#ifndef FIX50SP2_ORDERMASSACTIONREQUEST_H #define FIX50SP2_ORDERMASSACTIONREQUEST_H #include "Message.h" namespace FIX50SP2 { class OrderMassActionRequest : public Message { public: OrderMassActionRequest() : Message(MsgType()) {} OrderMassActionRequest(const FIX::Message& m) : Message(m) {} OrderMassActionRequest(const Message& m) : Message(m) {} OrderMassActionRequest(const OrderMassActionRequest& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("CA"); } OrderMassActionRequest( const FIX::ClOrdID& aClOrdID, const FIX::MassActionType& aMassActionType, const FIX::MassActionScope& aMassActionScope, const FIX::TransactTime& aTransactTime ) : Message(MsgType()) { set(aClOrdID); set(aMassActionType); set(aMassActionScope); set(aTransactTime); } FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::SecondaryClOrdID); FIELD_SET(*this, FIX::MassActionType); FIELD_SET(*this, FIX::MassActionScope); FIELD_SET(*this, FIX::MarketID); FIELD_SET(*this, FIX::MarketSegmentID); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); FIELD_SET(*this, FIX::NoPartyIDs); class NoPartyIDs: public FIX::Group { public: NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} FIELD_SET(*this, FIX::PartyID); FIELD_SET(*this, FIX::PartyIDSource); FIELD_SET(*this, FIX::PartyRole); FIELD_SET(*this, FIX::NoPartySubIDs); class NoPartySubIDs: public FIX::Group { public: NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} FIELD_SET(*this, FIX::PartySubID); FIELD_SET(*this, FIX::PartySubIDType); }; }; 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::ProductComplex); FIELD_SET(*this, FIX::SecurityGroup); FIELD_SET(*this, FIX::CFICode); FIELD_SET(*this, FIX::SecurityType); FIELD_SET(*this, FIX::SecuritySubType); FIELD_SET(*this, FIX::MaturityMonthYear); FIELD_SET(*this, FIX::MaturityDate); FIELD_SET(*this, FIX::MaturityTime); FIELD_SET(*this, FIX::SettleOnOpenFlag); FIELD_SET(*this, FIX::InstrmtAssignmentMethod); FIELD_SET(*this, FIX::SecurityStatus); 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::StrikeCurrency); FIELD_SET(*this, FIX::StrikeMultiplier); FIELD_SET(*this, FIX::StrikeValue); FIELD_SET(*this, FIX::OptAttribute); FIELD_SET(*this, FIX::ContractMultiplier); FIELD_SET(*this, FIX::MinPriceIncrement); FIELD_SET(*this, FIX::MinPriceIncrementAmount); FIELD_SET(*this, FIX::UnitOfMeasure); FIELD_SET(*this, FIX::UnitOfMeasureQty); FIELD_SET(*this, FIX::PriceUnitOfMeasure); FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); FIELD_SET(*this, FIX::SettlMethod); FIELD_SET(*this, FIX::ExerciseStyle); FIELD_SET(*this, FIX::OptPayoutAmount); FIELD_SET(*this, FIX::PriceQuoteMethod); FIELD_SET(*this, FIX::ValuationMethod); FIELD_SET(*this, FIX::ListMethod); FIELD_SET(*this, FIX::CapPrice); FIELD_SET(*this, FIX::FloorPrice); FIELD_SET(*this, FIX::PutOrCall); FIELD_SET(*this, FIX::FlexibleIndicator); FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); FIELD_SET(*this, FIX::TimeUnit); FIELD_SET(*this, FIX::CouponRate); FIELD_SET(*this, FIX::SecurityExchange); FIELD_SET(*this, FIX::PositionLimit); FIELD_SET(*this, FIX::NTPositionLimit); 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::Pool); FIELD_SET(*this, FIX::ContractSettlMonth); FIELD_SET(*this, FIX::CPProgram); FIELD_SET(*this, FIX::CPRegType); FIELD_SET(*this, FIX::DatedDate); FIELD_SET(*this, FIX::InterestAccrualDate); FIELD_SET(*this, FIX::ContractMultiplierUnit); FIELD_SET(*this, FIX::FlowScheduleType); FIELD_SET(*this, FIX::RestructuringType); FIELD_SET(*this, FIX::Seniority); FIELD_SET(*this, FIX::NotionalPercentageOutstanding); FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding); FIELD_SET(*this, FIX::AttachmentPoint); FIELD_SET(*this, FIX::DetachmentPoint); FIELD_SET(*this, FIX::StrikePriceDeterminationMethod); FIELD_SET(*this, FIX::StrikePriceBoundaryMethod); FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision); FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod); FIELD_SET(*this, FIX::OptPayoutType); FIELD_SET(*this, FIX::UnderlyingSymbol); FIELD_SET(*this, FIX::UnderlyingSymbolSfx); FIELD_SET(*this, FIX::UnderlyingSecurityID); FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); FIELD_SET(*this, FIX::UnderlyingProduct); FIELD_SET(*this, FIX::UnderlyingCFICode); FIELD_SET(*this, FIX::UnderlyingSecurityType); FIELD_SET(*this, FIX::UnderlyingSecuritySubType); FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); FIELD_SET(*this, FIX::UnderlyingMaturityDate); FIELD_SET(*this, FIX::UnderlyingMaturityTime); FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); FIELD_SET(*this, FIX::UnderlyingIssueDate); FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); FIELD_SET(*this, FIX::UnderlyingFactor); FIELD_SET(*this, FIX::UnderlyingCreditRating); FIELD_SET(*this, FIX::UnderlyingInstrRegistry); FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); FIELD_SET(*this, FIX::UnderlyingRedemptionDate); FIELD_SET(*this, FIX::UnderlyingStrikePrice); FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); FIELD_SET(*this, FIX::UnderlyingOptAttribute); FIELD_SET(*this, FIX::UnderlyingContractMultiplier); FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); FIELD_SET(*this, FIX::UnderlyingTimeUnit); FIELD_SET(*this, FIX::UnderlyingExerciseStyle); FIELD_SET(*this, FIX::UnderlyingCouponRate); FIELD_SET(*this, FIX::UnderlyingSecurityExchange); FIELD_SET(*this, FIX::UnderlyingIssuer); FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); FIELD_SET(*this, FIX::UnderlyingSecurityDesc); FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); FIELD_SET(*this, FIX::UnderlyingCPProgram); FIELD_SET(*this, FIX::UnderlyingCPRegType); FIELD_SET(*this, FIX::UnderlyingAllocationPercent); FIELD_SET(*this, FIX::UnderlyingCurrency); FIELD_SET(*this, FIX::UnderlyingQty); FIELD_SET(*this, FIX::UnderlyingSettlementType); FIELD_SET(*this, FIX::UnderlyingCashAmount); FIELD_SET(*this, FIX::UnderlyingCashType); FIELD_SET(*this, FIX::UnderlyingPx); FIELD_SET(*this, FIX::UnderlyingDirtyPrice); FIELD_SET(*this, FIX::UnderlyingEndPrice); FIELD_SET(*this, FIX::UnderlyingStartValue); FIELD_SET(*this, FIX::UnderlyingCurrentValue); FIELD_SET(*this, FIX::UnderlyingEndValue); FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); FIELD_SET(*this, FIX::UnderlyingFXRate); FIELD_SET(*this, FIX::UnderlyingFXRateCalc); FIELD_SET(*this, FIX::UnderlyingCapValue); FIELD_SET(*this, FIX::UnderlyingSettlMethod); FIELD_SET(*this, FIX::UnderlyingPutOrCall); FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit); FIELD_SET(*this, FIX::UnderlyingFlowScheduleType); FIELD_SET(*this, FIX::UnderlyingRestructuringType); FIELD_SET(*this, FIX::UnderlyingSeniority); FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding); FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding); FIELD_SET(*this, FIX::UnderlyingAttachmentPoint); FIELD_SET(*this, FIX::UnderlyingDetachmentPoint); FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); FIELD_SET(*this, FIX::NoTargetPartyIDs); class NoTargetPartyIDs: public FIX::Group { public: NoTargetPartyIDs() : FIX::Group(1461,1462,FIX::message_order(1462,1463,1464,0)) {} FIELD_SET(*this, FIX::TargetPartyID); FIELD_SET(*this, FIX::TargetPartyIDSource); FIELD_SET(*this, FIX::TargetPartyRole); }; }; } #endif