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/quickfix43.rb ADDED
@@ -0,0 +1,3504 @@
1
+ require 'quickfix'
2
+ module Quickfix43
3
+ class Message < Quickfix::Message
4
+ def initialize
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+ super
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+ getHeader().setField( Quickfix::BeginString.new("FIX.4.3") )
7
+ end
8
+ end
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+
10
+ class Heartbeat < Message
11
+ 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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+
17
+ 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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+
24
+ class ResendRequest < Message
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+ 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
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+ def initialize
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+ super
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+ getHeader().setField( Quickfix::MsgType.new("3") )
35
+ end
36
+ end
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+
38
+ class SequenceReset < Message
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+ 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") )
49
+ end
50
+ end
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+
52
+ class IOI < Message
53
+ def initialize
54
+ super
55
+ getHeader().setField( Quickfix::MsgType.new("6") )
56
+ end
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+
58
+ class NoSecurityAltID < Quickfix::Group
59
+ def initialize
60
+ order = Quickfix::IntArray.new(3)
61
+ order[0] = 455
62
+ order[1] = 456
63
+ order[2] = 0
64
+ super(454, 455, order)
65
+ end
66
+ end
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+
68
+ class NoIOIQualifiers < Quickfix::Group
69
+ def initialize
70
+ order = Quickfix::IntArray.new(2)
71
+ order[0] = 104
72
+ order[1] = 0
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+ super(199, 104, order)
74
+ end
75
+ end
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+
77
+ class NoRoutingIDs < Quickfix::Group
78
+ def initialize
79
+ order = Quickfix::IntArray.new(3)
80
+ order[0] = 216
81
+ order[1] = 217
82
+ order[2] = 0
83
+ super(215, 216, order)
84
+ end
85
+ end
86
+ end
87
+
88
+ class Advertisement < Message
89
+ def initialize
90
+ super
91
+ getHeader().setField( Quickfix::MsgType.new("7") )
92
+ end
93
+
94
+ class NoSecurityAltID < Quickfix::Group
95
+ def initialize
96
+ order = Quickfix::IntArray.new(3)
97
+ order[0] = 455
98
+ order[1] = 456
99
+ order[2] = 0
100
+ super(454, 455, order)
101
+ end
102
+ end
103
+ end
104
+
105
+ class ExecutionReport < Message
106
+ def initialize
107
+ super
108
+ getHeader().setField( Quickfix::MsgType.new("8") )
109
+ end
110
+
111
+ class NoPartyIDs < Quickfix::Group
112
+ def initialize
113
+ order = Quickfix::IntArray.new(5)
114
+ order[0] = 448
115
+ order[1] = 447
116
+ order[2] = 452
117
+ order[3] = 523
118
+ order[4] = 0
119
+ super(453, 448, order)
120
+ end
121
+ end
122
+
123
+ class NoSecurityAltID < Quickfix::Group
124
+ def initialize
125
+ order = Quickfix::IntArray.new(3)
126
+ order[0] = 455
127
+ order[1] = 456
128
+ order[2] = 0
129
+ super(454, 455, order)
130
+ end
131
+ end
132
+
133
+ class NoStipulations < Quickfix::Group
134
+ def initialize
135
+ order = Quickfix::IntArray.new(3)
136
+ order[0] = 233
137
+ order[1] = 234
138
+ order[2] = 0
139
+ super(232, 233, order)
140
+ end
141
+ end
142
+
143
+ class NoContraBrokers < Quickfix::Group
144
+ def initialize
145
+ order = Quickfix::IntArray.new(6)
146
+ order[0] = 375
147
+ order[1] = 337
148
+ order[2] = 437
149
+ order[3] = 438
150
+ order[4] = 655
151
+ order[5] = 0
152
+ super(382, 375, order)
153
+ end
154
+ end
155
+
156
+ class NoContAmts < Quickfix::Group
157
+ def initialize
158
+ order = Quickfix::IntArray.new(4)
159
+ order[0] = 519
160
+ order[1] = 520
161
+ order[2] = 521
162
+ order[3] = 0
163
+ super(518, 519, order)
164
+ end
165
+ end
166
+
167
+ class NoLegs < Quickfix::Group
168
+ def initialize
169
+ order = Quickfix::IntArray.new(44)
170
+ order[0] = 600
171
+ order[1] = 601
172
+ order[2] = 602
173
+ order[3] = 603
174
+ order[4] = 604
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+ order[5] = 607
176
+ order[6] = 608
177
+ order[7] = 609
178
+ order[8] = 610
179
+ order[9] = 611
180
+ order[10] = 248
181
+ order[11] = 249
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+ order[12] = 250
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+ order[13] = 251
184
+ order[14] = 252
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+ order[15] = 253
186
+ order[16] = 257
187
+ order[17] = 599
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+ order[18] = 596
189
+ order[19] = 597
190
+ order[20] = 598
191
+ order[21] = 254
192
+ order[22] = 612
193
+ order[23] = 613
194
+ order[24] = 614
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+ order[25] = 615
196
+ order[26] = 616
197
+ order[27] = 617
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+ order[28] = 618
199
+ order[29] = 619
200
+ order[30] = 620
201
+ order[31] = 621
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+ order[32] = 622
203
+ order[33] = 623
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+ order[34] = 624
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+ order[35] = 564
206
+ order[36] = 565
207
+ order[37] = 539
208
+ order[38] = 654
209
+ order[39] = 566
210
+ order[40] = 587
211
+ order[41] = 588
212
+ order[42] = 637
213
+ order[43] = 0
214
+ super(555, 600, order)
215
+ end
216
+
217
+ class NoLegSecurityAltID < Quickfix::Group
218
+ def initialize
219
+ order = Quickfix::IntArray.new(3)
220
+ order[0] = 605
221
+ order[1] = 606
222
+ order[2] = 0
223
+ super(604, 605, order)
224
+ end
225
+ end
226
+
227
+ class NoNestedPartyIDs < Quickfix::Group
228
+ def initialize
229
+ order = Quickfix::IntArray.new(5)
230
+ order[0] = 524
231
+ order[1] = 525
232
+ order[2] = 538
233
+ order[3] = 545
234
+ order[4] = 0
235
+ super(539, 524, order)
236
+ end
237
+ end
238
+ end
239
+ end
240
+
241
+ class OrderCancelReject < Message
242
+ def initialize
243
+ super
244
+ getHeader().setField( Quickfix::MsgType.new("9") )
245
+ end
246
+ end
247
+
248
+ class Logon < Message
249
+ def initialize
250
+ super
251
+ getHeader().setField( Quickfix::MsgType.new("A") )
252
+ end
253
+
254
+ class NoMsgTypes < Quickfix::Group
255
+ def initialize
256
+ order = Quickfix::IntArray.new(3)
257
+ order[0] = 372
258
+ order[1] = 385
259
+ order[2] = 0
260
+ super(384, 372, order)
261
+ end
262
+ end
263
+ end
264
+
265
+ class News < Message
266
+ def initialize
267
+ super
268
+ getHeader().setField( Quickfix::MsgType.new("B") )
269
+ end
270
+
271
+ class NoRoutingIDs < Quickfix::Group
272
+ def initialize
273
+ order = Quickfix::IntArray.new(3)
274
+ order[0] = 216
275
+ order[1] = 217
276
+ order[2] = 0
277
+ super(215, 216, order)
278
+ end
279
+ end
280
+
281
+ class NoRelatedSym < Quickfix::Group
282
+ def initialize
283
+ order = Quickfix::IntArray.new(34)
284
+ order[0] = 55
285
+ order[1] = 65
286
+ order[2] = 48
287
+ order[3] = 22
288
+ order[4] = 454
289
+ order[5] = 460
290
+ order[6] = 461
291
+ order[7] = 167
292
+ order[8] = 200
293
+ order[9] = 541
294
+ order[10] = 224
295
+ order[11] = 225
296
+ order[12] = 239
297
+ order[13] = 226
298
+ order[14] = 227
299
+ order[15] = 228
300
+ order[16] = 255
301
+ order[17] = 543
302
+ order[18] = 470
303
+ order[19] = 471
304
+ order[20] = 472
305
+ order[21] = 240
306
+ order[22] = 202
307
+ order[23] = 206
308
+ order[24] = 231
309
+ order[25] = 223
310
+ order[26] = 207
311
+ order[27] = 106
312
+ order[28] = 348
313
+ order[29] = 349
314
+ order[30] = 107
315
+ order[31] = 350
316
+ order[32] = 351
317
+ order[33] = 0
318
+ super(146, 55, order)
319
+ end
320
+
321
+ class NoSecurityAltID < Quickfix::Group
322
+ def initialize
323
+ order = Quickfix::IntArray.new(3)
324
+ order[0] = 455
325
+ order[1] = 456
326
+ order[2] = 0
327
+ super(454, 455, order)
328
+ end
329
+ end
330
+ end
331
+
332
+ class LinesOfText < Quickfix::Group
333
+ def initialize
334
+ order = Quickfix::IntArray.new(4)
335
+ order[0] = 58
336
+ order[1] = 354
337
+ order[2] = 355
338
+ order[3] = 0
339
+ super(33, 58, order)
340
+ end
341
+ end
342
+ end
343
+
344
+ class Email < Message
345
+ def initialize
346
+ super
347
+ getHeader().setField( Quickfix::MsgType.new("C") )
348
+ end
349
+
350
+ class NoRoutingIDs < Quickfix::Group
351
+ def initialize
352
+ order = Quickfix::IntArray.new(3)
353
+ order[0] = 216
354
+ order[1] = 217
355
+ order[2] = 0
356
+ super(215, 216, order)
357
+ end
358
+ end
359
+
360
+ class NoRelatedSym < Quickfix::Group
361
+ def initialize
362
+ order = Quickfix::IntArray.new(34)
363
+ order[0] = 55
364
+ order[1] = 65
365
+ order[2] = 48
366
+ order[3] = 22
367
+ order[4] = 454
368
+ order[5] = 460
369
+ order[6] = 461
370
+ order[7] = 167
371
+ order[8] = 200
372
+ order[9] = 541
373
+ order[10] = 224
374
+ order[11] = 225
375
+ order[12] = 239
376
+ order[13] = 226
377
+ order[14] = 227
378
+ order[15] = 228
379
+ order[16] = 255
380
+ order[17] = 543
381
+ order[18] = 470
382
+ order[19] = 471
383
+ order[20] = 472
384
+ order[21] = 240
385
+ order[22] = 202
386
+ order[23] = 206
387
+ order[24] = 231
388
+ order[25] = 223
389
+ order[26] = 207
390
+ order[27] = 106
391
+ order[28] = 348
392
+ order[29] = 349
393
+ order[30] = 107
394
+ order[31] = 350
395
+ order[32] = 351
396
+ order[33] = 0
397
+ super(146, 55, order)
398
+ end
399
+
400
+ class NoSecurityAltID < Quickfix::Group
401
+ def initialize
402
+ order = Quickfix::IntArray.new(3)
403
+ order[0] = 455
404
+ order[1] = 456
405
+ order[2] = 0
406
+ super(454, 455, order)
407
+ end
408
+ end
409
+ end
410
+
411
+ class LinesOfText < Quickfix::Group
412
+ def initialize
413
+ order = Quickfix::IntArray.new(4)
414
+ order[0] = 58
415
+ order[1] = 354
416
+ order[2] = 355
417
+ order[3] = 0
418
+ super(33, 58, order)
419
+ end
420
+ end
421
+ end
422
+
423
+ class NewOrderSingle < Message
424
+ def initialize
425
+ super
426
+ getHeader().setField( Quickfix::MsgType.new("D") )
427
+ end
428
+
429
+ class NoPartyIDs < Quickfix::Group
430
+ def initialize
431
+ order = Quickfix::IntArray.new(5)
432
+ order[0] = 448
433
+ order[1] = 447
434
+ order[2] = 452
435
+ order[3] = 523
436
+ order[4] = 0
437
+ super(453, 448, order)
438
+ end
439
+ end
440
+
441
+ class NoSecurityAltID < Quickfix::Group
442
+ def initialize
443
+ order = Quickfix::IntArray.new(3)
444
+ order[0] = 455
445
+ order[1] = 456
446
+ order[2] = 0
447
+ super(454, 455, order)
448
+ end
449
+ end
450
+
451
+ class NoStipulations < Quickfix::Group
452
+ def initialize
453
+ order = Quickfix::IntArray.new(3)
454
+ order[0] = 233
455
+ order[1] = 234
456
+ order[2] = 0
457
+ super(232, 233, order)
458
+ end
459
+ end
460
+
461
+ class NoAllocs < Quickfix::Group
462
+ def initialize
463
+ order = Quickfix::IntArray.new(5)
464
+ order[0] = 79
465
+ order[1] = 467
466
+ order[2] = 539
467
+ order[3] = 80
468
+ order[4] = 0
469
+ super(78, 79, order)
470
+ end
471
+
472
+ class NoNestedPartyIDs < Quickfix::Group
473
+ def initialize
474
+ order = Quickfix::IntArray.new(5)
475
+ order[0] = 524
476
+ order[1] = 525
477
+ order[2] = 538
478
+ order[3] = 545
479
+ order[4] = 0
480
+ super(539, 524, order)
481
+ end
482
+ end
483
+ end
484
+
485
+ class NoTradingSessions < Quickfix::Group
486
+ def initialize
487
+ order = Quickfix::IntArray.new(3)
488
+ order[0] = 336
489
+ order[1] = 625
490
+ order[2] = 0
491
+ super(386, 336, order)
492
+ end
493
+ end
494
+ end
495
+
496
+ class NewOrderList < Message
497
+ def initialize
498
+ super
499
+ getHeader().setField( Quickfix::MsgType.new("E") )
500
+ end
501
+
502
+ class NoOrders < Quickfix::Group
503
+ def initialize
504
+ order = Quickfix::IntArray.new(116)
505
+ order[0] = 11
506
+ order[1] = 526
507
+ order[2] = 67
508
+ order[3] = 583
509
+ order[4] = 160
510
+ order[5] = 453
511
+ order[6] = 229
512
+ order[7] = 1
513
+ order[8] = 581
514
+ order[9] = 589
515
+ order[10] = 590
516
+ order[11] = 591
517
+ order[12] = 78
518
+ order[13] = 63
519
+ order[14] = 64
520
+ order[15] = 544
521
+ order[16] = 635
522
+ order[17] = 21
523
+ order[18] = 18
524
+ order[19] = 110
525
+ order[20] = 111
526
+ order[21] = 100
527
+ order[22] = 386
528
+ order[23] = 81
529
+ order[24] = 55
530
+ order[25] = 65
531
+ order[26] = 48
532
+ order[27] = 22
533
+ order[28] = 454
534
+ order[29] = 460
535
+ order[30] = 461
536
+ order[31] = 167
537
+ order[32] = 200
538
+ order[33] = 541
539
+ order[34] = 224
540
+ order[35] = 225
541
+ order[36] = 239
542
+ order[37] = 226
543
+ order[38] = 227
544
+ order[39] = 228
545
+ order[40] = 255
546
+ order[41] = 543
547
+ order[42] = 470
548
+ order[43] = 471
549
+ order[44] = 472
550
+ order[45] = 240
551
+ order[46] = 202
552
+ order[47] = 206
553
+ order[48] = 231
554
+ order[49] = 223
555
+ order[50] = 207
556
+ order[51] = 106
557
+ order[52] = 348
558
+ order[53] = 349
559
+ order[54] = 107
560
+ order[55] = 350
561
+ order[56] = 351
562
+ order[57] = 140
563
+ order[58] = 54
564
+ order[59] = 401
565
+ order[60] = 114
566
+ order[61] = 60
567
+ order[62] = 232
568
+ order[63] = 465
569
+ order[64] = 38
570
+ order[65] = 152
571
+ order[66] = 516
572
+ order[67] = 468
573
+ order[68] = 469
574
+ order[69] = 40
575
+ order[70] = 423
576
+ order[71] = 44
577
+ order[72] = 99
578
+ order[73] = 218
579
+ order[74] = 220
580
+ order[75] = 221
581
+ order[76] = 222
582
+ order[77] = 235
583
+ order[78] = 236
584
+ order[79] = 15
585
+ order[80] = 376
586
+ order[81] = 377
587
+ order[82] = 23
588
+ order[83] = 117
589
+ order[84] = 59
590
+ order[85] = 168
591
+ order[86] = 432
592
+ order[87] = 126
593
+ order[88] = 427
594
+ order[89] = 12
595
+ order[90] = 13
596
+ order[91] = 479
597
+ order[92] = 497
598
+ order[93] = 528
599
+ order[94] = 529
600
+ order[95] = 582
601
+ order[96] = 47
602
+ order[97] = 121
603
+ order[98] = 120
604
+ order[99] = 58
605
+ order[100] = 354
606
+ order[101] = 355
607
+ order[102] = 193
608
+ order[103] = 192
609
+ order[104] = 640
610
+ order[105] = 77
611
+ order[106] = 203
612
+ order[107] = 210
613
+ order[108] = 211
614
+ order[109] = 388
615
+ order[110] = 389
616
+ order[111] = 494
617
+ order[112] = 158
618
+ order[113] = 159
619
+ order[114] = 118
620
+ order[115] = 0
621
+ super(73, 11, order)
622
+ end
623
+
624
+ class NoPartyIDs < Quickfix::Group
625
+ def initialize
626
+ order = Quickfix::IntArray.new(5)
627
+ order[0] = 448
628
+ order[1] = 447
629
+ order[2] = 452
630
+ order[3] = 523
631
+ order[4] = 0
632
+ super(453, 448, order)
633
+ end
634
+ end
635
+
636
+ class NoSecurityAltID < Quickfix::Group
637
+ def initialize
638
+ order = Quickfix::IntArray.new(3)
639
+ order[0] = 455
640
+ order[1] = 456
641
+ order[2] = 0
642
+ super(454, 455, order)
643
+ end
644
+ end
645
+
646
+ class NoStipulations < Quickfix::Group
647
+ def initialize
648
+ order = Quickfix::IntArray.new(3)
649
+ order[0] = 233
650
+ order[1] = 234
651
+ order[2] = 0
652
+ super(232, 233, order)
653
+ end
654
+ end
655
+
656
+ class NoAllocs < Quickfix::Group
657
+ def initialize
658
+ order = Quickfix::IntArray.new(5)
659
+ order[0] = 79
660
+ order[1] = 467
661
+ order[2] = 539
662
+ order[3] = 80
663
+ order[4] = 0
664
+ super(78, 79, order)
665
+ end
666
+
667
+ class NoNestedPartyIDs < Quickfix::Group
668
+ def initialize
669
+ order = Quickfix::IntArray.new(5)
670
+ order[0] = 524
671
+ order[1] = 525
672
+ order[2] = 538
673
+ order[3] = 545
674
+ order[4] = 0
675
+ super(539, 524, order)
676
+ end
677
+ end
678
+ end
679
+
680
+ class NoTradingSessions < Quickfix::Group
681
+ def initialize
682
+ order = Quickfix::IntArray.new(3)
683
+ order[0] = 336
684
+ order[1] = 625
685
+ order[2] = 0
686
+ super(386, 336, order)
687
+ end
688
+ end
689
+ end
690
+ end
691
+
692
+ class OrderCancelRequest < Message
693
+ def initialize
694
+ super
695
+ getHeader().setField( Quickfix::MsgType.new("F") )
696
+ end
697
+
698
+ class NoPartyIDs < Quickfix::Group
699
+ def initialize
700
+ order = Quickfix::IntArray.new(5)
701
+ order[0] = 448
702
+ order[1] = 447
703
+ order[2] = 452
704
+ order[3] = 523
705
+ order[4] = 0
706
+ super(453, 448, order)
707
+ end
708
+ end
709
+
710
+ class NoSecurityAltID < Quickfix::Group
711
+ def initialize
712
+ order = Quickfix::IntArray.new(3)
713
+ order[0] = 455
714
+ order[1] = 456
715
+ order[2] = 0
716
+ super(454, 455, order)
717
+ end
718
+ end
719
+ end
720
+
721
+ class OrderCancelReplaceRequest < Message
722
+ def initialize
723
+ super
724
+ getHeader().setField( Quickfix::MsgType.new("G") )
725
+ end
726
+
727
+ class NoPartyIDs < Quickfix::Group
728
+ def initialize
729
+ order = Quickfix::IntArray.new(5)
730
+ order[0] = 448
731
+ order[1] = 447
732
+ order[2] = 452
733
+ order[3] = 523
734
+ order[4] = 0
735
+ super(453, 448, order)
736
+ end
737
+ end
738
+
739
+ class NoSecurityAltID < Quickfix::Group
740
+ def initialize
741
+ order = Quickfix::IntArray.new(3)
742
+ order[0] = 455
743
+ order[1] = 456
744
+ order[2] = 0
745
+ super(454, 455, order)
746
+ end
747
+ end
748
+
749
+ class NoAllocs < Quickfix::Group
750
+ def initialize
751
+ order = Quickfix::IntArray.new(5)
752
+ order[0] = 79
753
+ order[1] = 467
754
+ order[2] = 539
755
+ order[3] = 80
756
+ order[4] = 0
757
+ super(78, 79, order)
758
+ end
759
+
760
+ class NoNestedPartyIDs < Quickfix::Group
761
+ def initialize
762
+ order = Quickfix::IntArray.new(5)
763
+ order[0] = 524
764
+ order[1] = 525
765
+ order[2] = 538
766
+ order[3] = 545
767
+ order[4] = 0
768
+ super(539, 524, order)
769
+ end
770
+ end
771
+ end
772
+
773
+ class NoTradingSessions < Quickfix::Group
774
+ def initialize
775
+ order = Quickfix::IntArray.new(3)
776
+ order[0] = 336
777
+ order[1] = 625
778
+ order[2] = 0
779
+ super(386, 336, order)
780
+ end
781
+ end
782
+ end
783
+
784
+ class OrderStatusRequest < Message
785
+ def initialize
786
+ super
787
+ getHeader().setField( Quickfix::MsgType.new("H") )
788
+ end
789
+
790
+ class NoPartyIDs < Quickfix::Group
791
+ def initialize
792
+ order = Quickfix::IntArray.new(5)
793
+ order[0] = 448
794
+ order[1] = 447
795
+ order[2] = 452
796
+ order[3] = 523
797
+ order[4] = 0
798
+ super(453, 448, order)
799
+ end
800
+ end
801
+
802
+ class NoSecurityAltID < Quickfix::Group
803
+ def initialize
804
+ order = Quickfix::IntArray.new(3)
805
+ order[0] = 455
806
+ order[1] = 456
807
+ order[2] = 0
808
+ super(454, 455, order)
809
+ end
810
+ end
811
+ end
812
+
813
+ class Allocation < Message
814
+ def initialize
815
+ super
816
+ getHeader().setField( Quickfix::MsgType.new("J") )
817
+ end
818
+
819
+ class NoSecurityAltID < Quickfix::Group
820
+ def initialize
821
+ order = Quickfix::IntArray.new(3)
822
+ order[0] = 455
823
+ order[1] = 456
824
+ order[2] = 0
825
+ super(454, 455, order)
826
+ end
827
+ end
828
+
829
+ class NoPartyIDs < Quickfix::Group
830
+ def initialize
831
+ order = Quickfix::IntArray.new(5)
832
+ order[0] = 448
833
+ order[1] = 447
834
+ order[2] = 452
835
+ order[3] = 523
836
+ order[4] = 0
837
+ super(453, 448, order)
838
+ end
839
+ end
840
+
841
+ class NoOrders < Quickfix::Group
842
+ def initialize
843
+ order = Quickfix::IntArray.new(6)
844
+ order[0] = 11
845
+ order[1] = 37
846
+ order[2] = 198
847
+ order[3] = 526
848
+ order[4] = 66
849
+ order[5] = 0
850
+ super(73, 11, order)
851
+ end
852
+ end
853
+
854
+ class NoExecs < Quickfix::Group
855
+ def initialize
856
+ order = Quickfix::IntArray.new(6)
857
+ order[0] = 32
858
+ order[1] = 17
859
+ order[2] = 527
860
+ order[3] = 31
861
+ order[4] = 29
862
+ order[5] = 0
863
+ super(124, 32, order)
864
+ end
865
+ end
866
+
867
+ class NoAllocs < Quickfix::Group
868
+ def initialize
869
+ order = Quickfix::IntArray.new(25)
870
+ order[0] = 79
871
+ order[1] = 366
872
+ order[2] = 80
873
+ order[3] = 467
874
+ order[4] = 81
875
+ order[5] = 539
876
+ order[6] = 208
877
+ order[7] = 209
878
+ order[8] = 161
879
+ order[9] = 360
880
+ order[10] = 361
881
+ order[11] = 12
882
+ order[12] = 13
883
+ order[13] = 479
884
+ order[14] = 497
885
+ order[15] = 153
886
+ order[16] = 154
887
+ order[17] = 119
888
+ order[18] = 120
889
+ order[19] = 155
890
+ order[20] = 156
891
+ order[21] = 159
892
+ order[22] = 160
893
+ order[23] = 136
894
+ order[24] = 0
895
+ super(78, 79, order)
896
+ end
897
+
898
+ class NoNestedPartyIDs < Quickfix::Group
899
+ def initialize
900
+ order = Quickfix::IntArray.new(5)
901
+ order[0] = 524
902
+ order[1] = 525
903
+ order[2] = 538
904
+ order[3] = 545
905
+ order[4] = 0
906
+ super(539, 524, order)
907
+ end
908
+ end
909
+
910
+ class NoMiscFees < Quickfix::Group
911
+ def initialize
912
+ order = Quickfix::IntArray.new(4)
913
+ order[0] = 137
914
+ order[1] = 138
915
+ order[2] = 139
916
+ order[3] = 0
917
+ super(136, 137, order)
918
+ end
919
+ end
920
+ end
921
+ end
922
+
923
+ class ListCancelRequest < Message
924
+ def initialize
925
+ super
926
+ getHeader().setField( Quickfix::MsgType.new("K") )
927
+ end
928
+ end
929
+
930
+ class ListExecute < Message
931
+ def initialize
932
+ super
933
+ getHeader().setField( Quickfix::MsgType.new("L") )
934
+ end
935
+ end
936
+
937
+ class ListStatusRequest < Message
938
+ def initialize
939
+ super
940
+ getHeader().setField( Quickfix::MsgType.new("M") )
941
+ end
942
+ end
943
+
944
+ class ListStatus < Message
945
+ def initialize
946
+ super
947
+ getHeader().setField( Quickfix::MsgType.new("N") )
948
+ end
949
+
950
+ class NoOrders < Quickfix::Group
951
+ def initialize
952
+ order = Quickfix::IntArray.new(13)
953
+ order[0] = 11
954
+ order[1] = 526
955
+ order[2] = 14
956
+ order[3] = 39
957
+ order[4] = 636
958
+ order[5] = 151
959
+ order[6] = 84
960
+ order[7] = 6
961
+ order[8] = 103
962
+ order[9] = 58
963
+ order[10] = 354
964
+ order[11] = 355
965
+ order[12] = 0
966
+ super(73, 11, order)
967
+ end
968
+ end
969
+ end
970
+
971
+ class AllocationAck < Message
972
+ def initialize
973
+ super
974
+ getHeader().setField( Quickfix::MsgType.new("P") )
975
+ end
976
+
977
+ class NoPartyIDs < Quickfix::Group
978
+ def initialize
979
+ order = Quickfix::IntArray.new(5)
980
+ order[0] = 448
981
+ order[1] = 447
982
+ order[2] = 452
983
+ order[3] = 523
984
+ order[4] = 0
985
+ super(453, 448, order)
986
+ end
987
+ end
988
+ end
989
+
990
+ class DontKnowTrade < Message
991
+ def initialize
992
+ super
993
+ getHeader().setField( Quickfix::MsgType.new("Q") )
994
+ end
995
+
996
+ class NoSecurityAltID < Quickfix::Group
997
+ def initialize
998
+ order = Quickfix::IntArray.new(3)
999
+ order[0] = 455
1000
+ order[1] = 456
1001
+ order[2] = 0
1002
+ super(454, 455, order)
1003
+ end
1004
+ end
1005
+ end
1006
+
1007
+ class QuoteRequest < Message
1008
+ def initialize
1009
+ super
1010
+ getHeader().setField( Quickfix::MsgType.new("R") )
1011
+ end
1012
+
1013
+ class NoRelatedSym < Quickfix::Group
1014
+ def initialize
1015
+ order = Quickfix::IntArray.new(62)
1016
+ order[0] = 55
1017
+ order[1] = 65
1018
+ order[2] = 48
1019
+ order[3] = 22
1020
+ order[4] = 454
1021
+ order[5] = 460
1022
+ order[6] = 461
1023
+ order[7] = 167
1024
+ order[8] = 200
1025
+ order[9] = 541
1026
+ order[10] = 224
1027
+ order[11] = 225
1028
+ order[12] = 239
1029
+ order[13] = 226
1030
+ order[14] = 227
1031
+ order[15] = 228
1032
+ order[16] = 255
1033
+ order[17] = 543
1034
+ order[18] = 470
1035
+ order[19] = 471
1036
+ order[20] = 472
1037
+ order[21] = 240
1038
+ order[22] = 202
1039
+ order[23] = 206
1040
+ order[24] = 231
1041
+ order[25] = 223
1042
+ order[26] = 207
1043
+ order[27] = 106
1044
+ order[28] = 348
1045
+ order[29] = 349
1046
+ order[30] = 107
1047
+ order[31] = 350
1048
+ order[32] = 351
1049
+ order[33] = 140
1050
+ order[34] = 303
1051
+ order[35] = 537
1052
+ order[36] = 336
1053
+ order[37] = 625
1054
+ order[38] = 229
1055
+ order[39] = 232
1056
+ order[40] = 54
1057
+ order[41] = 465
1058
+ order[42] = 38
1059
+ order[43] = 152
1060
+ order[44] = 63
1061
+ order[45] = 64
1062
+ order[46] = 40
1063
+ order[47] = 193
1064
+ order[48] = 192
1065
+ order[49] = 126
1066
+ order[50] = 60
1067
+ order[51] = 15
1068
+ order[52] = 218
1069
+ order[53] = 220
1070
+ order[54] = 221
1071
+ order[55] = 222
1072
+ order[56] = 423
1073
+ order[57] = 44
1074
+ order[58] = 640
1075
+ order[59] = 235
1076
+ order[60] = 236
1077
+ order[61] = 0
1078
+ super(146, 55, order)
1079
+ end
1080
+
1081
+ class NoSecurityAltID < Quickfix::Group
1082
+ def initialize
1083
+ order = Quickfix::IntArray.new(3)
1084
+ order[0] = 455
1085
+ order[1] = 456
1086
+ order[2] = 0
1087
+ super(454, 455, order)
1088
+ end
1089
+ end
1090
+
1091
+ class NoStipulations < Quickfix::Group
1092
+ def initialize
1093
+ order = Quickfix::IntArray.new(3)
1094
+ order[0] = 233
1095
+ order[1] = 234
1096
+ order[2] = 0
1097
+ super(232, 233, order)
1098
+ end
1099
+ end
1100
+ end
1101
+ end
1102
+
1103
+ class Quote < Message
1104
+ def initialize
1105
+ super
1106
+ getHeader().setField( Quickfix::MsgType.new("S") )
1107
+ end
1108
+
1109
+ class NoPartyIDs < Quickfix::Group
1110
+ def initialize
1111
+ order = Quickfix::IntArray.new(5)
1112
+ order[0] = 448
1113
+ order[1] = 447
1114
+ order[2] = 452
1115
+ order[3] = 523
1116
+ order[4] = 0
1117
+ super(453, 448, order)
1118
+ end
1119
+ end
1120
+
1121
+ class NoSecurityAltID < Quickfix::Group
1122
+ def initialize
1123
+ order = Quickfix::IntArray.new(3)
1124
+ order[0] = 455
1125
+ order[1] = 456
1126
+ order[2] = 0
1127
+ super(454, 455, order)
1128
+ end
1129
+ end
1130
+ end
1131
+
1132
+ class SettlementInstructions < Message
1133
+ def initialize
1134
+ super
1135
+ getHeader().setField( Quickfix::MsgType.new("T") )
1136
+ end
1137
+
1138
+ class NoPartyIDs < Quickfix::Group
1139
+ def initialize
1140
+ order = Quickfix::IntArray.new(5)
1141
+ order[0] = 448
1142
+ order[1] = 447
1143
+ order[2] = 452
1144
+ order[3] = 523
1145
+ order[4] = 0
1146
+ super(453, 448, order)
1147
+ end
1148
+ end
1149
+ end
1150
+
1151
+ class MarketDataRequest < Message
1152
+ def initialize
1153
+ super
1154
+ getHeader().setField( Quickfix::MsgType.new("V") )
1155
+ end
1156
+
1157
+ class NoMDEntryTypes < Quickfix::Group
1158
+ def initialize
1159
+ order = Quickfix::IntArray.new(2)
1160
+ order[0] = 269
1161
+ order[1] = 0
1162
+ super(267, 269, order)
1163
+ end
1164
+ end
1165
+
1166
+ class NoRelatedSym < Quickfix::Group
1167
+ def initialize
1168
+ order = Quickfix::IntArray.new(34)
1169
+ order[0] = 55
1170
+ order[1] = 65
1171
+ order[2] = 48
1172
+ order[3] = 22
1173
+ order[4] = 454
1174
+ order[5] = 460
1175
+ order[6] = 461
1176
+ order[7] = 167
1177
+ order[8] = 200
1178
+ order[9] = 541
1179
+ order[10] = 224
1180
+ order[11] = 225
1181
+ order[12] = 239
1182
+ order[13] = 226
1183
+ order[14] = 227
1184
+ order[15] = 228
1185
+ order[16] = 255
1186
+ order[17] = 543
1187
+ order[18] = 470
1188
+ order[19] = 471
1189
+ order[20] = 472
1190
+ order[21] = 240
1191
+ order[22] = 202
1192
+ order[23] = 206
1193
+ order[24] = 231
1194
+ order[25] = 223
1195
+ order[26] = 207
1196
+ order[27] = 106
1197
+ order[28] = 348
1198
+ order[29] = 349
1199
+ order[30] = 107
1200
+ order[31] = 350
1201
+ order[32] = 351
1202
+ order[33] = 0
1203
+ super(146, 55, order)
1204
+ end
1205
+
1206
+ class NoSecurityAltID < Quickfix::Group
1207
+ def initialize
1208
+ order = Quickfix::IntArray.new(3)
1209
+ order[0] = 455
1210
+ order[1] = 456
1211
+ order[2] = 0
1212
+ super(454, 455, order)
1213
+ end
1214
+ end
1215
+ end
1216
+
1217
+ class NoTradingSessions < Quickfix::Group
1218
+ def initialize
1219
+ order = Quickfix::IntArray.new(3)
1220
+ order[0] = 336
1221
+ order[1] = 625
1222
+ order[2] = 0
1223
+ super(386, 336, order)
1224
+ end
1225
+ end
1226
+ end
1227
+
1228
+ class MarketDataSnapshotFullRefresh < Message
1229
+ def initialize
1230
+ super
1231
+ getHeader().setField( Quickfix::MsgType.new("W") )
1232
+ end
1233
+
1234
+ class NoSecurityAltID < Quickfix::Group
1235
+ def initialize
1236
+ order = Quickfix::IntArray.new(3)
1237
+ order[0] = 455
1238
+ order[1] = 456
1239
+ order[2] = 0
1240
+ super(454, 455, order)
1241
+ end
1242
+ end
1243
+
1244
+ class NoMDEntries < Quickfix::Group
1245
+ def initialize
1246
+ order = Quickfix::IntArray.new(33)
1247
+ order[0] = 269
1248
+ order[1] = 270
1249
+ order[2] = 15
1250
+ order[3] = 271
1251
+ order[4] = 272
1252
+ order[5] = 273
1253
+ order[6] = 274
1254
+ order[7] = 275
1255
+ order[8] = 336
1256
+ order[9] = 625
1257
+ order[10] = 276
1258
+ order[11] = 277
1259
+ order[12] = 282
1260
+ order[13] = 283
1261
+ order[14] = 284
1262
+ order[15] = 286
1263
+ order[16] = 59
1264
+ order[17] = 432
1265
+ order[18] = 126
1266
+ order[19] = 110
1267
+ order[20] = 18
1268
+ order[21] = 287
1269
+ order[22] = 37
1270
+ order[23] = 299
1271
+ order[24] = 288
1272
+ order[25] = 289
1273
+ order[26] = 346
1274
+ order[27] = 290
1275
+ order[28] = 546
1276
+ order[29] = 58
1277
+ order[30] = 354
1278
+ order[31] = 355
1279
+ order[32] = 0
1280
+ super(268, 269, order)
1281
+ end
1282
+ end
1283
+ end
1284
+
1285
+ class MarketDataIncrementalRefresh < Message
1286
+ def initialize
1287
+ super
1288
+ getHeader().setField( Quickfix::MsgType.new("X") )
1289
+ end
1290
+
1291
+ class NoMDEntries < Quickfix::Group
1292
+ def initialize
1293
+ order = Quickfix::IntArray.new(76)
1294
+ order[0] = 279
1295
+ order[1] = 285
1296
+ order[2] = 269
1297
+ order[3] = 278
1298
+ order[4] = 280
1299
+ order[5] = 55
1300
+ order[6] = 65
1301
+ order[7] = 48
1302
+ order[8] = 22
1303
+ order[9] = 454
1304
+ order[10] = 460
1305
+ order[11] = 461
1306
+ order[12] = 167
1307
+ order[13] = 200
1308
+ order[14] = 541
1309
+ order[15] = 224
1310
+ order[16] = 225
1311
+ order[17] = 239
1312
+ order[18] = 226
1313
+ order[19] = 227
1314
+ order[20] = 228
1315
+ order[21] = 255
1316
+ order[22] = 543
1317
+ order[23] = 470
1318
+ order[24] = 471
1319
+ order[25] = 472
1320
+ order[26] = 240
1321
+ order[27] = 202
1322
+ order[28] = 206
1323
+ order[29] = 231
1324
+ order[30] = 223
1325
+ order[31] = 207
1326
+ order[32] = 106
1327
+ order[33] = 348
1328
+ order[34] = 349
1329
+ order[35] = 107
1330
+ order[36] = 350
1331
+ order[37] = 351
1332
+ order[38] = 291
1333
+ order[39] = 292
1334
+ order[40] = 270
1335
+ order[41] = 15
1336
+ order[42] = 271
1337
+ order[43] = 272
1338
+ order[44] = 273
1339
+ order[45] = 274
1340
+ order[46] = 275
1341
+ order[47] = 336
1342
+ order[48] = 625
1343
+ order[49] = 276
1344
+ order[50] = 277
1345
+ order[51] = 282
1346
+ order[52] = 283
1347
+ order[53] = 284
1348
+ order[54] = 286
1349
+ order[55] = 59
1350
+ order[56] = 432
1351
+ order[57] = 126
1352
+ order[58] = 110
1353
+ order[59] = 18
1354
+ order[60] = 287
1355
+ order[61] = 37
1356
+ order[62] = 299
1357
+ order[63] = 288
1358
+ order[64] = 289
1359
+ order[65] = 346
1360
+ order[66] = 290
1361
+ order[67] = 546
1362
+ order[68] = 387
1363
+ order[69] = 449
1364
+ order[70] = 450
1365
+ order[71] = 451
1366
+ order[72] = 58
1367
+ order[73] = 354
1368
+ order[74] = 355
1369
+ order[75] = 0
1370
+ super(268, 279, order)
1371
+ end
1372
+
1373
+ class NoSecurityAltID < Quickfix::Group
1374
+ def initialize
1375
+ order = Quickfix::IntArray.new(3)
1376
+ order[0] = 455
1377
+ order[1] = 456
1378
+ order[2] = 0
1379
+ super(454, 455, order)
1380
+ end
1381
+ end
1382
+ end
1383
+ end
1384
+
1385
+ class MarketDataRequestReject < Message
1386
+ def initialize
1387
+ super
1388
+ getHeader().setField( Quickfix::MsgType.new("Y") )
1389
+ end
1390
+ end
1391
+
1392
+ class QuoteCancel < Message
1393
+ def initialize
1394
+ super
1395
+ getHeader().setField( Quickfix::MsgType.new("Z") )
1396
+ end
1397
+
1398
+ class NoPartyIDs < Quickfix::Group
1399
+ def initialize
1400
+ order = Quickfix::IntArray.new(5)
1401
+ order[0] = 448
1402
+ order[1] = 447
1403
+ order[2] = 452
1404
+ order[3] = 523
1405
+ order[4] = 0
1406
+ super(453, 448, order)
1407
+ end
1408
+ end
1409
+
1410
+ class NoQuoteEntries < Quickfix::Group
1411
+ def initialize
1412
+ order = Quickfix::IntArray.new(34)
1413
+ order[0] = 55
1414
+ order[1] = 65
1415
+ order[2] = 48
1416
+ order[3] = 22
1417
+ order[4] = 454
1418
+ order[5] = 460
1419
+ order[6] = 461
1420
+ order[7] = 167
1421
+ order[8] = 200
1422
+ order[9] = 541
1423
+ order[10] = 224
1424
+ order[11] = 225
1425
+ order[12] = 239
1426
+ order[13] = 226
1427
+ order[14] = 227
1428
+ order[15] = 228
1429
+ order[16] = 255
1430
+ order[17] = 543
1431
+ order[18] = 470
1432
+ order[19] = 471
1433
+ order[20] = 472
1434
+ order[21] = 240
1435
+ order[22] = 202
1436
+ order[23] = 206
1437
+ order[24] = 231
1438
+ order[25] = 223
1439
+ order[26] = 207
1440
+ order[27] = 106
1441
+ order[28] = 348
1442
+ order[29] = 349
1443
+ order[30] = 107
1444
+ order[31] = 350
1445
+ order[32] = 351
1446
+ order[33] = 0
1447
+ super(295, 55, order)
1448
+ end
1449
+
1450
+ class NoSecurityAltID < Quickfix::Group
1451
+ def initialize
1452
+ order = Quickfix::IntArray.new(3)
1453
+ order[0] = 455
1454
+ order[1] = 456
1455
+ order[2] = 0
1456
+ super(454, 455, order)
1457
+ end
1458
+ end
1459
+ end
1460
+ end
1461
+
1462
+ class QuoteStatusRequest < Message
1463
+ def initialize
1464
+ super
1465
+ getHeader().setField( Quickfix::MsgType.new("a") )
1466
+ end
1467
+
1468
+ class NoSecurityAltID < Quickfix::Group
1469
+ def initialize
1470
+ order = Quickfix::IntArray.new(3)
1471
+ order[0] = 455
1472
+ order[1] = 456
1473
+ order[2] = 0
1474
+ super(454, 455, order)
1475
+ end
1476
+ end
1477
+
1478
+ class NoPartyIDs < Quickfix::Group
1479
+ def initialize
1480
+ order = Quickfix::IntArray.new(5)
1481
+ order[0] = 448
1482
+ order[1] = 447
1483
+ order[2] = 452
1484
+ order[3] = 523
1485
+ order[4] = 0
1486
+ super(453, 448, order)
1487
+ end
1488
+ end
1489
+ end
1490
+
1491
+ class MassQuoteAcknowledgement < Message
1492
+ def initialize
1493
+ super
1494
+ getHeader().setField( Quickfix::MsgType.new("b") )
1495
+ end
1496
+
1497
+ class NoPartyIDs < Quickfix::Group
1498
+ def initialize
1499
+ order = Quickfix::IntArray.new(5)
1500
+ order[0] = 448
1501
+ order[1] = 447
1502
+ order[2] = 452
1503
+ order[3] = 523
1504
+ order[4] = 0
1505
+ super(453, 448, order)
1506
+ end
1507
+ end
1508
+
1509
+ class NoQuoteSets < Quickfix::Group
1510
+ def initialize
1511
+ order = Quickfix::IntArray.new(38)
1512
+ order[0] = 302
1513
+ order[1] = 311
1514
+ order[2] = 312
1515
+ order[3] = 309
1516
+ order[4] = 305
1517
+ order[5] = 457
1518
+ order[6] = 462
1519
+ order[7] = 463
1520
+ order[8] = 310
1521
+ order[9] = 313
1522
+ order[10] = 542
1523
+ order[11] = 315
1524
+ order[12] = 241
1525
+ order[13] = 242
1526
+ order[14] = 243
1527
+ order[15] = 244
1528
+ order[16] = 245
1529
+ order[17] = 246
1530
+ order[18] = 256
1531
+ order[19] = 595
1532
+ order[20] = 592
1533
+ order[21] = 593
1534
+ order[22] = 594
1535
+ order[23] = 247
1536
+ order[24] = 316
1537
+ order[25] = 317
1538
+ order[26] = 436
1539
+ order[27] = 435
1540
+ order[28] = 308
1541
+ order[29] = 306
1542
+ order[30] = 362
1543
+ order[31] = 363
1544
+ order[32] = 307
1545
+ order[33] = 364
1546
+ order[34] = 365
1547
+ order[35] = 304
1548
+ order[36] = 295
1549
+ order[37] = 0
1550
+ super(296, 302, order)
1551
+ end
1552
+
1553
+ class NoUnderlyingSecurityAltID < Quickfix::Group
1554
+ def initialize
1555
+ order = Quickfix::IntArray.new(3)
1556
+ order[0] = 458
1557
+ order[1] = 459
1558
+ order[2] = 0
1559
+ super(457, 458, order)
1560
+ end
1561
+ end
1562
+
1563
+ class NoQuoteEntries < Quickfix::Group
1564
+ def initialize
1565
+ order = Quickfix::IntArray.new(59)
1566
+ order[0] = 299
1567
+ order[1] = 55
1568
+ order[2] = 65
1569
+ order[3] = 48
1570
+ order[4] = 22
1571
+ order[5] = 454
1572
+ order[6] = 460
1573
+ order[7] = 461
1574
+ order[8] = 167
1575
+ order[9] = 200
1576
+ order[10] = 541
1577
+ order[11] = 224
1578
+ order[12] = 225
1579
+ order[13] = 239
1580
+ order[14] = 226
1581
+ order[15] = 227
1582
+ order[16] = 228
1583
+ order[17] = 255
1584
+ order[18] = 543
1585
+ order[19] = 470
1586
+ order[20] = 471
1587
+ order[21] = 472
1588
+ order[22] = 240
1589
+ order[23] = 202
1590
+ order[24] = 206
1591
+ order[25] = 231
1592
+ order[26] = 223
1593
+ order[27] = 207
1594
+ order[28] = 106
1595
+ order[29] = 348
1596
+ order[30] = 349
1597
+ order[31] = 107
1598
+ order[32] = 350
1599
+ order[33] = 351
1600
+ order[34] = 132
1601
+ order[35] = 133
1602
+ order[36] = 134
1603
+ order[37] = 135
1604
+ order[38] = 62
1605
+ order[39] = 188
1606
+ order[40] = 190
1607
+ order[41] = 189
1608
+ order[42] = 191
1609
+ order[43] = 631
1610
+ order[44] = 632
1611
+ order[45] = 633
1612
+ order[46] = 634
1613
+ order[47] = 60
1614
+ order[48] = 336
1615
+ order[49] = 625
1616
+ order[50] = 64
1617
+ order[51] = 40
1618
+ order[52] = 193
1619
+ order[53] = 192
1620
+ order[54] = 642
1621
+ order[55] = 643
1622
+ order[56] = 15
1623
+ order[57] = 368
1624
+ order[58] = 0
1625
+ super(295, 299, order)
1626
+ end
1627
+
1628
+ class NoSecurityAltID < Quickfix::Group
1629
+ def initialize
1630
+ order = Quickfix::IntArray.new(3)
1631
+ order[0] = 455
1632
+ order[1] = 456
1633
+ order[2] = 0
1634
+ super(454, 455, order)
1635
+ end
1636
+ end
1637
+ end
1638
+ end
1639
+ end
1640
+
1641
+ class SecurityDefinitionRequest < Message
1642
+ def initialize
1643
+ super
1644
+ getHeader().setField( Quickfix::MsgType.new("c") )
1645
+ end
1646
+
1647
+ class NoSecurityAltID < Quickfix::Group
1648
+ def initialize
1649
+ order = Quickfix::IntArray.new(3)
1650
+ order[0] = 455
1651
+ order[1] = 456
1652
+ order[2] = 0
1653
+ super(454, 455, order)
1654
+ end
1655
+ end
1656
+
1657
+ class NoLegs < Quickfix::Group
1658
+ def initialize
1659
+ order = Quickfix::IntArray.new(37)
1660
+ order[0] = 600
1661
+ order[1] = 601
1662
+ order[2] = 602
1663
+ order[3] = 603
1664
+ order[4] = 604
1665
+ order[5] = 607
1666
+ order[6] = 608
1667
+ order[7] = 609
1668
+ order[8] = 610
1669
+ order[9] = 611
1670
+ order[10] = 248
1671
+ order[11] = 249
1672
+ order[12] = 250
1673
+ order[13] = 251
1674
+ order[14] = 252
1675
+ order[15] = 253
1676
+ order[16] = 257
1677
+ order[17] = 599
1678
+ order[18] = 596
1679
+ order[19] = 597
1680
+ order[20] = 598
1681
+ order[21] = 254
1682
+ order[22] = 612
1683
+ order[23] = 613
1684
+ order[24] = 614
1685
+ order[25] = 615
1686
+ order[26] = 616
1687
+ order[27] = 617
1688
+ order[28] = 618
1689
+ order[29] = 619
1690
+ order[30] = 620
1691
+ order[31] = 621
1692
+ order[32] = 622
1693
+ order[33] = 623
1694
+ order[34] = 624
1695
+ order[35] = 556
1696
+ order[36] = 0
1697
+ super(555, 600, order)
1698
+ end
1699
+
1700
+ class NoLegSecurityAltID < Quickfix::Group
1701
+ def initialize
1702
+ order = Quickfix::IntArray.new(3)
1703
+ order[0] = 605
1704
+ order[1] = 606
1705
+ order[2] = 0
1706
+ super(604, 605, order)
1707
+ end
1708
+ end
1709
+ end
1710
+ end
1711
+
1712
+ class SecurityDefinition < Message
1713
+ def initialize
1714
+ super
1715
+ getHeader().setField( Quickfix::MsgType.new("d") )
1716
+ end
1717
+
1718
+ class NoSecurityAltID < Quickfix::Group
1719
+ def initialize
1720
+ order = Quickfix::IntArray.new(3)
1721
+ order[0] = 455
1722
+ order[1] = 456
1723
+ order[2] = 0
1724
+ super(454, 455, order)
1725
+ end
1726
+ end
1727
+
1728
+ class NoLegs < Quickfix::Group
1729
+ def initialize
1730
+ order = Quickfix::IntArray.new(37)
1731
+ order[0] = 600
1732
+ order[1] = 601
1733
+ order[2] = 602
1734
+ order[3] = 603
1735
+ order[4] = 604
1736
+ order[5] = 607
1737
+ order[6] = 608
1738
+ order[7] = 609
1739
+ order[8] = 610
1740
+ order[9] = 611
1741
+ order[10] = 248
1742
+ order[11] = 249
1743
+ order[12] = 250
1744
+ order[13] = 251
1745
+ order[14] = 252
1746
+ order[15] = 253
1747
+ order[16] = 257
1748
+ order[17] = 599
1749
+ order[18] = 596
1750
+ order[19] = 597
1751
+ order[20] = 598
1752
+ order[21] = 254
1753
+ order[22] = 612
1754
+ order[23] = 613
1755
+ order[24] = 614
1756
+ order[25] = 615
1757
+ order[26] = 616
1758
+ order[27] = 617
1759
+ order[28] = 618
1760
+ order[29] = 619
1761
+ order[30] = 620
1762
+ order[31] = 621
1763
+ order[32] = 622
1764
+ order[33] = 623
1765
+ order[34] = 624
1766
+ order[35] = 556
1767
+ order[36] = 0
1768
+ super(555, 600, order)
1769
+ end
1770
+
1771
+ class NoLegSecurityAltID < Quickfix::Group
1772
+ def initialize
1773
+ order = Quickfix::IntArray.new(3)
1774
+ order[0] = 605
1775
+ order[1] = 606
1776
+ order[2] = 0
1777
+ super(604, 605, order)
1778
+ end
1779
+ end
1780
+ end
1781
+ end
1782
+
1783
+ class SecurityStatusRequest < Message
1784
+ def initialize
1785
+ super
1786
+ getHeader().setField( Quickfix::MsgType.new("e") )
1787
+ end
1788
+
1789
+ class NoSecurityAltID < Quickfix::Group
1790
+ def initialize
1791
+ order = Quickfix::IntArray.new(3)
1792
+ order[0] = 455
1793
+ order[1] = 456
1794
+ order[2] = 0
1795
+ super(454, 455, order)
1796
+ end
1797
+ end
1798
+ end
1799
+
1800
+ class SecurityStatus < Message
1801
+ def initialize
1802
+ super
1803
+ getHeader().setField( Quickfix::MsgType.new("f") )
1804
+ end
1805
+
1806
+ class NoSecurityAltID < Quickfix::Group
1807
+ def initialize
1808
+ order = Quickfix::IntArray.new(3)
1809
+ order[0] = 455
1810
+ order[1] = 456
1811
+ order[2] = 0
1812
+ super(454, 455, order)
1813
+ end
1814
+ end
1815
+ end
1816
+
1817
+ class TradingSessionStatusRequest < Message
1818
+ def initialize
1819
+ super
1820
+ getHeader().setField( Quickfix::MsgType.new("g") )
1821
+ end
1822
+ end
1823
+
1824
+ class TradingSessionStatus < Message
1825
+ def initialize
1826
+ super
1827
+ getHeader().setField( Quickfix::MsgType.new("h") )
1828
+ end
1829
+ end
1830
+
1831
+ class MassQuote < Message
1832
+ def initialize
1833
+ super
1834
+ getHeader().setField( Quickfix::MsgType.new("i") )
1835
+ end
1836
+
1837
+ class NoPartyIDs < Quickfix::Group
1838
+ def initialize
1839
+ order = Quickfix::IntArray.new(5)
1840
+ order[0] = 448
1841
+ order[1] = 447
1842
+ order[2] = 452
1843
+ order[3] = 523
1844
+ order[4] = 0
1845
+ super(453, 448, order)
1846
+ end
1847
+ end
1848
+
1849
+ class NoQuoteSets < Quickfix::Group
1850
+ def initialize
1851
+ order = Quickfix::IntArray.new(39)
1852
+ order[0] = 302
1853
+ order[1] = 311
1854
+ order[2] = 312
1855
+ order[3] = 309
1856
+ order[4] = 305
1857
+ order[5] = 457
1858
+ order[6] = 462
1859
+ order[7] = 463
1860
+ order[8] = 310
1861
+ order[9] = 313
1862
+ order[10] = 542
1863
+ order[11] = 315
1864
+ order[12] = 241
1865
+ order[13] = 242
1866
+ order[14] = 243
1867
+ order[15] = 244
1868
+ order[16] = 245
1869
+ order[17] = 246
1870
+ order[18] = 256
1871
+ order[19] = 595
1872
+ order[20] = 592
1873
+ order[21] = 593
1874
+ order[22] = 594
1875
+ order[23] = 247
1876
+ order[24] = 316
1877
+ order[25] = 317
1878
+ order[26] = 436
1879
+ order[27] = 435
1880
+ order[28] = 308
1881
+ order[29] = 306
1882
+ order[30] = 362
1883
+ order[31] = 363
1884
+ order[32] = 307
1885
+ order[33] = 364
1886
+ order[34] = 365
1887
+ order[35] = 367
1888
+ order[36] = 304
1889
+ order[37] = 295
1890
+ order[38] = 0
1891
+ super(296, 302, order)
1892
+ end
1893
+
1894
+ class NoUnderlyingSecurityAltID < Quickfix::Group
1895
+ def initialize
1896
+ order = Quickfix::IntArray.new(3)
1897
+ order[0] = 458
1898
+ order[1] = 459
1899
+ order[2] = 0
1900
+ super(457, 458, order)
1901
+ end
1902
+ end
1903
+
1904
+ class NoQuoteEntries < Quickfix::Group
1905
+ def initialize
1906
+ order = Quickfix::IntArray.new(58)
1907
+ order[0] = 299
1908
+ order[1] = 55
1909
+ order[2] = 65
1910
+ order[3] = 48
1911
+ order[4] = 22
1912
+ order[5] = 454
1913
+ order[6] = 460
1914
+ order[7] = 461
1915
+ order[8] = 167
1916
+ order[9] = 200
1917
+ order[10] = 541
1918
+ order[11] = 224
1919
+ order[12] = 225
1920
+ order[13] = 239
1921
+ order[14] = 226
1922
+ order[15] = 227
1923
+ order[16] = 228
1924
+ order[17] = 255
1925
+ order[18] = 543
1926
+ order[19] = 470
1927
+ order[20] = 471
1928
+ order[21] = 472
1929
+ order[22] = 240
1930
+ order[23] = 202
1931
+ order[24] = 206
1932
+ order[25] = 231
1933
+ order[26] = 223
1934
+ order[27] = 207
1935
+ order[28] = 106
1936
+ order[29] = 348
1937
+ order[30] = 349
1938
+ order[31] = 107
1939
+ order[32] = 350
1940
+ order[33] = 351
1941
+ order[34] = 132
1942
+ order[35] = 133
1943
+ order[36] = 134
1944
+ order[37] = 135
1945
+ order[38] = 62
1946
+ order[39] = 188
1947
+ order[40] = 190
1948
+ order[41] = 189
1949
+ order[42] = 191
1950
+ order[43] = 631
1951
+ order[44] = 632
1952
+ order[45] = 633
1953
+ order[46] = 634
1954
+ order[47] = 60
1955
+ order[48] = 336
1956
+ order[49] = 625
1957
+ order[50] = 64
1958
+ order[51] = 40
1959
+ order[52] = 193
1960
+ order[53] = 192
1961
+ order[54] = 642
1962
+ order[55] = 643
1963
+ order[56] = 15
1964
+ order[57] = 0
1965
+ super(295, 299, order)
1966
+ end
1967
+
1968
+ class NoSecurityAltID < Quickfix::Group
1969
+ def initialize
1970
+ order = Quickfix::IntArray.new(3)
1971
+ order[0] = 455
1972
+ order[1] = 456
1973
+ order[2] = 0
1974
+ super(454, 455, order)
1975
+ end
1976
+ end
1977
+ end
1978
+ end
1979
+ end
1980
+
1981
+ class BusinessMessageReject < Message
1982
+ def initialize
1983
+ super
1984
+ getHeader().setField( Quickfix::MsgType.new("j") )
1985
+ end
1986
+ end
1987
+
1988
+ class BidRequest < Message
1989
+ def initialize
1990
+ super
1991
+ getHeader().setField( Quickfix::MsgType.new("k") )
1992
+ end
1993
+
1994
+ class NoBidDescriptors < Quickfix::Group
1995
+ def initialize
1996
+ order = Quickfix::IntArray.new(12)
1997
+ order[0] = 399
1998
+ order[1] = 400
1999
+ order[2] = 401
2000
+ order[3] = 404
2001
+ order[4] = 441
2002
+ order[5] = 402
2003
+ order[6] = 403
2004
+ order[7] = 405
2005
+ order[8] = 406
2006
+ order[9] = 407
2007
+ order[10] = 408
2008
+ order[11] = 0
2009
+ super(398, 399, order)
2010
+ end
2011
+ end
2012
+
2013
+ class NoBidComponents < Quickfix::Group
2014
+ def initialize
2015
+ order = Quickfix::IntArray.new(9)
2016
+ order[0] = 66
2017
+ order[1] = 54
2018
+ order[2] = 336
2019
+ order[3] = 625
2020
+ order[4] = 430
2021
+ order[5] = 63
2022
+ order[6] = 64
2023
+ order[7] = 1
2024
+ order[8] = 0
2025
+ super(420, 66, order)
2026
+ end
2027
+ end
2028
+ end
2029
+
2030
+ class BidResponse < Message
2031
+ def initialize
2032
+ super
2033
+ getHeader().setField( Quickfix::MsgType.new("l") )
2034
+ end
2035
+
2036
+ class NoBidComponents < Quickfix::Group
2037
+ def initialize
2038
+ order = Quickfix::IntArray.new(19)
2039
+ order[0] = 12
2040
+ order[1] = 13
2041
+ order[2] = 479
2042
+ order[3] = 497
2043
+ order[4] = 66
2044
+ order[5] = 421
2045
+ order[6] = 54
2046
+ order[7] = 44
2047
+ order[8] = 423
2048
+ order[9] = 406
2049
+ order[10] = 430
2050
+ order[11] = 63
2051
+ order[12] = 64
2052
+ order[13] = 336
2053
+ order[14] = 625
2054
+ order[15] = 58
2055
+ order[16] = 354
2056
+ order[17] = 355
2057
+ order[18] = 0
2058
+ super(420, 12, order)
2059
+ end
2060
+ end
2061
+ end
2062
+
2063
+ class ListStrikePrice < Message
2064
+ def initialize
2065
+ super
2066
+ getHeader().setField( Quickfix::MsgType.new("m") )
2067
+ end
2068
+
2069
+ class NoStrikes < Quickfix::Group
2070
+ def initialize
2071
+ order = Quickfix::IntArray.new(43)
2072
+ order[0] = 55
2073
+ order[1] = 65
2074
+ order[2] = 48
2075
+ order[3] = 22
2076
+ order[4] = 454
2077
+ order[5] = 460
2078
+ order[6] = 461
2079
+ order[7] = 167
2080
+ order[8] = 200
2081
+ order[9] = 541
2082
+ order[10] = 224
2083
+ order[11] = 225
2084
+ order[12] = 239
2085
+ order[13] = 226
2086
+ order[14] = 227
2087
+ order[15] = 228
2088
+ order[16] = 255
2089
+ order[17] = 543
2090
+ order[18] = 470
2091
+ order[19] = 471
2092
+ order[20] = 472
2093
+ order[21] = 240
2094
+ order[22] = 202
2095
+ order[23] = 206
2096
+ order[24] = 231
2097
+ order[25] = 223
2098
+ order[26] = 207
2099
+ order[27] = 106
2100
+ order[28] = 348
2101
+ order[29] = 349
2102
+ order[30] = 107
2103
+ order[31] = 350
2104
+ order[32] = 351
2105
+ order[33] = 140
2106
+ order[34] = 11
2107
+ order[35] = 526
2108
+ order[36] = 54
2109
+ order[37] = 44
2110
+ order[38] = 15
2111
+ order[39] = 58
2112
+ order[40] = 354
2113
+ order[41] = 355
2114
+ order[42] = 0
2115
+ super(428, 55, order)
2116
+ end
2117
+
2118
+ class NoSecurityAltID < Quickfix::Group
2119
+ def initialize
2120
+ order = Quickfix::IntArray.new(3)
2121
+ order[0] = 455
2122
+ order[1] = 456
2123
+ order[2] = 0
2124
+ super(454, 455, order)
2125
+ end
2126
+ end
2127
+ end
2128
+ end
2129
+
2130
+ class XMLnonFIX < Message
2131
+ def initialize
2132
+ super
2133
+ getHeader().setField( Quickfix::MsgType.new("n") )
2134
+ end
2135
+ end
2136
+
2137
+ class RegistrationInstructions < Message
2138
+ def initialize
2139
+ super
2140
+ getHeader().setField( Quickfix::MsgType.new("o") )
2141
+ end
2142
+
2143
+ class NoPartyIDs < Quickfix::Group
2144
+ def initialize
2145
+ order = Quickfix::IntArray.new(5)
2146
+ order[0] = 448
2147
+ order[1] = 447
2148
+ order[2] = 452
2149
+ order[3] = 523
2150
+ order[4] = 0
2151
+ super(453, 448, order)
2152
+ end
2153
+ end
2154
+
2155
+ class NoRegistDtls < Quickfix::Group
2156
+ def initialize
2157
+ order = Quickfix::IntArray.new(9)
2158
+ order[0] = 509
2159
+ order[1] = 511
2160
+ order[2] = 474
2161
+ order[3] = 482
2162
+ order[4] = 539
2163
+ order[5] = 522
2164
+ order[6] = 486
2165
+ order[7] = 475
2166
+ order[8] = 0
2167
+ super(473, 509, order)
2168
+ end
2169
+
2170
+ class NoNestedPartyIDs < Quickfix::Group
2171
+ def initialize
2172
+ order = Quickfix::IntArray.new(5)
2173
+ order[0] = 524
2174
+ order[1] = 525
2175
+ order[2] = 538
2176
+ order[3] = 545
2177
+ order[4] = 0
2178
+ super(539, 524, order)
2179
+ end
2180
+ end
2181
+ end
2182
+
2183
+ class NoDistribInsts < Quickfix::Group
2184
+ def initialize
2185
+ order = Quickfix::IntArray.new(8)
2186
+ order[0] = 477
2187
+ order[1] = 512
2188
+ order[2] = 478
2189
+ order[3] = 498
2190
+ order[4] = 499
2191
+ order[5] = 500
2192
+ order[6] = 501
2193
+ order[7] = 0
2194
+ super(510, 477, order)
2195
+ end
2196
+ end
2197
+ end
2198
+
2199
+ class RegistrationInstructionsResponse < Message
2200
+ def initialize
2201
+ super
2202
+ getHeader().setField( Quickfix::MsgType.new("p") )
2203
+ end
2204
+
2205
+ class NoPartyIDs < Quickfix::Group
2206
+ def initialize
2207
+ order = Quickfix::IntArray.new(5)
2208
+ order[0] = 448
2209
+ order[1] = 447
2210
+ order[2] = 452
2211
+ order[3] = 523
2212
+ order[4] = 0
2213
+ super(453, 448, order)
2214
+ end
2215
+ end
2216
+ end
2217
+
2218
+ class OrderMassCancelRequest < Message
2219
+ def initialize
2220
+ super
2221
+ getHeader().setField( Quickfix::MsgType.new("q") )
2222
+ end
2223
+
2224
+ class NoSecurityAltID < Quickfix::Group
2225
+ def initialize
2226
+ order = Quickfix::IntArray.new(3)
2227
+ order[0] = 455
2228
+ order[1] = 456
2229
+ order[2] = 0
2230
+ super(454, 455, order)
2231
+ end
2232
+ end
2233
+
2234
+ class NoUnderlyingSecurityAltID < Quickfix::Group
2235
+ def initialize
2236
+ order = Quickfix::IntArray.new(3)
2237
+ order[0] = 458
2238
+ order[1] = 459
2239
+ order[2] = 0
2240
+ super(457, 458, order)
2241
+ end
2242
+ end
2243
+ end
2244
+
2245
+ class OrderMassCancelReport < Message
2246
+ def initialize
2247
+ super
2248
+ getHeader().setField( Quickfix::MsgType.new("r") )
2249
+ end
2250
+
2251
+ class NoSecurityAltID < Quickfix::Group
2252
+ def initialize
2253
+ order = Quickfix::IntArray.new(3)
2254
+ order[0] = 455
2255
+ order[1] = 456
2256
+ order[2] = 0
2257
+ super(454, 455, order)
2258
+ end
2259
+ end
2260
+
2261
+ class NoUnderlyingSecurityAltID < Quickfix::Group
2262
+ def initialize
2263
+ order = Quickfix::IntArray.new(3)
2264
+ order[0] = 458
2265
+ order[1] = 459
2266
+ order[2] = 0
2267
+ super(457, 458, order)
2268
+ end
2269
+ end
2270
+
2271
+ class NoAffectedOrders < Quickfix::Group
2272
+ def initialize
2273
+ order = Quickfix::IntArray.new(4)
2274
+ order[0] = 41
2275
+ order[1] = 535
2276
+ order[2] = 536
2277
+ order[3] = 0
2278
+ super(534, 41, order)
2279
+ end
2280
+ end
2281
+ end
2282
+
2283
+ class NewOrderCross < Message
2284
+ def initialize
2285
+ super
2286
+ getHeader().setField( Quickfix::MsgType.new("s") )
2287
+ end
2288
+
2289
+ class NoSecurityAltID < Quickfix::Group
2290
+ def initialize
2291
+ order = Quickfix::IntArray.new(3)
2292
+ order[0] = 455
2293
+ order[1] = 456
2294
+ order[2] = 0
2295
+ super(454, 455, order)
2296
+ end
2297
+ end
2298
+
2299
+ class NoStipulations < Quickfix::Group
2300
+ def initialize
2301
+ order = Quickfix::IntArray.new(3)
2302
+ order[0] = 233
2303
+ order[1] = 234
2304
+ order[2] = 0
2305
+ super(232, 233, order)
2306
+ end
2307
+ end
2308
+
2309
+ class NoSides < Quickfix::Group
2310
+ def initialize
2311
+ order = Quickfix::IntArray.new(37)
2312
+ order[0] = 54
2313
+ order[1] = 11
2314
+ order[2] = 526
2315
+ order[3] = 583
2316
+ order[4] = 453
2317
+ order[5] = 229
2318
+ order[6] = 1
2319
+ order[7] = 581
2320
+ order[8] = 589
2321
+ order[9] = 590
2322
+ order[10] = 591
2323
+ order[11] = 78
2324
+ order[12] = 465
2325
+ order[13] = 38
2326
+ order[14] = 152
2327
+ order[15] = 516
2328
+ order[16] = 468
2329
+ order[17] = 469
2330
+ order[18] = 12
2331
+ order[19] = 13
2332
+ order[20] = 479
2333
+ order[21] = 497
2334
+ order[22] = 528
2335
+ order[23] = 529
2336
+ order[24] = 582
2337
+ order[25] = 121
2338
+ order[26] = 120
2339
+ order[27] = 58
2340
+ order[28] = 354
2341
+ order[29] = 355
2342
+ order[30] = 77
2343
+ order[31] = 203
2344
+ order[32] = 544
2345
+ order[33] = 635
2346
+ order[34] = 377
2347
+ order[35] = 659
2348
+ order[36] = 0
2349
+ super(552, 54, order)
2350
+ end
2351
+
2352
+ class NoPartyIDs < Quickfix::Group
2353
+ def initialize
2354
+ order = Quickfix::IntArray.new(5)
2355
+ order[0] = 448
2356
+ order[1] = 447
2357
+ order[2] = 452
2358
+ order[3] = 523
2359
+ order[4] = 0
2360
+ super(453, 448, order)
2361
+ end
2362
+ end
2363
+
2364
+ class NoAllocs < Quickfix::Group
2365
+ def initialize
2366
+ order = Quickfix::IntArray.new(5)
2367
+ order[0] = 79
2368
+ order[1] = 467
2369
+ order[2] = 539
2370
+ order[3] = 80
2371
+ order[4] = 0
2372
+ super(78, 79, order)
2373
+ end
2374
+
2375
+ class NoNestedPartyIDs < Quickfix::Group
2376
+ def initialize
2377
+ order = Quickfix::IntArray.new(5)
2378
+ order[0] = 524
2379
+ order[1] = 525
2380
+ order[2] = 538
2381
+ order[3] = 545
2382
+ order[4] = 0
2383
+ super(539, 524, order)
2384
+ end
2385
+ end
2386
+ end
2387
+ end
2388
+
2389
+ class NoTradingSessions < Quickfix::Group
2390
+ def initialize
2391
+ order = Quickfix::IntArray.new(3)
2392
+ order[0] = 336
2393
+ order[1] = 625
2394
+ order[2] = 0
2395
+ super(386, 336, order)
2396
+ end
2397
+ end
2398
+ end
2399
+
2400
+ class CrossOrderCancelRequest < Message
2401
+ def initialize
2402
+ super
2403
+ getHeader().setField( Quickfix::MsgType.new("u") )
2404
+ end
2405
+
2406
+ class NoSecurityAltID < Quickfix::Group
2407
+ def initialize
2408
+ order = Quickfix::IntArray.new(3)
2409
+ order[0] = 455
2410
+ order[1] = 456
2411
+ order[2] = 0
2412
+ super(454, 455, order)
2413
+ end
2414
+ end
2415
+
2416
+ class NoSides < Quickfix::Group
2417
+ def initialize
2418
+ order = Quickfix::IntArray.new(18)
2419
+ order[0] = 54
2420
+ order[1] = 41
2421
+ order[2] = 11
2422
+ order[3] = 526
2423
+ order[4] = 583
2424
+ order[5] = 586
2425
+ order[6] = 453
2426
+ order[7] = 229
2427
+ order[8] = 38
2428
+ order[9] = 152
2429
+ order[10] = 516
2430
+ order[11] = 468
2431
+ order[12] = 469
2432
+ order[13] = 376
2433
+ order[14] = 58
2434
+ order[15] = 354
2435
+ order[16] = 355
2436
+ order[17] = 0
2437
+ super(552, 54, order)
2438
+ end
2439
+
2440
+ class NoPartyIDs < Quickfix::Group
2441
+ def initialize
2442
+ order = Quickfix::IntArray.new(5)
2443
+ order[0] = 448
2444
+ order[1] = 447
2445
+ order[2] = 452
2446
+ order[3] = 523
2447
+ order[4] = 0
2448
+ super(453, 448, order)
2449
+ end
2450
+ end
2451
+ end
2452
+ end
2453
+
2454
+ class CrossOrderCancelReplaceRequest < Message
2455
+ def initialize
2456
+ super
2457
+ getHeader().setField( Quickfix::MsgType.new("t") )
2458
+ end
2459
+
2460
+ class NoSecurityAltID < Quickfix::Group
2461
+ def initialize
2462
+ order = Quickfix::IntArray.new(3)
2463
+ order[0] = 455
2464
+ order[1] = 456
2465
+ order[2] = 0
2466
+ super(454, 455, order)
2467
+ end
2468
+ end
2469
+
2470
+ class NoStipulations < Quickfix::Group
2471
+ def initialize
2472
+ order = Quickfix::IntArray.new(3)
2473
+ order[0] = 233
2474
+ order[1] = 234
2475
+ order[2] = 0
2476
+ super(232, 233, order)
2477
+ end
2478
+ end
2479
+
2480
+ class NoSides < Quickfix::Group
2481
+ def initialize
2482
+ order = Quickfix::IntArray.new(39)
2483
+ order[0] = 54
2484
+ order[1] = 41
2485
+ order[2] = 11
2486
+ order[3] = 526
2487
+ order[4] = 583
2488
+ order[5] = 586
2489
+ order[6] = 453
2490
+ order[7] = 229
2491
+ order[8] = 1
2492
+ order[9] = 581
2493
+ order[10] = 589
2494
+ order[11] = 590
2495
+ order[12] = 591
2496
+ order[13] = 78
2497
+ order[14] = 465
2498
+ order[15] = 38
2499
+ order[16] = 152
2500
+ order[17] = 516
2501
+ order[18] = 468
2502
+ order[19] = 469
2503
+ order[20] = 12
2504
+ order[21] = 13
2505
+ order[22] = 479
2506
+ order[23] = 497
2507
+ order[24] = 528
2508
+ order[25] = 529
2509
+ order[26] = 582
2510
+ order[27] = 121
2511
+ order[28] = 120
2512
+ order[29] = 58
2513
+ order[30] = 354
2514
+ order[31] = 355
2515
+ order[32] = 77
2516
+ order[33] = 203
2517
+ order[34] = 544
2518
+ order[35] = 635
2519
+ order[36] = 377
2520
+ order[37] = 659
2521
+ order[38] = 0
2522
+ super(552, 54, order)
2523
+ end
2524
+
2525
+ class NoPartyIDs < Quickfix::Group
2526
+ def initialize
2527
+ order = Quickfix::IntArray.new(5)
2528
+ order[0] = 448
2529
+ order[1] = 447
2530
+ order[2] = 452
2531
+ order[3] = 523
2532
+ order[4] = 0
2533
+ super(453, 448, order)
2534
+ end
2535
+ end
2536
+
2537
+ class NoAllocs < Quickfix::Group
2538
+ def initialize
2539
+ order = Quickfix::IntArray.new(5)
2540
+ order[0] = 79
2541
+ order[1] = 467
2542
+ order[2] = 539
2543
+ order[3] = 80
2544
+ order[4] = 0
2545
+ super(78, 79, order)
2546
+ end
2547
+
2548
+ class NoNestedPartyIDs < Quickfix::Group
2549
+ def initialize
2550
+ order = Quickfix::IntArray.new(5)
2551
+ order[0] = 524
2552
+ order[1] = 525
2553
+ order[2] = 538
2554
+ order[3] = 545
2555
+ order[4] = 0
2556
+ super(539, 524, order)
2557
+ end
2558
+ end
2559
+ end
2560
+ end
2561
+
2562
+ class NoTradingSessions < Quickfix::Group
2563
+ def initialize
2564
+ order = Quickfix::IntArray.new(3)
2565
+ order[0] = 336
2566
+ order[1] = 625
2567
+ order[2] = 0
2568
+ super(386, 336, order)
2569
+ end
2570
+ end
2571
+ end
2572
+
2573
+ class SecurityTypeRequest < Message
2574
+ def initialize
2575
+ super
2576
+ getHeader().setField( Quickfix::MsgType.new("v") )
2577
+ end
2578
+ end
2579
+
2580
+ class SecurityTypes < Message
2581
+ def initialize
2582
+ super
2583
+ getHeader().setField( Quickfix::MsgType.new("w") )
2584
+ end
2585
+
2586
+ class NoSecurityTypes < Quickfix::Group
2587
+ def initialize
2588
+ order = Quickfix::IntArray.new(4)
2589
+ order[0] = 167
2590
+ order[1] = 460
2591
+ order[2] = 461
2592
+ order[3] = 0
2593
+ super(558, 167, order)
2594
+ end
2595
+ end
2596
+ end
2597
+
2598
+ class SecurityListRequest < Message
2599
+ def initialize
2600
+ super
2601
+ getHeader().setField( Quickfix::MsgType.new("x") )
2602
+ end
2603
+
2604
+ class NoSecurityAltID < Quickfix::Group
2605
+ def initialize
2606
+ order = Quickfix::IntArray.new(3)
2607
+ order[0] = 455
2608
+ order[1] = 456
2609
+ order[2] = 0
2610
+ super(454, 455, order)
2611
+ end
2612
+ end
2613
+ end
2614
+
2615
+ class SecurityList < Message
2616
+ def initialize
2617
+ super
2618
+ getHeader().setField( Quickfix::MsgType.new("y") )
2619
+ end
2620
+
2621
+ class NoRelatedSym < Quickfix::Group
2622
+ def initialize
2623
+ order = Quickfix::IntArray.new(43)
2624
+ order[0] = 55
2625
+ order[1] = 65
2626
+ order[2] = 48
2627
+ order[3] = 22
2628
+ order[4] = 454
2629
+ order[5] = 460
2630
+ order[6] = 461
2631
+ order[7] = 167
2632
+ order[8] = 200
2633
+ order[9] = 541
2634
+ order[10] = 224
2635
+ order[11] = 225
2636
+ order[12] = 239
2637
+ order[13] = 226
2638
+ order[14] = 227
2639
+ order[15] = 228
2640
+ order[16] = 255
2641
+ order[17] = 543
2642
+ order[18] = 470
2643
+ order[19] = 471
2644
+ order[20] = 472
2645
+ order[21] = 240
2646
+ order[22] = 202
2647
+ order[23] = 206
2648
+ order[24] = 231
2649
+ order[25] = 223
2650
+ order[26] = 207
2651
+ order[27] = 106
2652
+ order[28] = 348
2653
+ order[29] = 349
2654
+ order[30] = 107
2655
+ order[31] = 350
2656
+ order[32] = 351
2657
+ order[33] = 15
2658
+ order[34] = 555
2659
+ order[35] = 561
2660
+ order[36] = 562
2661
+ order[37] = 336
2662
+ order[38] = 625
2663
+ order[39] = 58
2664
+ order[40] = 354
2665
+ order[41] = 355
2666
+ order[42] = 0
2667
+ super(146, 55, order)
2668
+ end
2669
+
2670
+ class NoSecurityAltID < Quickfix::Group
2671
+ def initialize
2672
+ order = Quickfix::IntArray.new(3)
2673
+ order[0] = 455
2674
+ order[1] = 456
2675
+ order[2] = 0
2676
+ super(454, 455, order)
2677
+ end
2678
+ end
2679
+
2680
+ class NoLegs < Quickfix::Group
2681
+ def initialize
2682
+ order = Quickfix::IntArray.new(37)
2683
+ order[0] = 600
2684
+ order[1] = 601
2685
+ order[2] = 602
2686
+ order[3] = 603
2687
+ order[4] = 604
2688
+ order[5] = 607
2689
+ order[6] = 608
2690
+ order[7] = 609
2691
+ order[8] = 610
2692
+ order[9] = 611
2693
+ order[10] = 248
2694
+ order[11] = 249
2695
+ order[12] = 250
2696
+ order[13] = 251
2697
+ order[14] = 252
2698
+ order[15] = 253
2699
+ order[16] = 257
2700
+ order[17] = 599
2701
+ order[18] = 596
2702
+ order[19] = 597
2703
+ order[20] = 598
2704
+ order[21] = 254
2705
+ order[22] = 612
2706
+ order[23] = 613
2707
+ order[24] = 614
2708
+ order[25] = 615
2709
+ order[26] = 616
2710
+ order[27] = 617
2711
+ order[28] = 618
2712
+ order[29] = 619
2713
+ order[30] = 620
2714
+ order[31] = 621
2715
+ order[32] = 622
2716
+ order[33] = 623
2717
+ order[34] = 624
2718
+ order[35] = 556
2719
+ order[36] = 0
2720
+ super(555, 600, order)
2721
+ end
2722
+
2723
+ class NoLegSecurityAltID < Quickfix::Group
2724
+ def initialize
2725
+ order = Quickfix::IntArray.new(3)
2726
+ order[0] = 605
2727
+ order[1] = 606
2728
+ order[2] = 0
2729
+ super(604, 605, order)
2730
+ end
2731
+ end
2732
+ end
2733
+ end
2734
+ end
2735
+
2736
+ class DerivativeSecurityListRequest < Message
2737
+ def initialize
2738
+ super
2739
+ getHeader().setField( Quickfix::MsgType.new("z") )
2740
+ end
2741
+
2742
+ class NoUnderlyingSecurityAltID < Quickfix::Group
2743
+ def initialize
2744
+ order = Quickfix::IntArray.new(3)
2745
+ order[0] = 458
2746
+ order[1] = 459
2747
+ order[2] = 0
2748
+ super(457, 458, order)
2749
+ end
2750
+ end
2751
+ end
2752
+
2753
+ class DerivativeSecurityList < Message
2754
+ def initialize
2755
+ super
2756
+ getHeader().setField( Quickfix::MsgType.new("AA") )
2757
+ end
2758
+
2759
+ class NoUnderlyingSecurityAltID < Quickfix::Group
2760
+ def initialize
2761
+ order = Quickfix::IntArray.new(3)
2762
+ order[0] = 458
2763
+ order[1] = 459
2764
+ order[2] = 0
2765
+ super(457, 458, order)
2766
+ end
2767
+ end
2768
+
2769
+ class NoRelatedSym < Quickfix::Group
2770
+ def initialize
2771
+ order = Quickfix::IntArray.new(41)
2772
+ order[0] = 55
2773
+ order[1] = 65
2774
+ order[2] = 48
2775
+ order[3] = 22
2776
+ order[4] = 454
2777
+ order[5] = 460
2778
+ order[6] = 461
2779
+ order[7] = 167
2780
+ order[8] = 200
2781
+ order[9] = 541
2782
+ order[10] = 224
2783
+ order[11] = 225
2784
+ order[12] = 239
2785
+ order[13] = 226
2786
+ order[14] = 227
2787
+ order[15] = 228
2788
+ order[16] = 255
2789
+ order[17] = 543
2790
+ order[18] = 470
2791
+ order[19] = 471
2792
+ order[20] = 472
2793
+ order[21] = 240
2794
+ order[22] = 202
2795
+ order[23] = 206
2796
+ order[24] = 231
2797
+ order[25] = 223
2798
+ order[26] = 207
2799
+ order[27] = 106
2800
+ order[28] = 348
2801
+ order[29] = 349
2802
+ order[30] = 107
2803
+ order[31] = 350
2804
+ order[32] = 351
2805
+ order[33] = 15
2806
+ order[34] = 555
2807
+ order[35] = 336
2808
+ order[36] = 625
2809
+ order[37] = 58
2810
+ order[38] = 354
2811
+ order[39] = 355
2812
+ order[40] = 0
2813
+ super(146, 55, order)
2814
+ end
2815
+
2816
+ class NoSecurityAltID < Quickfix::Group
2817
+ def initialize
2818
+ order = Quickfix::IntArray.new(3)
2819
+ order[0] = 455
2820
+ order[1] = 456
2821
+ order[2] = 0
2822
+ super(454, 455, order)
2823
+ end
2824
+ end
2825
+
2826
+ class NoLegs < Quickfix::Group
2827
+ def initialize
2828
+ order = Quickfix::IntArray.new(37)
2829
+ order[0] = 600
2830
+ order[1] = 601
2831
+ order[2] = 602
2832
+ order[3] = 603
2833
+ order[4] = 604
2834
+ order[5] = 607
2835
+ order[6] = 608
2836
+ order[7] = 609
2837
+ order[8] = 610
2838
+ order[9] = 611
2839
+ order[10] = 248
2840
+ order[11] = 249
2841
+ order[12] = 250
2842
+ order[13] = 251
2843
+ order[14] = 252
2844
+ order[15] = 253
2845
+ order[16] = 257
2846
+ order[17] = 599
2847
+ order[18] = 596
2848
+ order[19] = 597
2849
+ order[20] = 598
2850
+ order[21] = 254
2851
+ order[22] = 612
2852
+ order[23] = 613
2853
+ order[24] = 614
2854
+ order[25] = 615
2855
+ order[26] = 616
2856
+ order[27] = 617
2857
+ order[28] = 618
2858
+ order[29] = 619
2859
+ order[30] = 620
2860
+ order[31] = 621
2861
+ order[32] = 622
2862
+ order[33] = 623
2863
+ order[34] = 624
2864
+ order[35] = 556
2865
+ order[36] = 0
2866
+ super(555, 600, order)
2867
+ end
2868
+
2869
+ class NoLegSecurityAltID < Quickfix::Group
2870
+ def initialize
2871
+ order = Quickfix::IntArray.new(3)
2872
+ order[0] = 605
2873
+ order[1] = 606
2874
+ order[2] = 0
2875
+ super(604, 605, order)
2876
+ end
2877
+ end
2878
+ end
2879
+ end
2880
+ end
2881
+
2882
+ class NewOrderMultileg < Message
2883
+ def initialize
2884
+ super
2885
+ getHeader().setField( Quickfix::MsgType.new("AB") )
2886
+ end
2887
+
2888
+ class NoPartyIDs < Quickfix::Group
2889
+ def initialize
2890
+ order = Quickfix::IntArray.new(5)
2891
+ order[0] = 448
2892
+ order[1] = 447
2893
+ order[2] = 452
2894
+ order[3] = 523
2895
+ order[4] = 0
2896
+ super(453, 448, order)
2897
+ end
2898
+ end
2899
+
2900
+ class NoSecurityAltID < Quickfix::Group
2901
+ def initialize
2902
+ order = Quickfix::IntArray.new(3)
2903
+ order[0] = 455
2904
+ order[1] = 456
2905
+ order[2] = 0
2906
+ super(454, 455, order)
2907
+ end
2908
+ end
2909
+
2910
+ class NoAllocs < Quickfix::Group
2911
+ def initialize
2912
+ order = Quickfix::IntArray.new(4)
2913
+ order[0] = 79
2914
+ order[1] = 467
2915
+ order[2] = 80
2916
+ order[3] = 0
2917
+ super(78, 79, order)
2918
+ end
2919
+ end
2920
+
2921
+ class NoTradingSessions < Quickfix::Group
2922
+ def initialize
2923
+ order = Quickfix::IntArray.new(3)
2924
+ order[0] = 336
2925
+ order[1] = 625
2926
+ order[2] = 0
2927
+ super(386, 336, order)
2928
+ end
2929
+ end
2930
+
2931
+ class NoLegs < Quickfix::Group
2932
+ def initialize
2933
+ order = Quickfix::IntArray.new(43)
2934
+ order[0] = 600
2935
+ order[1] = 601
2936
+ order[2] = 602
2937
+ order[3] = 603
2938
+ order[4] = 604
2939
+ order[5] = 607
2940
+ order[6] = 608
2941
+ order[7] = 609
2942
+ order[8] = 610
2943
+ order[9] = 611
2944
+ order[10] = 248
2945
+ order[11] = 249
2946
+ order[12] = 250
2947
+ order[13] = 251
2948
+ order[14] = 252
2949
+ order[15] = 253
2950
+ order[16] = 257
2951
+ order[17] = 599
2952
+ order[18] = 596
2953
+ order[19] = 597
2954
+ order[20] = 598
2955
+ order[21] = 254
2956
+ order[22] = 612
2957
+ order[23] = 613
2958
+ order[24] = 614
2959
+ order[25] = 615
2960
+ order[26] = 616
2961
+ order[27] = 617
2962
+ order[28] = 618
2963
+ order[29] = 619
2964
+ order[30] = 620
2965
+ order[31] = 621
2966
+ order[32] = 622
2967
+ order[33] = 623
2968
+ order[34] = 624
2969
+ order[35] = 564
2970
+ order[36] = 565
2971
+ order[37] = 539
2972
+ order[38] = 654
2973
+ order[39] = 566
2974
+ order[40] = 587
2975
+ order[41] = 588
2976
+ order[42] = 0
2977
+ super(555, 600, order)
2978
+ end
2979
+
2980
+ class NoLegSecurityAltID < Quickfix::Group
2981
+ def initialize
2982
+ order = Quickfix::IntArray.new(3)
2983
+ order[0] = 605
2984
+ order[1] = 606
2985
+ order[2] = 0
2986
+ super(604, 605, order)
2987
+ end
2988
+ end
2989
+
2990
+ class NoNestedPartyIDs < Quickfix::Group
2991
+ def initialize
2992
+ order = Quickfix::IntArray.new(5)
2993
+ order[0] = 524
2994
+ order[1] = 525
2995
+ order[2] = 538
2996
+ order[3] = 545
2997
+ order[4] = 0
2998
+ super(539, 524, order)
2999
+ end
3000
+ end
3001
+ end
3002
+ end
3003
+
3004
+ class MultilegOrderCancelReplaceRequest < Message
3005
+ def initialize
3006
+ super
3007
+ getHeader().setField( Quickfix::MsgType.new("AC") )
3008
+ end
3009
+
3010
+ class NoPartyIDs < Quickfix::Group
3011
+ def initialize
3012
+ order = Quickfix::IntArray.new(5)
3013
+ order[0] = 448
3014
+ order[1] = 447
3015
+ order[2] = 452
3016
+ order[3] = 523
3017
+ order[4] = 0
3018
+ super(453, 448, order)
3019
+ end
3020
+ end
3021
+
3022
+ class NoSecurityAltID < Quickfix::Group
3023
+ def initialize
3024
+ order = Quickfix::IntArray.new(3)
3025
+ order[0] = 455
3026
+ order[1] = 456
3027
+ order[2] = 0
3028
+ super(454, 455, order)
3029
+ end
3030
+ end
3031
+
3032
+ class NoAllocs < Quickfix::Group
3033
+ def initialize
3034
+ order = Quickfix::IntArray.new(4)
3035
+ order[0] = 79
3036
+ order[1] = 467
3037
+ order[2] = 80
3038
+ order[3] = 0
3039
+ super(78, 79, order)
3040
+ end
3041
+ end
3042
+
3043
+ class NoTradingSessions < Quickfix::Group
3044
+ def initialize
3045
+ order = Quickfix::IntArray.new(3)
3046
+ order[0] = 336
3047
+ order[1] = 625
3048
+ order[2] = 0
3049
+ super(386, 336, order)
3050
+ end
3051
+ end
3052
+
3053
+ class NoLegs < Quickfix::Group
3054
+ def initialize
3055
+ order = Quickfix::IntArray.new(43)
3056
+ order[0] = 600
3057
+ order[1] = 601
3058
+ order[2] = 602
3059
+ order[3] = 603
3060
+ order[4] = 604
3061
+ order[5] = 607
3062
+ order[6] = 608
3063
+ order[7] = 609
3064
+ order[8] = 610
3065
+ order[9] = 611
3066
+ order[10] = 248
3067
+ order[11] = 249
3068
+ order[12] = 250
3069
+ order[13] = 251
3070
+ order[14] = 252
3071
+ order[15] = 253
3072
+ order[16] = 257
3073
+ order[17] = 599
3074
+ order[18] = 596
3075
+ order[19] = 597
3076
+ order[20] = 598
3077
+ order[21] = 254
3078
+ order[22] = 612
3079
+ order[23] = 613
3080
+ order[24] = 614
3081
+ order[25] = 615
3082
+ order[26] = 616
3083
+ order[27] = 617
3084
+ order[28] = 618
3085
+ order[29] = 619
3086
+ order[30] = 620
3087
+ order[31] = 621
3088
+ order[32] = 622
3089
+ order[33] = 623
3090
+ order[34] = 624
3091
+ order[35] = 564
3092
+ order[36] = 565
3093
+ order[37] = 539
3094
+ order[38] = 654
3095
+ order[39] = 566
3096
+ order[40] = 587
3097
+ order[41] = 588
3098
+ order[42] = 0
3099
+ super(555, 600, order)
3100
+ end
3101
+
3102
+ class NoLegSecurityAltID < Quickfix::Group
3103
+ def initialize
3104
+ order = Quickfix::IntArray.new(3)
3105
+ order[0] = 605
3106
+ order[1] = 606
3107
+ order[2] = 0
3108
+ super(604, 605, order)
3109
+ end
3110
+ end
3111
+
3112
+ class NoNestedPartyIDs < Quickfix::Group
3113
+ def initialize
3114
+ order = Quickfix::IntArray.new(5)
3115
+ order[0] = 524
3116
+ order[1] = 525
3117
+ order[2] = 538
3118
+ order[3] = 545
3119
+ order[4] = 0
3120
+ super(539, 524, order)
3121
+ end
3122
+ end
3123
+ end
3124
+ end
3125
+
3126
+ class TradeCaptureReportRequest < Message
3127
+ def initialize
3128
+ super
3129
+ getHeader().setField( Quickfix::MsgType.new("AD") )
3130
+ end
3131
+
3132
+ class NoPartyIDs < Quickfix::Group
3133
+ def initialize
3134
+ order = Quickfix::IntArray.new(5)
3135
+ order[0] = 448
3136
+ order[1] = 447
3137
+ order[2] = 452
3138
+ order[3] = 523
3139
+ order[4] = 0
3140
+ super(453, 448, order)
3141
+ end
3142
+ end
3143
+
3144
+ class NoSecurityAltID < Quickfix::Group
3145
+ def initialize
3146
+ order = Quickfix::IntArray.new(3)
3147
+ order[0] = 455
3148
+ order[1] = 456
3149
+ order[2] = 0
3150
+ super(454, 455, order)
3151
+ end
3152
+ end
3153
+
3154
+ class NoDates < Quickfix::Group
3155
+ def initialize
3156
+ order = Quickfix::IntArray.new(3)
3157
+ order[0] = 75
3158
+ order[1] = 60
3159
+ order[2] = 0
3160
+ super(580, 75, order)
3161
+ end
3162
+ end
3163
+ end
3164
+
3165
+ class TradeCaptureReport < Message
3166
+ def initialize
3167
+ super
3168
+ getHeader().setField( Quickfix::MsgType.new("AE") )
3169
+ end
3170
+
3171
+ class NoSecurityAltID < Quickfix::Group
3172
+ def initialize
3173
+ order = Quickfix::IntArray.new(3)
3174
+ order[0] = 455
3175
+ order[1] = 456
3176
+ order[2] = 0
3177
+ super(454, 455, order)
3178
+ end
3179
+ end
3180
+
3181
+ class NoSides < Quickfix::Group
3182
+ def initialize
3183
+ order = Quickfix::IntArray.new(46)
3184
+ order[0] = 54
3185
+ order[1] = 37
3186
+ order[2] = 198
3187
+ order[3] = 11
3188
+ order[4] = 453
3189
+ order[5] = 1
3190
+ order[6] = 581
3191
+ order[7] = 81
3192
+ order[8] = 575
3193
+ order[9] = 576
3194
+ order[10] = 635
3195
+ order[11] = 578
3196
+ order[12] = 579
3197
+ order[13] = 15
3198
+ order[14] = 376
3199
+ order[15] = 377
3200
+ order[16] = 528
3201
+ order[17] = 529
3202
+ order[18] = 582
3203
+ order[19] = 483
3204
+ order[20] = 336
3205
+ order[21] = 625
3206
+ order[22] = 12
3207
+ order[23] = 13
3208
+ order[24] = 479
3209
+ order[25] = 497
3210
+ order[26] = 381
3211
+ order[27] = 157
3212
+ order[28] = 230
3213
+ order[29] = 158
3214
+ order[30] = 159
3215
+ order[31] = 238
3216
+ order[32] = 237
3217
+ order[33] = 118
3218
+ order[34] = 119
3219
+ order[35] = 120
3220
+ order[36] = 155
3221
+ order[37] = 156
3222
+ order[38] = 77
3223
+ order[39] = 58
3224
+ order[40] = 354
3225
+ order[41] = 355
3226
+ order[42] = 442
3227
+ order[43] = 518
3228
+ order[44] = 136
3229
+ order[45] = 0
3230
+ super(552, 54, order)
3231
+ end
3232
+
3233
+ class NoPartyIDs < Quickfix::Group
3234
+ def initialize
3235
+ order = Quickfix::IntArray.new(5)
3236
+ order[0] = 448
3237
+ order[1] = 447
3238
+ order[2] = 452
3239
+ order[3] = 523
3240
+ order[4] = 0
3241
+ super(453, 448, order)
3242
+ end
3243
+ end
3244
+
3245
+ class NoClearingInstructions < Quickfix::Group
3246
+ def initialize
3247
+ order = Quickfix::IntArray.new(2)
3248
+ order[0] = 577
3249
+ order[1] = 0
3250
+ super(576, 577, order)
3251
+ end
3252
+ end
3253
+
3254
+ class NoContAmts < Quickfix::Group
3255
+ def initialize
3256
+ order = Quickfix::IntArray.new(4)
3257
+ order[0] = 519
3258
+ order[1] = 520
3259
+ order[2] = 521
3260
+ order[3] = 0
3261
+ super(518, 519, order)
3262
+ end
3263
+ end
3264
+
3265
+ class NoMiscFees < Quickfix::Group
3266
+ def initialize
3267
+ order = Quickfix::IntArray.new(4)
3268
+ order[0] = 137
3269
+ order[1] = 138
3270
+ order[2] = 139
3271
+ order[3] = 0
3272
+ super(136, 137, order)
3273
+ end
3274
+ end
3275
+ end
3276
+ end
3277
+
3278
+ class OrderMassStatusRequest < Message
3279
+ def initialize
3280
+ super
3281
+ getHeader().setField( Quickfix::MsgType.new("AF") )
3282
+ end
3283
+
3284
+ class NoPartyIDs < Quickfix::Group
3285
+ def initialize
3286
+ order = Quickfix::IntArray.new(5)
3287
+ order[0] = 448
3288
+ order[1] = 447
3289
+ order[2] = 452
3290
+ order[3] = 523
3291
+ order[4] = 0
3292
+ super(453, 448, order)
3293
+ end
3294
+ end
3295
+
3296
+ class NoSecurityAltID < Quickfix::Group
3297
+ def initialize
3298
+ order = Quickfix::IntArray.new(3)
3299
+ order[0] = 455
3300
+ order[1] = 456
3301
+ order[2] = 0
3302
+ super(454, 455, order)
3303
+ end
3304
+ end
3305
+
3306
+ class NoUnderlyingSecurityAltID < Quickfix::Group
3307
+ def initialize
3308
+ order = Quickfix::IntArray.new(3)
3309
+ order[0] = 458
3310
+ order[1] = 459
3311
+ order[2] = 0
3312
+ super(457, 458, order)
3313
+ end
3314
+ end
3315
+ end
3316
+
3317
+ class QuoteRequestReject < Message
3318
+ def initialize
3319
+ super
3320
+ getHeader().setField( Quickfix::MsgType.new("AG") )
3321
+ end
3322
+
3323
+ class NoRelatedSym < Quickfix::Group
3324
+ def initialize
3325
+ order = Quickfix::IntArray.new(62)
3326
+ order[0] = 55
3327
+ order[1] = 65
3328
+ order[2] = 48
3329
+ order[3] = 22
3330
+ order[4] = 454
3331
+ order[5] = 460
3332
+ order[6] = 461
3333
+ order[7] = 167
3334
+ order[8] = 200
3335
+ order[9] = 541
3336
+ order[10] = 224
3337
+ order[11] = 225
3338
+ order[12] = 239
3339
+ order[13] = 226
3340
+ order[14] = 227
3341
+ order[15] = 228
3342
+ order[16] = 255
3343
+ order[17] = 543
3344
+ order[18] = 470
3345
+ order[19] = 471
3346
+ order[20] = 472
3347
+ order[21] = 240
3348
+ order[22] = 202
3349
+ order[23] = 206
3350
+ order[24] = 231
3351
+ order[25] = 223
3352
+ order[26] = 207
3353
+ order[27] = 106
3354
+ order[28] = 348
3355
+ order[29] = 349
3356
+ order[30] = 107
3357
+ order[31] = 350
3358
+ order[32] = 351
3359
+ order[33] = 140
3360
+ order[34] = 303
3361
+ order[35] = 537
3362
+ order[36] = 336
3363
+ order[37] = 625
3364
+ order[38] = 229
3365
+ order[39] = 232
3366
+ order[40] = 54
3367
+ order[41] = 465
3368
+ order[42] = 38
3369
+ order[43] = 152
3370
+ order[44] = 63
3371
+ order[45] = 64
3372
+ order[46] = 40
3373
+ order[47] = 193
3374
+ order[48] = 192
3375
+ order[49] = 126
3376
+ order[50] = 60
3377
+ order[51] = 15
3378
+ order[52] = 218
3379
+ order[53] = 220
3380
+ order[54] = 221
3381
+ order[55] = 222
3382
+ order[56] = 423
3383
+ order[57] = 44
3384
+ order[58] = 640
3385
+ order[59] = 235
3386
+ order[60] = 236
3387
+ order[61] = 0
3388
+ super(146, 55, order)
3389
+ end
3390
+
3391
+ class NoSecurityAltID < Quickfix::Group
3392
+ def initialize
3393
+ order = Quickfix::IntArray.new(3)
3394
+ order[0] = 455
3395
+ order[1] = 456
3396
+ order[2] = 0
3397
+ super(454, 455, order)
3398
+ end
3399
+ end
3400
+
3401
+ class NoStipulations < Quickfix::Group
3402
+ def initialize
3403
+ order = Quickfix::IntArray.new(3)
3404
+ order[0] = 233
3405
+ order[1] = 234
3406
+ order[2] = 0
3407
+ super(232, 233, order)
3408
+ end
3409
+ end
3410
+ end
3411
+ end
3412
+
3413
+ class RFQRequest < Message
3414
+ def initialize
3415
+ super
3416
+ getHeader().setField( Quickfix::MsgType.new("AH") )
3417
+ end
3418
+
3419
+ class NoRelatedSym < Quickfix::Group
3420
+ def initialize
3421
+ order = Quickfix::IntArray.new(39)
3422
+ order[0] = 55
3423
+ order[1] = 65
3424
+ order[2] = 48
3425
+ order[3] = 22
3426
+ order[4] = 454
3427
+ order[5] = 460
3428
+ order[6] = 461
3429
+ order[7] = 167
3430
+ order[8] = 200
3431
+ order[9] = 541
3432
+ order[10] = 224
3433
+ order[11] = 225
3434
+ order[12] = 239
3435
+ order[13] = 226
3436
+ order[14] = 227
3437
+ order[15] = 228
3438
+ order[16] = 255
3439
+ order[17] = 543
3440
+ order[18] = 470
3441
+ order[19] = 471
3442
+ order[20] = 472
3443
+ order[21] = 240
3444
+ order[22] = 202
3445
+ order[23] = 206
3446
+ order[24] = 231
3447
+ order[25] = 223
3448
+ order[26] = 207
3449
+ order[27] = 106
3450
+ order[28] = 348
3451
+ order[29] = 349
3452
+ order[30] = 107
3453
+ order[31] = 350
3454
+ order[32] = 351
3455
+ order[33] = 140
3456
+ order[34] = 303
3457
+ order[35] = 537
3458
+ order[36] = 336
3459
+ order[37] = 625
3460
+ order[38] = 0
3461
+ super(146, 55, order)
3462
+ end
3463
+
3464
+ class NoSecurityAltID < Quickfix::Group
3465
+ def initialize
3466
+ order = Quickfix::IntArray.new(3)
3467
+ order[0] = 455
3468
+ order[1] = 456
3469
+ order[2] = 0
3470
+ super(454, 455, order)
3471
+ end
3472
+ end
3473
+ end
3474
+ end
3475
+
3476
+ class QuoteStatusReport < Message
3477
+ def initialize
3478
+ super
3479
+ getHeader().setField( Quickfix::MsgType.new("AI") )
3480
+ end
3481
+
3482
+ class NoPartyIDs < Quickfix::Group
3483
+ def initialize
3484
+ order = Quickfix::IntArray.new(5)
3485
+ order[0] = 448
3486
+ order[1] = 447
3487
+ order[2] = 452
3488
+ order[3] = 523
3489
+ order[4] = 0
3490
+ super(453, 448, order)
3491
+ end
3492
+ end
3493
+
3494
+ class NoSecurityAltID < Quickfix::Group
3495
+ def initialize
3496
+ order = Quickfix::IntArray.new(3)
3497
+ order[0] = 455
3498
+ order[1] = 456
3499
+ order[2] = 0
3500
+ super(454, 455, order)
3501
+ end
3502
+ end
3503
+ end
3504
+ end