tickserver/api/gofix/include/quickfix/fix43/Allocation.h

#ifndef FIX43_ALLOCATION_H
#define FIX43_ALLOCATION_H

#include "Message.h"

namespace FIX43
{

  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::AllocType& aAllocType,
      const FIX::Side& aSide,
      const FIX::Quantity& aQuantity,
      const FIX::AvgPx& aAvgPx,
      const FIX::TradeDate& aTradeDate )
    : Message(MsgType())
    {
      set(aAllocID);
      set(aAllocTransType);
      set(aAllocType);
      set(aSide);
      set(aQuantity);
      set(aAvgPx);
      set(aTradeDate);
    }

    FIELD_SET(*this, FIX::AllocID);
    FIELD_SET(*this, FIX::AllocTransType);
    FIELD_SET(*this, FIX::AllocType);
    FIELD_SET(*this, FIX::RefAllocID);
    FIELD_SET(*this, FIX::AllocLinkID);
    FIELD_SET(*this, FIX::AllocLinkType);
    FIELD_SET(*this, FIX::BookingRefID);
    FIELD_SET(*this, FIX::Side);
    FIELD_SET(*this, FIX::Symbol);
    FIELD_SET(*this, FIX::SymbolSfx);
    FIELD_SET(*this, FIX::SecurityID);
    FIELD_SET(*this, FIX::SecurityIDSource);
    FIELD_SET(*this, FIX::Product);
    FIELD_SET(*this, FIX::CFICode);
    FIELD_SET(*this, FIX::SecurityType);
    FIELD_SET(*this, FIX::MaturityMonthYear);
    FIELD_SET(*this, FIX::MaturityDate);
    FIELD_SET(*this, FIX::CouponPaymentDate);
    FIELD_SET(*this, FIX::IssueDate);
    FIELD_SET(*this, FIX::RepoCollateralSecurityType);
    FIELD_SET(*this, FIX::RepurchaseTerm);
    FIELD_SET(*this, FIX::RepurchaseRate);
    FIELD_SET(*this, FIX::Factor);
    FIELD_SET(*this, FIX::CreditRating);
    FIELD_SET(*this, FIX::InstrRegistry);
    FIELD_SET(*this, FIX::CountryOfIssue);
    FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
    FIELD_SET(*this, FIX::LocaleOfIssue);
    FIELD_SET(*this, FIX::RedemptionDate);
    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::NoSecurityAltID);
    class NoSecurityAltID: public FIX::Group
    {
    public:
    NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
      FIELD_SET(*this, FIX::SecurityAltID);
      FIELD_SET(*this, FIX::SecurityAltIDSource);
    };
    FIELD_SET(*this, FIX::Quantity);
    FIELD_SET(*this, FIX::LastMkt);
    FIELD_SET(*this, FIX::TradeOriginationDate);
    FIELD_SET(*this, FIX::TradingSessionID);
    FIELD_SET(*this, FIX::TradingSessionSubID);
    FIELD_SET(*this, FIX::PriceType);
    FIELD_SET(*this, FIX::AvgPx);
    FIELD_SET(*this, FIX::Currency);
    FIELD_SET(*this, FIX::AvgPrxPrecision);
    FIELD_SET(*this, FIX::NoPartyIDs);
    class NoPartyIDs: public FIX::Group
    {
    public:
    NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
      FIELD_SET(*this, FIX::PartyID);
      FIELD_SET(*this, FIX::PartyIDSource);
      FIELD_SET(*this, FIX::PartyRole);
      FIELD_SET(*this, FIX::PartySubID);
    };
    FIELD_SET(*this, FIX::TradeDate);
    FIELD_SET(*this, FIX::TransactTime);
    FIELD_SET(*this, FIX::SettlmntTyp);
    FIELD_SET(*this, FIX::FutSettDate);
    FIELD_SET(*this, FIX::GrossTradeAmt);
    FIELD_SET(*this, FIX::Concession);
    FIELD_SET(*this, FIX::TotalTakedown);
    FIELD_SET(*this, FIX::NetMoney);
    FIELD_SET(*this, FIX::PositionEffect);
    FIELD_SET(*this, FIX::Text);
    FIELD_SET(*this, FIX::EncodedTextLen);
    FIELD_SET(*this, FIX::EncodedText);
    FIELD_SET(*this, FIX::NumDaysInterest);
    FIELD_SET(*this, FIX::AccruedInterestRate);
    FIELD_SET(*this, FIX::TotalAccruedInterestAmt);
    FIELD_SET(*this, FIX::LegalConfirm);
    FIELD_SET(*this, FIX::NoOrders);
    class NoOrders: public FIX::Group
    {
    public:
    NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,0)) {}
      FIELD_SET(*this, FIX::ClOrdID);
      FIELD_SET(*this, FIX::OrderID);
      FIELD_SET(*this, FIX::SecondaryOrderID);
      FIELD_SET(*this, FIX::SecondaryClOrdID);
      FIELD_SET(*this, FIX::ListID);
    };
    FIELD_SET(*this, FIX::NoExecs);
    class NoExecs: public FIX::Group
    {
    public:
    NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,527,31,29,0)) {}
      FIELD_SET(*this, FIX::LastQty);
      FIELD_SET(*this, FIX::ExecID);
      FIELD_SET(*this, FIX::SecondaryExecID);
      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(79,366,80,467,81,539,208,209,161,360,361,12,13,479,497,153,154,119,120,155,156,159,160,136,0)) {}
      FIELD_SET(*this, FIX::AllocAccount);
      FIELD_SET(*this, FIX::AllocPrice);
      FIELD_SET(*this, FIX::AllocQty);
      FIELD_SET(*this, FIX::IndividualAllocID);
      FIELD_SET(*this, FIX::ProcessCode);
      FIELD_SET(*this, FIX::NoNestedPartyIDs);
      class NoNestedPartyIDs: public FIX::Group
      {
      public:
      NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,545,0)) {}
        FIELD_SET(*this, FIX::NestedPartyID);
        FIELD_SET(*this, FIX::NestedPartyIDSource);
        FIELD_SET(*this, FIX::NestedPartyRole);
        FIELD_SET(*this, FIX::NestedPartySubID);
      };
      FIELD_SET(*this, FIX::NotifyBrokerOfCredit);
      FIELD_SET(*this, FIX::AllocHandlInst);
      FIELD_SET(*this, FIX::AllocText);
      FIELD_SET(*this, FIX::EncodedAllocTextLen);
      FIELD_SET(*this, FIX::EncodedAllocText);
      FIELD_SET(*this, FIX::Commission);
      FIELD_SET(*this, FIX::CommType);
      FIELD_SET(*this, FIX::CommCurrency);
      FIELD_SET(*this, FIX::FundRenewWaiv);
      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