#ifndef FIX42_ALLOCATION_H #define FIX42_ALLOCATION_H #include "Message.h" namespace FIX42 { 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::Side& aSide, const FIX::Symbol& aSymbol, const FIX::Shares& aShares, const FIX::AvgPx& aAvgPx, const FIX::TradeDate& aTradeDate ) : Message(MsgType()) { set(aAllocID); set(aAllocTransType); set(aSide); set(aSymbol); set(aShares); set(aAvgPx); set(aTradeDate); } FIELD_SET(*this, FIX::AllocID); FIELD_SET(*this, FIX::AllocTransType); FIELD_SET(*this, FIX::RefAllocID); FIELD_SET(*this, FIX::AllocLinkID); FIELD_SET(*this, FIX::AllocLinkType); FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::Symbol); FIELD_SET(*this, FIX::SymbolSfx); FIELD_SET(*this, FIX::SecurityID); FIELD_SET(*this, FIX::IDSource); FIELD_SET(*this, FIX::SecurityType); FIELD_SET(*this, FIX::MaturityMonthYear); FIELD_SET(*this, FIX::MaturityDay); FIELD_SET(*this, FIX::PutOrCall); 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::Shares); FIELD_SET(*this, FIX::LastMkt); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::AvgPx); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::AvgPrxPrecision); 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::NetMoney); FIELD_SET(*this, FIX::OpenClose); 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::NoOrders); class NoOrders: public FIX::Group { public: NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,66,105,0)) {} FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::SecondaryOrderID); FIELD_SET(*this, FIX::ListID); FIELD_SET(*this, FIX::WaveNo); }; FIELD_SET(*this, FIX::NoExecs); class NoExecs: public FIX::Group { public: NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,31,29,0)) {} FIELD_SET(*this, FIX::LastShares); FIELD_SET(*this, FIX::ExecID); 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(79,366,80,81,92,208,209,161,360,361,76,109,12,13,153,154,119,120,155,156,159,160,136,0)) {} FIELD_SET(*this, FIX::AllocAccount); FIELD_SET(*this, FIX::AllocPrice); FIELD_SET(*this, FIX::AllocShares); FIELD_SET(*this, FIX::ProcessCode); FIELD_SET(*this, FIX::BrokerOfCredit); 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::ExecBroker); FIELD_SET(*this, FIX::ClientID); FIELD_SET(*this, FIX::Commission); FIELD_SET(*this, FIX::CommType); 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