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- #ifndef FIX43_IOI_H
- #define FIX43_IOI_H
- #include "Message.h"
- namespace FIX43
- {
- class IOI : public Message
- {
- public:
- IOI() : Message(MsgType()) {}
- IOI(const FIX::Message& m) : Message(m) {}
- IOI(const Message& m) : Message(m) {}
- IOI(const IOI& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("6"); }
- IOI(
- const FIX::IOIid& aIOIid,
- const FIX::IOITransType& aIOITransType,
- const FIX::Side& aSide,
- const FIX::IOIQty& aIOIQty )
- : Message(MsgType())
- {
- set(aIOIid);
- set(aIOITransType);
- set(aSide);
- set(aIOIQty);
- }
- FIELD_SET(*this, FIX::IOIid);
- FIELD_SET(*this, FIX::IOITransType);
- FIELD_SET(*this, FIX::IOIRefID);
- 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::Side);
- FIELD_SET(*this, FIX::QuantityType);
- FIELD_SET(*this, FIX::IOIQty);
- FIELD_SET(*this, FIX::PriceType);
- FIELD_SET(*this, FIX::Price);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::ValidUntilTime);
- FIELD_SET(*this, FIX::IOIQltyInd);
- FIELD_SET(*this, FIX::IOINaturalFlag);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::URLLink);
- FIELD_SET(*this, FIX::Spread);
- FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
- FIELD_SET(*this, FIX::BenchmarkCurveName);
- FIELD_SET(*this, FIX::BenchmarkCurvePoint);
- FIELD_SET(*this, FIX::Benchmark);
- FIELD_SET(*this, FIX::NoIOIQualifiers);
- class NoIOIQualifiers: public FIX::Group
- {
- public:
- NoIOIQualifiers() : FIX::Group(199,104,FIX::message_order(104,0)) {}
- FIELD_SET(*this, FIX::IOIQualifier);
- };
- FIELD_SET(*this, FIX::NoRoutingIDs);
- class NoRoutingIDs: public FIX::Group
- {
- public:
- NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {}
- FIELD_SET(*this, FIX::RoutingType);
- FIELD_SET(*this, FIX::RoutingID);
- };
- };
- }
- #endif
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