IOI.h 2.6 KB

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  1. #ifndef FIX42_IOI_H
  2. #define FIX42_IOI_H
  3. #include "Message.h"
  4. namespace FIX42
  5. {
  6. class IOI : public Message
  7. {
  8. public:
  9. IOI() : Message(MsgType()) {}
  10. IOI(const FIX::Message& m) : Message(m) {}
  11. IOI(const Message& m) : Message(m) {}
  12. IOI(const IOI& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("6"); }
  14. IOI(
  15. const FIX::IOIid& aIOIid,
  16. const FIX::IOITransType& aIOITransType,
  17. const FIX::Symbol& aSymbol,
  18. const FIX::Side& aSide,
  19. const FIX::IOIShares& aIOIShares )
  20. : Message(MsgType())
  21. {
  22. set(aIOIid);
  23. set(aIOITransType);
  24. set(aSymbol);
  25. set(aSide);
  26. set(aIOIShares);
  27. }
  28. FIELD_SET(*this, FIX::IOIid);
  29. FIELD_SET(*this, FIX::IOITransType);
  30. FIELD_SET(*this, FIX::IOIRefID);
  31. FIELD_SET(*this, FIX::Symbol);
  32. FIELD_SET(*this, FIX::SymbolSfx);
  33. FIELD_SET(*this, FIX::SecurityID);
  34. FIELD_SET(*this, FIX::IDSource);
  35. FIELD_SET(*this, FIX::SecurityType);
  36. FIELD_SET(*this, FIX::MaturityMonthYear);
  37. FIELD_SET(*this, FIX::MaturityDay);
  38. FIELD_SET(*this, FIX::PutOrCall);
  39. FIELD_SET(*this, FIX::StrikePrice);
  40. FIELD_SET(*this, FIX::OptAttribute);
  41. FIELD_SET(*this, FIX::ContractMultiplier);
  42. FIELD_SET(*this, FIX::CouponRate);
  43. FIELD_SET(*this, FIX::SecurityExchange);
  44. FIELD_SET(*this, FIX::Issuer);
  45. FIELD_SET(*this, FIX::EncodedIssuerLen);
  46. FIELD_SET(*this, FIX::EncodedIssuer);
  47. FIELD_SET(*this, FIX::SecurityDesc);
  48. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  49. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  50. FIELD_SET(*this, FIX::Side);
  51. FIELD_SET(*this, FIX::IOIShares);
  52. FIELD_SET(*this, FIX::Price);
  53. FIELD_SET(*this, FIX::Currency);
  54. FIELD_SET(*this, FIX::ValidUntilTime);
  55. FIELD_SET(*this, FIX::IOIQltyInd);
  56. FIELD_SET(*this, FIX::IOINaturalFlag);
  57. FIELD_SET(*this, FIX::Text);
  58. FIELD_SET(*this, FIX::EncodedTextLen);
  59. FIELD_SET(*this, FIX::EncodedText);
  60. FIELD_SET(*this, FIX::TransactTime);
  61. FIELD_SET(*this, FIX::URLLink);
  62. FIELD_SET(*this, FIX::SpreadToBenchmark);
  63. FIELD_SET(*this, FIX::Benchmark);
  64. FIELD_SET(*this, FIX::NoIOIQualifiers);
  65. class NoIOIQualifiers: public FIX::Group
  66. {
  67. public:
  68. NoIOIQualifiers() : FIX::Group(199,104,FIX::message_order(104,0)) {}
  69. FIELD_SET(*this, FIX::IOIQualifier);
  70. };
  71. FIELD_SET(*this, FIX::NoRoutingIDs);
  72. class NoRoutingIDs: public FIX::Group
  73. {
  74. public:
  75. NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {}
  76. FIELD_SET(*this, FIX::RoutingType);
  77. FIELD_SET(*this, FIX::RoutingID);
  78. };
  79. };
  80. }
  81. #endif