NewOrderCross.h 14 KB

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  1. #ifndef FIX44_NEWORDERCROSS_H
  2. #define FIX44_NEWORDERCROSS_H
  3. #include "Message.h"
  4. namespace FIX44
  5. {
  6. class NewOrderCross : public Message
  7. {
  8. public:
  9. NewOrderCross() : Message(MsgType()) {}
  10. NewOrderCross(const FIX::Message& m) : Message(m) {}
  11. NewOrderCross(const Message& m) : Message(m) {}
  12. NewOrderCross(const NewOrderCross& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("s"); }
  14. NewOrderCross(
  15. const FIX::CrossID& aCrossID,
  16. const FIX::CrossType& aCrossType,
  17. const FIX::CrossPrioritization& aCrossPrioritization,
  18. const FIX::TransactTime& aTransactTime,
  19. const FIX::OrdType& aOrdType )
  20. : Message(MsgType())
  21. {
  22. set(aCrossID);
  23. set(aCrossType);
  24. set(aCrossPrioritization);
  25. set(aTransactTime);
  26. set(aOrdType);
  27. }
  28. FIELD_SET(*this, FIX::CrossID);
  29. FIELD_SET(*this, FIX::CrossType);
  30. FIELD_SET(*this, FIX::CrossPrioritization);
  31. FIELD_SET(*this, FIX::NoSides);
  32. class NoSides: public FIX::Group
  33. {
  34. public:
  35. NoSides() : FIX::Group(552,54,FIX::message_order(54,11,526,583,453,229,75,1,660,581,589,590,591,70,78,854,38,152,516,468,469,12,13,479,497,528,529,582,121,120,775,58,354,355,77,203,544,635,377,659,0)) {}
  36. FIELD_SET(*this, FIX::Side);
  37. FIELD_SET(*this, FIX::ClOrdID);
  38. FIELD_SET(*this, FIX::SecondaryClOrdID);
  39. FIELD_SET(*this, FIX::ClOrdLinkID);
  40. FIELD_SET(*this, FIX::NoPartyIDs);
  41. class NoPartyIDs: public FIX::Group
  42. {
  43. public:
  44. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  45. FIELD_SET(*this, FIX::PartyID);
  46. FIELD_SET(*this, FIX::PartyIDSource);
  47. FIELD_SET(*this, FIX::PartyRole);
  48. FIELD_SET(*this, FIX::NoPartySubIDs);
  49. class NoPartySubIDs: public FIX::Group
  50. {
  51. public:
  52. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  53. FIELD_SET(*this, FIX::PartySubID);
  54. FIELD_SET(*this, FIX::PartySubIDType);
  55. };
  56. };
  57. FIELD_SET(*this, FIX::TradeOriginationDate);
  58. FIELD_SET(*this, FIX::TradeDate);
  59. FIELD_SET(*this, FIX::Account);
  60. FIELD_SET(*this, FIX::AcctIDSource);
  61. FIELD_SET(*this, FIX::AccountType);
  62. FIELD_SET(*this, FIX::DayBookingInst);
  63. FIELD_SET(*this, FIX::BookingUnit);
  64. FIELD_SET(*this, FIX::PreallocMethod);
  65. FIELD_SET(*this, FIX::AllocID);
  66. FIELD_SET(*this, FIX::NoAllocs);
  67. class NoAllocs: public FIX::Group
  68. {
  69. public:
  70. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {}
  71. FIELD_SET(*this, FIX::AllocAccount);
  72. FIELD_SET(*this, FIX::AllocAcctIDSource);
  73. FIELD_SET(*this, FIX::AllocSettlCurrency);
  74. FIELD_SET(*this, FIX::IndividualAllocID);
  75. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  76. class NoNestedPartyIDs: public FIX::Group
  77. {
  78. public:
  79. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  80. FIELD_SET(*this, FIX::NestedPartyID);
  81. FIELD_SET(*this, FIX::NestedPartyIDSource);
  82. FIELD_SET(*this, FIX::NestedPartyRole);
  83. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  84. class NoNestedPartySubIDs: public FIX::Group
  85. {
  86. public:
  87. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  88. FIELD_SET(*this, FIX::NestedPartySubID);
  89. FIELD_SET(*this, FIX::NestedPartySubIDType);
  90. };
  91. };
  92. FIELD_SET(*this, FIX::AllocQty);
  93. };
  94. FIELD_SET(*this, FIX::QtyType);
  95. FIELD_SET(*this, FIX::OrderQty);
  96. FIELD_SET(*this, FIX::CashOrderQty);
  97. FIELD_SET(*this, FIX::OrderPercent);
  98. FIELD_SET(*this, FIX::RoundingDirection);
  99. FIELD_SET(*this, FIX::RoundingModulus);
  100. FIELD_SET(*this, FIX::Commission);
  101. FIELD_SET(*this, FIX::CommType);
  102. FIELD_SET(*this, FIX::CommCurrency);
  103. FIELD_SET(*this, FIX::FundRenewWaiv);
  104. FIELD_SET(*this, FIX::OrderCapacity);
  105. FIELD_SET(*this, FIX::OrderRestrictions);
  106. FIELD_SET(*this, FIX::CustOrderCapacity);
  107. FIELD_SET(*this, FIX::ForexReq);
  108. FIELD_SET(*this, FIX::SettlCurrency);
  109. FIELD_SET(*this, FIX::BookingType);
  110. FIELD_SET(*this, FIX::Text);
  111. FIELD_SET(*this, FIX::EncodedTextLen);
  112. FIELD_SET(*this, FIX::EncodedText);
  113. FIELD_SET(*this, FIX::PositionEffect);
  114. FIELD_SET(*this, FIX::CoveredOrUncovered);
  115. FIELD_SET(*this, FIX::CashMargin);
  116. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  117. FIELD_SET(*this, FIX::SolicitedFlag);
  118. FIELD_SET(*this, FIX::SideComplianceID);
  119. };
  120. FIELD_SET(*this, FIX::Symbol);
  121. FIELD_SET(*this, FIX::SymbolSfx);
  122. FIELD_SET(*this, FIX::SecurityID);
  123. FIELD_SET(*this, FIX::SecurityIDSource);
  124. FIELD_SET(*this, FIX::Product);
  125. FIELD_SET(*this, FIX::CFICode);
  126. FIELD_SET(*this, FIX::SecurityType);
  127. FIELD_SET(*this, FIX::SecuritySubType);
  128. FIELD_SET(*this, FIX::MaturityMonthYear);
  129. FIELD_SET(*this, FIX::MaturityDate);
  130. FIELD_SET(*this, FIX::PutOrCall);
  131. FIELD_SET(*this, FIX::CouponPaymentDate);
  132. FIELD_SET(*this, FIX::IssueDate);
  133. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  134. FIELD_SET(*this, FIX::RepurchaseTerm);
  135. FIELD_SET(*this, FIX::RepurchaseRate);
  136. FIELD_SET(*this, FIX::Factor);
  137. FIELD_SET(*this, FIX::CreditRating);
  138. FIELD_SET(*this, FIX::InstrRegistry);
  139. FIELD_SET(*this, FIX::CountryOfIssue);
  140. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  141. FIELD_SET(*this, FIX::LocaleOfIssue);
  142. FIELD_SET(*this, FIX::RedemptionDate);
  143. FIELD_SET(*this, FIX::StrikePrice);
  144. FIELD_SET(*this, FIX::StrikeCurrency);
  145. FIELD_SET(*this, FIX::OptAttribute);
  146. FIELD_SET(*this, FIX::ContractMultiplier);
  147. FIELD_SET(*this, FIX::CouponRate);
  148. FIELD_SET(*this, FIX::SecurityExchange);
  149. FIELD_SET(*this, FIX::Issuer);
  150. FIELD_SET(*this, FIX::EncodedIssuerLen);
  151. FIELD_SET(*this, FIX::EncodedIssuer);
  152. FIELD_SET(*this, FIX::SecurityDesc);
  153. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  154. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  155. FIELD_SET(*this, FIX::Pool);
  156. FIELD_SET(*this, FIX::ContractSettlMonth);
  157. FIELD_SET(*this, FIX::CPProgram);
  158. FIELD_SET(*this, FIX::CPRegType);
  159. FIELD_SET(*this, FIX::DatedDate);
  160. FIELD_SET(*this, FIX::InterestAccrualDate);
  161. FIELD_SET(*this, FIX::NoUnderlyings);
  162. class NoUnderlyings: public FIX::Group
  163. {
  164. public:
  165. 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)) {}
  166. FIELD_SET(*this, FIX::UnderlyingSymbol);
  167. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  168. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  169. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  170. FIELD_SET(*this, FIX::UnderlyingProduct);
  171. FIELD_SET(*this, FIX::UnderlyingCFICode);
  172. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  173. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  174. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  175. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  176. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  177. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  178. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  179. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  180. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  181. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  182. FIELD_SET(*this, FIX::UnderlyingFactor);
  183. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  184. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  185. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  186. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  187. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  188. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  189. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  190. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  191. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  192. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  193. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  194. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  195. FIELD_SET(*this, FIX::UnderlyingIssuer);
  196. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  197. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  198. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  199. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  200. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  201. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  202. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  203. FIELD_SET(*this, FIX::UnderlyingCurrency);
  204. FIELD_SET(*this, FIX::UnderlyingQty);
  205. FIELD_SET(*this, FIX::UnderlyingPx);
  206. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  207. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  208. FIELD_SET(*this, FIX::UnderlyingStartValue);
  209. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  210. FIELD_SET(*this, FIX::UnderlyingEndValue);
  211. };
  212. FIELD_SET(*this, FIX::NoLegs);
  213. class NoLegs: public FIX::Group
  214. {
  215. public:
  216. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,0)) {}
  217. FIELD_SET(*this, FIX::LegSymbol);
  218. FIELD_SET(*this, FIX::LegSymbolSfx);
  219. FIELD_SET(*this, FIX::LegSecurityID);
  220. FIELD_SET(*this, FIX::LegSecurityIDSource);
  221. FIELD_SET(*this, FIX::LegProduct);
  222. FIELD_SET(*this, FIX::LegCFICode);
  223. FIELD_SET(*this, FIX::LegSecurityType);
  224. FIELD_SET(*this, FIX::LegSecuritySubType);
  225. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  226. FIELD_SET(*this, FIX::LegMaturityDate);
  227. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  228. FIELD_SET(*this, FIX::LegIssueDate);
  229. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  230. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  231. FIELD_SET(*this, FIX::LegRepurchaseRate);
  232. FIELD_SET(*this, FIX::LegFactor);
  233. FIELD_SET(*this, FIX::LegCreditRating);
  234. FIELD_SET(*this, FIX::LegInstrRegistry);
  235. FIELD_SET(*this, FIX::LegCountryOfIssue);
  236. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  237. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  238. FIELD_SET(*this, FIX::LegRedemptionDate);
  239. FIELD_SET(*this, FIX::LegStrikePrice);
  240. FIELD_SET(*this, FIX::LegStrikeCurrency);
  241. FIELD_SET(*this, FIX::LegOptAttribute);
  242. FIELD_SET(*this, FIX::LegContractMultiplier);
  243. FIELD_SET(*this, FIX::LegCouponRate);
  244. FIELD_SET(*this, FIX::LegSecurityExchange);
  245. FIELD_SET(*this, FIX::LegIssuer);
  246. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  247. FIELD_SET(*this, FIX::EncodedLegIssuer);
  248. FIELD_SET(*this, FIX::LegSecurityDesc);
  249. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  250. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  251. FIELD_SET(*this, FIX::LegRatioQty);
  252. FIELD_SET(*this, FIX::LegSide);
  253. FIELD_SET(*this, FIX::LegCurrency);
  254. FIELD_SET(*this, FIX::LegPool);
  255. FIELD_SET(*this, FIX::LegDatedDate);
  256. FIELD_SET(*this, FIX::LegContractSettlMonth);
  257. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  258. };
  259. FIELD_SET(*this, FIX::SettlType);
  260. FIELD_SET(*this, FIX::SettlDate);
  261. FIELD_SET(*this, FIX::HandlInst);
  262. FIELD_SET(*this, FIX::ExecInst);
  263. FIELD_SET(*this, FIX::MinQty);
  264. FIELD_SET(*this, FIX::MaxFloor);
  265. FIELD_SET(*this, FIX::ExDestination);
  266. FIELD_SET(*this, FIX::NoTradingSessions);
  267. class NoTradingSessions: public FIX::Group
  268. {
  269. public:
  270. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
  271. FIELD_SET(*this, FIX::TradingSessionID);
  272. FIELD_SET(*this, FIX::TradingSessionSubID);
  273. };
  274. FIELD_SET(*this, FIX::ProcessCode);
  275. FIELD_SET(*this, FIX::PrevClosePx);
  276. FIELD_SET(*this, FIX::LocateReqd);
  277. FIELD_SET(*this, FIX::TransactTime);
  278. FIELD_SET(*this, FIX::NoStipulations);
  279. class NoStipulations: public FIX::Group
  280. {
  281. public:
  282. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  283. FIELD_SET(*this, FIX::StipulationType);
  284. FIELD_SET(*this, FIX::StipulationValue);
  285. };
  286. FIELD_SET(*this, FIX::OrdType);
  287. FIELD_SET(*this, FIX::PriceType);
  288. FIELD_SET(*this, FIX::Price);
  289. FIELD_SET(*this, FIX::StopPx);
  290. FIELD_SET(*this, FIX::Spread);
  291. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  292. FIELD_SET(*this, FIX::BenchmarkCurveName);
  293. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  294. FIELD_SET(*this, FIX::BenchmarkPrice);
  295. FIELD_SET(*this, FIX::BenchmarkPriceType);
  296. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  297. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  298. FIELD_SET(*this, FIX::YieldType);
  299. FIELD_SET(*this, FIX::Yield);
  300. FIELD_SET(*this, FIX::YieldCalcDate);
  301. FIELD_SET(*this, FIX::YieldRedemptionDate);
  302. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  303. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  304. FIELD_SET(*this, FIX::Currency);
  305. FIELD_SET(*this, FIX::ComplianceID);
  306. FIELD_SET(*this, FIX::IOIID);
  307. FIELD_SET(*this, FIX::QuoteID);
  308. FIELD_SET(*this, FIX::TimeInForce);
  309. FIELD_SET(*this, FIX::EffectiveTime);
  310. FIELD_SET(*this, FIX::ExpireDate);
  311. FIELD_SET(*this, FIX::ExpireTime);
  312. FIELD_SET(*this, FIX::GTBookingInst);
  313. FIELD_SET(*this, FIX::MaxShow);
  314. FIELD_SET(*this, FIX::PegOffsetValue);
  315. FIELD_SET(*this, FIX::PegMoveType);
  316. FIELD_SET(*this, FIX::PegOffsetType);
  317. FIELD_SET(*this, FIX::PegLimitType);
  318. FIELD_SET(*this, FIX::PegRoundDirection);
  319. FIELD_SET(*this, FIX::PegScope);
  320. FIELD_SET(*this, FIX::DiscretionInst);
  321. FIELD_SET(*this, FIX::DiscretionOffsetValue);
  322. FIELD_SET(*this, FIX::DiscretionMoveType);
  323. FIELD_SET(*this, FIX::DiscretionOffsetType);
  324. FIELD_SET(*this, FIX::DiscretionLimitType);
  325. FIELD_SET(*this, FIX::DiscretionRoundDirection);
  326. FIELD_SET(*this, FIX::DiscretionScope);
  327. FIELD_SET(*this, FIX::TargetStrategy);
  328. FIELD_SET(*this, FIX::TargetStrategyParameters);
  329. FIELD_SET(*this, FIX::ParticipationRate);
  330. FIELD_SET(*this, FIX::CancellationRights);
  331. FIELD_SET(*this, FIX::MoneyLaunderingStatus);
  332. FIELD_SET(*this, FIX::RegistID);
  333. FIELD_SET(*this, FIX::Designation);
  334. };
  335. }
  336. #endif