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- #ifndef FIX41_ALLOCATION_H
- #define FIX41_ALLOCATION_H
- #include "Message.h"
- namespace FIX41
- {
- class Allocation : public Message
- {
- public:
- Allocation() : Message(MsgType()) {}
- Allocation(const FIX::Message& m) : Message(m) {}
- Allocation(const Message& m) : Message(m) {}
- Allocation(const Allocation& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("J"); }
- Allocation(
- const FIX::AllocID& aAllocID,
- const FIX::AllocTransType& aAllocTransType,
- const FIX::Side& aSide,
- const FIX::Symbol& aSymbol,
- const FIX::Shares& aShares,
- const FIX::AvgPx& aAvgPx,
- const FIX::TradeDate& aTradeDate )
- : Message(MsgType())
- {
- set(aAllocID);
- set(aAllocTransType);
- set(aSide);
- set(aSymbol);
- set(aShares);
- set(aAvgPx);
- set(aTradeDate);
- }
- FIELD_SET(*this, FIX::AllocID);
- FIELD_SET(*this, FIX::AllocTransType);
- FIELD_SET(*this, FIX::RefAllocID);
- FIELD_SET(*this, FIX::AllocLinkID);
- FIELD_SET(*this, FIX::AllocLinkType);
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::Symbol);
- FIELD_SET(*this, FIX::SymbolSfx);
- FIELD_SET(*this, FIX::SecurityID);
- FIELD_SET(*this, FIX::IDSource);
- FIELD_SET(*this, FIX::SecurityType);
- FIELD_SET(*this, FIX::MaturityMonthYear);
- FIELD_SET(*this, FIX::MaturityDay);
- FIELD_SET(*this, FIX::PutOrCall);
- FIELD_SET(*this, FIX::StrikePrice);
- FIELD_SET(*this, FIX::OptAttribute);
- FIELD_SET(*this, FIX::SecurityExchange);
- FIELD_SET(*this, FIX::Issuer);
- FIELD_SET(*this, FIX::SecurityDesc);
- FIELD_SET(*this, FIX::Shares);
- FIELD_SET(*this, FIX::LastMkt);
- FIELD_SET(*this, FIX::AvgPx);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::AvgPrxPrecision);
- FIELD_SET(*this, FIX::TradeDate);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::SettlmntTyp);
- FIELD_SET(*this, FIX::FutSettDate);
- FIELD_SET(*this, FIX::NetMoney);
- FIELD_SET(*this, FIX::OpenClose);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::NumDaysInterest);
- FIELD_SET(*this, FIX::AccruedInterestRate);
- FIELD_SET(*this, FIX::NoOrders);
- class NoOrders: public FIX::Group
- {
- public:
- NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,66,105,0)) {}
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::OrderID);
- FIELD_SET(*this, FIX::SecondaryOrderID);
- FIELD_SET(*this, FIX::ListID);
- FIELD_SET(*this, FIX::WaveNo);
- };
- FIELD_SET(*this, FIX::NoExecs);
- class NoExecs: public FIX::Group
- {
- public:
- NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,31,29,0)) {}
- FIELD_SET(*this, FIX::LastShares);
- FIELD_SET(*this, FIX::ExecID);
- FIELD_SET(*this, FIX::LastPx);
- FIELD_SET(*this, FIX::LastCapacity);
- };
- FIELD_SET(*this, FIX::NoAllocs);
- class NoAllocs: public FIX::Group
- {
- public:
- NoAllocs() : FIX::Group(78,79,FIX::message_order(79,80,81,92,208,209,161,76,109,12,13,153,154,119,120,155,156,159,160,136,0)) {}
- FIELD_SET(*this, FIX::AllocAccount);
- FIELD_SET(*this, FIX::AllocShares);
- FIELD_SET(*this, FIX::ProcessCode);
- FIELD_SET(*this, FIX::BrokerOfCredit);
- FIELD_SET(*this, FIX::NotifyBrokerOfCredit);
- FIELD_SET(*this, FIX::AllocHandlInst);
- FIELD_SET(*this, FIX::AllocText);
- FIELD_SET(*this, FIX::ExecBroker);
- FIELD_SET(*this, FIX::ClientID);
- FIELD_SET(*this, FIX::Commission);
- FIELD_SET(*this, FIX::CommType);
- FIELD_SET(*this, FIX::AllocAvgPx);
- FIELD_SET(*this, FIX::AllocNetMoney);
- FIELD_SET(*this, FIX::SettlCurrAmt);
- FIELD_SET(*this, FIX::SettlCurrency);
- FIELD_SET(*this, FIX::SettlCurrFxRate);
- FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
- FIELD_SET(*this, FIX::AccruedInterestAmt);
- FIELD_SET(*this, FIX::SettlInstMode);
- FIELD_SET(*this, FIX::NoMiscFees);
- class NoMiscFees: public FIX::Group
- {
- public:
- NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,0)) {}
- FIELD_SET(*this, FIX::MiscFeeAmt);
- FIELD_SET(*this, FIX::MiscFeeCurr);
- FIELD_SET(*this, FIX::MiscFeeType);
- };
- };
- };
- }
- #endif
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