quickfix_ruby 1.14.3
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- checksums.yaml +7 -0
- data/ext/quickfix/Acceptor.cpp +248 -0
- data/ext/quickfix/Acceptor.h +127 -0
- data/ext/quickfix/Allocator.h +9 -0
- data/ext/quickfix/Application.h +127 -0
- data/ext/quickfix/AtomicCount.h +109 -0
- data/ext/quickfix/DOMDocument.h +74 -0
- data/ext/quickfix/DataDictionary.cpp +618 -0
- data/ext/quickfix/DataDictionary.h +539 -0
- data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
- data/ext/quickfix/DataDictionaryProvider.h +70 -0
- data/ext/quickfix/DatabaseConnectionID.h +105 -0
- data/ext/quickfix/DatabaseConnectionPool.h +91 -0
- data/ext/quickfix/Dictionary.cpp +162 -0
- data/ext/quickfix/Dictionary.h +94 -0
- data/ext/quickfix/Event.h +95 -0
- data/ext/quickfix/Exceptions.h +299 -0
- data/ext/quickfix/Field.h +672 -0
- data/ext/quickfix/FieldConvertors.h +863 -0
- data/ext/quickfix/FieldMap.cpp +238 -0
- data/ext/quickfix/FieldMap.h +244 -0
- data/ext/quickfix/FieldNumbers.h +46 -0
- data/ext/quickfix/FieldTypes.cpp +64 -0
- data/ext/quickfix/FieldTypes.h +698 -0
- data/ext/quickfix/Fields.h +31 -0
- data/ext/quickfix/FileLog.cpp +200 -0
- data/ext/quickfix/FileLog.h +112 -0
- data/ext/quickfix/FileStore.cpp +332 -0
- data/ext/quickfix/FileStore.h +129 -0
- data/ext/quickfix/FixFieldNumbers.h +1537 -0
- data/ext/quickfix/FixFields.h +1538 -0
- data/ext/quickfix/FixValues.h +3281 -0
- data/ext/quickfix/FlexLexer.h +188 -0
- data/ext/quickfix/Group.cpp +64 -0
- data/ext/quickfix/Group.h +73 -0
- data/ext/quickfix/HtmlBuilder.h +186 -0
- data/ext/quickfix/HttpConnection.cpp +739 -0
- data/ext/quickfix/HttpConnection.h +78 -0
- data/ext/quickfix/HttpMessage.cpp +149 -0
- data/ext/quickfix/HttpMessage.h +133 -0
- data/ext/quickfix/HttpParser.cpp +49 -0
- data/ext/quickfix/HttpParser.h +54 -0
- data/ext/quickfix/HttpServer.cpp +169 -0
- data/ext/quickfix/HttpServer.h +78 -0
- data/ext/quickfix/Initiator.cpp +289 -0
- data/ext/quickfix/Initiator.h +149 -0
- data/ext/quickfix/Log.cpp +77 -0
- data/ext/quickfix/Log.h +179 -0
- data/ext/quickfix/Message.cpp +580 -0
- data/ext/quickfix/Message.h +370 -0
- data/ext/quickfix/MessageCracker.h +188 -0
- data/ext/quickfix/MessageSorters.cpp +105 -0
- data/ext/quickfix/MessageSorters.h +156 -0
- data/ext/quickfix/MessageStore.cpp +146 -0
- data/ext/quickfix/MessageStore.h +174 -0
- data/ext/quickfix/Mutex.h +131 -0
- data/ext/quickfix/MySQLConnection.h +194 -0
- data/ext/quickfix/MySQLLog.cpp +275 -0
- data/ext/quickfix/MySQLLog.h +145 -0
- data/ext/quickfix/MySQLStore.cpp +331 -0
- data/ext/quickfix/MySQLStore.h +142 -0
- data/ext/quickfix/NullStore.cpp +54 -0
- data/ext/quickfix/NullStore.h +99 -0
- data/ext/quickfix/OdbcConnection.h +266 -0
- data/ext/quickfix/OdbcLog.cpp +252 -0
- data/ext/quickfix/OdbcLog.h +117 -0
- data/ext/quickfix/OdbcStore.cpp +338 -0
- data/ext/quickfix/OdbcStore.h +113 -0
- data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
- data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
- data/ext/quickfix/Parser.cpp +103 -0
- data/ext/quickfix/Parser.h +57 -0
- data/ext/quickfix/PostgreSQLConnection.h +176 -0
- data/ext/quickfix/PostgreSQLLog.cpp +276 -0
- data/ext/quickfix/PostgreSQLLog.h +144 -0
- data/ext/quickfix/PostgreSQLStore.cpp +334 -0
- data/ext/quickfix/PostgreSQLStore.h +141 -0
- data/ext/quickfix/Queue.h +75 -0
- data/ext/quickfix/QuickfixRuby.cpp +252066 -0
- data/ext/quickfix/QuickfixRuby.h +34 -0
- data/ext/quickfix/Responder.h +43 -0
- data/ext/quickfix/Session.cpp +1487 -0
- data/ext/quickfix/Session.h +335 -0
- data/ext/quickfix/SessionFactory.cpp +274 -0
- data/ext/quickfix/SessionFactory.h +86 -0
- data/ext/quickfix/SessionID.h +170 -0
- data/ext/quickfix/SessionSettings.cpp +189 -0
- data/ext/quickfix/SessionSettings.h +171 -0
- data/ext/quickfix/SessionState.h +231 -0
- data/ext/quickfix/Settings.cpp +100 -0
- data/ext/quickfix/Settings.h +53 -0
- data/ext/quickfix/SharedArray.h +150 -0
- data/ext/quickfix/SocketAcceptor.cpp +222 -0
- data/ext/quickfix/SocketAcceptor.h +75 -0
- data/ext/quickfix/SocketConnection.cpp +238 -0
- data/ext/quickfix/SocketConnection.h +103 -0
- data/ext/quickfix/SocketConnector.cpp +116 -0
- data/ext/quickfix/SocketConnector.h +67 -0
- data/ext/quickfix/SocketInitiator.cpp +260 -0
- data/ext/quickfix/SocketInitiator.h +81 -0
- data/ext/quickfix/SocketMonitor.cpp +335 -0
- data/ext/quickfix/SocketMonitor.h +111 -0
- data/ext/quickfix/SocketServer.cpp +177 -0
- data/ext/quickfix/SocketServer.h +100 -0
- data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
- data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
- data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
- data/ext/quickfix/ThreadedSocketConnection.h +82 -0
- data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
- data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
- data/ext/quickfix/TimeRange.cpp +173 -0
- data/ext/quickfix/TimeRange.h +258 -0
- data/ext/quickfix/Utility.cpp +537 -0
- data/ext/quickfix/Utility.h +219 -0
- data/ext/quickfix/Values.h +62 -0
- data/ext/quickfix/config.h +0 -0
- data/ext/quickfix/config_windows.h +0 -0
- data/ext/quickfix/extconf.rb +12 -0
- data/ext/quickfix/index.h +37 -0
- data/ext/quickfix/pugiconfig.hpp +72 -0
- data/ext/quickfix/pugixml.cpp +10765 -0
- data/ext/quickfix/pugixml.hpp +1341 -0
- data/ext/quickfix/strptime.h +7 -0
- data/lib/quickfix40.rb +274 -0
- data/lib/quickfix41.rb +351 -0
- data/lib/quickfix42.rb +1184 -0
- data/lib/quickfix43.rb +3504 -0
- data/lib/quickfix44.rb +10721 -0
- data/lib/quickfix50.rb +13426 -0
- data/lib/quickfix50sp1.rb +15629 -0
- data/lib/quickfix50sp2.rb +17068 -0
- data/lib/quickfix_fields.rb +19853 -0
- data/lib/quickfix_ruby.rb +82 -0
- data/lib/quickfixt11.rb +70 -0
- data/spec/FIX40.xml +862 -0
- data/spec/FIX41.xml +1285 -0
- data/spec/FIX42.xml +2746 -0
- data/spec/FIX43.xml +4229 -0
- data/spec/FIX44.xml +6596 -0
- data/spec/FIX50.xml +8137 -0
- data/spec/FIX50SP1.xml +9496 -0
- data/spec/FIX50SP2.xml +10011 -0
- data/spec/FIXT11.xml +313 -0
- data/test/test_DataDictionaryTestCase.rb +268 -0
- data/test/test_DictionaryTestCase.rb +112 -0
- data/test/test_FieldBaseTestCase.rb +24 -0
- data/test/test_MessageTestCase.rb +368 -0
- data/test/test_SessionSettingsTestCase.rb +41 -0
- metadata +193 -0
data/lib/quickfix42.rb
ADDED
@@ -0,0 +1,1184 @@
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require 'quickfix'
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module Quickfix42
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class Message < Quickfix::Message
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def initialize
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super
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getHeader().setField( Quickfix::BeginString.new("FIX.4.2") )
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end
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end
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class Heartbeat < Message
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def initialize
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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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class TestRequest < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("1") )
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end
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end
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class ResendRequest < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("2") )
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end
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end
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class Reject < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("3") )
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end
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end
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class SequenceReset < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("4") )
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end
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43
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end
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class Logout < Message
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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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class IOI < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("6") )
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end
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class NoIOIQualifiers < Quickfix::Group
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def initialize
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order = Quickfix::IntArray.new(2)
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order[0] = 104
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62
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order[1] = 0
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super(199, 104, order)
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end
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end
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class NoRoutingIDs < Quickfix::Group
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def initialize
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order = Quickfix::IntArray.new(3)
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order[0] = 216
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order[1] = 217
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order[2] = 0
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super(215, 216, order)
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end
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end
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end
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class Advertisement < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("7") )
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82
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end
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83
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end
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85
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class ExecutionReport < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("8") )
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89
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end
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90
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91
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class NoContraBrokers < Quickfix::Group
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92
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def initialize
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order = Quickfix::IntArray.new(5)
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order[0] = 375
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95
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order[1] = 337
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96
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order[2] = 437
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order[3] = 438
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order[4] = 0
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super(382, 375, order)
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end
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end
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end
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class OrderCancelReject < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("9") )
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end
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109
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end
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110
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class Logon < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("A") )
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end
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class NoMsgTypes < Quickfix::Group
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def initialize
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order = Quickfix::IntArray.new(3)
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order[0] = 372
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order[1] = 385
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order[2] = 0
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super(384, 372, order)
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end
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end
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end
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class News < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("B") )
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end
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class NoRoutingIDs < Quickfix::Group
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def initialize
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order = Quickfix::IntArray.new(3)
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order[0] = 216
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order[1] = 217
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order[2] = 0
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super(215, 216, order)
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end
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end
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class NoRelatedSym < Quickfix::Group
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def initialize
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order = Quickfix::IntArray.new(20)
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order[0] = 46
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order[1] = 65
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149
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order[2] = 48
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order[3] = 22
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order[4] = 167
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order[5] = 200
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order[6] = 205
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order[7] = 201
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order[8] = 202
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order[9] = 206
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order[10] = 231
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order[11] = 223
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order[12] = 207
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order[13] = 106
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order[14] = 348
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order[15] = 349
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order[16] = 107
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order[17] = 350
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order[18] = 351
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order[19] = 0
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super(146, 46, order)
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end
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end
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class LinesOfText < Quickfix::Group
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def initialize
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order = Quickfix::IntArray.new(4)
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order[0] = 58
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order[1] = 354
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order[2] = 355
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order[3] = 0
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super(33, 58, order)
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end
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end
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end
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class Email < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("C") )
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end
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class NoRoutingIDs < Quickfix::Group
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def initialize
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order = Quickfix::IntArray.new(3)
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order[0] = 216
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order[1] = 217
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order[2] = 0
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super(215, 216, order)
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end
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end
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199
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class NoRelatedSym < Quickfix::Group
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def initialize
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order = Quickfix::IntArray.new(20)
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order[0] = 46
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order[1] = 65
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204
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order[2] = 48
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205
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order[3] = 22
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206
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order[4] = 167
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207
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order[5] = 200
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order[6] = 205
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order[7] = 201
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order[8] = 202
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order[9] = 206
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order[10] = 231
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order[11] = 223
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214
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order[12] = 207
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215
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order[13] = 106
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216
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order[14] = 348
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217
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order[15] = 349
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218
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order[16] = 107
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order[17] = 350
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order[18] = 351
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order[19] = 0
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super(146, 46, order)
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end
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224
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end
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class LinesOfText < Quickfix::Group
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def initialize
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order = Quickfix::IntArray.new(4)
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order[0] = 58
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230
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order[1] = 354
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231
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order[2] = 355
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order[3] = 0
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super(33, 58, order)
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234
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end
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235
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end
|
236
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end
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237
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238
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class NewOrderSingle < Message
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def initialize
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super
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getHeader().setField( Quickfix::MsgType.new("D") )
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242
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end
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243
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class NoAllocs < Quickfix::Group
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def initialize
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order = Quickfix::IntArray.new(3)
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order[0] = 79
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248
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order[1] = 80
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249
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order[2] = 0
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250
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super(78, 79, order)
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251
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end
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252
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end
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253
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|
254
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class NoTradingSessions < Quickfix::Group
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255
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def initialize
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256
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order = Quickfix::IntArray.new(2)
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order[0] = 336
|
258
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order[1] = 0
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259
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super(386, 336, order)
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260
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end
|
261
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end
|
262
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end
|
263
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|
264
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class NewOrderList < Message
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265
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def initialize
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266
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super
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getHeader().setField( Quickfix::MsgType.new("E") )
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268
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end
|
269
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|
270
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class NoOrders < Quickfix::Group
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271
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def initialize
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272
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order = Quickfix::IntArray.new(75)
|
273
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order[0] = 11
|
274
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order[1] = 67
|
275
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order[2] = 160
|
276
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order[3] = 109
|
277
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order[4] = 76
|
278
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order[5] = 1
|
279
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order[6] = 78
|
280
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order[7] = 63
|
281
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order[8] = 64
|
282
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order[9] = 21
|
283
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order[10] = 18
|
284
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+
order[11] = 110
|
285
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order[12] = 111
|
286
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order[13] = 100
|
287
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order[14] = 386
|
288
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order[15] = 81
|
289
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order[16] = 55
|
290
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+
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
|