OrderMassStatusRequest.h 4.9 KB

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  1. #ifndef FIX43_ORDERMASSSTATUSREQUEST_H
  2. #define FIX43_ORDERMASSSTATUSREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class OrderMassStatusRequest : public Message
  7. {
  8. public:
  9. OrderMassStatusRequest() : Message(MsgType()) {}
  10. OrderMassStatusRequest(const FIX::Message& m) : Message(m) {}
  11. OrderMassStatusRequest(const Message& m) : Message(m) {}
  12. OrderMassStatusRequest(const OrderMassStatusRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AF"); }
  14. OrderMassStatusRequest(
  15. const FIX::MassStatusReqID& aMassStatusReqID,
  16. const FIX::MassStatusReqType& aMassStatusReqType )
  17. : Message(MsgType())
  18. {
  19. set(aMassStatusReqID);
  20. set(aMassStatusReqType);
  21. }
  22. FIELD_SET(*this, FIX::MassStatusReqID);
  23. FIELD_SET(*this, FIX::MassStatusReqType);
  24. FIELD_SET(*this, FIX::NoPartyIDs);
  25. class NoPartyIDs: public FIX::Group
  26. {
  27. public:
  28. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
  29. FIELD_SET(*this, FIX::PartyID);
  30. FIELD_SET(*this, FIX::PartyIDSource);
  31. FIELD_SET(*this, FIX::PartyRole);
  32. FIELD_SET(*this, FIX::PartySubID);
  33. };
  34. FIELD_SET(*this, FIX::Account);
  35. FIELD_SET(*this, FIX::TradingSessionID);
  36. FIELD_SET(*this, FIX::TradingSessionSubID);
  37. FIELD_SET(*this, FIX::Symbol);
  38. FIELD_SET(*this, FIX::SymbolSfx);
  39. FIELD_SET(*this, FIX::SecurityID);
  40. FIELD_SET(*this, FIX::SecurityIDSource);
  41. FIELD_SET(*this, FIX::Product);
  42. FIELD_SET(*this, FIX::CFICode);
  43. FIELD_SET(*this, FIX::SecurityType);
  44. FIELD_SET(*this, FIX::MaturityMonthYear);
  45. FIELD_SET(*this, FIX::MaturityDate);
  46. FIELD_SET(*this, FIX::CouponPaymentDate);
  47. FIELD_SET(*this, FIX::IssueDate);
  48. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  49. FIELD_SET(*this, FIX::RepurchaseTerm);
  50. FIELD_SET(*this, FIX::RepurchaseRate);
  51. FIELD_SET(*this, FIX::Factor);
  52. FIELD_SET(*this, FIX::CreditRating);
  53. FIELD_SET(*this, FIX::InstrRegistry);
  54. FIELD_SET(*this, FIX::CountryOfIssue);
  55. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  56. FIELD_SET(*this, FIX::LocaleOfIssue);
  57. FIELD_SET(*this, FIX::RedemptionDate);
  58. FIELD_SET(*this, FIX::StrikePrice);
  59. FIELD_SET(*this, FIX::OptAttribute);
  60. FIELD_SET(*this, FIX::ContractMultiplier);
  61. FIELD_SET(*this, FIX::CouponRate);
  62. FIELD_SET(*this, FIX::SecurityExchange);
  63. FIELD_SET(*this, FIX::Issuer);
  64. FIELD_SET(*this, FIX::EncodedIssuerLen);
  65. FIELD_SET(*this, FIX::EncodedIssuer);
  66. FIELD_SET(*this, FIX::SecurityDesc);
  67. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  68. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  69. FIELD_SET(*this, FIX::NoSecurityAltID);
  70. class NoSecurityAltID: public FIX::Group
  71. {
  72. public:
  73. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  74. FIELD_SET(*this, FIX::SecurityAltID);
  75. FIELD_SET(*this, FIX::SecurityAltIDSource);
  76. };
  77. FIELD_SET(*this, FIX::UnderlyingSymbol);
  78. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  79. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  80. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  81. FIELD_SET(*this, FIX::UnderlyingProduct);
  82. FIELD_SET(*this, FIX::UnderlyingCFICode);
  83. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  84. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  85. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  86. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  87. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  88. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  89. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  90. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  91. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  92. FIELD_SET(*this, FIX::UnderlyingFactor);
  93. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  94. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  95. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  96. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  97. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  98. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  99. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  100. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  101. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  102. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  103. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  104. FIELD_SET(*this, FIX::UnderlyingIssuer);
  105. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  106. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  107. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  108. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  109. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  110. FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
  111. class NoUnderlyingSecurityAltID: public FIX::Group
  112. {
  113. public:
  114. NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
  115. FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
  116. FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
  117. };
  118. FIELD_SET(*this, FIX::Side);
  119. };
  120. }
  121. #endif