TradeCaptureReportRequest.h 3.5 KB

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  1. #ifndef FIX43_TRADECAPTUREREPORTREQUEST_H
  2. #define FIX43_TRADECAPTUREREPORTREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class TradeCaptureReportRequest : public Message
  7. {
  8. public:
  9. TradeCaptureReportRequest() : Message(MsgType()) {}
  10. TradeCaptureReportRequest(const FIX::Message& m) : Message(m) {}
  11. TradeCaptureReportRequest(const Message& m) : Message(m) {}
  12. TradeCaptureReportRequest(const TradeCaptureReportRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AD"); }
  14. TradeCaptureReportRequest(
  15. const FIX::TradeRequestID& aTradeRequestID,
  16. const FIX::TradeRequestType& aTradeRequestType )
  17. : Message(MsgType())
  18. {
  19. set(aTradeRequestID);
  20. set(aTradeRequestType);
  21. }
  22. FIELD_SET(*this, FIX::TradeRequestID);
  23. FIELD_SET(*this, FIX::TradeRequestType);
  24. FIELD_SET(*this, FIX::SubscriptionRequestType);
  25. FIELD_SET(*this, FIX::ExecID);
  26. FIELD_SET(*this, FIX::OrderID);
  27. FIELD_SET(*this, FIX::ClOrdID);
  28. FIELD_SET(*this, FIX::MatchStatus);
  29. FIELD_SET(*this, FIX::NoPartyIDs);
  30. class NoPartyIDs: public FIX::Group
  31. {
  32. public:
  33. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
  34. FIELD_SET(*this, FIX::PartyID);
  35. FIELD_SET(*this, FIX::PartyIDSource);
  36. FIELD_SET(*this, FIX::PartyRole);
  37. FIELD_SET(*this, FIX::PartySubID);
  38. };
  39. FIELD_SET(*this, FIX::Symbol);
  40. FIELD_SET(*this, FIX::SymbolSfx);
  41. FIELD_SET(*this, FIX::SecurityID);
  42. FIELD_SET(*this, FIX::SecurityIDSource);
  43. FIELD_SET(*this, FIX::Product);
  44. FIELD_SET(*this, FIX::CFICode);
  45. FIELD_SET(*this, FIX::SecurityType);
  46. FIELD_SET(*this, FIX::MaturityMonthYear);
  47. FIELD_SET(*this, FIX::MaturityDate);
  48. FIELD_SET(*this, FIX::CouponPaymentDate);
  49. FIELD_SET(*this, FIX::IssueDate);
  50. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  51. FIELD_SET(*this, FIX::RepurchaseTerm);
  52. FIELD_SET(*this, FIX::RepurchaseRate);
  53. FIELD_SET(*this, FIX::Factor);
  54. FIELD_SET(*this, FIX::CreditRating);
  55. FIELD_SET(*this, FIX::InstrRegistry);
  56. FIELD_SET(*this, FIX::CountryOfIssue);
  57. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  58. FIELD_SET(*this, FIX::LocaleOfIssue);
  59. FIELD_SET(*this, FIX::RedemptionDate);
  60. FIELD_SET(*this, FIX::StrikePrice);
  61. FIELD_SET(*this, FIX::OptAttribute);
  62. FIELD_SET(*this, FIX::ContractMultiplier);
  63. FIELD_SET(*this, FIX::CouponRate);
  64. FIELD_SET(*this, FIX::SecurityExchange);
  65. FIELD_SET(*this, FIX::Issuer);
  66. FIELD_SET(*this, FIX::EncodedIssuerLen);
  67. FIELD_SET(*this, FIX::EncodedIssuer);
  68. FIELD_SET(*this, FIX::SecurityDesc);
  69. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  70. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  71. FIELD_SET(*this, FIX::NoSecurityAltID);
  72. class NoSecurityAltID: public FIX::Group
  73. {
  74. public:
  75. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  76. FIELD_SET(*this, FIX::SecurityAltID);
  77. FIELD_SET(*this, FIX::SecurityAltIDSource);
  78. };
  79. FIELD_SET(*this, FIX::Side);
  80. FIELD_SET(*this, FIX::Text);
  81. FIELD_SET(*this, FIX::EncodedTextLen);
  82. FIELD_SET(*this, FIX::EncodedText);
  83. FIELD_SET(*this, FIX::TradeInputSource);
  84. FIELD_SET(*this, FIX::TradeInputDevice);
  85. FIELD_SET(*this, FIX::NoDates);
  86. class NoDates: public FIX::Group
  87. {
  88. public:
  89. NoDates() : FIX::Group(580,75,FIX::message_order(75,60,0)) {}
  90. FIELD_SET(*this, FIX::TradeDate);
  91. FIELD_SET(*this, FIX::TransactTime);
  92. };
  93. };
  94. }
  95. #endif