public ListStatusRequest(
QuickFix.Fields.ListID aListID
)
: this()
{
this.ListID = aListID;
}
public Confirmation(
QuickFix.Fields.ConfirmID aConfirmID,
QuickFix.Fields.ConfirmTransType aConfirmTransType,
QuickFix.Fields.ConfirmType aConfirmType,
QuickFix.Fields.ConfirmStatus aConfirmStatus,
QuickFix.Fields.TransactTime aTransactTime,
QuickFix.Fields.TradeDate aTradeDate,
QuickFix.Fields.AllocQty aAllocQty,
QuickFix.Fields.Side aSide,
QuickFix.Fields.AllocAccount aAllocAccount,
QuickFix.Fields.AvgPx aAvgPx,
QuickFix.Fields.GrossTradeAmt aGrossTradeAmt,
QuickFix.Fields.NetMoney aNetMoney
)
: this()
{
this.ConfirmID = aConfirmID;
this.ConfirmTransType = aConfirmTransType;
this.ConfirmType = aConfirmType;
this.ConfirmStatus = aConfirmStatus;
this.TransactTime = aTransactTime;
this.TradeDate = aTradeDate;
this.AllocQty = aAllocQty;
this.Side = aSide;
this.AllocAccount = aAllocAccount;
this.AvgPx = aAvgPx;
this.GrossTradeAmt = aGrossTradeAmt;
this.NetMoney = aNetMoney;
}
public QuoteRequestReject(
QuickFix.QuoteReqID aQuoteReqID,
QuickFix.QuoteRequestRejectReason aQuoteRequestRejectReason )
: base(MsgType()) {
set(aQuoteReqID);
set(aQuoteRequestRejectReason);
}
public TradingSessionStatusRequest(
QuickFix.TradSesReqID aTradSesReqID,
QuickFix.SubscriptionRequestType aSubscriptionRequestType )
: base(MsgType()) {
set(aTradSesReqID);
set(aSubscriptionRequestType);
}
public TradeCaptureReport(
QuickFix.LastQty aLastQty,
QuickFix.LastPx aLastPx )
: base(MsgType()) {
set(aLastQty);
set(aLastPx);
}
public NetworkCounterpartySystemStatusResponse(
QuickFix.NetworkStatusResponseType aNetworkStatusResponseType,
QuickFix.NetworkResponseID aNetworkResponseID )
: base(MsgType()) {
set(aNetworkStatusResponseType);
set(aNetworkResponseID);
}
public Email(
QuickFix.Fields.EmailType aEmailType
)
: this()
{
this.EmailType = aEmailType;
}
public CollateralInquiryAck(
QuickFix.CollInquiryID aCollInquiryID,
QuickFix.CollInquiryStatus aCollInquiryStatus )
: base(MsgType()) {
set(aCollInquiryID);
set(aCollInquiryStatus);
}
public TestRequest(
QuickFix.Fields.TestReqID aTestReqID
)
: this()
{
this.TestReqID = aTestReqID;
}
public BusinessMessageReject(
QuickFix.RefMsgType aRefMsgType,
QuickFix.BusinessRejectReason aBusinessRejectReason )
: base(MsgType()) {
set(aRefMsgType);
set(aBusinessRejectReason);
}
public TradingSessionStatus(
QuickFix.TradingSessionID aTradingSessionID,
QuickFix.TradSesStatus aTradSesStatus )
: base(MsgType()) {
set(aTradingSessionID);
set(aTradSesStatus);
}
public SecurityDefinitionRequest(
QuickFix.SecurityReqID aSecurityReqID,
QuickFix.SecurityRequestType aSecurityRequestType )
: base(MsgType()) {
set(aSecurityReqID);
set(aSecurityRequestType);
}
public Quote(
QuickFix.QuoteID aQuoteID,
QuickFix.Symbol aSymbol )
: base(MsgType()) {
set(aQuoteID);
set(aSymbol);
}
public AssignmentReport(
QuickFix.Fields.AsgnRptID aAsgnRptID,
QuickFix.Fields.AccountType aAccountType,
QuickFix.Fields.SettlPrice aSettlPrice,
QuickFix.Fields.SettlPriceType aSettlPriceType,
QuickFix.Fields.UnderlyingSettlPrice aUnderlyingSettlPrice,
QuickFix.Fields.AssignmentMethod aAssignmentMethod,
QuickFix.Fields.OpenInterest aOpenInterest,
QuickFix.Fields.ExerciseMethod aExerciseMethod,
QuickFix.Fields.SettlSessID aSettlSessID,
QuickFix.Fields.SettlSessSubID aSettlSessSubID,
QuickFix.Fields.ClearingBusinessDate aClearingBusinessDate
) : this()
{
this.AsgnRptID = aAsgnRptID;
this.AccountType = aAccountType;
this.SettlPrice = aSettlPrice;
this.SettlPriceType = aSettlPriceType;
this.UnderlyingSettlPrice = aUnderlyingSettlPrice;
this.AssignmentMethod = aAssignmentMethod;
this.OpenInterest = aOpenInterest;
this.ExerciseMethod = aExerciseMethod;
this.SettlSessID = aSettlSessID;
this.SettlSessSubID = aSettlSessSubID;
this.ClearingBusinessDate = aClearingBusinessDate;
}
public TradeCaptureReportRequest(
QuickFix.TradeRequestID aTradeRequestID,
QuickFix.TradeRequestType aTradeRequestType )
: base(MsgType()) {
set(aTradeRequestID);
set(aTradeRequestType);
}
public News(
QuickFix.Fields.Headline aHeadline
)
: this()
{
this.Headline = aHeadline;
}
public CollateralReport(
QuickFix.CollRptID aCollRptID,
QuickFix.CollStatus aCollStatus )
: base(MsgType()) {
set(aCollRptID);
set(aCollStatus);
}
public ApplicationMessageRequestAck(
QuickFix.Fields.ApplResponseID aApplResponseID
)
: this()
{
this.ApplResponseID = aApplResponseID;
}
public MarketDefinitionUpdateReport(
QuickFix.MarketReportID aMarketReportID,
QuickFix.MarketID aMarketID )
: base(MsgType()) {
set(aMarketReportID);
set(aMarketID);
}
public SettlementInstructionRequest(
QuickFix.SettlInstReqID aSettlInstReqID,
QuickFix.TransactTime aTransactTime )
: base(MsgType()) {
set(aSettlInstReqID);
set(aTransactTime);
}
public QuoteRequest(
QuickFix.Fields.QuoteReqID aQuoteReqID
)
: this()
{
this.QuoteReqID = aQuoteReqID;
}
public PositionReport(
QuickFix.PosMaintRptID aPosMaintRptID,
QuickFix.ClearingBusinessDate aClearingBusinessDate )
: base(MsgType()) {
set(aPosMaintRptID);
set(aClearingBusinessDate);
}
public DerivativeSecurityList(
QuickFix.Fields.SecurityResponseID aSecurityResponseID
)
: this()
{
this.SecurityResponseID = aSecurityResponseID;
}
public ListExecute(
QuickFix.ListID aListID,
QuickFix.TransactTime aTransactTime )
: base(MsgType()) {
set(aListID);
set(aTransactTime);
}
public MassQuote(
QuickFix.Fields.QuoteID aQuoteID
)
: this()
{
this.QuoteID = aQuoteID;
}
public SecurityStatus(
QuickFix.Fields.Symbol aSymbol
)
: this()
{
this.Symbol = aSymbol;
}
public ExecutionReport(
QuickFix.Fields.OrderID aOrderID,
QuickFix.Fields.ExecID aExecID,
QuickFix.Fields.ExecTransType aExecTransType,
QuickFix.Fields.ExecType aExecType,
QuickFix.Fields.OrdStatus aOrdStatus,
QuickFix.Fields.Symbol aSymbol,
QuickFix.Fields.Side aSide,
QuickFix.Fields.OrderQty aOrderQty,
QuickFix.Fields.LastShares aLastShares,
QuickFix.Fields.LastPx aLastPx,
QuickFix.Fields.LeavesQty aLeavesQty,
QuickFix.Fields.CumQty aCumQty,
QuickFix.Fields.AvgPx aAvgPx
)
: this()
{
this.OrderID = aOrderID;
this.ExecID = aExecID;
this.ExecTransType = aExecTransType;
this.ExecType = aExecType;
this.OrdStatus = aOrdStatus;
this.Symbol = aSymbol;
this.Side = aSide;
this.OrderQty = aOrderQty;
this.LastShares = aLastShares;
this.LastPx = aLastPx;
this.LeavesQty = aLeavesQty;
this.CumQty = aCumQty;
this.AvgPx = aAvgPx;
}
public MarketDataSnapshotFullRefresh(
QuickFix.Fields.Symbol aSymbol
)
: this()
{
this.Symbol = aSymbol;
}
public PartyDetailsListRequest(
QuickFix.Fields.PartyDetailsListRequestID aPartyDetailsListRequestID
)
: this()
{
this.PartyDetailsListRequestID = aPartyDetailsListRequestID;
}
public OrderStatusRequest(
QuickFix.ClOrdID aClOrdID,
QuickFix.Side aSide )
: base(MsgType()) {
set(aClOrdID);
set(aSide);
}
