#ifndef FIX40_ALLOCATION_H #define FIX40_ALLOCATION_H #include "Message.h" namespace FIX40 { 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::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::Issuer); FIELD_SET(*this, FIX::SecurityDesc); FIELD_SET(*this, FIX::Shares); 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::NetMoney); FIELD_SET(*this, FIX::SettlCurrAmt); FIELD_SET(*this, FIX::SettlCurrency); FIELD_SET(*this, FIX::OpenClose); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::NoOrders); class NoOrders: public FIX::Group { public: NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,66,105,0)) {} FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::ListID); FIELD_SET(*this, FIX::WaveNo); }; FIELD_SET(*this, FIX::NoExecs); class NoExecs: public FIX::Group { public: NoExecs() : FIX::Group(124,17,FIX::message_order(17,32,31,30,0)) {} FIELD_SET(*this, FIX::ExecID); FIELD_SET(*this, FIX::LastShares); FIELD_SET(*this, FIX::LastPx); FIELD_SET(*this, FIX::LastMkt); }; 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); }; FIELD_SET(*this, FIX::NoAllocs); class NoAllocs: public FIX::Group { public: NoAllocs() : FIX::Group(78,79,FIX::message_order(79,80,81,76,109,12,13,85,92,86,0)) {} FIELD_SET(*this, FIX::AllocAccount); FIELD_SET(*this, FIX::AllocShares); FIELD_SET(*this, FIX::ProcessCode); FIELD_SET(*this, FIX::ExecBroker); FIELD_SET(*this, FIX::ClientID); FIELD_SET(*this, FIX::Commission); FIELD_SET(*this, FIX::CommType); FIELD_SET(*this, FIX::NoDlvyInst); FIELD_SET(*this, FIX::BrokerOfCredit); FIELD_SET(*this, FIX::DlvyInst); }; }; } #endif