quickfix_ruby_ud 2.0.7-x86_64-linux

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