NewOrderList.h 13 KB

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  1. #ifndef FIX44_NEWORDERLIST_H
  2. #define FIX44_NEWORDERLIST_H
  3. #include "Message.h"
  4. namespace FIX44
  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::AllowableOneSidednessPct);
  38. FIELD_SET(*this, FIX::AllowableOneSidednessValue);
  39. FIELD_SET(*this, FIX::AllowableOneSidednessCurr);
  40. FIELD_SET(*this, FIX::TotNoOrders);
  41. FIELD_SET(*this, FIX::LastFragment);
  42. FIELD_SET(*this, FIX::NoOrders);
  43. class NoOrders: public FIX::Group
  44. {
  45. public:
  46. NoOrders() : FIX::Group(73,11,FIX::message_order(11,526,67,583,160,453,229,75,1,660,581,589,590,70,591,78,63,64,544,635,21,18,110,111,100,386,81,55,65,48,22,460,461,167,762,200,541,201,224,225,239,226,227,228,255,543,470,471,472,240,202,947,206,231,223,207,106,348,349,107,350,351,691,667,875,876,873,874,711,140,54,401,114,60,232,854,38,152,516,468,469,40,423,44,99,218,220,221,222,662,663,699,761,235,236,701,696,697,698,15,376,377,23,117,59,168,432,126,427,12,13,479,497,528,529,582,121,120,775,58,354,355,193,192,640,77,203,210,211,835,836,837,838,840,388,389,841,842,843,844,846,847,848,849,494,0)) {}
  47. FIELD_SET(*this, FIX::ClOrdID);
  48. FIELD_SET(*this, FIX::SecondaryClOrdID);
  49. FIELD_SET(*this, FIX::ListSeqNo);
  50. FIELD_SET(*this, FIX::ClOrdLinkID);
  51. FIELD_SET(*this, FIX::SettlInstMode);
  52. FIELD_SET(*this, FIX::NoPartyIDs);
  53. class NoPartyIDs: public FIX::Group
  54. {
  55. public:
  56. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  57. FIELD_SET(*this, FIX::PartyID);
  58. FIELD_SET(*this, FIX::PartyIDSource);
  59. FIELD_SET(*this, FIX::PartyRole);
  60. FIELD_SET(*this, FIX::NoPartySubIDs);
  61. class NoPartySubIDs: public FIX::Group
  62. {
  63. public:
  64. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  65. FIELD_SET(*this, FIX::PartySubID);
  66. FIELD_SET(*this, FIX::PartySubIDType);
  67. };
  68. };
  69. FIELD_SET(*this, FIX::TradeOriginationDate);
  70. FIELD_SET(*this, FIX::TradeDate);
  71. FIELD_SET(*this, FIX::Account);
  72. FIELD_SET(*this, FIX::AcctIDSource);
  73. FIELD_SET(*this, FIX::AccountType);
  74. FIELD_SET(*this, FIX::DayBookingInst);
  75. FIELD_SET(*this, FIX::BookingUnit);
  76. FIELD_SET(*this, FIX::AllocID);
  77. FIELD_SET(*this, FIX::PreallocMethod);
  78. FIELD_SET(*this, FIX::NoAllocs);
  79. class NoAllocs: public FIX::Group
  80. {
  81. public:
  82. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {}
  83. FIELD_SET(*this, FIX::AllocAccount);
  84. FIELD_SET(*this, FIX::AllocAcctIDSource);
  85. FIELD_SET(*this, FIX::AllocSettlCurrency);
  86. FIELD_SET(*this, FIX::IndividualAllocID);
  87. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  88. class NoNestedPartyIDs: public FIX::Group
  89. {
  90. public:
  91. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  92. FIELD_SET(*this, FIX::NestedPartyID);
  93. FIELD_SET(*this, FIX::NestedPartyIDSource);
  94. FIELD_SET(*this, FIX::NestedPartyRole);
  95. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  96. class NoNestedPartySubIDs: public FIX::Group
  97. {
  98. public:
  99. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  100. FIELD_SET(*this, FIX::NestedPartySubID);
  101. FIELD_SET(*this, FIX::NestedPartySubIDType);
  102. };
  103. };
  104. FIELD_SET(*this, FIX::AllocQty);
  105. };
  106. FIELD_SET(*this, FIX::SettlType);
  107. FIELD_SET(*this, FIX::SettlDate);
  108. FIELD_SET(*this, FIX::CashMargin);
  109. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  110. FIELD_SET(*this, FIX::HandlInst);
  111. FIELD_SET(*this, FIX::ExecInst);
  112. FIELD_SET(*this, FIX::MinQty);
  113. FIELD_SET(*this, FIX::MaxFloor);
  114. FIELD_SET(*this, FIX::ExDestination);
  115. FIELD_SET(*this, FIX::NoTradingSessions);
  116. class NoTradingSessions: public FIX::Group
  117. {
  118. public:
  119. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
  120. FIELD_SET(*this, FIX::TradingSessionID);
  121. FIELD_SET(*this, FIX::TradingSessionSubID);
  122. };
  123. FIELD_SET(*this, FIX::ProcessCode);
  124. FIELD_SET(*this, FIX::Symbol);
  125. FIELD_SET(*this, FIX::SymbolSfx);
  126. FIELD_SET(*this, FIX::SecurityID);
  127. FIELD_SET(*this, FIX::SecurityIDSource);
  128. FIELD_SET(*this, FIX::Product);
  129. FIELD_SET(*this, FIX::CFICode);
  130. FIELD_SET(*this, FIX::SecurityType);
  131. FIELD_SET(*this, FIX::SecuritySubType);
  132. FIELD_SET(*this, FIX::MaturityMonthYear);
  133. FIELD_SET(*this, FIX::MaturityDate);
  134. FIELD_SET(*this, FIX::PutOrCall);
  135. FIELD_SET(*this, FIX::CouponPaymentDate);
  136. FIELD_SET(*this, FIX::IssueDate);
  137. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  138. FIELD_SET(*this, FIX::RepurchaseTerm);
  139. FIELD_SET(*this, FIX::RepurchaseRate);
  140. FIELD_SET(*this, FIX::Factor);
  141. FIELD_SET(*this, FIX::CreditRating);
  142. FIELD_SET(*this, FIX::InstrRegistry);
  143. FIELD_SET(*this, FIX::CountryOfIssue);
  144. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  145. FIELD_SET(*this, FIX::LocaleOfIssue);
  146. FIELD_SET(*this, FIX::RedemptionDate);
  147. FIELD_SET(*this, FIX::StrikePrice);
  148. FIELD_SET(*this, FIX::StrikeCurrency);
  149. FIELD_SET(*this, FIX::OptAttribute);
  150. FIELD_SET(*this, FIX::ContractMultiplier);
  151. FIELD_SET(*this, FIX::CouponRate);
  152. FIELD_SET(*this, FIX::SecurityExchange);
  153. FIELD_SET(*this, FIX::Issuer);
  154. FIELD_SET(*this, FIX::EncodedIssuerLen);
  155. FIELD_SET(*this, FIX::EncodedIssuer);
  156. FIELD_SET(*this, FIX::SecurityDesc);
  157. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  158. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  159. FIELD_SET(*this, FIX::Pool);
  160. FIELD_SET(*this, FIX::ContractSettlMonth);
  161. FIELD_SET(*this, FIX::CPProgram);
  162. FIELD_SET(*this, FIX::CPRegType);
  163. FIELD_SET(*this, FIX::DatedDate);
  164. FIELD_SET(*this, FIX::InterestAccrualDate);
  165. FIELD_SET(*this, FIX::NoUnderlyings);
  166. class NoUnderlyings: public FIX::Group
  167. {
  168. public:
  169. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {}
  170. FIELD_SET(*this, FIX::UnderlyingSymbol);
  171. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  172. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  173. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  174. FIELD_SET(*this, FIX::UnderlyingProduct);
  175. FIELD_SET(*this, FIX::UnderlyingCFICode);
  176. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  177. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  178. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  179. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  180. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  181. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  182. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  183. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  184. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  185. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  186. FIELD_SET(*this, FIX::UnderlyingFactor);
  187. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  188. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  189. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  190. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  191. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  192. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  193. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  194. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  195. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  196. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  197. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  198. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  199. FIELD_SET(*this, FIX::UnderlyingIssuer);
  200. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  201. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  202. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  203. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  204. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  205. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  206. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  207. FIELD_SET(*this, FIX::UnderlyingCurrency);
  208. FIELD_SET(*this, FIX::UnderlyingQty);
  209. FIELD_SET(*this, FIX::UnderlyingPx);
  210. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  211. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  212. FIELD_SET(*this, FIX::UnderlyingStartValue);
  213. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  214. FIELD_SET(*this, FIX::UnderlyingEndValue);
  215. };
  216. FIELD_SET(*this, FIX::PrevClosePx);
  217. FIELD_SET(*this, FIX::Side);
  218. FIELD_SET(*this, FIX::SideValueInd);
  219. FIELD_SET(*this, FIX::LocateReqd);
  220. FIELD_SET(*this, FIX::TransactTime);
  221. FIELD_SET(*this, FIX::NoStipulations);
  222. class NoStipulations: public FIX::Group
  223. {
  224. public:
  225. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  226. FIELD_SET(*this, FIX::StipulationType);
  227. FIELD_SET(*this, FIX::StipulationValue);
  228. };
  229. FIELD_SET(*this, FIX::QtyType);
  230. FIELD_SET(*this, FIX::OrderQty);
  231. FIELD_SET(*this, FIX::CashOrderQty);
  232. FIELD_SET(*this, FIX::OrderPercent);
  233. FIELD_SET(*this, FIX::RoundingDirection);
  234. FIELD_SET(*this, FIX::RoundingModulus);
  235. FIELD_SET(*this, FIX::OrdType);
  236. FIELD_SET(*this, FIX::PriceType);
  237. FIELD_SET(*this, FIX::Price);
  238. FIELD_SET(*this, FIX::StopPx);
  239. FIELD_SET(*this, FIX::Spread);
  240. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  241. FIELD_SET(*this, FIX::BenchmarkCurveName);
  242. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  243. FIELD_SET(*this, FIX::BenchmarkPrice);
  244. FIELD_SET(*this, FIX::BenchmarkPriceType);
  245. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  246. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  247. FIELD_SET(*this, FIX::YieldType);
  248. FIELD_SET(*this, FIX::Yield);
  249. FIELD_SET(*this, FIX::YieldCalcDate);
  250. FIELD_SET(*this, FIX::YieldRedemptionDate);
  251. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  252. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  253. FIELD_SET(*this, FIX::Currency);
  254. FIELD_SET(*this, FIX::ComplianceID);
  255. FIELD_SET(*this, FIX::SolicitedFlag);
  256. FIELD_SET(*this, FIX::IOIID);
  257. FIELD_SET(*this, FIX::QuoteID);
  258. FIELD_SET(*this, FIX::TimeInForce);
  259. FIELD_SET(*this, FIX::EffectiveTime);
  260. FIELD_SET(*this, FIX::ExpireDate);
  261. FIELD_SET(*this, FIX::ExpireTime);
  262. FIELD_SET(*this, FIX::GTBookingInst);
  263. FIELD_SET(*this, FIX::Commission);
  264. FIELD_SET(*this, FIX::CommType);
  265. FIELD_SET(*this, FIX::CommCurrency);
  266. FIELD_SET(*this, FIX::FundRenewWaiv);
  267. FIELD_SET(*this, FIX::OrderCapacity);
  268. FIELD_SET(*this, FIX::OrderRestrictions);
  269. FIELD_SET(*this, FIX::CustOrderCapacity);
  270. FIELD_SET(*this, FIX::ForexReq);
  271. FIELD_SET(*this, FIX::SettlCurrency);
  272. FIELD_SET(*this, FIX::BookingType);
  273. FIELD_SET(*this, FIX::Text);
  274. FIELD_SET(*this, FIX::EncodedTextLen);
  275. FIELD_SET(*this, FIX::EncodedText);
  276. FIELD_SET(*this, FIX::SettlDate2);
  277. FIELD_SET(*this, FIX::OrderQty2);
  278. FIELD_SET(*this, FIX::Price2);
  279. FIELD_SET(*this, FIX::PositionEffect);
  280. FIELD_SET(*this, FIX::CoveredOrUncovered);
  281. FIELD_SET(*this, FIX::MaxShow);
  282. FIELD_SET(*this, FIX::PegOffsetValue);
  283. FIELD_SET(*this, FIX::PegMoveType);
  284. FIELD_SET(*this, FIX::PegOffsetType);
  285. FIELD_SET(*this, FIX::PegLimitType);
  286. FIELD_SET(*this, FIX::PegRoundDirection);
  287. FIELD_SET(*this, FIX::PegScope);
  288. FIELD_SET(*this, FIX::DiscretionInst);
  289. FIELD_SET(*this, FIX::DiscretionOffsetValue);
  290. FIELD_SET(*this, FIX::DiscretionMoveType);
  291. FIELD_SET(*this, FIX::DiscretionOffsetType);
  292. FIELD_SET(*this, FIX::DiscretionLimitType);
  293. FIELD_SET(*this, FIX::DiscretionRoundDirection);
  294. FIELD_SET(*this, FIX::DiscretionScope);
  295. FIELD_SET(*this, FIX::TargetStrategy);
  296. FIELD_SET(*this, FIX::TargetStrategyParameters);
  297. FIELD_SET(*this, FIX::ParticipationRate);
  298. FIELD_SET(*this, FIX::Designation);
  299. };
  300. };
  301. }
  302. #endif