DontKnowTrade.h 1.5 KB

12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455
  1. #ifndef FIX41_DONTKNOWTRADE_H
  2. #define FIX41_DONTKNOWTRADE_H
  3. #include "Message.h"
  4. namespace FIX41
  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::DKReason& aDKReason,
  16. const FIX::Symbol& aSymbol,
  17. const FIX::Side& aSide )
  18. : Message(MsgType())
  19. {
  20. set(aDKReason);
  21. set(aSymbol);
  22. set(aSide);
  23. }
  24. FIELD_SET(*this, FIX::OrderID);
  25. FIELD_SET(*this, FIX::ExecID);
  26. FIELD_SET(*this, FIX::DKReason);
  27. FIELD_SET(*this, FIX::Symbol);
  28. FIELD_SET(*this, FIX::SymbolSfx);
  29. FIELD_SET(*this, FIX::SecurityID);
  30. FIELD_SET(*this, FIX::IDSource);
  31. FIELD_SET(*this, FIX::SecurityType);
  32. FIELD_SET(*this, FIX::MaturityMonthYear);
  33. FIELD_SET(*this, FIX::MaturityDay);
  34. FIELD_SET(*this, FIX::PutOrCall);
  35. FIELD_SET(*this, FIX::StrikePrice);
  36. FIELD_SET(*this, FIX::OptAttribute);
  37. FIELD_SET(*this, FIX::SecurityExchange);
  38. FIELD_SET(*this, FIX::Issuer);
  39. FIELD_SET(*this, FIX::SecurityDesc);
  40. FIELD_SET(*this, FIX::Side);
  41. FIELD_SET(*this, FIX::OrderQty);
  42. FIELD_SET(*this, FIX::CashOrderQty);
  43. FIELD_SET(*this, FIX::LastShares);
  44. FIELD_SET(*this, FIX::LastPx);
  45. FIELD_SET(*this, FIX::Text);
  46. };
  47. }
  48. #endif