ConfirmationRequest.h 2.4 KB

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  1. #ifndef FIX50_CONFIRMATIONREQUEST_H
  2. #define FIX50_CONFIRMATIONREQUEST_H
  3. #include "Message.h"
  4. namespace FIX50
  5. {
  6. class ConfirmationRequest : public Message
  7. {
  8. public:
  9. ConfirmationRequest() : Message(MsgType()) {}
  10. ConfirmationRequest(const FIX::Message& m) : Message(m) {}
  11. ConfirmationRequest(const Message& m) : Message(m) {}
  12. ConfirmationRequest(const ConfirmationRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("BH"); }
  14. ConfirmationRequest(
  15. const FIX::ConfirmReqID& aConfirmReqID,
  16. const FIX::ConfirmType& aConfirmType,
  17. const FIX::TransactTime& aTransactTime )
  18. : Message(MsgType())
  19. {
  20. set(aConfirmReqID);
  21. set(aConfirmType);
  22. set(aTransactTime);
  23. }
  24. FIELD_SET(*this, FIX::ConfirmReqID);
  25. FIELD_SET(*this, FIX::ConfirmType);
  26. FIELD_SET(*this, FIX::NoOrders);
  27. class NoOrders: public FIX::Group
  28. {
  29. public:
  30. NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,756,38,799,800,0)) {}
  31. FIELD_SET(*this, FIX::ClOrdID);
  32. FIELD_SET(*this, FIX::OrderID);
  33. FIELD_SET(*this, FIX::SecondaryOrderID);
  34. FIELD_SET(*this, FIX::SecondaryClOrdID);
  35. FIELD_SET(*this, FIX::ListID);
  36. FIELD_SET(*this, FIX::NoNested2PartyIDs);
  37. class NoNested2PartyIDs: public FIX::Group
  38. {
  39. public:
  40. NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
  41. FIELD_SET(*this, FIX::Nested2PartyID);
  42. FIELD_SET(*this, FIX::Nested2PartyIDSource);
  43. FIELD_SET(*this, FIX::Nested2PartyRole);
  44. FIELD_SET(*this, FIX::NoNested2PartySubIDs);
  45. class NoNested2PartySubIDs: public FIX::Group
  46. {
  47. public:
  48. NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
  49. FIELD_SET(*this, FIX::Nested2PartySubID);
  50. FIELD_SET(*this, FIX::Nested2PartySubIDType);
  51. };
  52. };
  53. FIELD_SET(*this, FIX::OrderQty);
  54. FIELD_SET(*this, FIX::OrderAvgPx);
  55. FIELD_SET(*this, FIX::OrderBookingQty);
  56. };
  57. FIELD_SET(*this, FIX::AllocID);
  58. FIELD_SET(*this, FIX::SecondaryAllocID);
  59. FIELD_SET(*this, FIX::IndividualAllocID);
  60. FIELD_SET(*this, FIX::TransactTime);
  61. FIELD_SET(*this, FIX::AllocAccount);
  62. FIELD_SET(*this, FIX::AllocAcctIDSource);
  63. FIELD_SET(*this, FIX::AllocAccountType);
  64. FIELD_SET(*this, FIX::Text);
  65. FIELD_SET(*this, FIX::EncodedTextLen);
  66. FIELD_SET(*this, FIX::EncodedText);
  67. };
  68. }
  69. #endif