Message
774
+ def initialize
775
+ super
776
+ getHeader().setField( Quickfix::MsgType.new("Z") )
777
+ end
778
+
779
+ class NoQuoteEntries < Quickfix::Group
780
+ def initialize
781
+ order = Quickfix::IntArray.new(21)
782
+ order[0] = 55
783
+ order[1] = 65
784
+ order[2] = 48
785
+ order[3] = 22
786
+ order[4] = 167
787
+ order[5] = 200
788
+ order[6] = 205
789
+ order[7] = 201
790
+ order[8] = 202
791
+ order[9] = 206
792
+ order[10] = 231
793
+ order[11] = 223
794
+ order[12] = 207
795
+ order[13] = 106
796
+ order[14] = 348
797
+ order[15] = 349
798
+ order[16] = 107
799
+ order[17] = 350
800
+ order[18] = 351
801
+ order[19] = 311
802
+ order[20] = 0
803
+ super(295, 55, order)
804
+ end
805
+ end
806
+ end
807
+
808
+ class QuoteStatusRequest < Message
809
+ def initialize
810
+ super
811
+ getHeader().setField( Quickfix::MsgType.new("a") )
812
+ end
813
+ end
814
+
815
+ class QuoteAcknowledgement < Message
816
+ def initialize
817
+ super
818
+ getHeader().setField( Quickfix::MsgType.new("b") )
819
+ end
820
+
821
+ class NoQuoteSets < Quickfix::Group
822
+ def initialize
823
+ order = Quickfix::IntArray.new(23)
824
+ order[0] = 302
825
+ order[1] = 311
826
+ order[2] = 312
827
+ order[3] = 309
828
+ order[4] = 305
829
+ order[5] = 310
830
+ order[6] = 313
831
+ order[7] = 314
832
+ order[8] = 315
833
+ order[9] = 316
834
+ order[10] = 317
835
+ order[11] = 436
836
+ order[12] = 435
837
+ order[13] = 308
838
+ order[14] = 306
839
+ order[15] = 362
840
+ order[16] = 363
841
+ order[17] = 307
842
+ order[18] = 364
843
+ order[19] = 365
844
+ order[20] = 304
845
+ order[21] = 295
846
+ order[22] = 0
847
+ super(296, 302, order)
848
+ end
849
+
850
+ class NoQuoteEntries < Quickfix::Group
851
+ def initialize
852
+ order = Quickfix::IntArray.new(22)
853
+ order[0] = 299
854
+ order[1] = 55
855
+ order[2] = 65
856
+ order[3] = 48
857
+ order[4] = 22
858
+ order[5] = 167
859
+ order[6] = 200
860
+ order[7] = 205
861
+ order[8] = 201
862
+ order[9] = 202
863
+ order[10] = 206
864
+ order[11] = 231
865
+ order[12] = 223
866
+ order[13] = 207
867
+ order[14] = 106
868
+ order[15] = 348
869
+ order[16] = 349
870
+ order[17] = 107
871
+ order[18] = 350
872
+ order[19] = 351
873
+ order[20] = 368
874
+ order[21] = 0
875
+ super(295, 299, order)
876
+ end
877
+ end
878
+ end
879
+ end
880
+
881
+ class SecurityDefinitionRequest < Message
882
+ def initialize
883
+ super
884
+ getHeader().setField( Quickfix::MsgType.new("c") )
885
+ end
886
+
887
+ class NoRelatedSym < Quickfix::Group
888
+ def initialize
889
+ order = Quickfix::IntArray.new(23)
890
+ order[0] = 311
891
+ order[1] = 312
892
+ order[2] = 309
893
+ order[3] = 305
894
+ order[4] = 310
895
+ order[5] = 313
896
+ order[6] = 314
897
+ order[7] = 315
898
+ order[8] = 316
899
+ order[9] = 317
900
+ order[10] = 436
901
+ order[11] = 435
902
+ order[12] = 308
903
+ order[13] = 306
904
+ order[14] = 362
905
+ order[15] = 363
906
+ order[16] = 307
907
+ order[17] = 364
908
+ order[18] = 365
909
+ order[19] = 319
910
+ order[20] = 54
911
+ order[21] = 318
912
+ order[22] = 0
913
+ super(146, 311, order)
914
+ end
915
+ end
916
+ end
917
+
918
+ class SecurityDefinition < Message
919
+ def initialize
920
+ super
921
+ getHeader().setField( Quickfix::MsgType.new("d") )
922
+ end
923
+
924
+ class NoRelatedSym < Quickfix::Group
925
+ def initialize
926
+ order = Quickfix::IntArray.new(23)
927
+ order[0] = 311
928
+ order[1] = 312
929
+ order[2] = 309
930
+ order[3] = 305
931
+ order[4] = 310
932
+ order[5] = 313
933
+ order[6] = 314
934
+ order[7] = 315
935
+ order[8] = 316
936
+ order[9] = 317
937
+ order[10] = 436
938
+ order[11] = 435
939
+ order[12] = 308
940
+ order[13] = 306
941
+ order[14] = 362
942
+ order[15] = 363
943
+ order[16] = 307
944
+ order[17] = 364
945
+ order[18] = 365
946
+ order[19] = 319
947
+ order[20] = 54
948
+ order[21] = 318
949
+ order[22] = 0
950
+ super(146, 311, order)
951
+ end
952
+ end
953
+ end
954
+
955
+ class SecurityStatusRequest < Message
956
+ def initialize
957
+ super
958
+ getHeader().setField( Quickfix::MsgType.new("e") )
959
+ end
960
+ end
961
+
962
+ class SecurityStatus < Message
963
+ def initialize
964
+ super
965
+ getHeader().setField( Quickfix::MsgType.new("f") )
966
+ end
967
+ end
968
+
969
+ class TradingSessionStatusRequest < Message
970
+ def initialize
971
+ super
972
+ getHeader().setField( Quickfix::MsgType.new("g") )
973
+ end
974
+ end
975
+
976
+ class TradingSessionStatus < Message
977
+ def initialize
978
+ super
979
+ getHeader().setField( Quickfix::MsgType.new("h") )
980
+ end
981
+ end
982
+
983
+ class MassQuote < Message
984
+ def initialize
985
+ super
986
+ getHeader().setField( Quickfix::MsgType.new("i") )
987
+ end
988
+
989
+ class NoQuoteSets < Quickfix::Group
990
+ def initialize
991
+ order = Quickfix::IntArray.new(24)
992
+ order[0] = 302
993
+ order[1] = 311
994
+ order[2] = 312
995
+ order[3] = 309
996
+ order[4] = 305
997
+ order[5] = 310
998
+ order[6] = 313
999
+ order[7] = 314
1000
+ order[8] = 315
1001
+ order[9] = 316
1002
+ order[10] = 317
1003
+ order[11] = 436
1004
+ order[12] = 435
1005
+ order[13] = 308
1006
+ order[14] = 306
1007
+ order[15] = 362
1008
+ order[16] = 363
1009
+ order[17] = 307
1010
+ order[18] = 364
1011
+ order[19] = 365
1012
+ order[20] = 367
1013
+ order[21] = 304
1014
+ order[22] = 295
1015
+ order[23] = 0
1016
+ super(296, 302, order)
1017
+ end
1018
+
1019
+ class NoQuoteEntries < Quickfix::Group
1020
+ def initialize
1021
+ order = Quickfix::IntArray.new(37)
1022
+ order[0] = 299
1023
+ order[1] = 55
1024
+ order[2] = 65
1025
+ order[3] = 48
1026
+ order[4] = 22
1027
+ order[5] = 167
1028
+ order[6] = 200
1029
+ order[7] = 205
1030
+ order[8] = 201
1031
+ order[9] = 202
1032
+ order[10] = 206
1033
+ order[11] = 231
1034
+ order[12] = 223
1035
+ order[13] = 207
1036
+ order[14] = 106
1037
+ order[15] = 348
1038
+ order[16] = 349
1039
+ order[17] = 107
1040
+ order[18] = 350
1041
+ order[19] = 351
1042
+ order[20] = 132
1043
+ order[21] = 133
1044
+ order[22] = 134
1045
+ order[23] = 135
1046
+ order[24] = 62
1047
+ order[25] = 188
1048
+ order[26] = 190
1049
+ order[27] = 189
1050
+ order[28] = 191
1051
+ order[29] = 60
1052
+ order[30] = 336
1053
+ order[31] = 64
1054
+ order[32] = 40
1055
+ order[33] = 193
1056
+ order[34] = 192
1057
+ order[35] = 15
1058
+ order[36] = 0
1059
+ super(295, 299, order)
1060
+ end
1061
+ end
1062
+ end
1063
+ end
1064
+
1065
+ class BusinessMessageReject < Message
1066
+ def initialize
1067
+ super
1068
+ getHeader().setField( Quickfix::MsgType.new("j") )
1069
+ end
1070
+ end
1071
+
1072
+ class BidRequest < Message
1073
+ def initialize
1074
+ super
1075
+ getHeader().setField( Quickfix::MsgType.new("k") )
1076
+ end
1077
+
1078
+ class NoBidDescriptors < Quickfix::Group
1079
+ def initialize
1080
+ order = Quickfix::IntArray.new(12)
1081
+ order[0] = 399
1082
+ order[1] = 400
1083
+ order[2] = 401
1084
+ order[3] = 404
1085
+ order[4] = 441
1086
+ order[5] = 402
1087
+ order[6] = 403
1088
+ order[7] = 405
1089
+ order[8] = 406
1090
+ order[9] = 407
1091
+ order[10] = 408
1092
+ order[11] = 0
1093
+ super(398, 399, order)
1094
+ end
1095
+ end
1096
+
1097
+ class NoBidComponents < Quickfix::Group
1098
+ def initialize
1099
+ order = Quickfix::IntArray.new(8)
1100
+ order[0] = 66
1101
+ order[1] = 54
1102
+ order[2] = 336
1103
+ order[3] = 430
1104
+ order[4] = 63
1105
+ order[5] = 64
1106
+ order[6] = 1
1107
+ order[7] = 0
1108
+ super(420, 66, order)
1109
+ end
1110
+ end
1111
+ end
1112
+
1113
+ class BidResponse < Message
1114
+ def initialize
1115
+ super
1116
+ getHeader().setField( Quickfix::MsgType.new("l") )
1117
+ end
1118
+
1119
+ class NoBidComponents < Quickfix::Group
1120
+ def initialize
1121
+ order = Quickfix::IntArray.new(16)
1122
+ order[0] = 12
1123
+ order[1] = 13
1124
+ order[2] = 66
1125
+ order[3] = 421
1126
+ order[4] = 54
1127
+ order[5] = 44
1128
+ order[6] = 423
1129
+ order[7] = 406
1130
+ order[8] = 430
1131
+ order[9] = 63
1132
+ order[10] = 64
1133
+ order[11] = 336
1134
+ order[12] = 58
1135
+ order[13] = 354
1136
+ order[14] = 355
1137
+ order[15] = 0
1138
+ super(420, 12, order)
1139
+ end
1140
+ end
1141
+ end
1142
+
1143
+ class ListStrikePrice < Message
1144
+ def initialize
1145
+ super
1146
+ getHeader().setField( Quickfix::MsgType.new("m") )
1147
+ end
1148
+
1149
+ class NoStrikes < Quickfix::Group
1150
+ def initialize
1151
+ order = Quickfix::IntArray.new(28)
1152
+ order[0] = 55
1153
+ order[1] = 65
1154
+ order[2] = 48
1155
+ order[3] = 22
1156
+ order[4] = 167
1157
+ order[5] = 200
1158
+ order[6] = 205
1159
+ order[7] = 201
1160
+ order[8] = 202
1161
+ order[9] = 206
1162
+ order[10] = 231
1163
+ order[11] = 223
1164
+ order[12] = 207
1165
+ order[13] = 106
1166
+ order[14] = 348
1167
+ order[15] = 349
1168
+ order[16] = 107
1169
+ order[17] = 350
1170
+ order[18] = 351
1171
+ order[19] = 140
1172
+ order[20] = 11
1173
+ order[21] = 54
1174
+ order[22] = 44
1175
+ order[23] = 15
1176
+ order[24] = 58
1177
+ order[25] = 354
1178
+ order[26] = 355
1179
+ order[27] = 0
1180
+ super(428, 55, order)
1181
+ end
1182
+ end
1183
+ end
1184
+ end