OrderStatusRequest.h 2.8 KB

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  1. #ifndef FIX43_ORDERSTATUSREQUEST_H
  2. #define FIX43_ORDERSTATUSREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class OrderStatusRequest : public Message
  7. {
  8. public:
  9. OrderStatusRequest() : Message(MsgType()) {}
  10. OrderStatusRequest(const FIX::Message& m) : Message(m) {}
  11. OrderStatusRequest(const Message& m) : Message(m) {}
  12. OrderStatusRequest(const OrderStatusRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("H"); }
  14. OrderStatusRequest(
  15. const FIX::ClOrdID& aClOrdID,
  16. const FIX::Side& aSide )
  17. : Message(MsgType())
  18. {
  19. set(aClOrdID);
  20. set(aSide);
  21. }
  22. FIELD_SET(*this, FIX::OrderID);
  23. FIELD_SET(*this, FIX::ClOrdID);
  24. FIELD_SET(*this, FIX::SecondaryClOrdID);
  25. FIELD_SET(*this, FIX::ClOrdLinkID);
  26. FIELD_SET(*this, FIX::NoPartyIDs);
  27. class NoPartyIDs: public FIX::Group
  28. {
  29. public:
  30. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
  31. FIELD_SET(*this, FIX::PartyID);
  32. FIELD_SET(*this, FIX::PartyIDSource);
  33. FIELD_SET(*this, FIX::PartyRole);
  34. FIELD_SET(*this, FIX::PartySubID);
  35. };
  36. FIELD_SET(*this, FIX::Account);
  37. FIELD_SET(*this, FIX::Symbol);
  38. FIELD_SET(*this, FIX::SymbolSfx);
  39. FIELD_SET(*this, FIX::SecurityID);
  40. FIELD_SET(*this, FIX::SecurityIDSource);
  41. FIELD_SET(*this, FIX::Product);
  42. FIELD_SET(*this, FIX::CFICode);
  43. FIELD_SET(*this, FIX::SecurityType);
  44. FIELD_SET(*this, FIX::MaturityMonthYear);
  45. FIELD_SET(*this, FIX::MaturityDate);
  46. FIELD_SET(*this, FIX::CouponPaymentDate);
  47. FIELD_SET(*this, FIX::IssueDate);
  48. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  49. FIELD_SET(*this, FIX::RepurchaseTerm);
  50. FIELD_SET(*this, FIX::RepurchaseRate);
  51. FIELD_SET(*this, FIX::Factor);
  52. FIELD_SET(*this, FIX::CreditRating);
  53. FIELD_SET(*this, FIX::InstrRegistry);
  54. FIELD_SET(*this, FIX::CountryOfIssue);
  55. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  56. FIELD_SET(*this, FIX::LocaleOfIssue);
  57. FIELD_SET(*this, FIX::RedemptionDate);
  58. FIELD_SET(*this, FIX::StrikePrice);
  59. FIELD_SET(*this, FIX::OptAttribute);
  60. FIELD_SET(*this, FIX::ContractMultiplier);
  61. FIELD_SET(*this, FIX::CouponRate);
  62. FIELD_SET(*this, FIX::SecurityExchange);
  63. FIELD_SET(*this, FIX::Issuer);
  64. FIELD_SET(*this, FIX::EncodedIssuerLen);
  65. FIELD_SET(*this, FIX::EncodedIssuer);
  66. FIELD_SET(*this, FIX::SecurityDesc);
  67. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  68. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  69. FIELD_SET(*this, FIX::NoSecurityAltID);
  70. class NoSecurityAltID: public FIX::Group
  71. {
  72. public:
  73. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  74. FIELD_SET(*this, FIX::SecurityAltID);
  75. FIELD_SET(*this, FIX::SecurityAltIDSource);
  76. };
  77. FIELD_SET(*this, FIX::Side);
  78. };
  79. }
  80. #endif