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import quickfix as fix
class Message(fix.Message):
def __init__(self):
fix.Message.__init__(self)
self.getHeader().setField( fix.BeginString("FIX.4.1") )
class Heartbeat(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("0") )
class TestRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("1") )
class ResendRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("2") )
class Reject(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("3") )
class SequenceReset(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("4") )
class Logout(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("5") )
class IOI(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("6") )
class NoIOIQualifiers(fix.Group):
def __init__(self):
order = fix.IntArray(2)
order[0] = 104
order[1] = 0
fix.Group.__init__(self, 199, 104, order)
class Advertisement(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("7") )
class ExecutionReport(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("8") )
class OrderCancelReject(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("9") )
class Logon(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("A") )
class News(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("B") )
class NoRelatedSym(fix.Group):
def __init__(self):
order = fix.IntArray(14)
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] = 207
order[11] = 106
order[12] = 107
order[13] = 0
fix.Group.__init__(self, 146, 46, order)
class LinesOfText(fix.Group):
def __init__(self):
order = fix.IntArray(2)
order[0] = 58
order[1] = 0
fix.Group.__init__(self, 33, 58, order)
class Email(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("C") )
class NoRelatedSym(fix.Group):
def __init__(self):
order = fix.IntArray(14)
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] = 207
order[11] = 106
order[12] = 107
order[13] = 0
fix.Group.__init__(self, 146, 46, order)
class LinesOfText(fix.Group):
def __init__(self):
order = fix.IntArray(2)
order[0] = 58
order[1] = 0
fix.Group.__init__(self, 33, 58, order)
class NewOrderSingle(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("D") )
class NewOrderList(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("E") )
class OrderCancelRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("F") )
class OrderCancelReplaceRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("G") )
class OrderStatusRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("H") )
class Allocation(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("J") )
class NoOrders(fix.Group):
def __init__(self):
order = fix.IntArray(6)
order[0] = 11
order[1] = 37
order[2] = 198
order[3] = 66
order[4] = 105
order[5] = 0
fix.Group.__init__(self, 73, 11, order)
class NoExecs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 32
order[1] = 17
order[2] = 31
order[3] = 29
order[4] = 0
fix.Group.__init__(self, 124, 32, order)
class NoAllocs(fix.Group):
def __init__(self):
order = fix.IntArray(21)
order[0] = 79
order[1] = 80
order[2] = 81
order[3] = 92
order[4] = 208
order[5] = 209
order[6] = 161
order[7] = 76
order[8] = 109
order[9] = 12
order[10] = 13
order[11] = 153
order[12] = 154
order[13] = 119
order[14] = 120
order[15] = 155
order[16] = 156
order[17] = 159
order[18] = 160
order[19] = 136
order[20] = 0
fix.Group.__init__(self, 78, 79, order)
class NoMiscFees(fix.Group):
def __init__(self):
order = fix.IntArray(4)
order[0] = 137
order[1] = 138
order[2] = 139
order[3] = 0
fix.Group.__init__(self, 136, 137, order)
class ListCancelRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("K") )
class ListExecute(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("L") )
class ListStatusRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("M") )
class ListStatus(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("N") )
class NoOrders(fix.Group):
def __init__(self):
order = fix.IntArray(6)
order[0] = 11
order[1] = 14
order[2] = 151
order[3] = 84
order[4] = 6
order[5] = 0
fix.Group.__init__(self, 73, 11, order)
class AllocationInstructionAck(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("P") )
class DontKnowTrade(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("Q") )
class QuoteRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("R") )
class Quote(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("S") )
class SettlementInstructions(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("T") )