IOI.h 12 KB

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  1. #ifndef FIX50_IOI_H
  2. #define FIX50_IOI_H
  3. #include "Message.h"
  4. namespace FIX50
  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::MaturityTime);
  40. FIELD_SET(*this, FIX::PutOrCall);
  41. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  42. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  43. FIELD_SET(*this, FIX::SecurityStatus);
  44. FIELD_SET(*this, FIX::CouponPaymentDate);
  45. FIELD_SET(*this, FIX::IssueDate);
  46. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  47. FIELD_SET(*this, FIX::RepurchaseTerm);
  48. FIELD_SET(*this, FIX::RepurchaseRate);
  49. FIELD_SET(*this, FIX::Factor);
  50. FIELD_SET(*this, FIX::CreditRating);
  51. FIELD_SET(*this, FIX::InstrRegistry);
  52. FIELD_SET(*this, FIX::CountryOfIssue);
  53. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  54. FIELD_SET(*this, FIX::LocaleOfIssue);
  55. FIELD_SET(*this, FIX::RedemptionDate);
  56. FIELD_SET(*this, FIX::StrikePrice);
  57. FIELD_SET(*this, FIX::StrikeCurrency);
  58. FIELD_SET(*this, FIX::StrikeMultiplier);
  59. FIELD_SET(*this, FIX::StrikeValue);
  60. FIELD_SET(*this, FIX::OptAttribute);
  61. FIELD_SET(*this, FIX::ContractMultiplier);
  62. FIELD_SET(*this, FIX::MinPriceIncrement);
  63. FIELD_SET(*this, FIX::UnitOfMeasure);
  64. FIELD_SET(*this, FIX::TimeUnit);
  65. FIELD_SET(*this, FIX::CouponRate);
  66. FIELD_SET(*this, FIX::SecurityExchange);
  67. FIELD_SET(*this, FIX::PositionLimit);
  68. FIELD_SET(*this, FIX::NTPositionLimit);
  69. FIELD_SET(*this, FIX::Issuer);
  70. FIELD_SET(*this, FIX::EncodedIssuerLen);
  71. FIELD_SET(*this, FIX::EncodedIssuer);
  72. FIELD_SET(*this, FIX::SecurityDesc);
  73. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  74. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  75. FIELD_SET(*this, FIX::Pool);
  76. FIELD_SET(*this, FIX::ContractSettlMonth);
  77. FIELD_SET(*this, FIX::CPProgram);
  78. FIELD_SET(*this, FIX::CPRegType);
  79. FIELD_SET(*this, FIX::DatedDate);
  80. FIELD_SET(*this, FIX::InterestAccrualDate);
  81. FIELD_SET(*this, FIX::NoPartyIDs);
  82. class NoPartyIDs: public FIX::Group
  83. {
  84. public:
  85. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  86. FIELD_SET(*this, FIX::PartyID);
  87. FIELD_SET(*this, FIX::PartyIDSource);
  88. FIELD_SET(*this, FIX::PartyRole);
  89. FIELD_SET(*this, FIX::NoPartySubIDs);
  90. class NoPartySubIDs: public FIX::Group
  91. {
  92. public:
  93. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  94. FIELD_SET(*this, FIX::PartySubID);
  95. FIELD_SET(*this, FIX::PartySubIDType);
  96. };
  97. };
  98. FIELD_SET(*this, FIX::AgreementDesc);
  99. FIELD_SET(*this, FIX::AgreementID);
  100. FIELD_SET(*this, FIX::AgreementDate);
  101. FIELD_SET(*this, FIX::AgreementCurrency);
  102. FIELD_SET(*this, FIX::TerminationType);
  103. FIELD_SET(*this, FIX::StartDate);
  104. FIELD_SET(*this, FIX::EndDate);
  105. FIELD_SET(*this, FIX::DeliveryType);
  106. FIELD_SET(*this, FIX::MarginRatio);
  107. FIELD_SET(*this, FIX::NoUnderlyings);
  108. class NoUnderlyings: public FIX::Group
  109. {
  110. public:
  111. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {}
  112. FIELD_SET(*this, FIX::UnderlyingSymbol);
  113. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  114. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  115. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  116. FIELD_SET(*this, FIX::UnderlyingProduct);
  117. FIELD_SET(*this, FIX::UnderlyingCFICode);
  118. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  119. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  120. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  121. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  122. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  123. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  124. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  125. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  126. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  127. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  128. FIELD_SET(*this, FIX::UnderlyingFactor);
  129. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  130. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  131. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  132. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  133. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  134. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  135. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  136. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  137. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  138. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  139. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  140. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  141. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  142. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  143. FIELD_SET(*this, FIX::UnderlyingIssuer);
  144. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  145. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  146. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  147. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  148. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  149. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  150. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  151. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  152. FIELD_SET(*this, FIX::UnderlyingCurrency);
  153. FIELD_SET(*this, FIX::UnderlyingQty);
  154. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  155. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  156. FIELD_SET(*this, FIX::UnderlyingCashType);
  157. FIELD_SET(*this, FIX::UnderlyingPx);
  158. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  159. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  160. FIELD_SET(*this, FIX::UnderlyingStartValue);
  161. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  162. FIELD_SET(*this, FIX::UnderlyingEndValue);
  163. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  164. FIELD_SET(*this, FIX::UnderlyingFXRate);
  165. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  166. FIELD_SET(*this, FIX::UnderlyingCapValue);
  167. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  168. };
  169. FIELD_SET(*this, FIX::Side);
  170. FIELD_SET(*this, FIX::QtyType);
  171. FIELD_SET(*this, FIX::OrderQty);
  172. FIELD_SET(*this, FIX::CashOrderQty);
  173. FIELD_SET(*this, FIX::OrderPercent);
  174. FIELD_SET(*this, FIX::RoundingDirection);
  175. FIELD_SET(*this, FIX::RoundingModulus);
  176. FIELD_SET(*this, FIX::IOIQty);
  177. FIELD_SET(*this, FIX::Currency);
  178. FIELD_SET(*this, FIX::NoStipulations);
  179. class NoStipulations: public FIX::Group
  180. {
  181. public:
  182. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  183. FIELD_SET(*this, FIX::StipulationType);
  184. FIELD_SET(*this, FIX::StipulationValue);
  185. };
  186. FIELD_SET(*this, FIX::NoLegs);
  187. class NoLegs: public FIX::Group
  188. {
  189. public:
  190. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,682,683,0)) {}
  191. FIELD_SET(*this, FIX::LegSymbol);
  192. FIELD_SET(*this, FIX::LegSymbolSfx);
  193. FIELD_SET(*this, FIX::LegSecurityID);
  194. FIELD_SET(*this, FIX::LegSecurityIDSource);
  195. FIELD_SET(*this, FIX::LegProduct);
  196. FIELD_SET(*this, FIX::LegCFICode);
  197. FIELD_SET(*this, FIX::LegSecurityType);
  198. FIELD_SET(*this, FIX::LegSecuritySubType);
  199. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  200. FIELD_SET(*this, FIX::LegMaturityDate);
  201. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  202. FIELD_SET(*this, FIX::LegIssueDate);
  203. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  204. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  205. FIELD_SET(*this, FIX::LegRepurchaseRate);
  206. FIELD_SET(*this, FIX::LegFactor);
  207. FIELD_SET(*this, FIX::LegCreditRating);
  208. FIELD_SET(*this, FIX::LegInstrRegistry);
  209. FIELD_SET(*this, FIX::LegCountryOfIssue);
  210. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  211. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  212. FIELD_SET(*this, FIX::LegRedemptionDate);
  213. FIELD_SET(*this, FIX::LegStrikePrice);
  214. FIELD_SET(*this, FIX::LegStrikeCurrency);
  215. FIELD_SET(*this, FIX::LegOptAttribute);
  216. FIELD_SET(*this, FIX::LegContractMultiplier);
  217. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  218. FIELD_SET(*this, FIX::LegTimeUnit);
  219. FIELD_SET(*this, FIX::LegCouponRate);
  220. FIELD_SET(*this, FIX::LegSecurityExchange);
  221. FIELD_SET(*this, FIX::LegIssuer);
  222. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  223. FIELD_SET(*this, FIX::EncodedLegIssuer);
  224. FIELD_SET(*this, FIX::LegSecurityDesc);
  225. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  226. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  227. FIELD_SET(*this, FIX::LegRatioQty);
  228. FIELD_SET(*this, FIX::LegSide);
  229. FIELD_SET(*this, FIX::LegCurrency);
  230. FIELD_SET(*this, FIX::LegPool);
  231. FIELD_SET(*this, FIX::LegDatedDate);
  232. FIELD_SET(*this, FIX::LegContractSettlMonth);
  233. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  234. FIELD_SET(*this, FIX::LegOptionRatio);
  235. FIELD_SET(*this, FIX::LegIOIQty);
  236. FIELD_SET(*this, FIX::NoLegStipulations);
  237. class NoLegStipulations: public FIX::Group
  238. {
  239. public:
  240. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  241. FIELD_SET(*this, FIX::LegStipulationType);
  242. FIELD_SET(*this, FIX::LegStipulationValue);
  243. };
  244. };
  245. FIELD_SET(*this, FIX::PriceType);
  246. FIELD_SET(*this, FIX::Price);
  247. FIELD_SET(*this, FIX::ValidUntilTime);
  248. FIELD_SET(*this, FIX::IOIQltyInd);
  249. FIELD_SET(*this, FIX::IOINaturalFlag);
  250. FIELD_SET(*this, FIX::NoIOIQualifiers);
  251. class NoIOIQualifiers: public FIX::Group
  252. {
  253. public:
  254. NoIOIQualifiers() : FIX::Group(199,104,FIX::message_order(104,0)) {}
  255. FIELD_SET(*this, FIX::IOIQualifier);
  256. };
  257. FIELD_SET(*this, FIX::Text);
  258. FIELD_SET(*this, FIX::EncodedTextLen);
  259. FIELD_SET(*this, FIX::EncodedText);
  260. FIELD_SET(*this, FIX::TransactTime);
  261. FIELD_SET(*this, FIX::URLLink);
  262. FIELD_SET(*this, FIX::NoRoutingIDs);
  263. class NoRoutingIDs: public FIX::Group
  264. {
  265. public:
  266. NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {}
  267. FIELD_SET(*this, FIX::RoutingType);
  268. FIELD_SET(*this, FIX::RoutingID);
  269. };
  270. FIELD_SET(*this, FIX::Spread);
  271. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  272. FIELD_SET(*this, FIX::BenchmarkCurveName);
  273. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  274. FIELD_SET(*this, FIX::BenchmarkPrice);
  275. FIELD_SET(*this, FIX::BenchmarkPriceType);
  276. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  277. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  278. FIELD_SET(*this, FIX::YieldType);
  279. FIELD_SET(*this, FIX::Yield);
  280. FIELD_SET(*this, FIX::YieldCalcDate);
  281. FIELD_SET(*this, FIX::YieldRedemptionDate);
  282. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  283. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  284. };
  285. }
  286. #endif