1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768697071727374757677787980818283848586878889909192939495969798 |
- #ifndef FIX50SP2_BIDREQUEST_H
- #define FIX50SP2_BIDREQUEST_H
- #include "Message.h"
- namespace FIX50SP2
- {
- class BidRequest : public Message
- {
- public:
- BidRequest() : Message(MsgType()) {}
- BidRequest(const FIX::Message& m) : Message(m) {}
- BidRequest(const Message& m) : Message(m) {}
- BidRequest(const BidRequest& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("k"); }
- BidRequest(
- const FIX::ClientBidID& aClientBidID,
- const FIX::BidRequestTransType& aBidRequestTransType,
- const FIX::TotNoRelatedSym& aTotNoRelatedSym,
- const FIX::BidType& aBidType,
- const FIX::BidTradeType& aBidTradeType,
- const FIX::BasisPxType& aBasisPxType )
- : Message(MsgType())
- {
- set(aClientBidID);
- set(aBidRequestTransType);
- set(aTotNoRelatedSym);
- set(aBidType);
- set(aBidTradeType);
- set(aBasisPxType);
- }
- FIELD_SET(*this, FIX::BidID);
- FIELD_SET(*this, FIX::ClientBidID);
- FIELD_SET(*this, FIX::BidRequestTransType);
- FIELD_SET(*this, FIX::ListName);
- FIELD_SET(*this, FIX::TotNoRelatedSym);
- FIELD_SET(*this, FIX::BidType);
- FIELD_SET(*this, FIX::NumTickets);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::SideValue1);
- FIELD_SET(*this, FIX::SideValue2);
- FIELD_SET(*this, FIX::NoBidDescriptors);
- class NoBidDescriptors: public FIX::Group
- {
- public:
- NoBidDescriptors() : FIX::Group(398,399,FIX::message_order(399,400,401,404,441,402,403,405,406,407,408,0)) {}
- FIELD_SET(*this, FIX::BidDescriptorType);
- FIELD_SET(*this, FIX::BidDescriptor);
- FIELD_SET(*this, FIX::SideValueInd);
- FIELD_SET(*this, FIX::LiquidityValue);
- FIELD_SET(*this, FIX::LiquidityNumSecurities);
- FIELD_SET(*this, FIX::LiquidityPctLow);
- FIELD_SET(*this, FIX::LiquidityPctHigh);
- FIELD_SET(*this, FIX::EFPTrackingError);
- FIELD_SET(*this, FIX::FairValue);
- FIELD_SET(*this, FIX::OutsideIndexPct);
- FIELD_SET(*this, FIX::ValueOfFutures);
- };
- FIELD_SET(*this, FIX::NoBidComponents);
- class NoBidComponents: public FIX::Group
- {
- public:
- NoBidComponents() : FIX::Group(420,66,FIX::message_order(66,54,336,625,430,63,64,1,660,0)) {}
- FIELD_SET(*this, FIX::ListID);
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- FIELD_SET(*this, FIX::NetGrossInd);
- FIELD_SET(*this, FIX::SettlType);
- FIELD_SET(*this, FIX::SettlDate);
- FIELD_SET(*this, FIX::Account);
- FIELD_SET(*this, FIX::AcctIDSource);
- };
- FIELD_SET(*this, FIX::LiquidityIndType);
- FIELD_SET(*this, FIX::WtAverageLiquidity);
- FIELD_SET(*this, FIX::ExchangeForPhysical);
- FIELD_SET(*this, FIX::OutMainCntryUIndex);
- FIELD_SET(*this, FIX::CrossPercent);
- FIELD_SET(*this, FIX::ProgRptReqs);
- FIELD_SET(*this, FIX::ProgPeriodInterval);
- FIELD_SET(*this, FIX::IncTaxInd);
- FIELD_SET(*this, FIX::ForexReq);
- FIELD_SET(*this, FIX::NumBidders);
- FIELD_SET(*this, FIX::TradeDate);
- FIELD_SET(*this, FIX::BidTradeType);
- FIELD_SET(*this, FIX::BasisPxType);
- FIELD_SET(*this, FIX::StrikeTime);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- };
- }
- #endif
|