#ifndef FIX43_ALLOCATION_H #define FIX43_ALLOCATION_H #include "Message.h" namespace FIX43 { class Allocation : public Message { public: Allocation() : Message(MsgType()) {} Allocation(const FIX::Message& m) : Message(m) {} Allocation(const Message& m) : Message(m) {} Allocation(const Allocation& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("J"); } Allocation( const FIX::AllocID& aAllocID, const FIX::AllocTransType& aAllocTransType, const FIX::AllocType& aAllocType, const FIX::Side& aSide, const FIX::Quantity& aQuantity, const FIX::AvgPx& aAvgPx, const FIX::TradeDate& aTradeDate ) : Message(MsgType()) { set(aAllocID); set(aAllocTransType); set(aAllocType); set(aSide); set(aQuantity); set(aAvgPx); set(aTradeDate); } FIELD_SET(*this, FIX::AllocID); FIELD_SET(*this, FIX::AllocTransType); FIELD_SET(*this, FIX::AllocType); FIELD_SET(*this, FIX::RefAllocID); FIELD_SET(*this, FIX::AllocLinkID); FIELD_SET(*this, FIX::AllocLinkType); FIELD_SET(*this, FIX::BookingRefID); FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::Symbol); FIELD_SET(*this, FIX::SymbolSfx); FIELD_SET(*this, FIX::SecurityID); FIELD_SET(*this, FIX::SecurityIDSource); FIELD_SET(*this, FIX::Product); FIELD_SET(*this, FIX::CFICode); FIELD_SET(*this, FIX::SecurityType); FIELD_SET(*this, FIX::MaturityMonthYear); FIELD_SET(*this, FIX::MaturityDate); FIELD_SET(*this, FIX::CouponPaymentDate); FIELD_SET(*this, FIX::IssueDate); FIELD_SET(*this, FIX::RepoCollateralSecurityType); FIELD_SET(*this, FIX::RepurchaseTerm); FIELD_SET(*this, FIX::RepurchaseRate); FIELD_SET(*this, FIX::Factor); FIELD_SET(*this, FIX::CreditRating); FIELD_SET(*this, FIX::InstrRegistry); FIELD_SET(*this, FIX::CountryOfIssue); FIELD_SET(*this, FIX::StateOrProvinceOfIssue); FIELD_SET(*this, FIX::LocaleOfIssue); FIELD_SET(*this, FIX::RedemptionDate); FIELD_SET(*this, FIX::StrikePrice); FIELD_SET(*this, FIX::OptAttribute); FIELD_SET(*this, FIX::ContractMultiplier); FIELD_SET(*this, FIX::CouponRate); FIELD_SET(*this, FIX::SecurityExchange); FIELD_SET(*this, FIX::Issuer); FIELD_SET(*this, FIX::EncodedIssuerLen); FIELD_SET(*this, FIX::EncodedIssuer); FIELD_SET(*this, FIX::SecurityDesc); FIELD_SET(*this, FIX::EncodedSecurityDescLen); FIELD_SET(*this, FIX::EncodedSecurityDesc); FIELD_SET(*this, FIX::NoSecurityAltID); class NoSecurityAltID: public FIX::Group { public: NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} FIELD_SET(*this, FIX::SecurityAltID); FIELD_SET(*this, FIX::SecurityAltIDSource); }; FIELD_SET(*this, FIX::Quantity); FIELD_SET(*this, FIX::LastMkt); FIELD_SET(*this, FIX::TradeOriginationDate); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); FIELD_SET(*this, FIX::PriceType); FIELD_SET(*this, FIX::AvgPx); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::AvgPrxPrecision); FIELD_SET(*this, FIX::NoPartyIDs); class NoPartyIDs: public FIX::Group { public: NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {} FIELD_SET(*this, FIX::PartyID); FIELD_SET(*this, FIX::PartyIDSource); FIELD_SET(*this, FIX::PartyRole); FIELD_SET(*this, FIX::PartySubID); }; FIELD_SET(*this, FIX::TradeDate); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::SettlmntTyp); FIELD_SET(*this, FIX::FutSettDate); FIELD_SET(*this, FIX::GrossTradeAmt); FIELD_SET(*this, FIX::Concession); FIELD_SET(*this, FIX::TotalTakedown); FIELD_SET(*this, FIX::NetMoney); FIELD_SET(*this, FIX::PositionEffect); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); FIELD_SET(*this, FIX::NumDaysInterest); FIELD_SET(*this, FIX::AccruedInterestRate); FIELD_SET(*this, FIX::TotalAccruedInterestAmt); FIELD_SET(*this, FIX::LegalConfirm); FIELD_SET(*this, FIX::NoOrders); class NoOrders: public FIX::Group { public: NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,0)) {} FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::SecondaryOrderID); FIELD_SET(*this, FIX::SecondaryClOrdID); FIELD_SET(*this, FIX::ListID); }; FIELD_SET(*this, FIX::NoExecs); class NoExecs: public FIX::Group { public: NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,527,31,29,0)) {} FIELD_SET(*this, FIX::LastQty); FIELD_SET(*this, FIX::ExecID); FIELD_SET(*this, FIX::SecondaryExecID); FIELD_SET(*this, FIX::LastPx); FIELD_SET(*this, FIX::LastCapacity); }; FIELD_SET(*this, FIX::NoAllocs); class NoAllocs: public FIX::Group { public: NoAllocs() : FIX::Group(78,79,FIX::message_order(79,366,80,467,81,539,208,209,161,360,361,12,13,479,497,153,154,119,120,155,156,159,160,136,0)) {} FIELD_SET(*this, FIX::AllocAccount); FIELD_SET(*this, FIX::AllocPrice); FIELD_SET(*this, FIX::AllocQty); FIELD_SET(*this, FIX::IndividualAllocID); FIELD_SET(*this, FIX::ProcessCode); FIELD_SET(*this, FIX::NoNestedPartyIDs); class NoNestedPartyIDs: public FIX::Group { public: NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,545,0)) {} FIELD_SET(*this, FIX::NestedPartyID); FIELD_SET(*this, FIX::NestedPartyIDSource); FIELD_SET(*this, FIX::NestedPartyRole); FIELD_SET(*this, FIX::NestedPartySubID); }; FIELD_SET(*this, FIX::NotifyBrokerOfCredit); FIELD_SET(*this, FIX::AllocHandlInst); FIELD_SET(*this, FIX::AllocText); FIELD_SET(*this, FIX::EncodedAllocTextLen); FIELD_SET(*this, FIX::EncodedAllocText); FIELD_SET(*this, FIX::Commission); FIELD_SET(*this, FIX::CommType); FIELD_SET(*this, FIX::CommCurrency); FIELD_SET(*this, FIX::FundRenewWaiv); FIELD_SET(*this, FIX::AllocAvgPx); FIELD_SET(*this, FIX::AllocNetMoney); FIELD_SET(*this, FIX::SettlCurrAmt); FIELD_SET(*this, FIX::SettlCurrency); FIELD_SET(*this, FIX::SettlCurrFxRate); FIELD_SET(*this, FIX::SettlCurrFxRateCalc); FIELD_SET(*this, FIX::AccruedInterestAmt); FIELD_SET(*this, FIX::SettlInstMode); FIELD_SET(*this, FIX::NoMiscFees); class NoMiscFees: public FIX::Group { public: NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,0)) {} FIELD_SET(*this, FIX::MiscFeeAmt); FIELD_SET(*this, FIX::MiscFeeCurr); FIELD_SET(*this, FIX::MiscFeeType); }; }; }; } #endif