TradingSessionList.h 1.9 KB

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  1. #ifndef FIX50SP2_TRADINGSESSIONLIST_H
  2. #define FIX50SP2_TRADINGSESSIONLIST_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class TradingSessionList : public Message
  7. {
  8. public:
  9. TradingSessionList() : Message(MsgType()) {}
  10. TradingSessionList(const FIX::Message& m) : Message(m) {}
  11. TradingSessionList(const Message& m) : Message(m) {}
  12. TradingSessionList(const TradingSessionList& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("BJ"); }
  14. FIELD_SET(*this, FIX::ApplID);
  15. FIELD_SET(*this, FIX::ApplSeqNum);
  16. FIELD_SET(*this, FIX::ApplLastSeqNum);
  17. FIELD_SET(*this, FIX::ApplResendFlag);
  18. FIELD_SET(*this, FIX::TradSesReqID);
  19. FIELD_SET(*this, FIX::NoTradingSessions);
  20. class NoTradingSessions: public FIX::Group
  21. {
  22. public:
  23. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,207,1301,1300,1326,338,339,325,340,567,341,342,343,344,345,387,58,354,355,60,1327,0)) {}
  24. FIELD_SET(*this, FIX::TradingSessionID);
  25. FIELD_SET(*this, FIX::TradingSessionSubID);
  26. FIELD_SET(*this, FIX::SecurityExchange);
  27. FIELD_SET(*this, FIX::MarketID);
  28. FIELD_SET(*this, FIX::MarketSegmentID);
  29. FIELD_SET(*this, FIX::TradingSessionDesc);
  30. FIELD_SET(*this, FIX::TradSesMethod);
  31. FIELD_SET(*this, FIX::TradSesMode);
  32. FIELD_SET(*this, FIX::UnsolicitedIndicator);
  33. FIELD_SET(*this, FIX::TradSesStatus);
  34. FIELD_SET(*this, FIX::TradSesStatusRejReason);
  35. FIELD_SET(*this, FIX::TradSesStartTime);
  36. FIELD_SET(*this, FIX::TradSesOpenTime);
  37. FIELD_SET(*this, FIX::TradSesPreCloseTime);
  38. FIELD_SET(*this, FIX::TradSesCloseTime);
  39. FIELD_SET(*this, FIX::TradSesEndTime);
  40. FIELD_SET(*this, FIX::TotalVolumeTraded);
  41. FIELD_SET(*this, FIX::Text);
  42. FIELD_SET(*this, FIX::EncodedTextLen);
  43. FIELD_SET(*this, FIX::EncodedText);
  44. FIELD_SET(*this, FIX::TransactTime);
  45. FIELD_SET(*this, FIX::TradSesUpdateAction);
  46. };
  47. };
  48. }
  49. #endif