QuoteResponse (FIX Antenna Java 2.24.0 API Documentation)

java.lang.Object
- com.epam.fix.model.fix50sp1.message.QuoteResponse

All Implemented Interfaces:: com.epam.fix.model.Block, com.epam.fix.model.Message

public class QuoteResponse
extends Object
implements com.epam.fix.model.Message

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

class QuoteResponse.LegsGroup

class QuoteResponse.QuoteQualifiersGroup

Nested Classes
Modifier and Type	Class and Description
`class`	`QuoteResponse.LegsGroup`
`class`	`QuoteResponse.QuoteQualifiersGroup`

Constructor Summary

Constructors
Constructor and Description

QuoteResponse()

Constructors
Constructor and Description
`QuoteResponse()`

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`void`	`fromFIX(FIXFieldList l)`
`String`	`getAccount()`
`Long`	`getAccountType()`
`Long`	`getAcctIDSource()`
`Double`	`getBidForwardPoints()`
`Double`	`getBidForwardPoints2()`
`Double`	`getBidPx()`
`Double`	`getBidSize()`
`Double`	`getBidSpotRate()`
`Double`	`getBidYield()`
`String`	`getClOrdID()`
`Double`	`getCommission()`
`Character`	`getCommType()`
`String`	`getCurrency()`
`Long`	`getCustOrderCapacity()`
`String`	`getEncodedText()`
`Long`	`getEncodedTextLen()`
`String`	`getExDestination()`
`Character`	`getExDestinationIDSource()`
`FinancingDetailsBlock`	`getFinancingDetails()`
`SMHBlock`	`getHeader()`
`InstrumentBlock`	`getInstrument()`
`String`	`getIOIID()`
`Collection<QuoteResponse.LegsGroup>`	`getLegsGroup()`
`Double`	`getMidPx()`
`Double`	`getMidYield()`
`Double`	`getMinBidSize()`
`Double`	`getMinOfferSize()`
`Double`	`getMinQty()`
`Double`	`getMktBidPx()`
`Double`	`getMktOfferPx()`
`int`	`getNoLegs()`
`int`	`getNoQuoteQualifiers()`
`int`	`getNoUnderlyings()`
`Double`	`getOfferForwardPoints()`
`Double`	`getOfferForwardPoints2()`
`Double`	`getOfferPx()`
`Double`	`getOfferSize()`
`Double`	`getOfferSpotRate()`
`Double`	`getOfferYield()`
`Character`	`getOrderCapacity()`
`Double`	`getOrderQty2()`
`OrderQtyDataBlock`	`getOrderQtyData()`
`String`	`getOrderRestrictions()`
`Character`	`getOrdType()`
`PartiesBlock`	`getParties()`
`Boolean`	`getPreTradeAnonymity()`
`Double`	`getPrice()`
`Long`	`getPriceType()`
`String`	`getQuoteID()`
`String`	`getQuoteMsgID()`
`Collection<QuoteResponse.QuoteQualifiersGroup>`	`getQuoteQualifiersGroup()`
`String`	`getQuoteRespID()`
`Long`	`getQuoteRespType()`
`Long`	`getQuoteType()`
`Double`	`getSettlCurrBidFxRate()`
`Character`	`getSettlCurrFxRateCalc()`
`Double`	`getSettlCurrOfferFxRate()`
`Calendar`	`getSettlDate()`
`Calendar`	`getSettlDate2()`
`String`	`getSettlType()`
`Character`	`getSide()`
`SpreadOrBenchmarkCurveDataBlock`	`getSpreadOrBenchmarkCurveData()`
`StipulationsBlock`	`getStipulations()`
`String`	`getText()`
`String`	`getTradingSessionID()`
`String`	`getTradingSessionSubID()`
`SMTBlock`	`getTrailer()`
`Calendar`	`getTransactTime()`
`Collection<UnderlyingInstrumentBlock>`	`getUnderlyingsGroup()`
`Calendar`	`getValidUntilTime()`
`YieldDataBlock`	`getYieldData()`
`void`	`setAccount(String value)`
`void`	`setAccountType(Long value)`
`void`	`setAcctIDSource(Long value)`
`void`	`setBidForwardPoints(Double value)`
`void`	`setBidForwardPoints2(Double value)`
`void`	`setBidPx(Double value)`
`void`	`setBidSize(Double value)`
`void`	`setBidSpotRate(Double value)`
`void`	`setBidYield(Double value)`
`void`	`setClOrdID(String value)`
`void`	`setCommission(Double value)`
`void`	`setCommType(Character value)`
`void`	`setCurrency(String value)`
`void`	`setCustOrderCapacity(Long value)`
`void`	`setEncodedText(String value)`
`void`	`setEncodedTextLen(Long value)`
`void`	`setExDestination(String value)`
`void`	`setExDestinationIDSource(Character value)`
`void`	`setFinancingDetails(FinancingDetailsBlock value)`
`void`	`setHeader(SMHBlock value)`
`void`	`setInstrument(InstrumentBlock value)`
`void`	`setIOIID(String value)`
`void`	`setLegsGroup(Collection<QuoteResponse.LegsGroup> value)`
`void`	`setMidPx(Double value)`
`void`	`setMidYield(Double value)`
`void`	`setMinBidSize(Double value)`
`void`	`setMinOfferSize(Double value)`
`void`	`setMinQty(Double value)`
`void`	`setMktBidPx(Double value)`
`void`	`setMktOfferPx(Double value)`
`void`	`setNoLegs(int value)`
`void`	`setNoQuoteQualifiers(int value)`
`void`	`setNoUnderlyings(int value)`
`void`	`setOfferForwardPoints(Double value)`
`void`	`setOfferForwardPoints2(Double value)`
`void`	`setOfferPx(Double value)`
`void`	`setOfferSize(Double value)`
`void`	`setOfferSpotRate(Double value)`
`void`	`setOfferYield(Double value)`
`void`	`setOrderCapacity(Character value)`
`void`	`setOrderQty2(Double value)`
`void`	`setOrderQtyData(OrderQtyDataBlock value)`
`void`	`setOrderRestrictions(String value)`
`void`	`setOrdType(Character value)`
`void`	`setParties(PartiesBlock value)`
`void`	`setPreTradeAnonymity(Boolean value)`
`void`	`setPrice(Double value)`
`void`	`setPriceType(Long value)`
`void`	`setQuoteID(String value)`
`void`	`setQuoteMsgID(String value)`
`void`	`setQuoteQualifiersGroup(Collection<QuoteResponse.QuoteQualifiersGroup> value)`
`void`	`setQuoteRespID(String value)`
`void`	`setQuoteRespType(Long value)`
`void`	`setQuoteType(Long value)`
`void`	`setSettlCurrBidFxRate(Double value)`
`void`	`setSettlCurrFxRateCalc(Character value)`
`void`	`setSettlCurrOfferFxRate(Double value)`
`void`	`setSettlDate(Calendar value)`
`void`	`setSettlDate2(Calendar value)`
`void`	`setSettlType(String value)`
`void`	`setSide(Character value)`
`void`	`setSpreadOrBenchmarkCurveData(SpreadOrBenchmarkCurveDataBlock value)`
`void`	`setStipulations(StipulationsBlock value)`
`void`	`setText(String value)`
`void`	`setTradingSessionID(String value)`
`void`	`setTradingSessionSubID(String value)`
`void`	`setTrailer(SMTBlock value)`
`void`	`setTransactTime(Calendar value)`
`void`	`setUnderlyingsGroup(Collection<UnderlyingInstrumentBlock> value)`
`void`	`setValidUntilTime(Calendar value)`
`void`	`setYieldData(YieldDataBlock value)`
`void`	`toFIX(FIXFieldList l)`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail
- QuoteResponse
```
public QuoteResponse()
```

Method Detail

getHeader
```
public SMHBlock getHeader()
```

setHeader

public void setHeader(SMHBlock value)

getTrailer
```
public SMTBlock getTrailer()
```

setTrailer

public void setTrailer(SMTBlock value)

getQuoteRespID
```
public String getQuoteRespID()
```

setQuoteRespID

public void setQuoteRespID(String value)

getQuoteID
```
public String getQuoteID()
```

setQuoteID
```
public void setQuoteID(String value)
```

getQuoteMsgID
```
public String getQuoteMsgID()
```

setQuoteMsgID

public void setQuoteMsgID(String value)

getQuoteRespType
```
public Long getQuoteRespType()
```

setQuoteRespType

public void setQuoteRespType(Long value)

getClOrdID
```
public String getClOrdID()
```

setClOrdID
```
public void setClOrdID(String value)
```

getOrderCapacity
```
public Character getOrderCapacity()
```

setOrderCapacity

public void setOrderCapacity(Character value)

getOrderRestrictions
```
public String getOrderRestrictions()
```

setOrderRestrictions

public void setOrderRestrictions(String value)

getIOIID
```
public String getIOIID()
```

setIOIID
```
public void setIOIID(String value)
```

getQuoteType
```
public Long getQuoteType()
```

setQuoteType
```
public void setQuoteType(Long value)
```

getPreTradeAnonymity
```
public Boolean getPreTradeAnonymity()
```

setPreTradeAnonymity

public void setPreTradeAnonymity(Boolean value)

getNoQuoteQualifiers
```
public int getNoQuoteQualifiers()
```

setNoQuoteQualifiers

public void setNoQuoteQualifiers(int value)

getQuoteQualifiersGroup

public Collection<QuoteResponse.QuoteQualifiersGroup> getQuoteQualifiersGroup()

setQuoteQualifiersGroup

public void setQuoteQualifiersGroup(Collection<QuoteResponse.QuoteQualifiersGroup> value)

getParties
```
public PartiesBlock getParties()
```

setParties

public void setParties(PartiesBlock value)

getTradingSessionID
```
public String getTradingSessionID()
```

setTradingSessionID

public void setTradingSessionID(String value)

getTradingSessionSubID

public String getTradingSessionSubID()

setTradingSessionSubID

public void setTradingSessionSubID(String value)

getInstrument

public InstrumentBlock getInstrument()

setInstrument

public void setInstrument(InstrumentBlock value)

getFinancingDetails

public FinancingDetailsBlock getFinancingDetails()

setFinancingDetails

public void setFinancingDetails(FinancingDetailsBlock value)

getNoUnderlyings
```
public int getNoUnderlyings()
```

setNoUnderlyings

public void setNoUnderlyings(int value)

getUnderlyingsGroup

public Collection<UnderlyingInstrumentBlock> getUnderlyingsGroup()

setUnderlyingsGroup

public void setUnderlyingsGroup(Collection<UnderlyingInstrumentBlock> value)

getSide
```
public Character getSide()
```

setSide
```
public void setSide(Character value)
```

getOrderQtyData

public OrderQtyDataBlock getOrderQtyData()

setOrderQtyData

public void setOrderQtyData(OrderQtyDataBlock value)

getMinQty
```
public Double getMinQty()
```

setMinQty
```
public void setMinQty(Double value)
```

getSettlType
```
public String getSettlType()
```

setSettlType

public void setSettlType(String value)

getSettlDate
```
public Calendar getSettlDate()
```

setSettlDate

public void setSettlDate(Calendar value)

getSettlDate2
```
public Calendar getSettlDate2()
```

setSettlDate2

public void setSettlDate2(Calendar value)

getOrderQty2
```
public Double getOrderQty2()
```

setOrderQty2

public void setOrderQty2(Double value)

getCurrency
```
public String getCurrency()
```

setCurrency

public void setCurrency(String value)

getStipulations

public StipulationsBlock getStipulations()

setStipulations

public void setStipulations(StipulationsBlock value)

getAccount
```
public String getAccount()
```

setAccount
```
public void setAccount(String value)
```

getAcctIDSource
```
public Long getAcctIDSource()
```

setAcctIDSource

public void setAcctIDSource(Long value)

getAccountType
```
public Long getAccountType()
```

setAccountType

public void setAccountType(Long value)

getNoLegs
```
public int getNoLegs()
```

setNoLegs
```
public void setNoLegs(int value)
```

getLegsGroup

public Collection<QuoteResponse.LegsGroup> getLegsGroup()

setLegsGroup

public void setLegsGroup(Collection<QuoteResponse.LegsGroup> value)

getBidPx
```
public Double getBidPx()
```

setBidPx
```
public void setBidPx(Double value)
```

getOfferPx
```
public Double getOfferPx()
```

setOfferPx
```
public void setOfferPx(Double value)
```

getMktBidPx
```
public Double getMktBidPx()
```

setMktBidPx

public void setMktBidPx(Double value)

getMktOfferPx
```
public Double getMktOfferPx()
```

setMktOfferPx

public void setMktOfferPx(Double value)

getMinBidSize
```
public Double getMinBidSize()
```

setMinBidSize

public void setMinBidSize(Double value)

getBidSize
```
public Double getBidSize()
```

setBidSize
```
public void setBidSize(Double value)
```

getMinOfferSize
```
public Double getMinOfferSize()
```

setMinOfferSize

public void setMinOfferSize(Double value)

getOfferSize
```
public Double getOfferSize()
```

setOfferSize

public void setOfferSize(Double value)

getValidUntilTime
```
public Calendar getValidUntilTime()
```

setValidUntilTime

public void setValidUntilTime(Calendar value)

getBidSpotRate
```
public Double getBidSpotRate()
```

setBidSpotRate

public void setBidSpotRate(Double value)

getOfferSpotRate
```
public Double getOfferSpotRate()
```

setOfferSpotRate

public void setOfferSpotRate(Double value)

getBidForwardPoints
```
public Double getBidForwardPoints()
```

setBidForwardPoints

public void setBidForwardPoints(Double value)

getOfferForwardPoints
```
public Double getOfferForwardPoints()
```

setOfferForwardPoints

public void setOfferForwardPoints(Double value)

getMidPx
```
public Double getMidPx()
```

setMidPx
```
public void setMidPx(Double value)
```

getBidYield
```
public Double getBidYield()
```

setBidYield

public void setBidYield(Double value)

getMidYield
```
public Double getMidYield()
```

setMidYield

public void setMidYield(Double value)

getOfferYield
```
public Double getOfferYield()
```

setOfferYield

public void setOfferYield(Double value)

getTransactTime
```
public Calendar getTransactTime()
```

setTransactTime

public void setTransactTime(Calendar value)

getOrdType
```
public Character getOrdType()
```

setOrdType

public void setOrdType(Character value)

getBidForwardPoints2
```
public Double getBidForwardPoints2()
```

setBidForwardPoints2

public void setBidForwardPoints2(Double value)

getOfferForwardPoints2

public Double getOfferForwardPoints2()

setOfferForwardPoints2

public void setOfferForwardPoints2(Double value)

getSettlCurrBidFxRate
```
public Double getSettlCurrBidFxRate()
```

setSettlCurrBidFxRate

public void setSettlCurrBidFxRate(Double value)

getSettlCurrOfferFxRate

public Double getSettlCurrOfferFxRate()

setSettlCurrOfferFxRate

public void setSettlCurrOfferFxRate(Double value)

getSettlCurrFxRateCalc

public Character getSettlCurrFxRateCalc()

setSettlCurrFxRateCalc

public void setSettlCurrFxRateCalc(Character value)

getCommission
```
public Double getCommission()
```

setCommission

public void setCommission(Double value)

getCommType
```
public Character getCommType()
```

setCommType

public void setCommType(Character value)

getCustOrderCapacity
```
public Long getCustOrderCapacity()
```

setCustOrderCapacity

public void setCustOrderCapacity(Long value)

getExDestination
```
public String getExDestination()
```

setExDestination

public void setExDestination(String value)

getExDestinationIDSource

public Character getExDestinationIDSource()

setExDestinationIDSource

public void setExDestinationIDSource(Character value)

getText
```
public String getText()
```

setText
```
public void setText(String value)
```

getEncodedTextLen
```
public Long getEncodedTextLen()
```

setEncodedTextLen

public void setEncodedTextLen(Long value)

getEncodedText
```
public String getEncodedText()
```

setEncodedText

public void setEncodedText(String value)

getPrice
```
public Double getPrice()
```

setPrice
```
public void setPrice(Double value)
```

getPriceType
```
public Long getPriceType()
```

setPriceType
```
public void setPriceType(Long value)
```

getSpreadOrBenchmarkCurveData

public SpreadOrBenchmarkCurveDataBlock getSpreadOrBenchmarkCurveData()

setSpreadOrBenchmarkCurveData

public void setSpreadOrBenchmarkCurveData(SpreadOrBenchmarkCurveDataBlock value)

getYieldData
```
public YieldDataBlock getYieldData()
```

setYieldData

public void setYieldData(YieldDataBlock value)

toFIX
```
public void toFIX(FIXFieldList l)
```
Specified by:

toFIX in interface com.epam.fix.model.Block

fromFIX
```
public void fromFIX(FIXFieldList l)
```
Specified by:

fromFIX in interface com.epam.fix.model.Block

Class QuoteResponse

Nested Class Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

QuoteResponse

Method Detail

getHeader

setHeader

getTrailer

setTrailer

getQuoteRespID

setQuoteRespID

getQuoteID

setQuoteID

getQuoteMsgID

setQuoteMsgID

getQuoteRespType

setQuoteRespType

getClOrdID

setClOrdID

getOrderCapacity

setOrderCapacity

getOrderRestrictions

setOrderRestrictions

getIOIID

setIOIID

getQuoteType

setQuoteType

getPreTradeAnonymity

setPreTradeAnonymity

getNoQuoteQualifiers

setNoQuoteQualifiers

getQuoteQualifiersGroup

setQuoteQualifiersGroup

getParties

setParties

getTradingSessionID

setTradingSessionID

getTradingSessionSubID

setTradingSessionSubID

getInstrument

setInstrument

getFinancingDetails

setFinancingDetails

getNoUnderlyings

setNoUnderlyings

getUnderlyingsGroup

setUnderlyingsGroup

getSide

setSide

getOrderQtyData

setOrderQtyData

getMinQty

setMinQty

getSettlType

setSettlType

getSettlDate

setSettlDate

getSettlDate2

setSettlDate2

getOrderQty2

setOrderQty2

getCurrency

setCurrency

getStipulations

setStipulations

getAccount

setAccount

getAcctIDSource

setAcctIDSource

getAccountType

setAccountType

getNoLegs

setNoLegs

getLegsGroup

setLegsGroup

getBidPx

setBidPx