123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102 |
- #ifndef FIX43_TRADECAPTUREREPORTREQUEST_H
- #define FIX43_TRADECAPTUREREPORTREQUEST_H
- #include "Message.h"
- namespace FIX43
- {
- class TradeCaptureReportRequest : public Message
- {
- public:
- TradeCaptureReportRequest() : Message(MsgType()) {}
- TradeCaptureReportRequest(const FIX::Message& m) : Message(m) {}
- TradeCaptureReportRequest(const Message& m) : Message(m) {}
- TradeCaptureReportRequest(const TradeCaptureReportRequest& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("AD"); }
- TradeCaptureReportRequest(
- const FIX::TradeRequestID& aTradeRequestID,
- const FIX::TradeRequestType& aTradeRequestType )
- : Message(MsgType())
- {
- set(aTradeRequestID);
- set(aTradeRequestType);
- }
- FIELD_SET(*this, FIX::TradeRequestID);
- FIELD_SET(*this, FIX::TradeRequestType);
- FIELD_SET(*this, FIX::SubscriptionRequestType);
- FIELD_SET(*this, FIX::ExecID);
- FIELD_SET(*this, FIX::OrderID);
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::MatchStatus);
- FIELD_SET(*this, FIX::NoPartyIDs);
- class NoPartyIDs: public FIX::Group
- {
- public:
- NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
- FIELD_SET(*this, FIX::PartyID);
- FIELD_SET(*this, FIX::PartyIDSource);
- FIELD_SET(*this, FIX::PartyRole);
- FIELD_SET(*this, FIX::PartySubID);
- };
- 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::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::TradeInputSource);
- FIELD_SET(*this, FIX::TradeInputDevice);
- FIELD_SET(*this, FIX::NoDates);
- class NoDates: public FIX::Group
- {
- public:
- NoDates() : FIX::Group(580,75,FIX::message_order(75,60,0)) {}
- FIELD_SET(*this, FIX::TradeDate);
- FIELD_SET(*this, FIX::TransactTime);
- };
- };
- }
- #endif
|