TradingSessionStatus.h 3.6 KB

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  1. #ifndef FIX50_TRADINGSESSIONSTATUS_H
  2. #define FIX50_TRADINGSESSIONSTATUS_H
  3. #include "Message.h"
  4. namespace FIX50
  5. {
  6. class TradingSessionStatus : public Message
  7. {
  8. public:
  9. TradingSessionStatus() : Message(MsgType()) {}
  10. TradingSessionStatus(const FIX::Message& m) : Message(m) {}
  11. TradingSessionStatus(const Message& m) : Message(m) {}
  12. TradingSessionStatus(const TradingSessionStatus& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("h"); }
  14. TradingSessionStatus(
  15. const FIX::TradingSessionID& aTradingSessionID,
  16. const FIX::TradSesStatus& aTradSesStatus )
  17. : Message(MsgType())
  18. {
  19. set(aTradingSessionID);
  20. set(aTradSesStatus);
  21. }
  22. FIELD_SET(*this, FIX::TradSesReqID);
  23. FIELD_SET(*this, FIX::TradingSessionID);
  24. FIELD_SET(*this, FIX::TradingSessionSubID);
  25. FIELD_SET(*this, FIX::TradSesMethod);
  26. FIELD_SET(*this, FIX::TradSesMode);
  27. FIELD_SET(*this, FIX::UnsolicitedIndicator);
  28. FIELD_SET(*this, FIX::TradSesStatus);
  29. FIELD_SET(*this, FIX::TradSesStatusRejReason);
  30. FIELD_SET(*this, FIX::TradSesStartTime);
  31. FIELD_SET(*this, FIX::TradSesOpenTime);
  32. FIELD_SET(*this, FIX::TradSesPreCloseTime);
  33. FIELD_SET(*this, FIX::TradSesCloseTime);
  34. FIELD_SET(*this, FIX::TradSesEndTime);
  35. FIELD_SET(*this, FIX::TotalVolumeTraded);
  36. FIELD_SET(*this, FIX::Text);
  37. FIELD_SET(*this, FIX::EncodedTextLen);
  38. FIELD_SET(*this, FIX::EncodedText);
  39. FIELD_SET(*this, FIX::Symbol);
  40. FIELD_SET(*this, FIX::SymbolSfx);
  41. FIELD_SET(*this, FIX::SecurityID);
  42. FIELD_SET(*this, FIX::SecurityIDSource);
  43. FIELD_SET(*this, FIX::Product);
  44. FIELD_SET(*this, FIX::CFICode);
  45. FIELD_SET(*this, FIX::SecurityType);
  46. FIELD_SET(*this, FIX::SecuritySubType);
  47. FIELD_SET(*this, FIX::MaturityMonthYear);
  48. FIELD_SET(*this, FIX::MaturityDate);
  49. FIELD_SET(*this, FIX::MaturityTime);
  50. FIELD_SET(*this, FIX::PutOrCall);
  51. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  52. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  53. FIELD_SET(*this, FIX::SecurityStatus);
  54. FIELD_SET(*this, FIX::CouponPaymentDate);
  55. FIELD_SET(*this, FIX::IssueDate);
  56. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  57. FIELD_SET(*this, FIX::RepurchaseTerm);
  58. FIELD_SET(*this, FIX::RepurchaseRate);
  59. FIELD_SET(*this, FIX::Factor);
  60. FIELD_SET(*this, FIX::CreditRating);
  61. FIELD_SET(*this, FIX::InstrRegistry);
  62. FIELD_SET(*this, FIX::CountryOfIssue);
  63. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  64. FIELD_SET(*this, FIX::LocaleOfIssue);
  65. FIELD_SET(*this, FIX::RedemptionDate);
  66. FIELD_SET(*this, FIX::StrikePrice);
  67. FIELD_SET(*this, FIX::StrikeCurrency);
  68. FIELD_SET(*this, FIX::StrikeMultiplier);
  69. FIELD_SET(*this, FIX::StrikeValue);
  70. FIELD_SET(*this, FIX::OptAttribute);
  71. FIELD_SET(*this, FIX::ContractMultiplier);
  72. FIELD_SET(*this, FIX::MinPriceIncrement);
  73. FIELD_SET(*this, FIX::UnitOfMeasure);
  74. FIELD_SET(*this, FIX::TimeUnit);
  75. FIELD_SET(*this, FIX::CouponRate);
  76. FIELD_SET(*this, FIX::SecurityExchange);
  77. FIELD_SET(*this, FIX::PositionLimit);
  78. FIELD_SET(*this, FIX::NTPositionLimit);
  79. FIELD_SET(*this, FIX::Issuer);
  80. FIELD_SET(*this, FIX::EncodedIssuerLen);
  81. FIELD_SET(*this, FIX::EncodedIssuer);
  82. FIELD_SET(*this, FIX::SecurityDesc);
  83. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  84. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  85. FIELD_SET(*this, FIX::Pool);
  86. FIELD_SET(*this, FIX::ContractSettlMonth);
  87. FIELD_SET(*this, FIX::CPProgram);
  88. FIELD_SET(*this, FIX::CPRegType);
  89. FIELD_SET(*this, FIX::DatedDate);
  90. FIELD_SET(*this, FIX::InterestAccrualDate);
  91. };
  92. }
  93. #endif