quickfix_ruby_ud 2.0.7-x86_64-linux

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Files changed (205) hide show
  1. checksums.yaml +7 -0
  2. data/ext/quickfix/Acceptor.cpp +257 -0
  3. data/ext/quickfix/Acceptor.h +127 -0
  4. data/ext/quickfix/Allocator.h +9 -0
  5. data/ext/quickfix/Application.h +137 -0
  6. data/ext/quickfix/DOMDocument.h +70 -0
  7. data/ext/quickfix/DataDictionary.cpp +679 -0
  8. data/ext/quickfix/DataDictionary.h +607 -0
  9. data/ext/quickfix/DataDictionaryProvider.cpp +66 -0
  10. data/ext/quickfix/DataDictionaryProvider.h +67 -0
  11. data/ext/quickfix/DatabaseConnectionID.h +98 -0
  12. data/ext/quickfix/DatabaseConnectionPool.h +84 -0
  13. data/ext/quickfix/Dictionary.cpp +157 -0
  14. data/ext/quickfix/Dictionary.h +89 -0
  15. data/ext/quickfix/Event.h +89 -0
  16. data/ext/quickfix/Except.h +39 -0
  17. data/ext/quickfix/Exceptions.h +257 -0
  18. data/ext/quickfix/Field.h +654 -0
  19. data/ext/quickfix/FieldConvertors.cpp +86 -0
  20. data/ext/quickfix/FieldConvertors.h +800 -0
  21. data/ext/quickfix/FieldMap.cpp +254 -0
  22. data/ext/quickfix/FieldMap.h +327 -0
  23. data/ext/quickfix/FieldNumbers.h +44 -0
  24. data/ext/quickfix/FieldTypes.cpp +62 -0
  25. data/ext/quickfix/FieldTypes.h +817 -0
  26. data/ext/quickfix/Fields.h +30 -0
  27. data/ext/quickfix/FileLog.cpp +176 -0
  28. data/ext/quickfix/FileLog.h +110 -0
  29. data/ext/quickfix/FileStore.cpp +369 -0
  30. data/ext/quickfix/FileStore.h +131 -0
  31. data/ext/quickfix/FixCommonFields.h +13 -0
  32. data/ext/quickfix/FixFieldNumbers.h +6132 -0
  33. data/ext/quickfix/FixFields.h +6133 -0
  34. data/ext/quickfix/FixValues.h +5790 -0
  35. data/ext/quickfix/Group.cpp +44 -0
  36. data/ext/quickfix/Group.h +78 -0
  37. data/ext/quickfix/HostDetailsProvider.cpp +79 -0
  38. data/ext/quickfix/HostDetailsProvider.h +44 -0
  39. data/ext/quickfix/HtmlBuilder.h +178 -0
  40. data/ext/quickfix/HttpConnection.cpp +914 -0
  41. data/ext/quickfix/HttpConnection.h +74 -0
  42. data/ext/quickfix/HttpMessage.cpp +229 -0
  43. data/ext/quickfix/HttpMessage.h +112 -0
  44. data/ext/quickfix/HttpParser.cpp +49 -0
  45. data/ext/quickfix/HttpParser.h +49 -0
  46. data/ext/quickfix/HttpServer.cpp +152 -0
  47. data/ext/quickfix/HttpServer.h +76 -0
  48. data/ext/quickfix/Initiator.cpp +310 -0
  49. data/ext/quickfix/Initiator.h +151 -0
  50. data/ext/quickfix/Log.cpp +71 -0
  51. data/ext/quickfix/Log.h +254 -0
  52. data/ext/quickfix/Message.cpp +617 -0
  53. data/ext/quickfix/Message.h +419 -0
  54. data/ext/quickfix/MessageCracker.h +171 -0
  55. data/ext/quickfix/MessageSorters.cpp +101 -0
  56. data/ext/quickfix/MessageSorters.h +185 -0
  57. data/ext/quickfix/MessageStore.cpp +182 -0
  58. data/ext/quickfix/MessageStore.h +164 -0
  59. data/ext/quickfix/Mutex.h +120 -0
  60. data/ext/quickfix/MySQLConnection.h +187 -0
  61. data/ext/quickfix/MySQLLog.cpp +262 -0
  62. data/ext/quickfix/MySQLLog.h +158 -0
  63. data/ext/quickfix/MySQLStore.cpp +323 -0
  64. data/ext/quickfix/MySQLStore.h +161 -0
  65. data/ext/quickfix/MySQLStubs.h +203 -0
  66. data/ext/quickfix/NullStore.cpp +40 -0
  67. data/ext/quickfix/NullStore.h +89 -0
  68. data/ext/quickfix/OdbcConnection.h +241 -0
  69. data/ext/quickfix/OdbcLog.cpp +230 -0
  70. data/ext/quickfix/OdbcLog.h +109 -0
  71. data/ext/quickfix/OdbcStore.cpp +313 -0
  72. data/ext/quickfix/OdbcStore.h +124 -0
  73. data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
  74. data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
  75. data/ext/quickfix/Parser.cpp +111 -0
  76. data/ext/quickfix/Parser.h +50 -0
  77. data/ext/quickfix/PostgreSQLConnection.h +163 -0
  78. data/ext/quickfix/PostgreSQLLog.cpp +263 -0
  79. data/ext/quickfix/PostgreSQLLog.h +157 -0
  80. data/ext/quickfix/PostgreSQLStore.cpp +327 -0
  81. data/ext/quickfix/PostgreSQLStore.h +160 -0
  82. data/ext/quickfix/PostgreSQLStubs.h +203 -0
  83. data/ext/quickfix/Queue.h +66 -0
  84. data/ext/quickfix/QuickfixRuby.cpp +131900 -0
  85. data/ext/quickfix/QuickfixRuby.h +56 -0
  86. data/ext/quickfix/Responder.h +41 -0
  87. data/ext/quickfix/SSLSocketAcceptor.cpp +409 -0
  88. data/ext/quickfix/SSLSocketAcceptor.h +186 -0
  89. data/ext/quickfix/SSLSocketConnection.cpp +434 -0
  90. data/ext/quickfix/SSLSocketConnection.h +221 -0
  91. data/ext/quickfix/SSLSocketInitiator.cpp +558 -0
  92. data/ext/quickfix/SSLSocketInitiator.h +203 -0
  93. data/ext/quickfix/SSLStubs.h +129 -0
  94. data/ext/quickfix/Session.cpp +1437 -0
  95. data/ext/quickfix/Session.h +343 -0
  96. data/ext/quickfix/SessionFactory.cpp +314 -0
  97. data/ext/quickfix/SessionFactory.h +84 -0
  98. data/ext/quickfix/SessionID.h +136 -0
  99. data/ext/quickfix/SessionSettings.cpp +165 -0
  100. data/ext/quickfix/SessionSettings.h +283 -0
  101. data/ext/quickfix/SessionState.h +260 -0
  102. data/ext/quickfix/Settings.cpp +160 -0
  103. data/ext/quickfix/Settings.h +56 -0
  104. data/ext/quickfix/SharedArray.h +274 -0
  105. data/ext/quickfix/SocketAcceptor.cpp +216 -0
  106. data/ext/quickfix/SocketAcceptor.h +77 -0
  107. data/ext/quickfix/SocketConnection.cpp +256 -0
  108. data/ext/quickfix/SocketConnection.h +102 -0
  109. data/ext/quickfix/SocketConnector.cpp +112 -0
  110. data/ext/quickfix/SocketConnector.h +76 -0
  111. data/ext/quickfix/SocketInitiator.cpp +241 -0
  112. data/ext/quickfix/SocketInitiator.h +76 -0
  113. data/ext/quickfix/SocketMonitor.h +26 -0
  114. data/ext/quickfix/SocketMonitor_UNIX.cpp +238 -0
  115. data/ext/quickfix/SocketMonitor_UNIX.h +101 -0
  116. data/ext/quickfix/SocketMonitor_WIN32.cpp +248 -0
  117. data/ext/quickfix/SocketMonitor_WIN32.h +99 -0
  118. data/ext/quickfix/SocketServer.cpp +163 -0
  119. data/ext/quickfix/SocketServer.h +100 -0
  120. data/ext/quickfix/ThreadedSSLSocketAcceptor.cpp +436 -0
  121. data/ext/quickfix/ThreadedSSLSocketAcceptor.h +209 -0
  122. data/ext/quickfix/ThreadedSSLSocketConnection.cpp +364 -0
  123. data/ext/quickfix/ThreadedSSLSocketConnection.h +191 -0
  124. data/ext/quickfix/ThreadedSSLSocketInitiator.cpp +434 -0
  125. data/ext/quickfix/ThreadedSSLSocketInitiator.h +193 -0
  126. data/ext/quickfix/ThreadedSocketAcceptor.cpp +242 -0
  127. data/ext/quickfix/ThreadedSocketAcceptor.h +95 -0
  128. data/ext/quickfix/ThreadedSocketConnection.cpp +227 -0
  129. data/ext/quickfix/ThreadedSocketConnection.h +89 -0
  130. data/ext/quickfix/ThreadedSocketInitiator.cpp +238 -0
  131. data/ext/quickfix/ThreadedSocketInitiator.h +78 -0
  132. data/ext/quickfix/TimeRange.cpp +227 -0
  133. data/ext/quickfix/TimeRange.h +215 -0
  134. data/ext/quickfix/Utility.cpp +639 -0
  135. data/ext/quickfix/Utility.h +255 -0
  136. data/ext/quickfix/UtilitySSL.cpp +1612 -0
  137. data/ext/quickfix/UtilitySSL.h +274 -0
  138. data/ext/quickfix/Values.h +63 -0
  139. data/ext/quickfix/config-all.h +10 -0
  140. data/ext/quickfix/config.h +10 -0
  141. data/ext/quickfix/config_unix.h +178 -0
  142. data/ext/quickfix/config_windows.h +0 -0
  143. data/ext/quickfix/dirent_windows.h +838 -0
  144. data/ext/quickfix/double-conversion/bignum-dtoa.cc +641 -0
  145. data/ext/quickfix/double-conversion/bignum-dtoa.h +84 -0
  146. data/ext/quickfix/double-conversion/bignum.cc +766 -0
  147. data/ext/quickfix/double-conversion/bignum.h +144 -0
  148. data/ext/quickfix/double-conversion/cached-powers.cc +176 -0
  149. data/ext/quickfix/double-conversion/cached-powers.h +64 -0
  150. data/ext/quickfix/double-conversion/diy-fp.cc +57 -0
  151. data/ext/quickfix/double-conversion/diy-fp.h +118 -0
  152. data/ext/quickfix/double-conversion/double-conversion.cc +994 -0
  153. data/ext/quickfix/double-conversion/double-conversion.h +543 -0
  154. data/ext/quickfix/double-conversion/fast-dtoa.cc +665 -0
  155. data/ext/quickfix/double-conversion/fast-dtoa.h +88 -0
  156. data/ext/quickfix/double-conversion/fixed-dtoa.cc +404 -0
  157. data/ext/quickfix/double-conversion/fixed-dtoa.h +56 -0
  158. data/ext/quickfix/double-conversion/ieee.h +402 -0
  159. data/ext/quickfix/double-conversion/strtod.cc +557 -0
  160. data/ext/quickfix/double-conversion/strtod.h +45 -0
  161. data/ext/quickfix/double-conversion/utils.h +374 -0
  162. data/ext/quickfix/extconf.rb +76 -0
  163. data/ext/quickfix/index.h +37 -0
  164. data/ext/quickfix/pugiconfig.hpp +77 -0
  165. data/ext/quickfix/pugixml.cpp +13237 -0
  166. data/ext/quickfix/pugixml.hpp +1516 -0
  167. data/ext/quickfix/scope_guard.hpp +215 -0
  168. data/ext/quickfix/stdint_msvc.h +254 -0
  169. data/ext/quickfix/strptime.h +7 -0
  170. data/lib/2.4/quickfix.so +0 -0
  171. data/lib/2.5/quickfix.so +0 -0
  172. data/lib/2.6/quickfix.so +0 -0
  173. data/lib/2.7/quickfix.so +0 -0
  174. data/lib/3.0/quickfix.so +0 -0
  175. data/lib/3.1/quickfix.so +0 -0
  176. data/lib/3.2/quickfix.so +0 -0
  177. data/lib/3.3/quickfix.so +0 -0
  178. data/lib/3.4/quickfix.so +0 -0
  179. data/lib/quickfix40.rb +274 -0
  180. data/lib/quickfix41.rb +351 -0
  181. data/lib/quickfix42.rb +1184 -0
  182. data/lib/quickfix43.rb +3504 -0
  183. data/lib/quickfix44.rb +14040 -0
  184. data/lib/quickfix50.rb +20051 -0
  185. data/lib/quickfix50sp1.rb +23596 -0
  186. data/lib/quickfix50sp2.rb +412444 -0
  187. data/lib/quickfix_fields.rb +79393 -0
  188. data/lib/quickfix_ruby.rb +82 -0
  189. data/lib/quickfixt11.rb +65 -0
  190. data/spec/FIX40.xml +862 -0
  191. data/spec/FIX41.xml +1282 -0
  192. data/spec/FIX42.xml +2743 -0
  193. data/spec/FIX43.xml +4230 -0
  194. data/spec/FIX44.xml +6600 -0
  195. data/spec/FIX50.xml +8142 -0
  196. data/spec/FIX50SP1.xml +9506 -0
  197. data/spec/FIX50SP2.xml +26069 -0
  198. data/spec/FIXT11.xml +252 -0
  199. data/test/DataDictionaryTestCase.rb +268 -0
  200. data/test/DictionaryTestCase.rb +112 -0
  201. data/test/FieldBaseTestCase.rb +24 -0
  202. data/test/MessageStoreTestCase.rb +19 -0
  203. data/test/MessageTestCase.rb +368 -0
  204. data/test/SessionSettingsTestCase.rb +41 -0
  205. metadata +247 -0
data/lib/quickfix40.rb ADDED
@@ -0,0 +1,274 @@
1
+ require 'quickfix'
2
+ module Quickfix40
3
+ class Message < Quickfix::Message
4
+ def initialize
5
+ super
6
+ getHeader().setField( Quickfix::BeginString.new("FIX.4.0") )
7
+ end
8
+ end
9
+
10
+ class Heartbeat < Message
11
+ def initialize
12
+ super
13
+ getHeader().setField( Quickfix::MsgType.new("0") )
14
+ end
15
+ end
16
+
17
+ class TestRequest < Message
18
+ def initialize
19
+ super
20
+ getHeader().setField( Quickfix::MsgType.new("1") )
21
+ end
22
+ end
23
+
24
+ class ResendRequest < Message
25
+ def initialize
26
+ super
27
+ getHeader().setField( Quickfix::MsgType.new("2") )
28
+ end
29
+ end
30
+
31
+ class Reject < Message
32
+ def initialize
33
+ super
34
+ getHeader().setField( Quickfix::MsgType.new("3") )
35
+ end
36
+ end
37
+
38
+ class SequenceReset < Message
39
+ def initialize
40
+ super
41
+ getHeader().setField( Quickfix::MsgType.new("4") )
42
+ end
43
+ end
44
+
45
+ class Logout < Message
46
+ def initialize
47
+ super
48
+ getHeader().setField( Quickfix::MsgType.new("5") )
49
+ end
50
+ end
51
+
52
+ class IOI < Message
53
+ def initialize
54
+ super
55
+ getHeader().setField( Quickfix::MsgType.new("6") )
56
+ end
57
+ end
58
+
59
+ class Advertisement < Message
60
+ def initialize
61
+ super
62
+ getHeader().setField( Quickfix::MsgType.new("7") )
63
+ end
64
+ end
65
+
66
+ class ExecutionReport < Message
67
+ def initialize
68
+ super
69
+ getHeader().setField( Quickfix::MsgType.new("8") )
70
+ end
71
+
72
+ class NoMiscFees < Quickfix::Group
73
+ def initialize
74
+ order = Quickfix::IntArray.new(4)
75
+ order[0] = 137
76
+ order[1] = 138
77
+ order[2] = 139
78
+ order[3] = 0
79
+ super(136, 137, order)
80
+ end
81
+ end
82
+ end
83
+
84
+ class OrderCancelReject < Message
85
+ def initialize
86
+ super
87
+ getHeader().setField( Quickfix::MsgType.new("9") )
88
+ end
89
+ end
90
+
91
+ class Logon < Message
92
+ def initialize
93
+ super
94
+ getHeader().setField( Quickfix::MsgType.new("A") )
95
+ end
96
+ end
97
+
98
+ class News < Message
99
+ def initialize
100
+ super
101
+ getHeader().setField( Quickfix::MsgType.new("B") )
102
+ end
103
+ end
104
+
105
+ class Email < Message
106
+ def initialize
107
+ super
108
+ getHeader().setField( Quickfix::MsgType.new("C") )
109
+ end
110
+ end
111
+
112
+ class NewOrderSingle < Message
113
+ def initialize
114
+ super
115
+ getHeader().setField( Quickfix::MsgType.new("D") )
116
+ end
117
+ end
118
+
119
+ class NewOrderList < Message
120
+ def initialize
121
+ super
122
+ getHeader().setField( Quickfix::MsgType.new("E") )
123
+ end
124
+ end
125
+
126
+ class OrderCancelRequest < Message
127
+ def initialize
128
+ super
129
+ getHeader().setField( Quickfix::MsgType.new("F") )
130
+ end
131
+ end
132
+
133
+ class OrderCancelReplaceRequest < Message
134
+ def initialize
135
+ super
136
+ getHeader().setField( Quickfix::MsgType.new("G") )
137
+ end
138
+ end
139
+
140
+ class OrderStatusRequest < Message
141
+ def initialize
142
+ super
143
+ getHeader().setField( Quickfix::MsgType.new("H") )
144
+ end
145
+ end
146
+
147
+ class Allocation < Message
148
+ def initialize
149
+ super
150
+ getHeader().setField( Quickfix::MsgType.new("J") )
151
+ end
152
+
153
+ class NoOrders < Quickfix::Group
154
+ def initialize
155
+ order = Quickfix::IntArray.new(5)
156
+ order[0] = 11
157
+ order[1] = 37
158
+ order[2] = 66
159
+ order[3] = 105
160
+ order[4] = 0
161
+ super(73, 11, order)
162
+ end
163
+ end
164
+
165
+ class NoExecs < Quickfix::Group
166
+ def initialize
167
+ order = Quickfix::IntArray.new(5)
168
+ order[0] = 17
169
+ order[1] = 32
170
+ order[2] = 31
171
+ order[3] = 30
172
+ order[4] = 0
173
+ super(124, 17, order)
174
+ end
175
+ end
176
+
177
+ class NoMiscFees < Quickfix::Group
178
+ def initialize
179
+ order = Quickfix::IntArray.new(4)
180
+ order[0] = 137
181
+ order[1] = 138
182
+ order[2] = 139
183
+ order[3] = 0
184
+ super(136, 137, order)
185
+ end
186
+ end
187
+
188
+ class NoAllocs < Quickfix::Group
189
+ def initialize
190
+ order = Quickfix::IntArray.new(11)
191
+ order[0] = 79
192
+ order[1] = 80
193
+ order[2] = 81
194
+ order[3] = 76
195
+ order[4] = 109
196
+ order[5] = 12
197
+ order[6] = 13
198
+ order[7] = 85
199
+ order[8] = 92
200
+ order[9] = 86
201
+ order[10] = 0
202
+ super(78, 79, order)
203
+ end
204
+ end
205
+ end
206
+
207
+ class ListCancelRequest < Message
208
+ def initialize
209
+ super
210
+ getHeader().setField( Quickfix::MsgType.new("K") )
211
+ end
212
+ end
213
+
214
+ class ListExecute < Message
215
+ def initialize
216
+ super
217
+ getHeader().setField( Quickfix::MsgType.new("L") )
218
+ end
219
+ end
220
+
221
+ class ListStatusRequest < Message
222
+ def initialize
223
+ super
224
+ getHeader().setField( Quickfix::MsgType.new("M") )
225
+ end
226
+ end
227
+
228
+ class ListStatus < Message
229
+ def initialize
230
+ super
231
+ getHeader().setField( Quickfix::MsgType.new("N") )
232
+ end
233
+
234
+ class NoOrders < Quickfix::Group
235
+ def initialize
236
+ order = Quickfix::IntArray.new(5)
237
+ order[0] = 11
238
+ order[1] = 14
239
+ order[2] = 84
240
+ order[3] = 6
241
+ order[4] = 0
242
+ super(73, 11, order)
243
+ end
244
+ end
245
+ end
246
+
247
+ class AllocationInstructionAck < Message
248
+ def initialize
249
+ super
250
+ getHeader().setField( Quickfix::MsgType.new("P") )
251
+ end
252
+ end
253
+
254
+ class DontKnowTrade < Message
255
+ def initialize
256
+ super
257
+ getHeader().setField( Quickfix::MsgType.new("Q") )
258
+ end
259
+ end
260
+
261
+ class QuoteRequest < Message
262
+ def initialize
263
+ super
264
+ getHeader().setField( Quickfix::MsgType.new("R") )
265
+ end
266
+ end
267
+
268
+ class Quote < Message
269
+ def initialize
270
+ super
271
+ getHeader().setField( Quickfix::MsgType.new("S") )
272
+ end
273
+ end
274
+ end
data/lib/quickfix41.rb ADDED
@@ -0,0 +1,351 @@
1
+ require 'quickfix'
2
+ module Quickfix41
3
+ class Message < Quickfix::Message
4
+ def initialize
5
+ super
6
+ getHeader().setField( Quickfix::BeginString.new("FIX.4.1") )
7
+ end
8
+ end
9
+
10
+ class Heartbeat < Message
11
+ def initialize
12
+ super
13
+ getHeader().setField( Quickfix::MsgType.new("0") )
14
+ end
15
+ end
16
+
17
+ class TestRequest < Message
18
+ def initialize
19
+ super
20
+ getHeader().setField( Quickfix::MsgType.new("1") )
21
+ end
22
+ end
23
+
24
+ class ResendRequest < Message
25
+ def initialize
26
+ super
27
+ getHeader().setField( Quickfix::MsgType.new("2") )
28
+ end
29
+ end
30
+
31
+ class Reject < Message
32
+ def initialize
33
+ super
34
+ getHeader().setField( Quickfix::MsgType.new("3") )
35
+ end
36
+ end
37
+
38
+ class SequenceReset < Message
39
+ def initialize
40
+ super
41
+ getHeader().setField( Quickfix::MsgType.new("4") )
42
+ end
43
+ end
44
+
45
+ class Logout < Message
46
+ def initialize
47
+ super
48
+ getHeader().setField( Quickfix::MsgType.new("5") )
49
+ end
50
+ end
51
+
52
+ class IOI < Message
53
+ def initialize
54
+ super
55
+ getHeader().setField( Quickfix::MsgType.new("6") )
56
+ end
57
+
58
+ class NoIOIQualifiers < Quickfix::Group
59
+ def initialize
60
+ order = Quickfix::IntArray.new(2)
61
+ order[0] = 104
62
+ order[1] = 0
63
+ super(199, 104, order)
64
+ end
65
+ end
66
+ end
67
+
68
+ class Advertisement < Message
69
+ def initialize
70
+ super
71
+ getHeader().setField( Quickfix::MsgType.new("7") )
72
+ end
73
+ end
74
+
75
+ class ExecutionReport < Message
76
+ def initialize
77
+ super
78
+ getHeader().setField( Quickfix::MsgType.new("8") )
79
+ end
80
+ end
81
+
82
+ class OrderCancelReject < Message
83
+ def initialize
84
+ super
85
+ getHeader().setField( Quickfix::MsgType.new("9") )
86
+ end
87
+ end
88
+
89
+ class Logon < Message
90
+ def initialize
91
+ super
92
+ getHeader().setField( Quickfix::MsgType.new("A") )
93
+ end
94
+ end
95
+
96
+ class News < Message
97
+ def initialize
98
+ super
99
+ getHeader().setField( Quickfix::MsgType.new("B") )
100
+ end
101
+
102
+ class NoRelatedSym < Quickfix::Group
103
+ def initialize
104
+ order = Quickfix::IntArray.new(14)
105
+ order[0] = 46
106
+ order[1] = 65
107
+ order[2] = 48
108
+ order[3] = 22
109
+ order[4] = 167
110
+ order[5] = 200
111
+ order[6] = 205
112
+ order[7] = 201
113
+ order[8] = 202
114
+ order[9] = 206
115
+ order[10] = 207
116
+ order[11] = 106
117
+ order[12] = 107
118
+ order[13] = 0
119
+ super(146, 46, order)
120
+ end
121
+ end
122
+
123
+ class LinesOfText < Quickfix::Group
124
+ def initialize
125
+ order = Quickfix::IntArray.new(2)
126
+ order[0] = 58
127
+ order[1] = 0
128
+ super(33, 58, order)
129
+ end
130
+ end
131
+ end
132
+
133
+ class Email < Message
134
+ def initialize
135
+ super
136
+ getHeader().setField( Quickfix::MsgType.new("C") )
137
+ end
138
+
139
+ class NoRelatedSym < Quickfix::Group
140
+ def initialize
141
+ order = Quickfix::IntArray.new(14)
142
+ order[0] = 46
143
+ order[1] = 65
144
+ order[2] = 48
145
+ order[3] = 22
146
+ order[4] = 167
147
+ order[5] = 200
148
+ order[6] = 205
149
+ order[7] = 201
150
+ order[8] = 202
151
+ order[9] = 206
152
+ order[10] = 207
153
+ order[11] = 106
154
+ order[12] = 107
155
+ order[13] = 0
156
+ super(146, 46, order)
157
+ end
158
+ end
159
+
160
+ class LinesOfText < Quickfix::Group
161
+ def initialize
162
+ order = Quickfix::IntArray.new(2)
163
+ order[0] = 58
164
+ order[1] = 0
165
+ super(33, 58, order)
166
+ end
167
+ end
168
+ end
169
+
170
+ class NewOrderSingle < Message
171
+ def initialize
172
+ super
173
+ getHeader().setField( Quickfix::MsgType.new("D") )
174
+ end
175
+ end
176
+
177
+ class NewOrderList < Message
178
+ def initialize
179
+ super
180
+ getHeader().setField( Quickfix::MsgType.new("E") )
181
+ end
182
+ end
183
+
184
+ class OrderCancelRequest < Message
185
+ def initialize
186
+ super
187
+ getHeader().setField( Quickfix::MsgType.new("F") )
188
+ end
189
+ end
190
+
191
+ class OrderCancelReplaceRequest < Message
192
+ def initialize
193
+ super
194
+ getHeader().setField( Quickfix::MsgType.new("G") )
195
+ end
196
+ end
197
+
198
+ class OrderStatusRequest < Message
199
+ def initialize
200
+ super
201
+ getHeader().setField( Quickfix::MsgType.new("H") )
202
+ end
203
+ end
204
+
205
+ class Allocation < Message
206
+ def initialize
207
+ super
208
+ getHeader().setField( Quickfix::MsgType.new("J") )
209
+ end
210
+
211
+ class NoOrders < Quickfix::Group
212
+ def initialize
213
+ order = Quickfix::IntArray.new(6)
214
+ order[0] = 11
215
+ order[1] = 37
216
+ order[2] = 198
217
+ order[3] = 66
218
+ order[4] = 105
219
+ order[5] = 0
220
+ super(73, 11, order)
221
+ end
222
+ end
223
+
224
+ class NoExecs < Quickfix::Group
225
+ def initialize
226
+ order = Quickfix::IntArray.new(5)
227
+ order[0] = 32
228
+ order[1] = 17
229
+ order[2] = 31
230
+ order[3] = 29
231
+ order[4] = 0
232
+ super(124, 32, order)
233
+ end
234
+ end
235
+
236
+ class NoAllocs < Quickfix::Group
237
+ def initialize
238
+ order = Quickfix::IntArray.new(21)
239
+ order[0] = 79
240
+ order[1] = 80
241
+ order[2] = 81
242
+ order[3] = 92
243
+ order[4] = 208
244
+ order[5] = 209
245
+ order[6] = 161
246
+ order[7] = 76
247
+ order[8] = 109
248
+ order[9] = 12
249
+ order[10] = 13
250
+ order[11] = 153
251
+ order[12] = 154
252
+ order[13] = 119
253
+ order[14] = 120
254
+ order[15] = 155
255
+ order[16] = 156
256
+ order[17] = 159
257
+ order[18] = 160
258
+ order[19] = 136
259
+ order[20] = 0
260
+ super(78, 79, order)
261
+ end
262
+
263
+ class NoMiscFees < Quickfix::Group
264
+ def initialize
265
+ order = Quickfix::IntArray.new(4)
266
+ order[0] = 137
267
+ order[1] = 138
268
+ order[2] = 139
269
+ order[3] = 0
270
+ super(136, 137, order)
271
+ end
272
+ end
273
+ end
274
+ end
275
+
276
+ class ListCancelRequest < Message
277
+ def initialize
278
+ super
279
+ getHeader().setField( Quickfix::MsgType.new("K") )
280
+ end
281
+ end
282
+
283
+ class ListExecute < Message
284
+ def initialize
285
+ super
286
+ getHeader().setField( Quickfix::MsgType.new("L") )
287
+ end
288
+ end
289
+
290
+ class ListStatusRequest < Message
291
+ def initialize
292
+ super
293
+ getHeader().setField( Quickfix::MsgType.new("M") )
294
+ end
295
+ end
296
+
297
+ class ListStatus < Message
298
+ def initialize
299
+ super
300
+ getHeader().setField( Quickfix::MsgType.new("N") )
301
+ end
302
+
303
+ class NoOrders < Quickfix::Group
304
+ def initialize
305
+ order = Quickfix::IntArray.new(6)
306
+ order[0] = 11
307
+ order[1] = 14
308
+ order[2] = 151
309
+ order[3] = 84
310
+ order[4] = 6
311
+ order[5] = 0
312
+ super(73, 11, order)
313
+ end
314
+ end
315
+ end
316
+
317
+ class AllocationInstructionAck < Message
318
+ def initialize
319
+ super
320
+ getHeader().setField( Quickfix::MsgType.new("P") )
321
+ end
322
+ end
323
+
324
+ class DontKnowTrade < Message
325
+ def initialize
326
+ super
327
+ getHeader().setField( Quickfix::MsgType.new("Q") )
328
+ end
329
+ end
330
+
331
+ class QuoteRequest < Message
332
+ def initialize
333
+ super
334
+ getHeader().setField( Quickfix::MsgType.new("R") )
335
+ end
336
+ end
337
+
338
+ class Quote < Message
339
+ def initialize
340
+ super
341
+ getHeader().setField( Quickfix::MsgType.new("S") )
342
+ end
343
+ end
344
+
345
+ class SettlementInstructions < Message
346
+ def initialize
347
+ super
348
+ getHeader().setField( Quickfix::MsgType.new("T") )
349
+ end
350
+ end
351
+ end