Repository URL to install this package:
|
Version:
1.15.1 ▾
|
require 'quickfix'
module Quickfix43
class Message < Quickfix::Message
def initialize
super
getHeader().setField( Quickfix::BeginString.new("FIX.4.3") )
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 NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
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
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
class ExecutionReport < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("8") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoStipulations < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 233
order[1] = 234
order[2] = 0
super(232, 233, order)
end
end
class NoContraBrokers < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(6)
order[0] = 375
order[1] = 337
order[2] = 437
order[3] = 438
order[4] = 655
order[5] = 0
super(382, 375, order)
end
end
class NoContAmts < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(4)
order[0] = 519
order[1] = 520
order[2] = 521
order[3] = 0
super(518, 519, order)
end
end
class NoLegs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(44)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 604
order[5] = 607
order[6] = 608
order[7] = 609
order[8] = 610
order[9] = 611
order[10] = 248
order[11] = 249
order[12] = 250
order[13] = 251
order[14] = 252
order[15] = 253
order[16] = 257
order[17] = 599
order[18] = 596
order[19] = 597
order[20] = 598
order[21] = 254
order[22] = 612
order[23] = 613
order[24] = 614
order[25] = 615
order[26] = 616
order[27] = 617
order[28] = 618
order[29] = 619
order[30] = 620
order[31] = 621
order[32] = 622
order[33] = 623
order[34] = 624
order[35] = 564
order[36] = 565
order[37] = 539
order[38] = 654
order[39] = 566
order[40] = 587
order[41] = 588
order[42] = 637
order[43] = 0
super(555, 600, order)
end
class NoLegSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 605
order[1] = 606
order[2] = 0
super(604, 605, order)
end
end
class NoNestedPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
super(539, 524, order)
end
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(34)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 0
super(146, 55, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
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(34)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 0
super(146, 55, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
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 NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoStipulations < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 233
order[1] = 234
order[2] = 0
super(232, 233, order)
end
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 79
order[1] = 467
order[2] = 539
order[3] = 80
order[4] = 0
super(78, 79, order)
end
class NoNestedPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
super(539, 524, order)
end
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 336
order[1] = 625
order[2] = 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(116)
order[0] = 11
order[1] = 526
order[2] = 67
order[3] = 583
order[4] = 160
order[5] = 453
order[6] = 229
order[7] = 1
order[8] = 581
order[9] = 589
order[10] = 590
order[11] = 591
order[12] = 78
order[13] = 63
order[14] = 64
order[15] = 544
order[16] = 635
order[17] = 21
order[18] = 18
order[19] = 110
order[20] = 111
order[21] = 100
order[22] = 386
order[23] = 81
order[24] = 55
order[25] = 65
order[26] = 48
order[27] = 22
order[28] = 454
order[29] = 460
order[30] = 461
order[31] = 167
order[32] = 200
order[33] = 541
order[34] = 224
order[35] = 225
order[36] = 239
order[37] = 226
order[38] = 227
order[39] = 228
order[40] = 255
order[41] = 543
order[42] = 470
order[43] = 471
order[44] = 472
order[45] = 240
order[46] = 202
order[47] = 206
order[48] = 231
order[49] = 223
order[50] = 207
order[51] = 106
order[52] = 348
order[53] = 349
order[54] = 107
order[55] = 350
order[56] = 351
order[57] = 140
order[58] = 54
order[59] = 401
order[60] = 114
order[61] = 60
order[62] = 232
order[63] = 465
order[64] = 38
order[65] = 152
order[66] = 516
order[67] = 468
order[68] = 469
order[69] = 40
order[70] = 423
order[71] = 44
order[72] = 99
order[73] = 218
order[74] = 220
order[75] = 221
order[76] = 222
order[77] = 235
order[78] = 236
order[79] = 15
order[80] = 376
order[81] = 377
order[82] = 23
order[83] = 117
order[84] = 59
order[85] = 168
order[86] = 432
order[87] = 126
order[88] = 427
order[89] = 12
order[90] = 13
order[91] = 479
order[92] = 497
order[93] = 528
order[94] = 529
order[95] = 582
order[96] = 47
order[97] = 121
order[98] = 120
order[99] = 58
order[100] = 354
order[101] = 355
order[102] = 193
order[103] = 192
order[104] = 640
order[105] = 77
order[106] = 203
order[107] = 210
order[108] = 211
order[109] = 388
order[110] = 389
order[111] = 494
order[112] = 158
order[113] = 159
order[114] = 118
order[115] = 0
super(73, 11, order)
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoStipulations < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 233
order[1] = 234
order[2] = 0
super(232, 233, order)
end
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 79
order[1] = 467
order[2] = 539
order[3] = 80
order[4] = 0
super(78, 79, order)
end
class NoNestedPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
super(539, 524, order)
end
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 336
order[1] = 625
order[2] = 0
super(386, 336, order)
end
end
end
end
class OrderCancelRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("F") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
class OrderCancelReplaceRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("G") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 79
order[1] = 467
order[2] = 539
order[3] = 80
order[4] = 0
super(78, 79, order)
end
class NoNestedPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
super(539, 524, order)
end
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 336
order[1] = 625
order[2] = 0
super(386, 336, order)
end
end
end
class OrderStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("H") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
class Allocation < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("J") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoOrders < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(6)
order[0] = 11
order[1] = 37
order[2] = 198
order[3] = 526
order[4] = 66
order[5] = 0
super(73, 11, order)
end
end
class NoExecs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(6)
order[0] = 32
order[1] = 17
order[2] = 527
order[3] = 31
order[4] = 29
order[5] = 0
super(124, 32, order)
end
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(25)
order[0] = 79
order[1] = 366
order[2] = 80
order[3] = 467
order[4] = 81
order[5] = 539
order[6] = 208
order[7] = 209
order[8] = 161
order[9] = 360
order[10] = 361
order[11] = 12
order[12] = 13
order[13] = 479
order[14] = 497
order[15] = 153
order[16] = 154
order[17] = 119
order[18] = 120
order[19] = 155
order[20] = 156
order[21] = 159
order[22] = 160
order[23] = 136
order[24] = 0
super(78, 79, order)
end
class NoNestedPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
super(539, 524, order)
end
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(13)
order[0] = 11
order[1] = 526
order[2] = 14
order[3] = 39
order[4] = 636
order[5] = 151
order[6] = 84
order[7] = 6
order[8] = 103
order[9] = 58
order[10] = 354
order[11] = 355
order[12] = 0
super(73, 11, order)
end
end
end
class AllocationAck < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("P") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
end
class DontKnowTrade < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("Q") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
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(62)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 140
order[34] = 303
order[35] = 537
order[36] = 336
order[37] = 625
order[38] = 229
order[39] = 232
order[40] = 54
order[41] = 465
order[42] = 38
order[43] = 152
order[44] = 63
order[45] = 64
order[46] = 40
order[47] = 193
order[48] = 192
order[49] = 126
order[50] = 60
order[51] = 15
order[52] = 218
order[53] = 220
order[54] = 221
order[55] = 222
order[56] = 423
order[57] = 44
order[58] = 640
order[59] = 235
order[60] = 236
order[61] = 0
super(146, 55, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoStipulations < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 233
order[1] = 234
order[2] = 0
super(232, 233, order)
end
end
end
end
class Quote < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("S") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
class SettlementInstructions < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("T") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
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(34)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 0
super(146, 55, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 336
order[1] = 625
order[2] = 0
super(386, 336, order)
end
end
end
class MarketDataSnapshotFullRefresh < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("W") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoMDEntries < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(33)
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] = 625
order[10] = 276
order[11] = 277
order[12] = 282
order[13] = 283
order[14] = 284
order[15] = 286
order[16] = 59
order[17] = 432
order[18] = 126
order[19] = 110
order[20] = 18
order[21] = 287
order[22] = 37
order[23] = 299
order[24] = 288
order[25] = 289
order[26] = 346
order[27] = 290
order[28] = 546
order[29] = 58
order[30] = 354
order[31] = 355
order[32] = 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(76)
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] = 454
order[10] = 460
order[11] = 461
order[12] = 167
order[13] = 200
order[14] = 541
order[15] = 224
order[16] = 225
order[17] = 239
order[18] = 226
order[19] = 227
order[20] = 228
order[21] = 255
order[22] = 543
order[23] = 470
order[24] = 471
order[25] = 472
order[26] = 240
order[27] = 202
order[28] = 206
order[29] = 231
order[30] = 223
order[31] = 207
order[32] = 106
order[33] = 348
order[34] = 349
order[35] = 107
order[36] = 350
order[37] = 351
order[38] = 291
order[39] = 292
order[40] = 270
order[41] = 15
order[42] = 271
order[43] = 272
order[44] = 273
order[45] = 274
order[46] = 275
order[47] = 336
order[48] = 625
order[49] = 276
order[50] = 277
order[51] = 282
order[52] = 283
order[53] = 284
order[54] = 286
order[55] = 59
order[56] = 432
order[57] = 126
order[58] = 110
order[59] = 18
order[60] = 287
order[61] = 37
order[62] = 299
order[63] = 288
order[64] = 289
order[65] = 346
order[66] = 290
order[67] = 546
order[68] = 387
order[69] = 449
order[70] = 450
order[71] = 451
order[72] = 58
order[73] = 354
order[74] = 355
order[75] = 0
super(268, 279, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
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 NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoQuoteEntries < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(34)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 0
super(295, 55, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
end
class QuoteStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("a") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
end
class MassQuoteAcknowledgement < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("b") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoQuoteSets < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(38)
order[0] = 302
order[1] = 311
order[2] = 312
order[3] = 309
order[4] = 305
order[5] = 457
order[6] = 462
order[7] = 463
order[8] = 310
order[9] = 313
order[10] = 542
order[11] = 315
order[12] = 241
order[13] = 242
order[14] = 243
order[15] = 244
order[16] = 245
order[17] = 246
order[18] = 256
order[19] = 595
order[20] = 592
order[21] = 593
order[22] = 594
order[23] = 247
order[24] = 316
order[25] = 317
order[26] = 436
order[27] = 435
order[28] = 308
order[29] = 306
order[30] = 362
order[31] = 363
order[32] = 307
order[33] = 364
order[34] = 365
order[35] = 304
order[36] = 295
order[37] = 0
super(296, 302, order)
end
class NoUnderlyingSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 458
order[1] = 459
order[2] = 0
super(457, 458, order)
end
end
class NoQuoteEntries < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(59)
order[0] = 299
order[1] = 55
order[2] = 65
order[3] = 48
order[4] = 22
order[5] = 454
order[6] = 460
order[7] = 461
order[8] = 167
order[9] = 200
order[10] = 541
order[11] = 224
order[12] = 225
order[13] = 239
order[14] = 226
order[15] = 227
order[16] = 228
order[17] = 255
order[18] = 543
order[19] = 470
order[20] = 471
order[21] = 472
order[22] = 240
order[23] = 202
order[24] = 206
order[25] = 231
order[26] = 223
order[27] = 207
order[28] = 106
order[29] = 348
order[30] = 349
order[31] = 107
order[32] = 350
order[33] = 351
order[34] = 132
order[35] = 133
order[36] = 134
order[37] = 135
order[38] = 62
order[39] = 188
order[40] = 190
order[41] = 189
order[42] = 191
order[43] = 631
order[44] = 632
order[45] = 633
order[46] = 634
order[47] = 60
order[48] = 336
order[49] = 625
order[50] = 64
order[51] = 40
order[52] = 193
order[53] = 192
order[54] = 642
order[55] = 643
order[56] = 15
order[57] = 368
order[58] = 0
super(295, 299, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
end
end
class SecurityDefinitionRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("c") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoLegs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(37)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 604
order[5] = 607
order[6] = 608
order[7] = 609
order[8] = 610
order[9] = 611
order[10] = 248
order[11] = 249
order[12] = 250
order[13] = 251
order[14] = 252
order[15] = 253
order[16] = 257
order[17] = 599
order[18] = 596
order[19] = 597
order[20] = 598
order[21] = 254
order[22] = 612
order[23] = 613
order[24] = 614
order[25] = 615
order[26] = 616
order[27] = 617
order[28] = 618
order[29] = 619
order[30] = 620
order[31] = 621
order[32] = 622
order[33] = 623
order[34] = 624
order[35] = 556
order[36] = 0
super(555, 600, order)
end
class NoLegSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 605
order[1] = 606
order[2] = 0
super(604, 605, order)
end
end
end
end
class SecurityDefinition < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("d") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoLegs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(37)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 604
order[5] = 607
order[6] = 608
order[7] = 609
order[8] = 610
order[9] = 611
order[10] = 248
order[11] = 249
order[12] = 250
order[13] = 251
order[14] = 252
order[15] = 253
order[16] = 257
order[17] = 599
order[18] = 596
order[19] = 597
order[20] = 598
order[21] = 254
order[22] = 612
order[23] = 613
order[24] = 614
order[25] = 615
order[26] = 616
order[27] = 617
order[28] = 618
order[29] = 619
order[30] = 620
order[31] = 621
order[32] = 622
order[33] = 623
order[34] = 624
order[35] = 556
order[36] = 0
super(555, 600, order)
end
class NoLegSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 605
order[1] = 606
order[2] = 0
super(604, 605, order)
end
end
end
end
class SecurityStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("e") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
class SecurityStatus < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("f") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
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 NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoQuoteSets < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(39)
order[0] = 302
order[1] = 311
order[2] = 312
order[3] = 309
order[4] = 305
order[5] = 457
order[6] = 462
order[7] = 463
order[8] = 310
order[9] = 313
order[10] = 542
order[11] = 315
order[12] = 241
order[13] = 242
order[14] = 243
order[15] = 244
order[16] = 245
order[17] = 246
order[18] = 256
order[19] = 595
order[20] = 592
order[21] = 593
order[22] = 594
order[23] = 247
order[24] = 316
order[25] = 317
order[26] = 436
order[27] = 435
order[28] = 308
order[29] = 306
order[30] = 362
order[31] = 363
order[32] = 307
order[33] = 364
order[34] = 365
order[35] = 367
order[36] = 304
order[37] = 295
order[38] = 0
super(296, 302, order)
end
class NoUnderlyingSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 458
order[1] = 459
order[2] = 0
super(457, 458, order)
end
end
class NoQuoteEntries < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(58)
order[0] = 299
order[1] = 55
order[2] = 65
order[3] = 48
order[4] = 22
order[5] = 454
order[6] = 460
order[7] = 461
order[8] = 167
order[9] = 200
order[10] = 541
order[11] = 224
order[12] = 225
order[13] = 239
order[14] = 226
order[15] = 227
order[16] = 228
order[17] = 255
order[18] = 543
order[19] = 470
order[20] = 471
order[21] = 472
order[22] = 240
order[23] = 202
order[24] = 206
order[25] = 231
order[26] = 223
order[27] = 207
order[28] = 106
order[29] = 348
order[30] = 349
order[31] = 107
order[32] = 350
order[33] = 351
order[34] = 132
order[35] = 133
order[36] = 134
order[37] = 135
order[38] = 62
order[39] = 188
order[40] = 190
order[41] = 189
order[42] = 191
order[43] = 631
order[44] = 632
order[45] = 633
order[46] = 634
order[47] = 60
order[48] = 336
order[49] = 625
order[50] = 64
order[51] = 40
order[52] = 193
order[53] = 192
order[54] = 642
order[55] = 643
order[56] = 15
order[57] = 0
super(295, 299, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
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(9)
order[0] = 66
order[1] = 54
order[2] = 336
order[3] = 625
order[4] = 430
order[5] = 63
order[6] = 64
order[7] = 1
order[8] = 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(19)
order[0] = 12
order[1] = 13
order[2] = 479
order[3] = 497
order[4] = 66
order[5] = 421
order[6] = 54
order[7] = 44
order[8] = 423
order[9] = 406
order[10] = 430
order[11] = 63
order[12] = 64
order[13] = 336
order[14] = 625
order[15] = 58
order[16] = 354
order[17] = 355
order[18] = 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(43)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 140
order[34] = 11
order[35] = 526
order[36] = 54
order[37] = 44
order[38] = 15
order[39] = 58
order[40] = 354
order[41] = 355
order[42] = 0
super(428, 55, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
end
class XMLnonFIX < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("n") )
end
end
class RegistrationInstructions < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("o") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoRegistDtls < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(9)
order[0] = 509
order[1] = 511
order[2] = 474
order[3] = 482
order[4] = 539
order[5] = 522
order[6] = 486
order[7] = 475
order[8] = 0
super(473, 509, order)
end
class NoNestedPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
super(539, 524, order)
end
end
end
class NoDistribInsts < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(8)
order[0] = 477
order[1] = 512
order[2] = 478
order[3] = 498
order[4] = 499
order[5] = 500
order[6] = 501
order[7] = 0
super(510, 477, order)
end
end
end
class RegistrationInstructionsResponse < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("p") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
end
class OrderMassCancelRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("q") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoUnderlyingSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 458
order[1] = 459
order[2] = 0
super(457, 458, order)
end
end
end
class OrderMassCancelReport < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("r") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoUnderlyingSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 458
order[1] = 459
order[2] = 0
super(457, 458, order)
end
end
class NoAffectedOrders < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(4)
order[0] = 41
order[1] = 535
order[2] = 536
order[3] = 0
super(534, 41, order)
end
end
end
class NewOrderCross < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("s") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoStipulations < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 233
order[1] = 234
order[2] = 0
super(232, 233, order)
end
end
class NoSides < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(37)
order[0] = 54
order[1] = 11
order[2] = 526
order[3] = 583
order[4] = 453
order[5] = 229
order[6] = 1
order[7] = 581
order[8] = 589
order[9] = 590
order[10] = 591
order[11] = 78
order[12] = 465
order[13] = 38
order[14] = 152
order[15] = 516
order[16] = 468
order[17] = 469
order[18] = 12
order[19] = 13
order[20] = 479
order[21] = 497
order[22] = 528
order[23] = 529
order[24] = 582
order[25] = 121
order[26] = 120
order[27] = 58
order[28] = 354
order[29] = 355
order[30] = 77
order[31] = 203
order[32] = 544
order[33] = 635
order[34] = 377
order[35] = 659
order[36] = 0
super(552, 54, order)
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 79
order[1] = 467
order[2] = 539
order[3] = 80
order[4] = 0
super(78, 79, order)
end
class NoNestedPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
super(539, 524, order)
end
end
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 336
order[1] = 625
order[2] = 0
super(386, 336, order)
end
end
end
class CrossOrderCancelRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("u") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoSides < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(18)
order[0] = 54
order[1] = 41
order[2] = 11
order[3] = 526
order[4] = 583
order[5] = 586
order[6] = 453
order[7] = 229
order[8] = 38
order[9] = 152
order[10] = 516
order[11] = 468
order[12] = 469
order[13] = 376
order[14] = 58
order[15] = 354
order[16] = 355
order[17] = 0
super(552, 54, order)
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
end
end
class CrossOrderCancelReplaceRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("t") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoStipulations < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 233
order[1] = 234
order[2] = 0
super(232, 233, order)
end
end
class NoSides < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(39)
order[0] = 54
order[1] = 41
order[2] = 11
order[3] = 526
order[4] = 583
order[5] = 586
order[6] = 453
order[7] = 229
order[8] = 1
order[9] = 581
order[10] = 589
order[11] = 590
order[12] = 591
order[13] = 78
order[14] = 465
order[15] = 38
order[16] = 152
order[17] = 516
order[18] = 468
order[19] = 469
order[20] = 12
order[21] = 13
order[22] = 479
order[23] = 497
order[24] = 528
order[25] = 529
order[26] = 582
order[27] = 121
order[28] = 120
order[29] = 58
order[30] = 354
order[31] = 355
order[32] = 77
order[33] = 203
order[34] = 544
order[35] = 635
order[36] = 377
order[37] = 659
order[38] = 0
super(552, 54, order)
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 79
order[1] = 467
order[2] = 539
order[3] = 80
order[4] = 0
super(78, 79, order)
end
class NoNestedPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
super(539, 524, order)
end
end
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 336
order[1] = 625
order[2] = 0
super(386, 336, order)
end
end
end
class SecurityTypeRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("v") )
end
end
class SecurityTypes < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("w") )
end
class NoSecurityTypes < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(4)
order[0] = 167
order[1] = 460
order[2] = 461
order[3] = 0
super(558, 167, order)
end
end
end
class SecurityListRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("x") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
class SecurityList < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("y") )
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(43)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 15
order[34] = 555
order[35] = 561
order[36] = 562
order[37] = 336
order[38] = 625
order[39] = 58
order[40] = 354
order[41] = 355
order[42] = 0
super(146, 55, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoLegs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(37)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 604
order[5] = 607
order[6] = 608
order[7] = 609
order[8] = 610
order[9] = 611
order[10] = 248
order[11] = 249
order[12] = 250
order[13] = 251
order[14] = 252
order[15] = 253
order[16] = 257
order[17] = 599
order[18] = 596
order[19] = 597
order[20] = 598
order[21] = 254
order[22] = 612
order[23] = 613
order[24] = 614
order[25] = 615
order[26] = 616
order[27] = 617
order[28] = 618
order[29] = 619
order[30] = 620
order[31] = 621
order[32] = 622
order[33] = 623
order[34] = 624
order[35] = 556
order[36] = 0
super(555, 600, order)
end
class NoLegSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 605
order[1] = 606
order[2] = 0
super(604, 605, order)
end
end
end
end
end
class DerivativeSecurityListRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("z") )
end
class NoUnderlyingSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 458
order[1] = 459
order[2] = 0
super(457, 458, order)
end
end
end
class DerivativeSecurityList < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("AA") )
end
class NoUnderlyingSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 458
order[1] = 459
order[2] = 0
super(457, 458, order)
end
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(41)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 15
order[34] = 555
order[35] = 336
order[36] = 625
order[37] = 58
order[38] = 354
order[39] = 355
order[40] = 0
super(146, 55, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoLegs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(37)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 604
order[5] = 607
order[6] = 608
order[7] = 609
order[8] = 610
order[9] = 611
order[10] = 248
order[11] = 249
order[12] = 250
order[13] = 251
order[14] = 252
order[15] = 253
order[16] = 257
order[17] = 599
order[18] = 596
order[19] = 597
order[20] = 598
order[21] = 254
order[22] = 612
order[23] = 613
order[24] = 614
order[25] = 615
order[26] = 616
order[27] = 617
order[28] = 618
order[29] = 619
order[30] = 620
order[31] = 621
order[32] = 622
order[33] = 623
order[34] = 624
order[35] = 556
order[36] = 0
super(555, 600, order)
end
class NoLegSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 605
order[1] = 606
order[2] = 0
super(604, 605, order)
end
end
end
end
end
class NewOrderMultileg < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("AB") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(4)
order[0] = 79
order[1] = 467
order[2] = 80
order[3] = 0
super(78, 79, order)
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 336
order[1] = 625
order[2] = 0
super(386, 336, order)
end
end
class NoLegs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(43)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 604
order[5] = 607
order[6] = 608
order[7] = 609
order[8] = 610
order[9] = 611
order[10] = 248
order[11] = 249
order[12] = 250
order[13] = 251
order[14] = 252
order[15] = 253
order[16] = 257
order[17] = 599
order[18] = 596
order[19] = 597
order[20] = 598
order[21] = 254
order[22] = 612
order[23] = 613
order[24] = 614
order[25] = 615
order[26] = 616
order[27] = 617
order[28] = 618
order[29] = 619
order[30] = 620
order[31] = 621
order[32] = 622
order[33] = 623
order[34] = 624
order[35] = 564
order[36] = 565
order[37] = 539
order[38] = 654
order[39] = 566
order[40] = 587
order[41] = 588
order[42] = 0
super(555, 600, order)
end
class NoLegSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 605
order[1] = 606
order[2] = 0
super(604, 605, order)
end
end
class NoNestedPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
super(539, 524, order)
end
end
end
end
class MultilegOrderCancelReplaceRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("AC") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoAllocs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(4)
order[0] = 79
order[1] = 467
order[2] = 80
order[3] = 0
super(78, 79, order)
end
end
class NoTradingSessions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 336
order[1] = 625
order[2] = 0
super(386, 336, order)
end
end
class NoLegs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(43)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 604
order[5] = 607
order[6] = 608
order[7] = 609
order[8] = 610
order[9] = 611
order[10] = 248
order[11] = 249
order[12] = 250
order[13] = 251
order[14] = 252
order[15] = 253
order[16] = 257
order[17] = 599
order[18] = 596
order[19] = 597
order[20] = 598
order[21] = 254
order[22] = 612
order[23] = 613
order[24] = 614
order[25] = 615
order[26] = 616
order[27] = 617
order[28] = 618
order[29] = 619
order[30] = 620
order[31] = 621
order[32] = 622
order[33] = 623
order[34] = 624
order[35] = 564
order[36] = 565
order[37] = 539
order[38] = 654
order[39] = 566
order[40] = 587
order[41] = 588
order[42] = 0
super(555, 600, order)
end
class NoLegSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 605
order[1] = 606
order[2] = 0
super(604, 605, order)
end
end
class NoNestedPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
super(539, 524, order)
end
end
end
end
class TradeCaptureReportRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("AD") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoDates < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 75
order[1] = 60
order[2] = 0
super(580, 75, order)
end
end
end
class TradeCaptureReport < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("AE") )
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoSides < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(46)
order[0] = 54
order[1] = 37
order[2] = 198
order[3] = 11
order[4] = 453
order[5] = 1
order[6] = 581
order[7] = 81
order[8] = 575
order[9] = 576
order[10] = 635
order[11] = 578
order[12] = 579
order[13] = 15
order[14] = 376
order[15] = 377
order[16] = 528
order[17] = 529
order[18] = 582
order[19] = 483
order[20] = 336
order[21] = 625
order[22] = 12
order[23] = 13
order[24] = 479
order[25] = 497
order[26] = 381
order[27] = 157
order[28] = 230
order[29] = 158
order[30] = 159
order[31] = 238
order[32] = 237
order[33] = 118
order[34] = 119
order[35] = 120
order[36] = 155
order[37] = 156
order[38] = 77
order[39] = 58
order[40] = 354
order[41] = 355
order[42] = 442
order[43] = 518
order[44] = 136
order[45] = 0
super(552, 54, order)
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoClearingInstructions < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(2)
order[0] = 577
order[1] = 0
super(576, 577, order)
end
end
class NoContAmts < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(4)
order[0] = 519
order[1] = 520
order[2] = 521
order[3] = 0
super(518, 519, order)
end
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 OrderMassStatusRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("AF") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoUnderlyingSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 458
order[1] = 459
order[2] = 0
super(457, 458, order)
end
end
end
class QuoteRequestReject < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("AG") )
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(62)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 140
order[34] = 303
order[35] = 537
order[36] = 336
order[37] = 625
order[38] = 229
order[39] = 232
order[40] = 54
order[41] = 465
order[42] = 38
order[43] = 152
order[44] = 63
order[45] = 64
order[46] = 40
order[47] = 193
order[48] = 192
order[49] = 126
order[50] = 60
order[51] = 15
order[52] = 218
order[53] = 220
order[54] = 221
order[55] = 222
order[56] = 423
order[57] = 44
order[58] = 640
order[59] = 235
order[60] = 236
order[61] = 0
super(146, 55, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
class NoStipulations < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 233
order[1] = 234
order[2] = 0
super(232, 233, order)
end
end
end
end
class RFQRequest < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("AH") )
end
class NoRelatedSym < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(39)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 140
order[34] = 303
order[35] = 537
order[36] = 336
order[37] = 625
order[38] = 0
super(146, 55, order)
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
end
class QuoteStatusReport < Message
def initialize
super
getHeader().setField( Quickfix::MsgType.new("AI") )
end
class NoPartyIDs < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
super(453, 448, order)
end
end
class NoSecurityAltID < Quickfix::Group
def initialize
order = Quickfix::IntArray.new(3)
order[0] = 455
order[1] = 456
order[2] = 0
super(454, 455, order)
end
end
end
end