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- #ifndef FIX42_NEWORDERLIST_H
- #define FIX42_NEWORDERLIST_H
- #include "Message.h"
- namespace FIX42
- {
- class NewOrderList : public Message
- {
- public:
- NewOrderList() : Message(MsgType()) {}
- NewOrderList(const FIX::Message& m) : Message(m) {}
- NewOrderList(const Message& m) : Message(m) {}
- NewOrderList(const NewOrderList& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("E"); }
- NewOrderList(
- const FIX::ListID& aListID,
- const FIX::BidType& aBidType,
- const FIX::TotNoOrders& aTotNoOrders )
- : Message(MsgType())
- {
- set(aListID);
- set(aBidType);
- set(aTotNoOrders);
- }
- FIELD_SET(*this, FIX::ListID);
- FIELD_SET(*this, FIX::BidID);
- FIELD_SET(*this, FIX::ClientBidID);
- FIELD_SET(*this, FIX::ProgRptReqs);
- FIELD_SET(*this, FIX::BidType);
- FIELD_SET(*this, FIX::ProgPeriodInterval);
- FIELD_SET(*this, FIX::ListExecInstType);
- FIELD_SET(*this, FIX::ListExecInst);
- FIELD_SET(*this, FIX::EncodedListExecInstLen);
- FIELD_SET(*this, FIX::EncodedListExecInst);
- FIELD_SET(*this, FIX::TotNoOrders);
- FIELD_SET(*this, FIX::NoOrders);
- class NoOrders: public FIX::Group
- {
- public:
- NoOrders() : FIX::Group(73,11,FIX::message_order(11,67,160,109,76,1,78,63,64,21,18,110,111,100,386,81,55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,140,54,401,114,60,38,152,40,44,99,15,376,377,23,117,59,168,432,126,427,12,13,47,121,120,58,354,355,193,192,77,203,204,210,211,388,389,439,440,0)) {}
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::ListSeqNo);
- FIELD_SET(*this, FIX::SettlInstMode);
- FIELD_SET(*this, FIX::ClientID);
- FIELD_SET(*this, FIX::ExecBroker);
- FIELD_SET(*this, FIX::Account);
- FIELD_SET(*this, FIX::SettlmntTyp);
- FIELD_SET(*this, FIX::FutSettDate);
- FIELD_SET(*this, FIX::HandlInst);
- FIELD_SET(*this, FIX::ExecInst);
- FIELD_SET(*this, FIX::MinQty);
- FIELD_SET(*this, FIX::MaxFloor);
- FIELD_SET(*this, FIX::ExDestination);
- FIELD_SET(*this, FIX::ProcessCode);
- 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::ContractMultiplier);
- FIELD_SET(*this, FIX::CouponRate);
- FIELD_SET(*this, FIX::SecurityExchange);
- 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::PrevClosePx);
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::SideValueInd);
- FIELD_SET(*this, FIX::LocateReqd);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::OrderQty);
- FIELD_SET(*this, FIX::CashOrderQty);
- FIELD_SET(*this, FIX::OrdType);
- FIELD_SET(*this, FIX::Price);
- FIELD_SET(*this, FIX::StopPx);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::ComplianceID);
- FIELD_SET(*this, FIX::SolicitedFlag);
- FIELD_SET(*this, FIX::IOIid);
- FIELD_SET(*this, FIX::QuoteID);
- FIELD_SET(*this, FIX::TimeInForce);
- FIELD_SET(*this, FIX::EffectiveTime);
- FIELD_SET(*this, FIX::ExpireDate);
- FIELD_SET(*this, FIX::ExpireTime);
- FIELD_SET(*this, FIX::GTBookingInst);
- FIELD_SET(*this, FIX::Commission);
- FIELD_SET(*this, FIX::CommType);
- FIELD_SET(*this, FIX::Rule80A);
- FIELD_SET(*this, FIX::ForexReq);
- FIELD_SET(*this, FIX::SettlCurrency);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::FutSettDate2);
- FIELD_SET(*this, FIX::OrderQty2);
- FIELD_SET(*this, FIX::OpenClose);
- FIELD_SET(*this, FIX::CoveredOrUncovered);
- FIELD_SET(*this, FIX::CustomerOrFirm);
- FIELD_SET(*this, FIX::MaxShow);
- FIELD_SET(*this, FIX::PegDifference);
- FIELD_SET(*this, FIX::DiscretionInst);
- FIELD_SET(*this, FIX::DiscretionOffset);
- FIELD_SET(*this, FIX::ClearingFirm);
- FIELD_SET(*this, FIX::ClearingAccount);
- FIELD_SET(*this, FIX::NoAllocs);
- class NoAllocs: public FIX::Group
- {
- public:
- NoAllocs() : FIX::Group(78,79,FIX::message_order(79,80,0)) {}
- FIELD_SET(*this, FIX::AllocAccount);
- FIELD_SET(*this, FIX::AllocShares);
- };
- FIELD_SET(*this, FIX::NoTradingSessions);
- class NoTradingSessions: public FIX::Group
- {
- public:
- NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,0)) {}
- FIELD_SET(*this, FIX::TradingSessionID);
- };
- };
- };
- }
- #endif
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