NewOrderList.h 5.0 KB

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  1. #ifndef FIX42_NEWORDERLIST_H
  2. #define FIX42_NEWORDERLIST_H
  3. #include "Message.h"
  4. namespace FIX42
  5. {
  6. class NewOrderList : public Message
  7. {
  8. public:
  9. NewOrderList() : Message(MsgType()) {}
  10. NewOrderList(const FIX::Message& m) : Message(m) {}
  11. NewOrderList(const Message& m) : Message(m) {}
  12. NewOrderList(const NewOrderList& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("E"); }
  14. NewOrderList(
  15. const FIX::ListID& aListID,
  16. const FIX::BidType& aBidType,
  17. const FIX::TotNoOrders& aTotNoOrders )
  18. : Message(MsgType())
  19. {
  20. set(aListID);
  21. set(aBidType);
  22. set(aTotNoOrders);
  23. }
  24. FIELD_SET(*this, FIX::ListID);
  25. FIELD_SET(*this, FIX::BidID);
  26. FIELD_SET(*this, FIX::ClientBidID);
  27. FIELD_SET(*this, FIX::ProgRptReqs);
  28. FIELD_SET(*this, FIX::BidType);
  29. FIELD_SET(*this, FIX::ProgPeriodInterval);
  30. FIELD_SET(*this, FIX::ListExecInstType);
  31. FIELD_SET(*this, FIX::ListExecInst);
  32. FIELD_SET(*this, FIX::EncodedListExecInstLen);
  33. FIELD_SET(*this, FIX::EncodedListExecInst);
  34. FIELD_SET(*this, FIX::TotNoOrders);
  35. FIELD_SET(*this, FIX::NoOrders);
  36. class NoOrders: public FIX::Group
  37. {
  38. public:
  39. 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)) {}
  40. FIELD_SET(*this, FIX::ClOrdID);
  41. FIELD_SET(*this, FIX::ListSeqNo);
  42. FIELD_SET(*this, FIX::SettlInstMode);
  43. FIELD_SET(*this, FIX::ClientID);
  44. FIELD_SET(*this, FIX::ExecBroker);
  45. FIELD_SET(*this, FIX::Account);
  46. FIELD_SET(*this, FIX::SettlmntTyp);
  47. FIELD_SET(*this, FIX::FutSettDate);
  48. FIELD_SET(*this, FIX::HandlInst);
  49. FIELD_SET(*this, FIX::ExecInst);
  50. FIELD_SET(*this, FIX::MinQty);
  51. FIELD_SET(*this, FIX::MaxFloor);
  52. FIELD_SET(*this, FIX::ExDestination);
  53. FIELD_SET(*this, FIX::ProcessCode);
  54. FIELD_SET(*this, FIX::Symbol);
  55. FIELD_SET(*this, FIX::SymbolSfx);
  56. FIELD_SET(*this, FIX::SecurityID);
  57. FIELD_SET(*this, FIX::IDSource);
  58. FIELD_SET(*this, FIX::SecurityType);
  59. FIELD_SET(*this, FIX::MaturityMonthYear);
  60. FIELD_SET(*this, FIX::MaturityDay);
  61. FIELD_SET(*this, FIX::PutOrCall);
  62. FIELD_SET(*this, FIX::StrikePrice);
  63. FIELD_SET(*this, FIX::OptAttribute);
  64. FIELD_SET(*this, FIX::ContractMultiplier);
  65. FIELD_SET(*this, FIX::CouponRate);
  66. FIELD_SET(*this, FIX::SecurityExchange);
  67. FIELD_SET(*this, FIX::Issuer);
  68. FIELD_SET(*this, FIX::EncodedIssuerLen);
  69. FIELD_SET(*this, FIX::EncodedIssuer);
  70. FIELD_SET(*this, FIX::SecurityDesc);
  71. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  72. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  73. FIELD_SET(*this, FIX::PrevClosePx);
  74. FIELD_SET(*this, FIX::Side);
  75. FIELD_SET(*this, FIX::SideValueInd);
  76. FIELD_SET(*this, FIX::LocateReqd);
  77. FIELD_SET(*this, FIX::TransactTime);
  78. FIELD_SET(*this, FIX::OrderQty);
  79. FIELD_SET(*this, FIX::CashOrderQty);
  80. FIELD_SET(*this, FIX::OrdType);
  81. FIELD_SET(*this, FIX::Price);
  82. FIELD_SET(*this, FIX::StopPx);
  83. FIELD_SET(*this, FIX::Currency);
  84. FIELD_SET(*this, FIX::ComplianceID);
  85. FIELD_SET(*this, FIX::SolicitedFlag);
  86. FIELD_SET(*this, FIX::IOIid);
  87. FIELD_SET(*this, FIX::QuoteID);
  88. FIELD_SET(*this, FIX::TimeInForce);
  89. FIELD_SET(*this, FIX::EffectiveTime);
  90. FIELD_SET(*this, FIX::ExpireDate);
  91. FIELD_SET(*this, FIX::ExpireTime);
  92. FIELD_SET(*this, FIX::GTBookingInst);
  93. FIELD_SET(*this, FIX::Commission);
  94. FIELD_SET(*this, FIX::CommType);
  95. FIELD_SET(*this, FIX::Rule80A);
  96. FIELD_SET(*this, FIX::ForexReq);
  97. FIELD_SET(*this, FIX::SettlCurrency);
  98. FIELD_SET(*this, FIX::Text);
  99. FIELD_SET(*this, FIX::EncodedTextLen);
  100. FIELD_SET(*this, FIX::EncodedText);
  101. FIELD_SET(*this, FIX::FutSettDate2);
  102. FIELD_SET(*this, FIX::OrderQty2);
  103. FIELD_SET(*this, FIX::OpenClose);
  104. FIELD_SET(*this, FIX::CoveredOrUncovered);
  105. FIELD_SET(*this, FIX::CustomerOrFirm);
  106. FIELD_SET(*this, FIX::MaxShow);
  107. FIELD_SET(*this, FIX::PegDifference);
  108. FIELD_SET(*this, FIX::DiscretionInst);
  109. FIELD_SET(*this, FIX::DiscretionOffset);
  110. FIELD_SET(*this, FIX::ClearingFirm);
  111. FIELD_SET(*this, FIX::ClearingAccount);
  112. FIELD_SET(*this, FIX::NoAllocs);
  113. class NoAllocs: public FIX::Group
  114. {
  115. public:
  116. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,80,0)) {}
  117. FIELD_SET(*this, FIX::AllocAccount);
  118. FIELD_SET(*this, FIX::AllocShares);
  119. };
  120. FIELD_SET(*this, FIX::NoTradingSessions);
  121. class NoTradingSessions: public FIX::Group
  122. {
  123. public:
  124. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,0)) {}
  125. FIELD_SET(*this, FIX::TradingSessionID);
  126. };
  127. };
  128. };
  129. }
  130. #endif