IOI.h 3.6 KB

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  1. #ifndef FIX43_IOI_H
  2. #define FIX43_IOI_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class IOI : public Message
  7. {
  8. public:
  9. IOI() : Message(MsgType()) {}
  10. IOI(const FIX::Message& m) : Message(m) {}
  11. IOI(const Message& m) : Message(m) {}
  12. IOI(const IOI& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("6"); }
  14. IOI(
  15. const FIX::IOIid& aIOIid,
  16. const FIX::IOITransType& aIOITransType,
  17. const FIX::Side& aSide,
  18. const FIX::IOIQty& aIOIQty )
  19. : Message(MsgType())
  20. {
  21. set(aIOIid);
  22. set(aIOITransType);
  23. set(aSide);
  24. set(aIOIQty);
  25. }
  26. FIELD_SET(*this, FIX::IOIid);
  27. FIELD_SET(*this, FIX::IOITransType);
  28. FIELD_SET(*this, FIX::IOIRefID);
  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::QuantityType);
  71. FIELD_SET(*this, FIX::IOIQty);
  72. FIELD_SET(*this, FIX::PriceType);
  73. FIELD_SET(*this, FIX::Price);
  74. FIELD_SET(*this, FIX::Currency);
  75. FIELD_SET(*this, FIX::ValidUntilTime);
  76. FIELD_SET(*this, FIX::IOIQltyInd);
  77. FIELD_SET(*this, FIX::IOINaturalFlag);
  78. FIELD_SET(*this, FIX::Text);
  79. FIELD_SET(*this, FIX::EncodedTextLen);
  80. FIELD_SET(*this, FIX::EncodedText);
  81. FIELD_SET(*this, FIX::TransactTime);
  82. FIELD_SET(*this, FIX::URLLink);
  83. FIELD_SET(*this, FIX::Spread);
  84. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  85. FIELD_SET(*this, FIX::BenchmarkCurveName);
  86. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  87. FIELD_SET(*this, FIX::Benchmark);
  88. FIELD_SET(*this, FIX::NoIOIQualifiers);
  89. class NoIOIQualifiers: public FIX::Group
  90. {
  91. public:
  92. NoIOIQualifiers() : FIX::Group(199,104,FIX::message_order(104,0)) {}
  93. FIELD_SET(*this, FIX::IOIQualifier);
  94. };
  95. FIELD_SET(*this, FIX::NoRoutingIDs);
  96. class NoRoutingIDs: public FIX::Group
  97. {
  98. public:
  99. NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {}
  100. FIELD_SET(*this, FIX::RoutingType);
  101. FIELD_SET(*this, FIX::RoutingID);
  102. };
  103. };
  104. }
  105. #endif