AllocationInstruction.h 16 KB

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  1. #ifndef FIX44_ALLOCATIONINSTRUCTION_H
  2. #define FIX44_ALLOCATIONINSTRUCTION_H
  3. #include "Message.h"
  4. namespace FIX44
  5. {
  6. class AllocationInstruction : public Message
  7. {
  8. public:
  9. AllocationInstruction() : Message(MsgType()) {}
  10. AllocationInstruction(const FIX::Message& m) : Message(m) {}
  11. AllocationInstruction(const Message& m) : Message(m) {}
  12. AllocationInstruction(const AllocationInstruction& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("J"); }
  14. AllocationInstruction(
  15. const FIX::AllocID& aAllocID,
  16. const FIX::AllocTransType& aAllocTransType,
  17. const FIX::AllocType& aAllocType,
  18. const FIX::AllocNoOrdersType& aAllocNoOrdersType,
  19. const FIX::Side& aSide,
  20. const FIX::Quantity& aQuantity,
  21. const FIX::AvgPx& aAvgPx,
  22. const FIX::TradeDate& aTradeDate )
  23. : Message(MsgType())
  24. {
  25. set(aAllocID);
  26. set(aAllocTransType);
  27. set(aAllocType);
  28. set(aAllocNoOrdersType);
  29. set(aSide);
  30. set(aQuantity);
  31. set(aAvgPx);
  32. set(aTradeDate);
  33. }
  34. FIELD_SET(*this, FIX::AllocID);
  35. FIELD_SET(*this, FIX::AllocTransType);
  36. FIELD_SET(*this, FIX::AllocType);
  37. FIELD_SET(*this, FIX::SecondaryAllocID);
  38. FIELD_SET(*this, FIX::RefAllocID);
  39. FIELD_SET(*this, FIX::AllocCancReplaceReason);
  40. FIELD_SET(*this, FIX::AllocIntermedReqType);
  41. FIELD_SET(*this, FIX::AllocLinkID);
  42. FIELD_SET(*this, FIX::AllocLinkType);
  43. FIELD_SET(*this, FIX::BookingRefID);
  44. FIELD_SET(*this, FIX::AllocNoOrdersType);
  45. FIELD_SET(*this, FIX::NoOrders);
  46. class NoOrders: public FIX::Group
  47. {
  48. public:
  49. NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,756,38,799,800,0)) {}
  50. FIELD_SET(*this, FIX::ClOrdID);
  51. FIELD_SET(*this, FIX::OrderID);
  52. FIELD_SET(*this, FIX::SecondaryOrderID);
  53. FIELD_SET(*this, FIX::SecondaryClOrdID);
  54. FIELD_SET(*this, FIX::ListID);
  55. FIELD_SET(*this, FIX::NoNested2PartyIDs);
  56. class NoNested2PartyIDs: public FIX::Group
  57. {
  58. public:
  59. NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
  60. FIELD_SET(*this, FIX::Nested2PartyID);
  61. FIELD_SET(*this, FIX::Nested2PartyIDSource);
  62. FIELD_SET(*this, FIX::Nested2PartyRole);
  63. FIELD_SET(*this, FIX::NoNested2PartySubIDs);
  64. class NoNested2PartySubIDs: public FIX::Group
  65. {
  66. public:
  67. NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
  68. FIELD_SET(*this, FIX::Nested2PartySubID);
  69. FIELD_SET(*this, FIX::Nested2PartySubIDType);
  70. };
  71. };
  72. FIELD_SET(*this, FIX::OrderQty);
  73. FIELD_SET(*this, FIX::OrderAvgPx);
  74. FIELD_SET(*this, FIX::OrderBookingQty);
  75. };
  76. FIELD_SET(*this, FIX::NoExecs);
  77. class NoExecs: public FIX::Group
  78. {
  79. public:
  80. NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,527,31,669,29,0)) {}
  81. FIELD_SET(*this, FIX::LastQty);
  82. FIELD_SET(*this, FIX::ExecID);
  83. FIELD_SET(*this, FIX::SecondaryExecID);
  84. FIELD_SET(*this, FIX::LastPx);
  85. FIELD_SET(*this, FIX::LastParPx);
  86. FIELD_SET(*this, FIX::LastCapacity);
  87. };
  88. FIELD_SET(*this, FIX::PreviouslyReported);
  89. FIELD_SET(*this, FIX::ReversalIndicator);
  90. FIELD_SET(*this, FIX::MatchType);
  91. FIELD_SET(*this, FIX::Side);
  92. FIELD_SET(*this, FIX::Symbol);
  93. FIELD_SET(*this, FIX::SymbolSfx);
  94. FIELD_SET(*this, FIX::SecurityID);
  95. FIELD_SET(*this, FIX::SecurityIDSource);
  96. FIELD_SET(*this, FIX::Product);
  97. FIELD_SET(*this, FIX::CFICode);
  98. FIELD_SET(*this, FIX::SecurityType);
  99. FIELD_SET(*this, FIX::SecuritySubType);
  100. FIELD_SET(*this, FIX::MaturityMonthYear);
  101. FIELD_SET(*this, FIX::MaturityDate);
  102. FIELD_SET(*this, FIX::PutOrCall);
  103. FIELD_SET(*this, FIX::CouponPaymentDate);
  104. FIELD_SET(*this, FIX::IssueDate);
  105. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  106. FIELD_SET(*this, FIX::RepurchaseTerm);
  107. FIELD_SET(*this, FIX::RepurchaseRate);
  108. FIELD_SET(*this, FIX::Factor);
  109. FIELD_SET(*this, FIX::CreditRating);
  110. FIELD_SET(*this, FIX::InstrRegistry);
  111. FIELD_SET(*this, FIX::CountryOfIssue);
  112. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  113. FIELD_SET(*this, FIX::LocaleOfIssue);
  114. FIELD_SET(*this, FIX::RedemptionDate);
  115. FIELD_SET(*this, FIX::StrikePrice);
  116. FIELD_SET(*this, FIX::StrikeCurrency);
  117. FIELD_SET(*this, FIX::OptAttribute);
  118. FIELD_SET(*this, FIX::ContractMultiplier);
  119. FIELD_SET(*this, FIX::CouponRate);
  120. FIELD_SET(*this, FIX::SecurityExchange);
  121. FIELD_SET(*this, FIX::Issuer);
  122. FIELD_SET(*this, FIX::EncodedIssuerLen);
  123. FIELD_SET(*this, FIX::EncodedIssuer);
  124. FIELD_SET(*this, FIX::SecurityDesc);
  125. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  126. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  127. FIELD_SET(*this, FIX::Pool);
  128. FIELD_SET(*this, FIX::ContractSettlMonth);
  129. FIELD_SET(*this, FIX::CPProgram);
  130. FIELD_SET(*this, FIX::CPRegType);
  131. FIELD_SET(*this, FIX::DatedDate);
  132. FIELD_SET(*this, FIX::InterestAccrualDate);
  133. FIELD_SET(*this, FIX::DeliveryForm);
  134. FIELD_SET(*this, FIX::PctAtRisk);
  135. FIELD_SET(*this, FIX::AgreementDesc);
  136. FIELD_SET(*this, FIX::AgreementID);
  137. FIELD_SET(*this, FIX::AgreementDate);
  138. FIELD_SET(*this, FIX::AgreementCurrency);
  139. FIELD_SET(*this, FIX::TerminationType);
  140. FIELD_SET(*this, FIX::StartDate);
  141. FIELD_SET(*this, FIX::EndDate);
  142. FIELD_SET(*this, FIX::DeliveryType);
  143. FIELD_SET(*this, FIX::MarginRatio);
  144. FIELD_SET(*this, FIX::NoUnderlyings);
  145. class NoUnderlyings: public FIX::Group
  146. {
  147. public:
  148. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {}
  149. FIELD_SET(*this, FIX::UnderlyingSymbol);
  150. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  151. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  152. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  153. FIELD_SET(*this, FIX::UnderlyingProduct);
  154. FIELD_SET(*this, FIX::UnderlyingCFICode);
  155. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  156. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  157. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  158. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  159. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  160. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  161. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  162. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  163. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  164. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  165. FIELD_SET(*this, FIX::UnderlyingFactor);
  166. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  167. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  168. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  169. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  170. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  171. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  172. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  173. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  174. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  175. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  176. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  177. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  178. FIELD_SET(*this, FIX::UnderlyingIssuer);
  179. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  180. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  181. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  182. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  183. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  184. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  185. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  186. FIELD_SET(*this, FIX::UnderlyingCurrency);
  187. FIELD_SET(*this, FIX::UnderlyingQty);
  188. FIELD_SET(*this, FIX::UnderlyingPx);
  189. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  190. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  191. FIELD_SET(*this, FIX::UnderlyingStartValue);
  192. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  193. FIELD_SET(*this, FIX::UnderlyingEndValue);
  194. };
  195. FIELD_SET(*this, FIX::NoLegs);
  196. class NoLegs: public FIX::Group
  197. {
  198. public:
  199. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,0)) {}
  200. FIELD_SET(*this, FIX::LegSymbol);
  201. FIELD_SET(*this, FIX::LegSymbolSfx);
  202. FIELD_SET(*this, FIX::LegSecurityID);
  203. FIELD_SET(*this, FIX::LegSecurityIDSource);
  204. FIELD_SET(*this, FIX::LegProduct);
  205. FIELD_SET(*this, FIX::LegCFICode);
  206. FIELD_SET(*this, FIX::LegSecurityType);
  207. FIELD_SET(*this, FIX::LegSecuritySubType);
  208. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  209. FIELD_SET(*this, FIX::LegMaturityDate);
  210. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  211. FIELD_SET(*this, FIX::LegIssueDate);
  212. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  213. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  214. FIELD_SET(*this, FIX::LegRepurchaseRate);
  215. FIELD_SET(*this, FIX::LegFactor);
  216. FIELD_SET(*this, FIX::LegCreditRating);
  217. FIELD_SET(*this, FIX::LegInstrRegistry);
  218. FIELD_SET(*this, FIX::LegCountryOfIssue);
  219. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  220. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  221. FIELD_SET(*this, FIX::LegRedemptionDate);
  222. FIELD_SET(*this, FIX::LegStrikePrice);
  223. FIELD_SET(*this, FIX::LegStrikeCurrency);
  224. FIELD_SET(*this, FIX::LegOptAttribute);
  225. FIELD_SET(*this, FIX::LegContractMultiplier);
  226. FIELD_SET(*this, FIX::LegCouponRate);
  227. FIELD_SET(*this, FIX::LegSecurityExchange);
  228. FIELD_SET(*this, FIX::LegIssuer);
  229. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  230. FIELD_SET(*this, FIX::EncodedLegIssuer);
  231. FIELD_SET(*this, FIX::LegSecurityDesc);
  232. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  233. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  234. FIELD_SET(*this, FIX::LegRatioQty);
  235. FIELD_SET(*this, FIX::LegSide);
  236. FIELD_SET(*this, FIX::LegCurrency);
  237. FIELD_SET(*this, FIX::LegPool);
  238. FIELD_SET(*this, FIX::LegDatedDate);
  239. FIELD_SET(*this, FIX::LegContractSettlMonth);
  240. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  241. };
  242. FIELD_SET(*this, FIX::Quantity);
  243. FIELD_SET(*this, FIX::QtyType);
  244. FIELD_SET(*this, FIX::LastMkt);
  245. FIELD_SET(*this, FIX::TradeOriginationDate);
  246. FIELD_SET(*this, FIX::TradingSessionID);
  247. FIELD_SET(*this, FIX::TradingSessionSubID);
  248. FIELD_SET(*this, FIX::PriceType);
  249. FIELD_SET(*this, FIX::AvgPx);
  250. FIELD_SET(*this, FIX::AvgParPx);
  251. FIELD_SET(*this, FIX::Spread);
  252. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  253. FIELD_SET(*this, FIX::BenchmarkCurveName);
  254. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  255. FIELD_SET(*this, FIX::BenchmarkPrice);
  256. FIELD_SET(*this, FIX::BenchmarkPriceType);
  257. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  258. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  259. FIELD_SET(*this, FIX::Currency);
  260. FIELD_SET(*this, FIX::AvgPxPrecision);
  261. FIELD_SET(*this, FIX::NoPartyIDs);
  262. class NoPartyIDs: public FIX::Group
  263. {
  264. public:
  265. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  266. FIELD_SET(*this, FIX::PartyID);
  267. FIELD_SET(*this, FIX::PartyIDSource);
  268. FIELD_SET(*this, FIX::PartyRole);
  269. FIELD_SET(*this, FIX::NoPartySubIDs);
  270. class NoPartySubIDs: public FIX::Group
  271. {
  272. public:
  273. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  274. FIELD_SET(*this, FIX::PartySubID);
  275. FIELD_SET(*this, FIX::PartySubIDType);
  276. };
  277. };
  278. FIELD_SET(*this, FIX::TradeDate);
  279. FIELD_SET(*this, FIX::TransactTime);
  280. FIELD_SET(*this, FIX::SettlType);
  281. FIELD_SET(*this, FIX::SettlDate);
  282. FIELD_SET(*this, FIX::BookingType);
  283. FIELD_SET(*this, FIX::GrossTradeAmt);
  284. FIELD_SET(*this, FIX::Concession);
  285. FIELD_SET(*this, FIX::TotalTakedown);
  286. FIELD_SET(*this, FIX::NetMoney);
  287. FIELD_SET(*this, FIX::PositionEffect);
  288. FIELD_SET(*this, FIX::AutoAcceptIndicator);
  289. FIELD_SET(*this, FIX::Text);
  290. FIELD_SET(*this, FIX::EncodedTextLen);
  291. FIELD_SET(*this, FIX::EncodedText);
  292. FIELD_SET(*this, FIX::NumDaysInterest);
  293. FIELD_SET(*this, FIX::AccruedInterestRate);
  294. FIELD_SET(*this, FIX::AccruedInterestAmt);
  295. FIELD_SET(*this, FIX::TotalAccruedInterestAmt);
  296. FIELD_SET(*this, FIX::InterestAtMaturity);
  297. FIELD_SET(*this, FIX::EndAccruedInterestAmt);
  298. FIELD_SET(*this, FIX::StartCash);
  299. FIELD_SET(*this, FIX::EndCash);
  300. FIELD_SET(*this, FIX::LegalConfirm);
  301. FIELD_SET(*this, FIX::NoStipulations);
  302. class NoStipulations: public FIX::Group
  303. {
  304. public:
  305. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  306. FIELD_SET(*this, FIX::StipulationType);
  307. FIELD_SET(*this, FIX::StipulationValue);
  308. };
  309. FIELD_SET(*this, FIX::YieldType);
  310. FIELD_SET(*this, FIX::Yield);
  311. FIELD_SET(*this, FIX::YieldCalcDate);
  312. FIELD_SET(*this, FIX::YieldRedemptionDate);
  313. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  314. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  315. FIELD_SET(*this, FIX::TotNoAllocs);
  316. FIELD_SET(*this, FIX::LastFragment);
  317. FIELD_SET(*this, FIX::NoAllocs);
  318. class NoAllocs: public FIX::Group
  319. {
  320. public:
  321. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,573,366,80,467,81,539,208,209,161,360,361,12,13,479,497,153,154,119,737,120,736,155,156,742,741,136,576,780,172,169,170,171,0)) {}
  322. FIELD_SET(*this, FIX::AllocAccount);
  323. FIELD_SET(*this, FIX::AllocAcctIDSource);
  324. FIELD_SET(*this, FIX::MatchStatus);
  325. FIELD_SET(*this, FIX::AllocPrice);
  326. FIELD_SET(*this, FIX::AllocQty);
  327. FIELD_SET(*this, FIX::IndividualAllocID);
  328. FIELD_SET(*this, FIX::ProcessCode);
  329. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  330. class NoNestedPartyIDs: public FIX::Group
  331. {
  332. public:
  333. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  334. FIELD_SET(*this, FIX::NestedPartyID);
  335. FIELD_SET(*this, FIX::NestedPartyIDSource);
  336. FIELD_SET(*this, FIX::NestedPartyRole);
  337. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  338. class NoNestedPartySubIDs: public FIX::Group
  339. {
  340. public:
  341. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  342. FIELD_SET(*this, FIX::NestedPartySubID);
  343. FIELD_SET(*this, FIX::NestedPartySubIDType);
  344. };
  345. };
  346. FIELD_SET(*this, FIX::NotifyBrokerOfCredit);
  347. FIELD_SET(*this, FIX::AllocHandlInst);
  348. FIELD_SET(*this, FIX::AllocText);
  349. FIELD_SET(*this, FIX::EncodedAllocTextLen);
  350. FIELD_SET(*this, FIX::EncodedAllocText);
  351. FIELD_SET(*this, FIX::Commission);
  352. FIELD_SET(*this, FIX::CommType);
  353. FIELD_SET(*this, FIX::CommCurrency);
  354. FIELD_SET(*this, FIX::FundRenewWaiv);
  355. FIELD_SET(*this, FIX::AllocAvgPx);
  356. FIELD_SET(*this, FIX::AllocNetMoney);
  357. FIELD_SET(*this, FIX::SettlCurrAmt);
  358. FIELD_SET(*this, FIX::AllocSettlCurrAmt);
  359. FIELD_SET(*this, FIX::SettlCurrency);
  360. FIELD_SET(*this, FIX::AllocSettlCurrency);
  361. FIELD_SET(*this, FIX::SettlCurrFxRate);
  362. FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
  363. FIELD_SET(*this, FIX::AllocAccruedInterestAmt);
  364. FIELD_SET(*this, FIX::AllocInterestAtMaturity);
  365. FIELD_SET(*this, FIX::NoMiscFees);
  366. class NoMiscFees: public FIX::Group
  367. {
  368. public:
  369. NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
  370. FIELD_SET(*this, FIX::MiscFeeAmt);
  371. FIELD_SET(*this, FIX::MiscFeeCurr);
  372. FIELD_SET(*this, FIX::MiscFeeType);
  373. FIELD_SET(*this, FIX::MiscFeeBasis);
  374. };
  375. FIELD_SET(*this, FIX::NoClearingInstructions);
  376. class NoClearingInstructions: public FIX::Group
  377. {
  378. public:
  379. NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {}
  380. FIELD_SET(*this, FIX::ClearingInstruction);
  381. };
  382. FIELD_SET(*this, FIX::AllocSettlInstType);
  383. FIELD_SET(*this, FIX::SettlDeliveryType);
  384. FIELD_SET(*this, FIX::StandInstDbType);
  385. FIELD_SET(*this, FIX::StandInstDbName);
  386. FIELD_SET(*this, FIX::StandInstDbID);
  387. };
  388. };
  389. }
  390. #endif