DontKnowTrade.h 2.8 KB

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  1. #ifndef FIX43_DONTKNOWTRADE_H
  2. #define FIX43_DONTKNOWTRADE_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class DontKnowTrade : public Message
  7. {
  8. public:
  9. DontKnowTrade() : Message(MsgType()) {}
  10. DontKnowTrade(const FIX::Message& m) : Message(m) {}
  11. DontKnowTrade(const Message& m) : Message(m) {}
  12. DontKnowTrade(const DontKnowTrade& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("Q"); }
  14. DontKnowTrade(
  15. const FIX::OrderID& aOrderID,
  16. const FIX::ExecID& aExecID,
  17. const FIX::DKReason& aDKReason,
  18. const FIX::Side& aSide )
  19. : Message(MsgType())
  20. {
  21. set(aOrderID);
  22. set(aExecID);
  23. set(aDKReason);
  24. set(aSide);
  25. }
  26. FIELD_SET(*this, FIX::OrderID);
  27. FIELD_SET(*this, FIX::ExecID);
  28. FIELD_SET(*this, FIX::DKReason);
  29. FIELD_SET(*this, FIX::Symbol);
  30. FIELD_SET(*this, FIX::SymbolSfx);
  31. FIELD_SET(*this, FIX::SecurityID);
  32. FIELD_SET(*this, FIX::SecurityIDSource);
  33. FIELD_SET(*this, FIX::Product);
  34. FIELD_SET(*this, FIX::CFICode);
  35. FIELD_SET(*this, FIX::SecurityType);
  36. FIELD_SET(*this, FIX::MaturityMonthYear);
  37. FIELD_SET(*this, FIX::MaturityDate);
  38. FIELD_SET(*this, FIX::CouponPaymentDate);
  39. FIELD_SET(*this, FIX::IssueDate);
  40. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  41. FIELD_SET(*this, FIX::RepurchaseTerm);
  42. FIELD_SET(*this, FIX::RepurchaseRate);
  43. FIELD_SET(*this, FIX::Factor);
  44. FIELD_SET(*this, FIX::CreditRating);
  45. FIELD_SET(*this, FIX::InstrRegistry);
  46. FIELD_SET(*this, FIX::CountryOfIssue);
  47. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  48. FIELD_SET(*this, FIX::LocaleOfIssue);
  49. FIELD_SET(*this, FIX::RedemptionDate);
  50. FIELD_SET(*this, FIX::StrikePrice);
  51. FIELD_SET(*this, FIX::OptAttribute);
  52. FIELD_SET(*this, FIX::ContractMultiplier);
  53. FIELD_SET(*this, FIX::CouponRate);
  54. FIELD_SET(*this, FIX::SecurityExchange);
  55. FIELD_SET(*this, FIX::Issuer);
  56. FIELD_SET(*this, FIX::EncodedIssuerLen);
  57. FIELD_SET(*this, FIX::EncodedIssuer);
  58. FIELD_SET(*this, FIX::SecurityDesc);
  59. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  60. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  61. FIELD_SET(*this, FIX::NoSecurityAltID);
  62. class NoSecurityAltID: public FIX::Group
  63. {
  64. public:
  65. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  66. FIELD_SET(*this, FIX::SecurityAltID);
  67. FIELD_SET(*this, FIX::SecurityAltIDSource);
  68. };
  69. FIELD_SET(*this, FIX::Side);
  70. FIELD_SET(*this, FIX::OrderQty);
  71. FIELD_SET(*this, FIX::CashOrderQty);
  72. FIELD_SET(*this, FIX::OrderPercent);
  73. FIELD_SET(*this, FIX::RoundingDirection);
  74. FIELD_SET(*this, FIX::RoundingModulus);
  75. FIELD_SET(*this, FIX::LastQty);
  76. FIELD_SET(*this, FIX::LastPx);
  77. FIELD_SET(*this, FIX::Text);
  78. FIELD_SET(*this, FIX::EncodedTextLen);
  79. FIELD_SET(*this, FIX::EncodedText);
  80. };
  81. }
  82. #endif