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quickfixt11.py
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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") )
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 Logon(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("A") )
class NoMsgTypes(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 372
order[1] = 385
order[2] = 1130
order[3] = 1131
order[4] = 0
fix.Group.__init__(self, 384, 372, order)