NewOrderList.h 8.4 KB

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  1. #ifndef FIX43_NEWORDERLIST_H
  2. #define FIX43_NEWORDERLIST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class NewOrderList : public Message
  7. {
  8. public:
  9. NewOrderList() : Message(MsgType()) {}
  10. NewOrderList(const FIX::Message& m) : Message(m) {}
  11. NewOrderList(const Message& m) : Message(m) {}
  12. NewOrderList(const NewOrderList& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("E"); }
  14. NewOrderList(
  15. const FIX::ListID& aListID,
  16. const FIX::BidType& aBidType,
  17. const FIX::TotNoOrders& aTotNoOrders )
  18. : Message(MsgType())
  19. {
  20. set(aListID);
  21. set(aBidType);
  22. set(aTotNoOrders);
  23. }
  24. FIELD_SET(*this, FIX::ListID);
  25. FIELD_SET(*this, FIX::BidID);
  26. FIELD_SET(*this, FIX::ClientBidID);
  27. FIELD_SET(*this, FIX::ProgRptReqs);
  28. FIELD_SET(*this, FIX::BidType);
  29. FIELD_SET(*this, FIX::ProgPeriodInterval);
  30. FIELD_SET(*this, FIX::CancellationRights);
  31. FIELD_SET(*this, FIX::MoneyLaunderingStatus);
  32. FIELD_SET(*this, FIX::RegistID);
  33. FIELD_SET(*this, FIX::ListExecInstType);
  34. FIELD_SET(*this, FIX::ListExecInst);
  35. FIELD_SET(*this, FIX::EncodedListExecInstLen);
  36. FIELD_SET(*this, FIX::EncodedListExecInst);
  37. FIELD_SET(*this, FIX::TotNoOrders);
  38. FIELD_SET(*this, FIX::NoOrders);
  39. class NoOrders: public FIX::Group
  40. {
  41. public:
  42. NoOrders() : FIX::Group(73,11,FIX::message_order(11,526,67,583,160,453,229,1,581,589,590,591,78,63,64,544,635,21,18,110,111,100,386,81,55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,140,54,401,114,60,232,465,38,152,516,468,469,40,423,44,99,218,220,221,222,235,236,15,376,377,23,117,59,168,432,126,427,12,13,479,497,528,529,582,47,121,120,58,354,355,193,192,640,77,203,210,211,388,389,494,158,159,118,0)) {}
  43. FIELD_SET(*this, FIX::ClOrdID);
  44. FIELD_SET(*this, FIX::SecondaryClOrdID);
  45. FIELD_SET(*this, FIX::ListSeqNo);
  46. FIELD_SET(*this, FIX::ClOrdLinkID);
  47. FIELD_SET(*this, FIX::SettlInstMode);
  48. FIELD_SET(*this, FIX::NoPartyIDs);
  49. class NoPartyIDs: public FIX::Group
  50. {
  51. public:
  52. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
  53. FIELD_SET(*this, FIX::PartyID);
  54. FIELD_SET(*this, FIX::PartyIDSource);
  55. FIELD_SET(*this, FIX::PartyRole);
  56. FIELD_SET(*this, FIX::PartySubID);
  57. };
  58. FIELD_SET(*this, FIX::TradeOriginationDate);
  59. FIELD_SET(*this, FIX::Account);
  60. FIELD_SET(*this, FIX::AccountType);
  61. FIELD_SET(*this, FIX::DayBookingInst);
  62. FIELD_SET(*this, FIX::BookingUnit);
  63. FIELD_SET(*this, FIX::PreallocMethod);
  64. FIELD_SET(*this, FIX::SettlmntTyp);
  65. FIELD_SET(*this, FIX::FutSettDate);
  66. FIELD_SET(*this, FIX::CashMargin);
  67. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  68. FIELD_SET(*this, FIX::HandlInst);
  69. FIELD_SET(*this, FIX::ExecInst);
  70. FIELD_SET(*this, FIX::MinQty);
  71. FIELD_SET(*this, FIX::MaxFloor);
  72. FIELD_SET(*this, FIX::ExDestination);
  73. FIELD_SET(*this, FIX::ProcessCode);
  74. FIELD_SET(*this, FIX::Symbol);
  75. FIELD_SET(*this, FIX::SymbolSfx);
  76. FIELD_SET(*this, FIX::SecurityID);
  77. FIELD_SET(*this, FIX::SecurityIDSource);
  78. FIELD_SET(*this, FIX::Product);
  79. FIELD_SET(*this, FIX::CFICode);
  80. FIELD_SET(*this, FIX::SecurityType);
  81. FIELD_SET(*this, FIX::MaturityMonthYear);
  82. FIELD_SET(*this, FIX::MaturityDate);
  83. FIELD_SET(*this, FIX::CouponPaymentDate);
  84. FIELD_SET(*this, FIX::IssueDate);
  85. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  86. FIELD_SET(*this, FIX::RepurchaseTerm);
  87. FIELD_SET(*this, FIX::RepurchaseRate);
  88. FIELD_SET(*this, FIX::Factor);
  89. FIELD_SET(*this, FIX::CreditRating);
  90. FIELD_SET(*this, FIX::InstrRegistry);
  91. FIELD_SET(*this, FIX::CountryOfIssue);
  92. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  93. FIELD_SET(*this, FIX::LocaleOfIssue);
  94. FIELD_SET(*this, FIX::RedemptionDate);
  95. FIELD_SET(*this, FIX::StrikePrice);
  96. FIELD_SET(*this, FIX::OptAttribute);
  97. FIELD_SET(*this, FIX::ContractMultiplier);
  98. FIELD_SET(*this, FIX::CouponRate);
  99. FIELD_SET(*this, FIX::SecurityExchange);
  100. FIELD_SET(*this, FIX::Issuer);
  101. FIELD_SET(*this, FIX::EncodedIssuerLen);
  102. FIELD_SET(*this, FIX::EncodedIssuer);
  103. FIELD_SET(*this, FIX::SecurityDesc);
  104. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  105. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  106. FIELD_SET(*this, FIX::NoSecurityAltID);
  107. class NoSecurityAltID: public FIX::Group
  108. {
  109. public:
  110. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  111. FIELD_SET(*this, FIX::SecurityAltID);
  112. FIELD_SET(*this, FIX::SecurityAltIDSource);
  113. };
  114. FIELD_SET(*this, FIX::PrevClosePx);
  115. FIELD_SET(*this, FIX::Side);
  116. FIELD_SET(*this, FIX::SideValueInd);
  117. FIELD_SET(*this, FIX::LocateReqd);
  118. FIELD_SET(*this, FIX::TransactTime);
  119. FIELD_SET(*this, FIX::NoStipulations);
  120. class NoStipulations: public FIX::Group
  121. {
  122. public:
  123. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  124. FIELD_SET(*this, FIX::StipulationType);
  125. FIELD_SET(*this, FIX::StipulationValue);
  126. };
  127. FIELD_SET(*this, FIX::QuantityType);
  128. FIELD_SET(*this, FIX::OrderQty);
  129. FIELD_SET(*this, FIX::CashOrderQty);
  130. FIELD_SET(*this, FIX::OrderPercent);
  131. FIELD_SET(*this, FIX::RoundingDirection);
  132. FIELD_SET(*this, FIX::RoundingModulus);
  133. FIELD_SET(*this, FIX::OrdType);
  134. FIELD_SET(*this, FIX::PriceType);
  135. FIELD_SET(*this, FIX::Price);
  136. FIELD_SET(*this, FIX::StopPx);
  137. FIELD_SET(*this, FIX::Spread);
  138. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  139. FIELD_SET(*this, FIX::BenchmarkCurveName);
  140. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  141. FIELD_SET(*this, FIX::YieldType);
  142. FIELD_SET(*this, FIX::Yield);
  143. FIELD_SET(*this, FIX::Currency);
  144. FIELD_SET(*this, FIX::ComplianceID);
  145. FIELD_SET(*this, FIX::SolicitedFlag);
  146. FIELD_SET(*this, FIX::IOIid);
  147. FIELD_SET(*this, FIX::QuoteID);
  148. FIELD_SET(*this, FIX::TimeInForce);
  149. FIELD_SET(*this, FIX::EffectiveTime);
  150. FIELD_SET(*this, FIX::ExpireDate);
  151. FIELD_SET(*this, FIX::ExpireTime);
  152. FIELD_SET(*this, FIX::GTBookingInst);
  153. FIELD_SET(*this, FIX::Commission);
  154. FIELD_SET(*this, FIX::CommType);
  155. FIELD_SET(*this, FIX::CommCurrency);
  156. FIELD_SET(*this, FIX::FundRenewWaiv);
  157. FIELD_SET(*this, FIX::OrderCapacity);
  158. FIELD_SET(*this, FIX::OrderRestrictions);
  159. FIELD_SET(*this, FIX::CustOrderCapacity);
  160. FIELD_SET(*this, FIX::Rule80A);
  161. FIELD_SET(*this, FIX::ForexReq);
  162. FIELD_SET(*this, FIX::SettlCurrency);
  163. FIELD_SET(*this, FIX::Text);
  164. FIELD_SET(*this, FIX::EncodedTextLen);
  165. FIELD_SET(*this, FIX::EncodedText);
  166. FIELD_SET(*this, FIX::FutSettDate2);
  167. FIELD_SET(*this, FIX::OrderQty2);
  168. FIELD_SET(*this, FIX::Price2);
  169. FIELD_SET(*this, FIX::PositionEffect);
  170. FIELD_SET(*this, FIX::CoveredOrUncovered);
  171. FIELD_SET(*this, FIX::MaxShow);
  172. FIELD_SET(*this, FIX::PegDifference);
  173. FIELD_SET(*this, FIX::DiscretionInst);
  174. FIELD_SET(*this, FIX::DiscretionOffset);
  175. FIELD_SET(*this, FIX::Designation);
  176. FIELD_SET(*this, FIX::AccruedInterestRate);
  177. FIELD_SET(*this, FIX::AccruedInterestAmt);
  178. FIELD_SET(*this, FIX::NetMoney);
  179. FIELD_SET(*this, FIX::NoAllocs);
  180. class NoAllocs: public FIX::Group
  181. {
  182. public:
  183. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,467,539,80,0)) {}
  184. FIELD_SET(*this, FIX::AllocAccount);
  185. FIELD_SET(*this, FIX::IndividualAllocID);
  186. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  187. class NoNestedPartyIDs: public FIX::Group
  188. {
  189. public:
  190. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,545,0)) {}
  191. FIELD_SET(*this, FIX::NestedPartyID);
  192. FIELD_SET(*this, FIX::NestedPartyIDSource);
  193. FIELD_SET(*this, FIX::NestedPartyRole);
  194. FIELD_SET(*this, FIX::NestedPartySubID);
  195. };
  196. FIELD_SET(*this, FIX::AllocQty);
  197. };
  198. FIELD_SET(*this, FIX::NoTradingSessions);
  199. class NoTradingSessions: public FIX::Group
  200. {
  201. public:
  202. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
  203. FIELD_SET(*this, FIX::TradingSessionID);
  204. FIELD_SET(*this, FIX::TradingSessionSubID);
  205. };
  206. };
  207. };
  208. }
  209. #endif