AllocationReportAck.h 3.5 KB

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  1. #ifndef FIX50SP2_ALLOCATIONREPORTACK_H
  2. #define FIX50SP2_ALLOCATIONREPORTACK_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class AllocationReportAck : public Message
  7. {
  8. public:
  9. AllocationReportAck() : Message(MsgType()) {}
  10. AllocationReportAck(const FIX::Message& m) : Message(m) {}
  11. AllocationReportAck(const Message& m) : Message(m) {}
  12. AllocationReportAck(const AllocationReportAck& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AT"); }
  14. AllocationReportAck(
  15. const FIX::AllocReportID& aAllocReportID )
  16. : Message(MsgType())
  17. {
  18. set(aAllocReportID);
  19. }
  20. FIELD_SET(*this, FIX::AllocReportID);
  21. FIELD_SET(*this, FIX::AllocID);
  22. FIELD_SET(*this, FIX::ClearingBusinessDate);
  23. FIELD_SET(*this, FIX::AvgPxIndicator);
  24. FIELD_SET(*this, FIX::Quantity);
  25. FIELD_SET(*this, FIX::AllocTransType);
  26. FIELD_SET(*this, FIX::NoPartyIDs);
  27. class NoPartyIDs: public FIX::Group
  28. {
  29. public:
  30. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  31. FIELD_SET(*this, FIX::PartyID);
  32. FIELD_SET(*this, FIX::PartyIDSource);
  33. FIELD_SET(*this, FIX::PartyRole);
  34. FIELD_SET(*this, FIX::NoPartySubIDs);
  35. class NoPartySubIDs: public FIX::Group
  36. {
  37. public:
  38. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  39. FIELD_SET(*this, FIX::PartySubID);
  40. FIELD_SET(*this, FIX::PartySubIDType);
  41. };
  42. };
  43. FIELD_SET(*this, FIX::SecondaryAllocID);
  44. FIELD_SET(*this, FIX::TradeDate);
  45. FIELD_SET(*this, FIX::TransactTime);
  46. FIELD_SET(*this, FIX::AllocStatus);
  47. FIELD_SET(*this, FIX::AllocRejCode);
  48. FIELD_SET(*this, FIX::AllocReportType);
  49. FIELD_SET(*this, FIX::AllocIntermedReqType);
  50. FIELD_SET(*this, FIX::MatchStatus);
  51. FIELD_SET(*this, FIX::Product);
  52. FIELD_SET(*this, FIX::SecurityType);
  53. FIELD_SET(*this, FIX::Text);
  54. FIELD_SET(*this, FIX::EncodedTextLen);
  55. FIELD_SET(*this, FIX::EncodedText);
  56. FIELD_SET(*this, FIX::NoAllocs);
  57. class NoAllocs: public FIX::Group
  58. {
  59. public:
  60. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,366,1047,467,776,539,161,360,361,989,993,992,80,0)) {}
  61. FIELD_SET(*this, FIX::AllocAccount);
  62. FIELD_SET(*this, FIX::AllocAcctIDSource);
  63. FIELD_SET(*this, FIX::AllocPrice);
  64. FIELD_SET(*this, FIX::AllocPositionEffect);
  65. FIELD_SET(*this, FIX::IndividualAllocID);
  66. FIELD_SET(*this, FIX::IndividualAllocRejCode);
  67. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  68. class NoNestedPartyIDs: public FIX::Group
  69. {
  70. public:
  71. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  72. FIELD_SET(*this, FIX::NestedPartyID);
  73. FIELD_SET(*this, FIX::NestedPartyIDSource);
  74. FIELD_SET(*this, FIX::NestedPartyRole);
  75. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  76. class NoNestedPartySubIDs: public FIX::Group
  77. {
  78. public:
  79. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  80. FIELD_SET(*this, FIX::NestedPartySubID);
  81. FIELD_SET(*this, FIX::NestedPartySubIDType);
  82. };
  83. };
  84. FIELD_SET(*this, FIX::AllocText);
  85. FIELD_SET(*this, FIX::EncodedAllocTextLen);
  86. FIELD_SET(*this, FIX::EncodedAllocText);
  87. FIELD_SET(*this, FIX::SecondaryIndividualAllocID);
  88. FIELD_SET(*this, FIX::AllocCustomerCapacity);
  89. FIELD_SET(*this, FIX::IndividualAllocType);
  90. FIELD_SET(*this, FIX::AllocQty);
  91. };
  92. };
  93. }
  94. #endif