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- #ifndef FIX50SP2_MARKETDEFINITION_H
- #define FIX50SP2_MARKETDEFINITION_H
- #include "Message.h"
- namespace FIX50SP2
- {
- class MarketDefinition : public Message
- {
- public:
- MarketDefinition() : Message(MsgType()) {}
- MarketDefinition(const FIX::Message& m) : Message(m) {}
- MarketDefinition(const Message& m) : Message(m) {}
- MarketDefinition(const MarketDefinition& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("BU"); }
- MarketDefinition(
- const FIX::MarketReportID& aMarketReportID,
- const FIX::MarketID& aMarketID )
- : Message(MsgType())
- {
- set(aMarketReportID);
- set(aMarketID);
- }
- FIELD_SET(*this, FIX::ApplID);
- FIELD_SET(*this, FIX::ApplSeqNum);
- FIELD_SET(*this, FIX::ApplLastSeqNum);
- FIELD_SET(*this, FIX::ApplResendFlag);
- FIELD_SET(*this, FIX::MarketReportID);
- FIELD_SET(*this, FIX::MarketReqID);
- FIELD_SET(*this, FIX::MarketID);
- FIELD_SET(*this, FIX::MarketSegmentID);
- FIELD_SET(*this, FIX::MarketSegmentDesc);
- FIELD_SET(*this, FIX::EncodedMktSegmDescLen);
- FIELD_SET(*this, FIX::EncodedMktSegmDesc);
- FIELD_SET(*this, FIX::ParentMktSegmID);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::ExpirationCycle);
- FIELD_SET(*this, FIX::MinTradeVol);
- FIELD_SET(*this, FIX::MaxTradeVol);
- FIELD_SET(*this, FIX::MaxPriceVariation);
- FIELD_SET(*this, FIX::ImpliedMarketIndicator);
- FIELD_SET(*this, FIX::TradingCurrency);
- FIELD_SET(*this, FIX::RoundLot);
- FIELD_SET(*this, FIX::MultilegModel);
- FIELD_SET(*this, FIX::MultilegPriceMethod);
- FIELD_SET(*this, FIX::PriceType);
- FIELD_SET(*this, FIX::NoOrdTypeRules);
- class NoOrdTypeRules: public FIX::Group
- {
- public:
- NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {}
- FIELD_SET(*this, FIX::OrdType);
- };
- FIELD_SET(*this, FIX::NoTimeInForceRules);
- class NoTimeInForceRules: public FIX::Group
- {
- public:
- NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {}
- FIELD_SET(*this, FIX::TimeInForce);
- };
- FIELD_SET(*this, FIX::NoExecInstRules);
- class NoExecInstRules: public FIX::Group
- {
- public:
- NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {}
- FIELD_SET(*this, FIX::ExecInstValue);
- };
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- };
- }
- #endif
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