IOI.h 10 KB

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  1. #ifndef FIX44_IOI_H
  2. #define FIX44_IOI_H
  3. #include "Message.h"
  4. namespace FIX44
  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::Side& aSide,
  18. const FIX::IOIQty& aIOIQty )
  19. : Message(MsgType())
  20. {
  21. set(aIOIID);
  22. set(aIOITransType);
  23. set(aSide);
  24. set(aIOIQty);
  25. }
  26. FIELD_SET(*this, FIX::IOIID);
  27. FIELD_SET(*this, FIX::IOITransType);
  28. FIELD_SET(*this, FIX::IOIRefID);
  29. FIELD_SET(*this, FIX::Symbol);
  30. FIELD_SET(*this, FIX::SymbolSfx);
  31. FIELD_SET(*this, FIX::SecurityID);
  32. FIELD_SET(*this, FIX::SecurityIDSource);
  33. FIELD_SET(*this, FIX::Product);
  34. FIELD_SET(*this, FIX::CFICode);
  35. FIELD_SET(*this, FIX::SecurityType);
  36. FIELD_SET(*this, FIX::SecuritySubType);
  37. FIELD_SET(*this, FIX::MaturityMonthYear);
  38. FIELD_SET(*this, FIX::MaturityDate);
  39. FIELD_SET(*this, FIX::PutOrCall);
  40. FIELD_SET(*this, FIX::CouponPaymentDate);
  41. FIELD_SET(*this, FIX::IssueDate);
  42. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  43. FIELD_SET(*this, FIX::RepurchaseTerm);
  44. FIELD_SET(*this, FIX::RepurchaseRate);
  45. FIELD_SET(*this, FIX::Factor);
  46. FIELD_SET(*this, FIX::CreditRating);
  47. FIELD_SET(*this, FIX::InstrRegistry);
  48. FIELD_SET(*this, FIX::CountryOfIssue);
  49. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  50. FIELD_SET(*this, FIX::LocaleOfIssue);
  51. FIELD_SET(*this, FIX::RedemptionDate);
  52. FIELD_SET(*this, FIX::StrikePrice);
  53. FIELD_SET(*this, FIX::StrikeCurrency);
  54. FIELD_SET(*this, FIX::OptAttribute);
  55. FIELD_SET(*this, FIX::ContractMultiplier);
  56. FIELD_SET(*this, FIX::CouponRate);
  57. FIELD_SET(*this, FIX::SecurityExchange);
  58. FIELD_SET(*this, FIX::Issuer);
  59. FIELD_SET(*this, FIX::EncodedIssuerLen);
  60. FIELD_SET(*this, FIX::EncodedIssuer);
  61. FIELD_SET(*this, FIX::SecurityDesc);
  62. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  63. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  64. FIELD_SET(*this, FIX::Pool);
  65. FIELD_SET(*this, FIX::ContractSettlMonth);
  66. FIELD_SET(*this, FIX::CPProgram);
  67. FIELD_SET(*this, FIX::CPRegType);
  68. FIELD_SET(*this, FIX::DatedDate);
  69. FIELD_SET(*this, FIX::InterestAccrualDate);
  70. FIELD_SET(*this, FIX::AgreementDesc);
  71. FIELD_SET(*this, FIX::AgreementID);
  72. FIELD_SET(*this, FIX::AgreementDate);
  73. FIELD_SET(*this, FIX::AgreementCurrency);
  74. FIELD_SET(*this, FIX::TerminationType);
  75. FIELD_SET(*this, FIX::StartDate);
  76. FIELD_SET(*this, FIX::EndDate);
  77. FIELD_SET(*this, FIX::DeliveryType);
  78. FIELD_SET(*this, FIX::MarginRatio);
  79. FIELD_SET(*this, FIX::NoUnderlyings);
  80. class NoUnderlyings: public FIX::Group
  81. {
  82. public:
  83. 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)) {}
  84. FIELD_SET(*this, FIX::UnderlyingSymbol);
  85. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  86. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  87. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  88. FIELD_SET(*this, FIX::UnderlyingProduct);
  89. FIELD_SET(*this, FIX::UnderlyingCFICode);
  90. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  91. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  92. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  93. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  94. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  95. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  96. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  97. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  98. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  99. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  100. FIELD_SET(*this, FIX::UnderlyingFactor);
  101. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  102. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  103. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  104. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  105. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  106. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  107. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  108. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  109. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  110. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  111. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  112. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  113. FIELD_SET(*this, FIX::UnderlyingIssuer);
  114. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  115. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  116. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  117. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  118. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  119. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  120. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  121. FIELD_SET(*this, FIX::UnderlyingCurrency);
  122. FIELD_SET(*this, FIX::UnderlyingQty);
  123. FIELD_SET(*this, FIX::UnderlyingPx);
  124. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  125. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  126. FIELD_SET(*this, FIX::UnderlyingStartValue);
  127. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  128. FIELD_SET(*this, FIX::UnderlyingEndValue);
  129. };
  130. FIELD_SET(*this, FIX::Side);
  131. FIELD_SET(*this, FIX::QtyType);
  132. FIELD_SET(*this, FIX::OrderQty);
  133. FIELD_SET(*this, FIX::CashOrderQty);
  134. FIELD_SET(*this, FIX::OrderPercent);
  135. FIELD_SET(*this, FIX::RoundingDirection);
  136. FIELD_SET(*this, FIX::RoundingModulus);
  137. FIELD_SET(*this, FIX::IOIQty);
  138. FIELD_SET(*this, FIX::Currency);
  139. FIELD_SET(*this, FIX::NoStipulations);
  140. class NoStipulations: public FIX::Group
  141. {
  142. public:
  143. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  144. FIELD_SET(*this, FIX::StipulationType);
  145. FIELD_SET(*this, FIX::StipulationValue);
  146. };
  147. FIELD_SET(*this, FIX::NoLegs);
  148. class NoLegs: public FIX::Group
  149. {
  150. public:
  151. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,682,683,0)) {}
  152. FIELD_SET(*this, FIX::LegSymbol);
  153. FIELD_SET(*this, FIX::LegSymbolSfx);
  154. FIELD_SET(*this, FIX::LegSecurityID);
  155. FIELD_SET(*this, FIX::LegSecurityIDSource);
  156. FIELD_SET(*this, FIX::LegProduct);
  157. FIELD_SET(*this, FIX::LegCFICode);
  158. FIELD_SET(*this, FIX::LegSecurityType);
  159. FIELD_SET(*this, FIX::LegSecuritySubType);
  160. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  161. FIELD_SET(*this, FIX::LegMaturityDate);
  162. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  163. FIELD_SET(*this, FIX::LegIssueDate);
  164. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  165. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  166. FIELD_SET(*this, FIX::LegRepurchaseRate);
  167. FIELD_SET(*this, FIX::LegFactor);
  168. FIELD_SET(*this, FIX::LegCreditRating);
  169. FIELD_SET(*this, FIX::LegInstrRegistry);
  170. FIELD_SET(*this, FIX::LegCountryOfIssue);
  171. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  172. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  173. FIELD_SET(*this, FIX::LegRedemptionDate);
  174. FIELD_SET(*this, FIX::LegStrikePrice);
  175. FIELD_SET(*this, FIX::LegStrikeCurrency);
  176. FIELD_SET(*this, FIX::LegOptAttribute);
  177. FIELD_SET(*this, FIX::LegContractMultiplier);
  178. FIELD_SET(*this, FIX::LegCouponRate);
  179. FIELD_SET(*this, FIX::LegSecurityExchange);
  180. FIELD_SET(*this, FIX::LegIssuer);
  181. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  182. FIELD_SET(*this, FIX::EncodedLegIssuer);
  183. FIELD_SET(*this, FIX::LegSecurityDesc);
  184. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  185. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  186. FIELD_SET(*this, FIX::LegRatioQty);
  187. FIELD_SET(*this, FIX::LegSide);
  188. FIELD_SET(*this, FIX::LegCurrency);
  189. FIELD_SET(*this, FIX::LegPool);
  190. FIELD_SET(*this, FIX::LegDatedDate);
  191. FIELD_SET(*this, FIX::LegContractSettlMonth);
  192. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  193. FIELD_SET(*this, FIX::LegIOIQty);
  194. FIELD_SET(*this, FIX::NoLegStipulations);
  195. class NoLegStipulations: public FIX::Group
  196. {
  197. public:
  198. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  199. FIELD_SET(*this, FIX::LegStipulationType);
  200. FIELD_SET(*this, FIX::LegStipulationValue);
  201. };
  202. };
  203. FIELD_SET(*this, FIX::PriceType);
  204. FIELD_SET(*this, FIX::Price);
  205. FIELD_SET(*this, FIX::ValidUntilTime);
  206. FIELD_SET(*this, FIX::IOIQltyInd);
  207. FIELD_SET(*this, FIX::IOINaturalFlag);
  208. FIELD_SET(*this, FIX::NoIOIQualifiers);
  209. class NoIOIQualifiers: public FIX::Group
  210. {
  211. public:
  212. NoIOIQualifiers() : FIX::Group(199,104,FIX::message_order(104,0)) {}
  213. FIELD_SET(*this, FIX::IOIQualifier);
  214. };
  215. FIELD_SET(*this, FIX::Text);
  216. FIELD_SET(*this, FIX::EncodedTextLen);
  217. FIELD_SET(*this, FIX::EncodedText);
  218. FIELD_SET(*this, FIX::TransactTime);
  219. FIELD_SET(*this, FIX::URLLink);
  220. FIELD_SET(*this, FIX::NoRoutingIDs);
  221. class NoRoutingIDs: public FIX::Group
  222. {
  223. public:
  224. NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {}
  225. FIELD_SET(*this, FIX::RoutingType);
  226. FIELD_SET(*this, FIX::RoutingID);
  227. };
  228. FIELD_SET(*this, FIX::Spread);
  229. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  230. FIELD_SET(*this, FIX::BenchmarkCurveName);
  231. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  232. FIELD_SET(*this, FIX::BenchmarkPrice);
  233. FIELD_SET(*this, FIX::BenchmarkPriceType);
  234. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  235. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  236. FIELD_SET(*this, FIX::YieldType);
  237. FIELD_SET(*this, FIX::Yield);
  238. FIELD_SET(*this, FIX::YieldCalcDate);
  239. FIELD_SET(*this, FIX::YieldRedemptionDate);
  240. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  241. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  242. };
  243. }
  244. #endif