Repository URL to install this package:
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Version:
1.15.1 ▾
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require 'quickfix'
module Quickfix42
class Message < Quickfix::Message
def initialize
super
getHeader().setField( Quickfix::BeginString.new("FIX.4.2") )
end
end
class Heartbeat < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("0") )
end
end
class TestRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("1") )
end
end
class ResendRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("2") )
end
end
class Reject < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("3") )
end
end
class SequenceReset < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("4") )
end
end
class Logout < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("5") )
end
end
class IOI < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("6") )
end
class NoIOIQualifiers < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(2)
order[0] = 104
order[1] = 0
super(199, 104, order)
end
end
class NoRoutingIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 216
order[1] = 217
order[2] = 0
super(215, 216, order)
end
end
end
class Advertisement < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("7") )
end
end
class ExecutionReport < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("8") )
end
class NoContraBrokers < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 375
order[1] = 337
order[2] = 437
order[3] = 438
order[4] = 0
super(382, 375, order)
end
end
end
class OrderCancelReject < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("9") )
end
end
class Logon < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("A") )
end
class NoMsgTypes < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 372
order[1] = 385
order[2] = 0
super(384, 372, order)
end
end
end
class News < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("B") )
end
class NoRoutingIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 216
order[1] = 217
order[2] = 0
super(215, 216, order)
end
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(20)
order[0] = 46
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 167
order[5] = 200
order[6] = 205
order[7] = 201
order[8] = 202
order[9] = 206
order[10] = 231
order[11] = 223
order[12] = 207
order[13] = 106
order[14] = 348
order[15] = 349
order[16] = 107
order[17] = 350
order[18] = 351
order[19] = 0
super(146, 46, order)
end
end
class LinesOfText < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(4)
order[0] = 58
order[1] = 354
order[2] = 355
order[3] = 0
super(33, 58, order)
end
end
end
class Email < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("C") )
end
class NoRoutingIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 216
order[1] = 217
order[2] = 0
super(215, 216, order)
end
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(20)
order[0] = 46
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 167
order[5] = 200
order[6] = 205
order[7] = 201
order[8] = 202
order[9] = 206
order[10] = 231
order[11] = 223
order[12] = 207
order[13] = 106
order[14] = 348
order[15] = 349
order[16] = 107
order[17] = 350
order[18] = 351
order[19] = 0
super(146, 46, order)
end
end
class LinesOfText < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(4)
order[0] = 58
order[1] = 354
order[2] = 355
order[3] = 0
super(33, 58, order)
end
end
end
class NewOrderSingle < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("D") )
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 79
order[1] = 80
order[2] = 0
super(78, 79, order)
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(2)
order[0] = 336
order[1] = 0
super(386, 336, order)
end
end
end
class NewOrderList < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("E") )
end
class NoOrders < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(75)
order[0] = 11
order[1] = 67
order[2] = 160
order[3] = 109
order[4] = 76
order[5] = 1
order[6] = 78
order[7] = 63
order[8] = 64
order[9] = 21
order[10] = 18
order[11] = 110
order[12] = 111
order[13] = 100
order[14] = 386
order[15] = 81
order[16] = 55
order[17] = 65
order[18] = 48
order[19] = 22
order[20] = 167
order[21] = 200
order[22] = 205
order[23] = 201
order[24] = 202
order[25] = 206
order[26] = 231
order[27] = 223
order[28] = 207
order[29] = 106
order[30] = 348
order[31] = 349
order[32] = 107
order[33] = 350
order[34] = 351
order[35] = 140
order[36] = 54
order[37] = 401
order[38] = 114
order[39] = 60
order[40] = 38
order[41] = 152
order[42] = 40
order[43] = 44
order[44] = 99
order[45] = 15
order[46] = 376
order[47] = 377
order[48] = 23
order[49] = 117
order[50] = 59
order[51] = 168
order[52] = 432
order[53] = 126
order[54] = 427
order[55] = 12
order[56] = 13
order[57] = 47
order[58] = 121
order[59] = 120
order[60] = 58
order[61] = 354
order[62] = 355
order[63] = 193
order[64] = 192
order[65] = 77
order[66] = 203
order[67] = 204
order[68] = 210
order[69] = 211
order[70] = 388
order[71] = 389
order[72] = 439
order[73] = 440
order[74] = 0
super(73, 11, order)
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 79
order[1] = 80
order[2] = 0
super(78, 79, order)
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(2)
order[0] = 336
order[1] = 0
super(386, 336, order)
end
end
end
end
class OrderCancelRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("F") )
end
end
class OrderCancelReplaceRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("G") )
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 79
order[1] = 80
order[2] = 0
super(78, 79, order)
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(2)
order[0] = 336
order[1] = 0
super(386, 336, order)
end
end
end
class OrderStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("H") )
end
end
class Allocation < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("J") )
end
class NoOrders < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(6)
order[0] = 11
order[1] = 37
order[2] = 198
order[3] = 66
order[4] = 105
order[5] = 0
super(73, 11, order)
end
end
class NoExecs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 32
order[1] = 17
order[2] = 31
order[3] = 29
order[4] = 0
super(124, 32, order)
end
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(24)
order[0] = 79
order[1] = 366
order[2] = 80
order[3] = 81
order[4] = 92
order[5] = 208
order[6] = 209
order[7] = 161
order[8] = 360
order[9] = 361
order[10] = 76
order[11] = 109
order[12] = 12
order[13] = 13
order[14] = 153
order[15] = 154
order[16] = 119
order[17] = 120
order[18] = 155
order[19] = 156
order[20] = 159
order[21] = 160
order[22] = 136
order[23] = 0
super(78, 79, order)
end
class NoMiscFees < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(4)
order[0] = 137
order[1] = 138
order[2] = 139
order[3] = 0
super(136, 137, order)
end
end
end
end
class ListCancelRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("K") )
end
end
class ListExecute < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("L") )
end
end
class ListStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("M") )
end
end
class ListStatus < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("N") )
end
class NoOrders < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(11)
order[0] = 11
order[1] = 14
order[2] = 39
order[3] = 151
order[4] = 84
order[5] = 6
order[6] = 103
order[7] = 58
order[8] = 354
order[9] = 355
order[10] = 0
super(73, 11, order)
end
end
end
class AllocationInstructionAck < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("P") )
end
end
class DontKnowTrade < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("Q") )
end
end
class QuoteRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("R") )
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(32)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 167
order[5] = 200
order[6] = 205
order[7] = 201
order[8] = 202
order[9] = 206
order[10] = 231
order[11] = 223
order[12] = 207
order[13] = 106
order[14] = 348
order[15] = 349
order[16] = 107
order[17] = 350
order[18] = 351
order[19] = 140
order[20] = 303
order[21] = 336
order[22] = 54
order[23] = 38
order[24] = 64
order[25] = 40
order[26] = 193
order[27] = 192
order[28] = 126
order[29] = 60
order[30] = 15
order[31] = 0
super(146, 55, order)
end
end
end
class Quote < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("S") )
end
end
class SettlementInstructions < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("T") )
end
end
class MarketDataRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("V") )
end
class NoMDEntryTypes < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(2)
order[0] = 269
order[1] = 0
super(267, 269, order)
end
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(21)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 167
order[5] = 200
order[6] = 205
order[7] = 201
order[8] = 202
order[9] = 206
order[10] = 231
order[11] = 223
order[12] = 207
order[13] = 106
order[14] = 348
order[15] = 349
order[16] = 107
order[17] = 350
order[18] = 351
order[19] = 336
order[20] = 0
super(146, 55, order)
end
end
end
class MarketDataSnapshotFullRefresh < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("W") )
end
class NoMDEntries < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(31)
order[0] = 269
order[1] = 270
order[2] = 15
order[3] = 271
order[4] = 272
order[5] = 273
order[6] = 274
order[7] = 275
order[8] = 336
order[9] = 276
order[10] = 277
order[11] = 282
order[12] = 283
order[13] = 284
order[14] = 286
order[15] = 59
order[16] = 432
order[17] = 126
order[18] = 110
order[19] = 18
order[20] = 287
order[21] = 37
order[22] = 299
order[23] = 288
order[24] = 289
order[25] = 346
order[26] = 290
order[27] = 58
order[28] = 354
order[29] = 355
order[30] = 0
super(268, 269, order)
end
end
end
class MarketDataIncrementalRefresh < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("X") )
end
class NoMDEntries < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(57)
order[0] = 279
order[1] = 285
order[2] = 269
order[3] = 278
order[4] = 280
order[5] = 55
order[6] = 65
order[7] = 48
order[8] = 22
order[9] = 167
order[10] = 200
order[11] = 205
order[12] = 201
order[13] = 202
order[14] = 206
order[15] = 231
order[16] = 223
order[17] = 207
order[18] = 106
order[19] = 348
order[20] = 349
order[21] = 107
order[22] = 350
order[23] = 351
order[24] = 291
order[25] = 292
order[26] = 270
order[27] = 15
order[28] = 271
order[29] = 272
order[30] = 273
order[31] = 274
order[32] = 275
order[33] = 336
order[34] = 276
order[35] = 277
order[36] = 282
order[37] = 283
order[38] = 284
order[39] = 286
order[40] = 59
order[41] = 432
order[42] = 126
order[43] = 110
order[44] = 18
order[45] = 287
order[46] = 37
order[47] = 299
order[48] = 288
order[49] = 289
order[50] = 346
order[51] = 290
order[52] = 387
order[53] = 58
order[54] = 354
order[55] = 355
order[56] = 0
super(268, 279, order)
end
end
end
class MarketDataRequestReject < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("Y") )
end
end
class QuoteCancel < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("Z") )
end
class NoQuoteEntries < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(21)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 167
order[5] = 200
order[6] = 205
order[7] = 201
order[8] = 202
order[9] = 206
order[10] = 231
order[11] = 223
order[12] = 207
order[13] = 106
order[14] = 348
order[15] = 349
order[16] = 107
order[17] = 350
order[18] = 351
order[19] = 311
order[20] = 0
super(295, 55, order)
end
end
end
class QuoteStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("a") )
end
end
class QuoteAcknowledgement < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("b") )
end
class NoQuoteSets < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(23)
order[0] = 302
order[1] = 311
order[2] = 312
order[3] = 309
order[4] = 305
order[5] = 310
order[6] = 313
order[7] = 314
order[8] = 315
order[9] = 316
order[10] = 317
order[11] = 436
order[12] = 435
order[13] = 308
order[14] = 306
order[15] = 362
order[16] = 363
order[17] = 307
order[18] = 364
order[19] = 365
order[20] = 304
order[21] = 295
order[22] = 0
super(296, 302, order)
end
class NoQuoteEntries < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(22)
order[0] = 299
order[1] = 55
order[2] = 65
order[3] = 48
order[4] = 22
order[5] = 167
order[6] = 200
order[7] = 205
order[8] = 201
order[9] = 202
order[10] = 206
order[11] = 231
order[12] = 223
order[13] = 207
order[14] = 106
order[15] = 348
order[16] = 349
order[17] = 107
order[18] = 350
order[19] = 351
order[20] = 368
order[21] = 0
super(295, 299, order)
end
end
end
end
class SecurityDefinitionRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("c") )
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(23)
order[0] = 311
order[1] = 312
order[2] = 309
order[3] = 305
order[4] = 310
order[5] = 313
order[6] = 314
order[7] = 315
order[8] = 316
order[9] = 317
order[10] = 436
order[11] = 435
order[12] = 308
order[13] = 306
order[14] = 362
order[15] = 363
order[16] = 307
order[17] = 364
order[18] = 365
order[19] = 319
order[20] = 54
order[21] = 318
order[22] = 0
super(146, 311, order)
end
end
end
class SecurityDefinition < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("d") )
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(23)
order[0] = 311
order[1] = 312
order[2] = 309
order[3] = 305
order[4] = 310
order[5] = 313
order[6] = 314
order[7] = 315
order[8] = 316
order[9] = 317
order[10] = 436
order[11] = 435
order[12] = 308
order[13] = 306
order[14] = 362
order[15] = 363
order[16] = 307
order[17] = 364
order[18] = 365
order[19] = 319
order[20] = 54
order[21] = 318
order[22] = 0
super(146, 311, order)
end
end
end
class SecurityStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("e") )
end
end
class SecurityStatus < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("f") )
end
end
class TradingSessionStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("g") )
end
end
class TradingSessionStatus < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("h") )
end
end
class MassQuote < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("i") )
end
class NoQuoteSets < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(24)
order[0] = 302
order[1] = 311
order[2] = 312
order[3] = 309
order[4] = 305
order[5] = 310
order[6] = 313
order[7] = 314
order[8] = 315
order[9] = 316
order[10] = 317
order[11] = 436
order[12] = 435
order[13] = 308
order[14] = 306
order[15] = 362
order[16] = 363
order[17] = 307
order[18] = 364
order[19] = 365
order[20] = 367
order[21] = 304
order[22] = 295
order[23] = 0
super(296, 302, order)
end
class NoQuoteEntries < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(37)
order[0] = 299
order[1] = 55
order[2] = 65
order[3] = 48
order[4] = 22
order[5] = 167
order[6] = 200
order[7] = 205
order[8] = 201
order[9] = 202
order[10] = 206
order[11] = 231
order[12] = 223
order[13] = 207
order[14] = 106
order[15] = 348
order[16] = 349
order[17] = 107
order[18] = 350
order[19] = 351
order[20] = 132
order[21] = 133
order[22] = 134
order[23] = 135
order[24] = 62
order[25] = 188
order[26] = 190
order[27] = 189
order[28] = 191
order[29] = 60
order[30] = 336
order[31] = 64
order[32] = 40
order[33] = 193
order[34] = 192
order[35] = 15
order[36] = 0
super(295, 299, order)
end
end
end
end
class BusinessMessageReject < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("j") )
end
end
class BidRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("k") )
end
class NoBidDescriptors < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(12)
order[0] = 399
order[1] = 400
order[2] = 401
order[3] = 404
order[4] = 441
order[5] = 402
order[6] = 403
order[7] = 405
order[8] = 406
order[9] = 407
order[10] = 408
order[11] = 0
super(398, 399, order)
end
end
class NoBidComponents < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(8)
order[0] = 66
order[1] = 54
order[2] = 336
order[3] = 430
order[4] = 63
order[5] = 64
order[6] = 1
order[7] = 0
super(420, 66, order)
end
end
end
class BidResponse < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("l") )
end
class NoBidComponents < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(16)
order[0] = 12
order[1] = 13
order[2] = 66
order[3] = 421
order[4] = 54
order[5] = 44
order[6] = 423
order[7] = 406
order[8] = 430
order[9] = 63
order[10] = 64
order[11] = 336
order[12] = 58
order[13] = 354
order[14] = 355
order[15] = 0
super(420, 12, order)
end
end
end
class ListStrikePrice < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("m") )
end
class NoStrikes < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(28)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 167
order[5] = 200
order[6] = 205
order[7] = 201
order[8] = 202
order[9] = 206
order[10] = 231
order[11] = 223
order[12] = 207
order[13] = 106
order[14] = 348
order[15] = 349
order[16] = 107
order[17] = 350
order[18] = 351
order[19] = 140
order[20] = 11
order[21] = 54
order[22] = 44
order[23] = 15
order[24] = 58
order[25] = 354
order[26] = 355
order[27] = 0
super(428, 55, order)
end
end
end
end