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12239 lines (11646 loc) · 246 KB
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import quickfix as fix
class Message(fix.Message):
def __init__(self):
fix.Message.__init__(self)
self.getHeader().setField( fix.BeginString("FIXT.1.1") )
self.getHeader().setField( fix.ApplVerID("7") )
class IOI(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("6") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 802
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoPartySubIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 523
order[1] = 803
order[2] = 0
fix.Group.__init__(self, 802, 523, order)
class NoUnderlyings(fix.Group):
def __init__(self):
order = fix.IntArray(57)
order[0] = 311
order[1] = 312
order[2] = 309
order[3] = 305
order[4] = 462
order[5] = 463
order[6] = 310
order[7] = 763
order[8] = 313
order[9] = 542
order[10] = 315
order[11] = 241
order[12] = 242
order[13] = 243
order[14] = 244
order[15] = 245
order[16] = 246
order[17] = 256
order[18] = 595
order[19] = 592
order[20] = 593
order[21] = 594
order[22] = 247
order[23] = 316
order[24] = 941
order[25] = 317
order[26] = 436
order[27] = 998
order[28] = 1000
order[29] = 435
order[30] = 308
order[31] = 306
order[32] = 362
order[33] = 363
order[34] = 307
order[35] = 364
order[36] = 365
order[37] = 877
order[38] = 878
order[39] = 972
order[40] = 318
order[41] = 879
order[42] = 975
order[43] = 973
order[44] = 974
order[45] = 810
order[46] = 882
order[47] = 883
order[48] = 884
order[49] = 885
order[50] = 886
order[51] = 1044
order[52] = 1045
order[53] = 1046
order[54] = 1038
order[55] = 1039
order[56] = 0
fix.Group.__init__(self, 711, 311, order)
class NoStipulations(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 233
order[1] = 234
order[2] = 0
fix.Group.__init__(self, 232, 233, order)
class NoLegs(fix.Group):
def __init__(self):
order = fix.IntArray(47)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 607
order[5] = 608
order[6] = 609
order[7] = 764
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] = 942
order[24] = 613
order[25] = 614
order[26] = 999
order[27] = 1001
order[28] = 615
order[29] = 616
order[30] = 617
order[31] = 618
order[32] = 619
order[33] = 620
order[34] = 621
order[35] = 622
order[36] = 623
order[37] = 624
order[38] = 556
order[39] = 740
order[40] = 739
order[41] = 955
order[42] = 956
order[43] = 1017
order[44] = 682
order[45] = 683
order[46] = 0
fix.Group.__init__(self, 555, 600, order)
class NoLegStipulations(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 688
order[1] = 689
order[2] = 0
fix.Group.__init__(self, 683, 688, order)
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 NoRoutingIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 216
order[1] = 217
order[2] = 0
fix.Group.__init__(self, 215, 216, order)
class Advertisement(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("7") )
class NoLegs(fix.Group):
def __init__(self):
order = fix.IntArray(45)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 607
order[5] = 608
order[6] = 609
order[7] = 764
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] = 942
order[24] = 613
order[25] = 614
order[26] = 999
order[27] = 1001
order[28] = 615
order[29] = 616
order[30] = 617
order[31] = 618
order[32] = 619
order[33] = 620
order[34] = 621
order[35] = 622
order[36] = 623
order[37] = 624
order[38] = 556
order[39] = 740
order[40] = 739
order[41] = 955
order[42] = 956
order[43] = 1017
order[44] = 0
fix.Group.__init__(self, 555, 600, order)
class NoUnderlyings(fix.Group):
def __init__(self):
order = fix.IntArray(57)
order[0] = 311
order[1] = 312
order[2] = 309
order[3] = 305
order[4] = 462
order[5] = 463
order[6] = 310
order[7] = 763
order[8] = 313
order[9] = 542
order[10] = 315
order[11] = 241
order[12] = 242
order[13] = 243
order[14] = 244
order[15] = 245
order[16] = 246
order[17] = 256
order[18] = 595
order[19] = 592
order[20] = 593
order[21] = 594
order[22] = 247
order[23] = 316
order[24] = 941
order[25] = 317
order[26] = 436
order[27] = 998
order[28] = 1000
order[29] = 435
order[30] = 308
order[31] = 306
order[32] = 362
order[33] = 363
order[34] = 307
order[35] = 364
order[36] = 365
order[37] = 877
order[38] = 878
order[39] = 972
order[40] = 318
order[41] = 879
order[42] = 975
order[43] = 973
order[44] = 974
order[45] = 810
order[46] = 882
order[47] = 883
order[48] = 884
order[49] = 885
order[50] = 886
order[51] = 1044
order[52] = 1045
order[53] = 1046
order[54] = 1038
order[55] = 1039
order[56] = 0
fix.Group.__init__(self, 711, 311, order)
class ExecutionReport(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("8") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 802
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoPartySubIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 523
order[1] = 803
order[2] = 0
fix.Group.__init__(self, 802, 523, order)
class NoContraBrokers(fix.Group):
def __init__(self):
order = fix.IntArray(6)
order[0] = 375
order[1] = 337
order[2] = 437
order[3] = 438
order[4] = 655
order[5] = 0
fix.Group.__init__(self, 382, 375, order)
class NoUnderlyings(fix.Group):
def __init__(self):
order = fix.IntArray(57)
order[0] = 311
order[1] = 312
order[2] = 309
order[3] = 305
order[4] = 462
order[5] = 463
order[6] = 310
order[7] = 763
order[8] = 313
order[9] = 542
order[10] = 315
order[11] = 241
order[12] = 242
order[13] = 243
order[14] = 244
order[15] = 245
order[16] = 246
order[17] = 256
order[18] = 595
order[19] = 592
order[20] = 593
order[21] = 594
order[22] = 247
order[23] = 316
order[24] = 941
order[25] = 317
order[26] = 436
order[27] = 998
order[28] = 1000
order[29] = 435
order[30] = 308
order[31] = 306
order[32] = 362
order[33] = 363
order[34] = 307
order[35] = 364
order[36] = 365
order[37] = 877
order[38] = 878
order[39] = 972
order[40] = 318
order[41] = 879
order[42] = 975
order[43] = 973
order[44] = 974
order[45] = 810
order[46] = 882
order[47] = 883
order[48] = 884
order[49] = 885
order[50] = 886
order[51] = 1044
order[52] = 1045
order[53] = 1046
order[54] = 1038
order[55] = 1039
order[56] = 0
fix.Group.__init__(self, 711, 311, order)
class NoStipulations(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 233
order[1] = 234
order[2] = 0
fix.Group.__init__(self, 232, 233, order)
class NoStrategyParameters(fix.Group):
def __init__(self):
order = fix.IntArray(4)
order[0] = 958
order[1] = 959
order[2] = 960
order[3] = 0
fix.Group.__init__(self, 957, 958, order)
class NoContAmts(fix.Group):
def __init__(self):
order = fix.IntArray(4)
order[0] = 519
order[1] = 520
order[2] = 521
order[3] = 0
fix.Group.__init__(self, 518, 519, order)
class NoLegs(fix.Group):
def __init__(self):
order = fix.IntArray(61)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 607
order[5] = 608
order[6] = 609
order[7] = 764
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] = 942
order[24] = 613
order[25] = 614
order[26] = 999
order[27] = 1001
order[28] = 615
order[29] = 616
order[30] = 617
order[31] = 618
order[32] = 619
order[33] = 620
order[34] = 621
order[35] = 622
order[36] = 623
order[37] = 624
order[38] = 556
order[39] = 740
order[40] = 739
order[41] = 955
order[42] = 956
order[43] = 1017
order[44] = 687
order[45] = 685
order[46] = 690
order[47] = 683
order[48] = 564
order[49] = 565
order[50] = 539
order[51] = 654
order[52] = 566
order[53] = 587
order[54] = 588
order[55] = 637
order[56] = 675
order[57] = 1073
order[58] = 1074
order[59] = 1075
order[60] = 0
fix.Group.__init__(self, 555, 600, order)
class NoLegStipulations(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 688
order[1] = 689
order[2] = 0
fix.Group.__init__(self, 683, 688, order)
class NoNestedPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 804
order[4] = 0
fix.Group.__init__(self, 539, 524, order)
class NoNestedPartySubIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 545
order[1] = 805
order[2] = 0
fix.Group.__init__(self, 804, 545, order)
class NoMiscFees(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 137
order[1] = 138
order[2] = 139
order[3] = 891
order[4] = 0
fix.Group.__init__(self, 136, 137, order)
class NoTrdRegTimestamps(fix.Group):
def __init__(self):
order = fix.IntArray(7)
order[0] = 769
order[1] = 770
order[2] = 771
order[3] = 1033
order[4] = 1034
order[5] = 1035
order[6] = 0
fix.Group.__init__(self, 768, 769, order)
class OrderCancelReject(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("9") )
class News(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("B") )
class NoRoutingIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 216
order[1] = 217
order[2] = 0
fix.Group.__init__(self, 215, 216, order)
class NoRelatedSym(fix.Group):
def __init__(self):
order = fix.IntArray(53)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 460
order[5] = 461
order[6] = 167
order[7] = 762
order[8] = 200
order[9] = 541
order[10] = 1079
order[11] = 201
order[12] = 966
order[13] = 1049
order[14] = 965
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] = 947
order[29] = 967
order[30] = 968
order[31] = 206
order[32] = 231
order[33] = 969
order[34] = 996
order[35] = 997
order[36] = 223
order[37] = 207
order[38] = 970
order[39] = 971
order[40] = 106
order[41] = 348
order[42] = 349
order[43] = 107
order[44] = 350
order[45] = 351
order[46] = 691
order[47] = 667
order[48] = 875
order[49] = 876
order[50] = 873
order[51] = 874
order[52] = 0
fix.Group.__init__(self, 146, 55, order)
class NoLegs(fix.Group):
def __init__(self):
order = fix.IntArray(45)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 607
order[5] = 608
order[6] = 609
order[7] = 764
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] = 942
order[24] = 613
order[25] = 614
order[26] = 999
order[27] = 1001
order[28] = 615
order[29] = 616
order[30] = 617
order[31] = 618
order[32] = 619
order[33] = 620
order[34] = 621
order[35] = 622
order[36] = 623
order[37] = 624
order[38] = 556
order[39] = 740
order[40] = 739
order[41] = 955
order[42] = 956
order[43] = 1017
order[44] = 0
fix.Group.__init__(self, 555, 600, order)
class NoUnderlyings(fix.Group):
def __init__(self):
order = fix.IntArray(57)
order[0] = 311
order[1] = 312
order[2] = 309
order[3] = 305
order[4] = 462
order[5] = 463
order[6] = 310
order[7] = 763
order[8] = 313
order[9] = 542
order[10] = 315
order[11] = 241
order[12] = 242
order[13] = 243
order[14] = 244
order[15] = 245
order[16] = 246
order[17] = 256
order[18] = 595
order[19] = 592
order[20] = 593
order[21] = 594
order[22] = 247
order[23] = 316
order[24] = 941
order[25] = 317
order[26] = 436
order[27] = 998
order[28] = 1000
order[29] = 435
order[30] = 308
order[31] = 306
order[32] = 362
order[33] = 363
order[34] = 307
order[35] = 364
order[36] = 365
order[37] = 877
order[38] = 878
order[39] = 972
order[40] = 318
order[41] = 879
order[42] = 975
order[43] = 973
order[44] = 974
order[45] = 810
order[46] = 882
order[47] = 883
order[48] = 884
order[49] = 885
order[50] = 886
order[51] = 1044
order[52] = 1045
order[53] = 1046
order[54] = 1038
order[55] = 1039
order[56] = 0
fix.Group.__init__(self, 711, 311, order)
class NoLinesOfText(fix.Group):
def __init__(self):
order = fix.IntArray(4)
order[0] = 58
order[1] = 354
order[2] = 355
order[3] = 0
fix.Group.__init__(self, 33, 58, order)
class Email(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("C") )
class NoRoutingIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 216
order[1] = 217
order[2] = 0
fix.Group.__init__(self, 215, 216, order)
class NoRelatedSym(fix.Group):
def __init__(self):
order = fix.IntArray(53)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 460
order[5] = 461
order[6] = 167
order[7] = 762
order[8] = 200
order[9] = 541
order[10] = 1079
order[11] = 201
order[12] = 966
order[13] = 1049
order[14] = 965
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] = 947
order[29] = 967
order[30] = 968
order[31] = 206
order[32] = 231
order[33] = 969
order[34] = 996
order[35] = 997
order[36] = 223
order[37] = 207
order[38] = 970
order[39] = 971
order[40] = 106
order[41] = 348
order[42] = 349
order[43] = 107
order[44] = 350
order[45] = 351
order[46] = 691
order[47] = 667
order[48] = 875
order[49] = 876
order[50] = 873
order[51] = 874
order[52] = 0
fix.Group.__init__(self, 146, 55, order)
class NoUnderlyings(fix.Group):
def __init__(self):
order = fix.IntArray(57)
order[0] = 311
order[1] = 312
order[2] = 309
order[3] = 305
order[4] = 462
order[5] = 463
order[6] = 310
order[7] = 763
order[8] = 313
order[9] = 542
order[10] = 315
order[11] = 241
order[12] = 242
order[13] = 243
order[14] = 244
order[15] = 245
order[16] = 246
order[17] = 256
order[18] = 595
order[19] = 592
order[20] = 593
order[21] = 594
order[22] = 247
order[23] = 316
order[24] = 941
order[25] = 317
order[26] = 436
order[27] = 998
order[28] = 1000
order[29] = 435
order[30] = 308
order[31] = 306
order[32] = 362
order[33] = 363
order[34] = 307
order[35] = 364
order[36] = 365
order[37] = 877
order[38] = 878
order[39] = 972
order[40] = 318
order[41] = 879
order[42] = 975
order[43] = 973
order[44] = 974
order[45] = 810
order[46] = 882
order[47] = 883
order[48] = 884
order[49] = 885
order[50] = 886
order[51] = 1044
order[52] = 1045
order[53] = 1046
order[54] = 1038
order[55] = 1039
order[56] = 0
fix.Group.__init__(self, 711, 311, order)
class NoLegs(fix.Group):
def __init__(self):
order = fix.IntArray(45)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 607
order[5] = 608
order[6] = 609
order[7] = 764
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] = 942
order[24] = 613
order[25] = 614
order[26] = 999
order[27] = 1001
order[28] = 615
order[29] = 616
order[30] = 617
order[31] = 618
order[32] = 619
order[33] = 620
order[34] = 621
order[35] = 622
order[36] = 623
order[37] = 624
order[38] = 556
order[39] = 740
order[40] = 739
order[41] = 955
order[42] = 956
order[43] = 1017
order[44] = 0
fix.Group.__init__(self, 555, 600, order)
class NoLinesOfText(fix.Group):
def __init__(self):
order = fix.IntArray(4)
order[0] = 58
order[1] = 354
order[2] = 355
order[3] = 0
fix.Group.__init__(self, 33, 58, order)
class NewOrderSingle(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("D") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 802
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoPartySubIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 523
order[1] = 803
order[2] = 0
fix.Group.__init__(self, 802, 523, order)
class NoAllocs(fix.Group):
def __init__(self):
order = fix.IntArray(7)
order[0] = 79
order[1] = 661
order[2] = 736
order[3] = 467
order[4] = 539
order[5] = 80
order[6] = 0
fix.Group.__init__(self, 78, 79, order)
class NoNestedPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 804
order[4] = 0
fix.Group.__init__(self, 539, 524, order)
class NoNestedPartySubIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 545
order[1] = 805
order[2] = 0
fix.Group.__init__(self, 804, 545, order)
class NoTradingSessions(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 336
order[1] = 625
order[2] = 0
fix.Group.__init__(self, 386, 336, order)
class NoUnderlyings(fix.Group):
def __init__(self):
order = fix.IntArray(57)
order[0] = 311
order[1] = 312
order[2] = 309
order[3] = 305
order[4] = 462
order[5] = 463
order[6] = 310
order[7] = 763
order[8] = 313
order[9] = 542
order[10] = 315
order[11] = 241
order[12] = 242
order[13] = 243
order[14] = 244
order[15] = 245
order[16] = 246
order[17] = 256