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") )