import quickfix as fix class Message(fix.Message): def __init__(self): fix.Message.__init__(self) self.getHeader().setField( fix.BeginString("FIX.4.0") ) 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 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 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 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 Email(Message): def __init__(self): Message.__init__(self) self.getHeader().setField( fix.MsgType("C") ) 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(5) order[0] = 11 order[1] = 37 order[2] = 66 order[3] = 105 order[4] = 0 fix.Group.__init__(self, 73, 11, order) class NoExecs(fix.Group): def __init__(self): order = fix.IntArray(5) order[0] = 17 order[1] = 32 order[2] = 31 order[3] = 30 order[4] = 0 fix.Group.__init__(self, 124, 17, 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 NoAllocs(fix.Group): def __init__(self): order = fix.IntArray(11) order[0] = 79 order[1] = 80 order[2] = 81 order[3] = 76 order[4] = 109 order[5] = 12 order[6] = 13 order[7] = 85 order[8] = 92 order[9] = 86 order[10] = 0 fix.Group.__init__(self, 78, 79, 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(5) order[0] = 11 order[1] = 14 order[2] = 84 order[3] = 6 order[4] = 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") )