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- #ifndef FIX50SP1_ORDERMASSACTIONREPORT_H
- #define FIX50SP1_ORDERMASSACTIONREPORT_H
- #include "Message.h"
- namespace FIX50SP1
- {
- class OrderMassActionReport : public Message
- {
- public:
- OrderMassActionReport() : Message(MsgType()) {}
- OrderMassActionReport(const FIX::Message& m) : Message(m) {}
- OrderMassActionReport(const Message& m) : Message(m) {}
- OrderMassActionReport(const OrderMassActionReport& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("BZ"); }
- OrderMassActionReport(
- const FIX::MassActionReportID& aMassActionReportID,
- const FIX::MassActionType& aMassActionType,
- const FIX::MassActionScope& aMassActionScope,
- const FIX::MassActionResponse& aMassActionResponse )
- : Message(MsgType())
- {
- set(aMassActionReportID);
- set(aMassActionType);
- set(aMassActionScope);
- set(aMassActionResponse);
- }
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::SecondaryClOrdID);
- FIELD_SET(*this, FIX::MassActionReportID);
- FIELD_SET(*this, FIX::MassActionType);
- FIELD_SET(*this, FIX::MassActionScope);
- FIELD_SET(*this, FIX::MassActionResponse);
- FIELD_SET(*this, FIX::MassActionRejectReason);
- FIELD_SET(*this, FIX::TotalAffectedOrders);
- FIELD_SET(*this, FIX::NoAffectedOrders);
- class NoAffectedOrders: public FIX::Group
- {
- public:
- NoAffectedOrders() : FIX::Group(534,41,FIX::message_order(41,535,536,0)) {}
- FIELD_SET(*this, FIX::OrigClOrdID);
- FIELD_SET(*this, FIX::AffectedOrderID);
- FIELD_SET(*this, FIX::AffectedSecondaryOrderID);
- };
- FIELD_SET(*this, FIX::NoNotAffectedOrders);
- class NoNotAffectedOrders: public FIX::Group
- {
- public:
- NoNotAffectedOrders() : FIX::Group(1370,1372,FIX::message_order(1372,1371,0)) {}
- FIELD_SET(*this, FIX::NotAffOrigClOrdID);
- FIELD_SET(*this, FIX::NotAffectedOrderID);
- };
- FIELD_SET(*this, FIX::MarketID);
- FIELD_SET(*this, FIX::MarketSegmentID);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- FIELD_SET(*this, FIX::NoPartyIDs);
- class NoPartyIDs: public FIX::Group
- {
- public:
- NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
- FIELD_SET(*this, FIX::PartyID);
- FIELD_SET(*this, FIX::PartyIDSource);
- FIELD_SET(*this, FIX::PartyRole);
- FIELD_SET(*this, FIX::NoPartySubIDs);
- class NoPartySubIDs: public FIX::Group
- {
- public:
- NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
- FIELD_SET(*this, FIX::PartySubID);
- FIELD_SET(*this, FIX::PartySubIDType);
- };
- };
- 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::ProductComplex);
- FIELD_SET(*this, FIX::SecurityGroup);
- FIELD_SET(*this, FIX::CFICode);
- FIELD_SET(*this, FIX::SecurityType);
- FIELD_SET(*this, FIX::SecuritySubType);
- FIELD_SET(*this, FIX::MaturityMonthYear);
- FIELD_SET(*this, FIX::MaturityDate);
- FIELD_SET(*this, FIX::MaturityTime);
- FIELD_SET(*this, FIX::SettleOnOpenFlag);
- FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
- FIELD_SET(*this, FIX::SecurityStatus);
- 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::StrikeCurrency);
- FIELD_SET(*this, FIX::StrikeMultiplier);
- FIELD_SET(*this, FIX::StrikeValue);
- FIELD_SET(*this, FIX::OptAttribute);
- FIELD_SET(*this, FIX::ContractMultiplier);
- FIELD_SET(*this, FIX::MinPriceIncrement);
- FIELD_SET(*this, FIX::MinPriceIncrementAmount);
- FIELD_SET(*this, FIX::UnitOfMeasure);
- FIELD_SET(*this, FIX::UnitOfMeasureQty);
- FIELD_SET(*this, FIX::PriceUnitOfMeasure);
- FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::SettlMethod);
- FIELD_SET(*this, FIX::ExerciseStyle);
- FIELD_SET(*this, FIX::OptPayAmount);
- FIELD_SET(*this, FIX::PriceQuoteMethod);
- FIELD_SET(*this, FIX::FuturesValuationMethod);
- FIELD_SET(*this, FIX::ListMethod);
- FIELD_SET(*this, FIX::CapPrice);
- FIELD_SET(*this, FIX::FloorPrice);
- FIELD_SET(*this, FIX::PutOrCall);
- FIELD_SET(*this, FIX::FlexibleIndicator);
- FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
- FIELD_SET(*this, FIX::TimeUnit);
- FIELD_SET(*this, FIX::CouponRate);
- FIELD_SET(*this, FIX::SecurityExchange);
- FIELD_SET(*this, FIX::PositionLimit);
- FIELD_SET(*this, FIX::NTPositionLimit);
- 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::Pool);
- FIELD_SET(*this, FIX::ContractSettlMonth);
- FIELD_SET(*this, FIX::CPProgram);
- FIELD_SET(*this, FIX::CPRegType);
- FIELD_SET(*this, FIX::DatedDate);
- FIELD_SET(*this, FIX::InterestAccrualDate);
- FIELD_SET(*this, FIX::UnderlyingSymbol);
- FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
- FIELD_SET(*this, FIX::UnderlyingSecurityID);
- FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
- FIELD_SET(*this, FIX::UnderlyingProduct);
- FIELD_SET(*this, FIX::UnderlyingCFICode);
- FIELD_SET(*this, FIX::UnderlyingSecurityType);
- FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
- FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
- FIELD_SET(*this, FIX::UnderlyingMaturityDate);
- FIELD_SET(*this, FIX::UnderlyingMaturityTime);
- FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
- FIELD_SET(*this, FIX::UnderlyingIssueDate);
- FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
- FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
- FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
- FIELD_SET(*this, FIX::UnderlyingFactor);
- FIELD_SET(*this, FIX::UnderlyingCreditRating);
- FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
- FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
- FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
- FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
- FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
- FIELD_SET(*this, FIX::UnderlyingStrikePrice);
- FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
- FIELD_SET(*this, FIX::UnderlyingOptAttribute);
- FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
- FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
- FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
- FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
- FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::UnderlyingTimeUnit);
- FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
- FIELD_SET(*this, FIX::UnderlyingCouponRate);
- FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
- FIELD_SET(*this, FIX::UnderlyingIssuer);
- FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
- FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
- FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
- FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
- FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
- FIELD_SET(*this, FIX::UnderlyingCPProgram);
- FIELD_SET(*this, FIX::UnderlyingCPRegType);
- FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
- FIELD_SET(*this, FIX::UnderlyingCurrency);
- FIELD_SET(*this, FIX::UnderlyingQty);
- FIELD_SET(*this, FIX::UnderlyingSettlementType);
- FIELD_SET(*this, FIX::UnderlyingCashAmount);
- FIELD_SET(*this, FIX::UnderlyingCashType);
- FIELD_SET(*this, FIX::UnderlyingPx);
- FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
- FIELD_SET(*this, FIX::UnderlyingEndPrice);
- FIELD_SET(*this, FIX::UnderlyingStartValue);
- FIELD_SET(*this, FIX::UnderlyingCurrentValue);
- FIELD_SET(*this, FIX::UnderlyingEndValue);
- FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
- FIELD_SET(*this, FIX::UnderlyingFXRate);
- FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
- FIELD_SET(*this, FIX::UnderlyingCapValue);
- FIELD_SET(*this, FIX::UnderlyingSettlMethod);
- FIELD_SET(*this, FIX::UnderlyingPutOrCall);
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- };
- }
- #endif
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