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- #ifndef FIX50SP2_MASSQUOTEACKNOWLEDGEMENT_H
- #define FIX50SP2_MASSQUOTEACKNOWLEDGEMENT_H
- #include "Message.h"
- namespace FIX50SP2
- {
- class MassQuoteAcknowledgement : public Message
- {
- public:
- MassQuoteAcknowledgement() : Message(MsgType()) {}
- MassQuoteAcknowledgement(const FIX::Message& m) : Message(m) {}
- MassQuoteAcknowledgement(const Message& m) : Message(m) {}
- MassQuoteAcknowledgement(const MassQuoteAcknowledgement& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("b"); }
- MassQuoteAcknowledgement(
- const FIX::QuoteStatus& aQuoteStatus )
- : Message(MsgType())
- {
- set(aQuoteStatus);
- }
- FIELD_SET(*this, FIX::QuoteReqID);
- FIELD_SET(*this, FIX::QuoteID);
- FIELD_SET(*this, FIX::QuoteStatus);
- FIELD_SET(*this, FIX::QuoteRejectReason);
- FIELD_SET(*this, FIX::QuoteResponseLevel);
- FIELD_SET(*this, FIX::QuoteType);
- FIELD_SET(*this, FIX::QuoteCancelType);
- FIELD_SET(*this, FIX::NoPartyIDs);
- class NoPartyIDs: public FIX::Group
- {
- public:
- NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
- FIELD_SET(*this, FIX::PartyID);
- FIELD_SET(*this, FIX::PartyIDSource);
- FIELD_SET(*this, FIX::PartyRole);
- FIELD_SET(*this, FIX::NoPartySubIDs);
- class NoPartySubIDs: public FIX::Group
- {
- public:
- NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
- FIELD_SET(*this, FIX::PartySubID);
- FIELD_SET(*this, FIX::PartySubIDType);
- };
- };
- FIELD_SET(*this, FIX::Account);
- FIELD_SET(*this, FIX::AcctIDSource);
- FIELD_SET(*this, FIX::AccountType);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::NoQuoteSets);
- class NoQuoteSets: public FIX::Group
- {
- public:
- NoQuoteSets() : FIX::Group(296,302,FIX::message_order(302,311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,304,1168,1169,1170,893,295,367,0)) {}
- FIELD_SET(*this, FIX::QuoteSetID);
- FIELD_SET(*this, FIX::UnderlyingSymbol);
- FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
- FIELD_SET(*this, FIX::UnderlyingSecurityID);
- FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
- FIELD_SET(*this, FIX::UnderlyingProduct);
- FIELD_SET(*this, FIX::UnderlyingCFICode);
- FIELD_SET(*this, FIX::UnderlyingSecurityType);
- FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
- FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
- FIELD_SET(*this, FIX::UnderlyingMaturityDate);
- FIELD_SET(*this, FIX::UnderlyingMaturityTime);
- FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
- FIELD_SET(*this, FIX::UnderlyingIssueDate);
- FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
- FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
- FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
- FIELD_SET(*this, FIX::UnderlyingFactor);
- FIELD_SET(*this, FIX::UnderlyingCreditRating);
- FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
- FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
- FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
- FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
- FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
- FIELD_SET(*this, FIX::UnderlyingStrikePrice);
- FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
- FIELD_SET(*this, FIX::UnderlyingOptAttribute);
- FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
- FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
- FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
- FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
- FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::UnderlyingTimeUnit);
- FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
- FIELD_SET(*this, FIX::UnderlyingCouponRate);
- FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
- FIELD_SET(*this, FIX::UnderlyingIssuer);
- FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
- FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
- FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
- FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
- FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
- FIELD_SET(*this, FIX::UnderlyingCPProgram);
- FIELD_SET(*this, FIX::UnderlyingCPRegType);
- FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
- FIELD_SET(*this, FIX::UnderlyingCurrency);
- FIELD_SET(*this, FIX::UnderlyingQty);
- FIELD_SET(*this, FIX::UnderlyingSettlementType);
- FIELD_SET(*this, FIX::UnderlyingCashAmount);
- FIELD_SET(*this, FIX::UnderlyingCashType);
- FIELD_SET(*this, FIX::UnderlyingPx);
- FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
- FIELD_SET(*this, FIX::UnderlyingEndPrice);
- FIELD_SET(*this, FIX::UnderlyingStartValue);
- FIELD_SET(*this, FIX::UnderlyingCurrentValue);
- FIELD_SET(*this, FIX::UnderlyingEndValue);
- FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
- FIELD_SET(*this, FIX::UnderlyingFXRate);
- FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
- FIELD_SET(*this, FIX::UnderlyingCapValue);
- FIELD_SET(*this, FIX::UnderlyingSettlMethod);
- FIELD_SET(*this, FIX::UnderlyingPutOrCall);
- FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
- FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
- FIELD_SET(*this, FIX::UnderlyingRestructuringType);
- FIELD_SET(*this, FIX::UnderlyingSeniority);
- FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
- FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
- FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
- FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
- FIELD_SET(*this, FIX::TotNoQuoteEntries);
- FIELD_SET(*this, FIX::TotNoCxldQuotes);
- FIELD_SET(*this, FIX::TotNoAccQuotes);
- FIELD_SET(*this, FIX::TotNoRejQuotes);
- FIELD_SET(*this, FIX::LastFragment);
- FIELD_SET(*this, FIX::NoQuoteEntries);
- class NoQuoteEntries: public FIX::Group
- {
- public:
- NoQuoteEntries() : FIX::Group(295,299,FIX::message_order(299,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,555,132,133,134,135,62,188,190,189,191,631,632,633,634,60,336,625,64,40,193,192,642,643,15,1167,368,775,528,529,0)) {}
- FIELD_SET(*this, FIX::QuoteEntryID);
- FIELD_SET(*this, FIX::Symbol);
- FIELD_SET(*this, FIX::SymbolSfx);
- FIELD_SET(*this, FIX::SecurityID);
- FIELD_SET(*this, FIX::SecurityIDSource);
- FIELD_SET(*this, FIX::Product);
- FIELD_SET(*this, FIX::ProductComplex);
- FIELD_SET(*this, FIX::SecurityGroup);
- FIELD_SET(*this, FIX::CFICode);
- FIELD_SET(*this, FIX::SecurityType);
- FIELD_SET(*this, FIX::SecuritySubType);
- FIELD_SET(*this, FIX::MaturityMonthYear);
- FIELD_SET(*this, FIX::MaturityDate);
- FIELD_SET(*this, FIX::MaturityTime);
- FIELD_SET(*this, FIX::SettleOnOpenFlag);
- FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
- FIELD_SET(*this, FIX::SecurityStatus);
- FIELD_SET(*this, FIX::CouponPaymentDate);
- FIELD_SET(*this, FIX::IssueDate);
- FIELD_SET(*this, FIX::RepoCollateralSecurityType);
- FIELD_SET(*this, FIX::RepurchaseTerm);
- FIELD_SET(*this, FIX::RepurchaseRate);
- FIELD_SET(*this, FIX::Factor);
- FIELD_SET(*this, FIX::CreditRating);
- FIELD_SET(*this, FIX::InstrRegistry);
- FIELD_SET(*this, FIX::CountryOfIssue);
- FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
- FIELD_SET(*this, FIX::LocaleOfIssue);
- FIELD_SET(*this, FIX::RedemptionDate);
- FIELD_SET(*this, FIX::StrikePrice);
- FIELD_SET(*this, FIX::StrikeCurrency);
- FIELD_SET(*this, FIX::StrikeMultiplier);
- FIELD_SET(*this, FIX::StrikeValue);
- FIELD_SET(*this, FIX::OptAttribute);
- FIELD_SET(*this, FIX::ContractMultiplier);
- FIELD_SET(*this, FIX::MinPriceIncrement);
- FIELD_SET(*this, FIX::MinPriceIncrementAmount);
- FIELD_SET(*this, FIX::UnitOfMeasure);
- FIELD_SET(*this, FIX::UnitOfMeasureQty);
- FIELD_SET(*this, FIX::PriceUnitOfMeasure);
- FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::SettlMethod);
- FIELD_SET(*this, FIX::ExerciseStyle);
- FIELD_SET(*this, FIX::OptPayoutAmount);
- FIELD_SET(*this, FIX::PriceQuoteMethod);
- FIELD_SET(*this, FIX::ValuationMethod);
- FIELD_SET(*this, FIX::ListMethod);
- FIELD_SET(*this, FIX::CapPrice);
- FIELD_SET(*this, FIX::FloorPrice);
- FIELD_SET(*this, FIX::PutOrCall);
- FIELD_SET(*this, FIX::FlexibleIndicator);
- FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
- FIELD_SET(*this, FIX::TimeUnit);
- FIELD_SET(*this, FIX::CouponRate);
- FIELD_SET(*this, FIX::SecurityExchange);
- FIELD_SET(*this, FIX::PositionLimit);
- FIELD_SET(*this, FIX::NTPositionLimit);
- FIELD_SET(*this, FIX::Issuer);
- FIELD_SET(*this, FIX::EncodedIssuerLen);
- FIELD_SET(*this, FIX::EncodedIssuer);
- FIELD_SET(*this, FIX::SecurityDesc);
- FIELD_SET(*this, FIX::EncodedSecurityDescLen);
- FIELD_SET(*this, FIX::EncodedSecurityDesc);
- FIELD_SET(*this, FIX::Pool);
- FIELD_SET(*this, FIX::ContractSettlMonth);
- FIELD_SET(*this, FIX::CPProgram);
- FIELD_SET(*this, FIX::CPRegType);
- FIELD_SET(*this, FIX::DatedDate);
- FIELD_SET(*this, FIX::InterestAccrualDate);
- FIELD_SET(*this, FIX::ContractMultiplierUnit);
- FIELD_SET(*this, FIX::FlowScheduleType);
- FIELD_SET(*this, FIX::RestructuringType);
- FIELD_SET(*this, FIX::Seniority);
- FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
- FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
- FIELD_SET(*this, FIX::AttachmentPoint);
- FIELD_SET(*this, FIX::DetachmentPoint);
- FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
- FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
- FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
- FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
- FIELD_SET(*this, FIX::OptPayoutType);
- FIELD_SET(*this, FIX::NoLegs);
- class NoLegs: public FIX::Group
- {
- public:
- NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {}
- FIELD_SET(*this, FIX::LegSymbol);
- FIELD_SET(*this, FIX::LegSymbolSfx);
- FIELD_SET(*this, FIX::LegSecurityID);
- FIELD_SET(*this, FIX::LegSecurityIDSource);
- FIELD_SET(*this, FIX::LegProduct);
- FIELD_SET(*this, FIX::LegCFICode);
- FIELD_SET(*this, FIX::LegSecurityType);
- FIELD_SET(*this, FIX::LegSecuritySubType);
- FIELD_SET(*this, FIX::LegMaturityMonthYear);
- FIELD_SET(*this, FIX::LegMaturityDate);
- FIELD_SET(*this, FIX::LegMaturityTime);
- FIELD_SET(*this, FIX::LegCouponPaymentDate);
- FIELD_SET(*this, FIX::LegIssueDate);
- FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
- FIELD_SET(*this, FIX::LegRepurchaseTerm);
- FIELD_SET(*this, FIX::LegRepurchaseRate);
- FIELD_SET(*this, FIX::LegFactor);
- FIELD_SET(*this, FIX::LegCreditRating);
- FIELD_SET(*this, FIX::LegInstrRegistry);
- FIELD_SET(*this, FIX::LegCountryOfIssue);
- FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
- FIELD_SET(*this, FIX::LegLocaleOfIssue);
- FIELD_SET(*this, FIX::LegRedemptionDate);
- FIELD_SET(*this, FIX::LegStrikePrice);
- FIELD_SET(*this, FIX::LegStrikeCurrency);
- FIELD_SET(*this, FIX::LegOptAttribute);
- FIELD_SET(*this, FIX::LegContractMultiplier);
- FIELD_SET(*this, FIX::LegUnitOfMeasure);
- FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
- FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
- FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::LegTimeUnit);
- FIELD_SET(*this, FIX::LegExerciseStyle);
- FIELD_SET(*this, FIX::LegCouponRate);
- FIELD_SET(*this, FIX::LegSecurityExchange);
- FIELD_SET(*this, FIX::LegIssuer);
- FIELD_SET(*this, FIX::EncodedLegIssuerLen);
- FIELD_SET(*this, FIX::EncodedLegIssuer);
- FIELD_SET(*this, FIX::LegSecurityDesc);
- FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
- FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
- FIELD_SET(*this, FIX::LegRatioQty);
- FIELD_SET(*this, FIX::LegSide);
- FIELD_SET(*this, FIX::LegCurrency);
- FIELD_SET(*this, FIX::LegPool);
- FIELD_SET(*this, FIX::LegDatedDate);
- FIELD_SET(*this, FIX::LegContractSettlMonth);
- FIELD_SET(*this, FIX::LegInterestAccrualDate);
- FIELD_SET(*this, FIX::LegPutOrCall);
- FIELD_SET(*this, FIX::LegOptionRatio);
- FIELD_SET(*this, FIX::LegContractMultiplierUnit);
- FIELD_SET(*this, FIX::LegFlowScheduleType);
- };
- FIELD_SET(*this, FIX::BidPx);
- FIELD_SET(*this, FIX::OfferPx);
- FIELD_SET(*this, FIX::BidSize);
- FIELD_SET(*this, FIX::OfferSize);
- FIELD_SET(*this, FIX::ValidUntilTime);
- FIELD_SET(*this, FIX::BidSpotRate);
- FIELD_SET(*this, FIX::OfferSpotRate);
- FIELD_SET(*this, FIX::BidForwardPoints);
- FIELD_SET(*this, FIX::OfferForwardPoints);
- FIELD_SET(*this, FIX::MidPx);
- FIELD_SET(*this, FIX::BidYield);
- FIELD_SET(*this, FIX::MidYield);
- FIELD_SET(*this, FIX::OfferYield);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- FIELD_SET(*this, FIX::SettlDate);
- FIELD_SET(*this, FIX::OrdType);
- FIELD_SET(*this, FIX::SettlDate2);
- FIELD_SET(*this, FIX::OrderQty2);
- FIELD_SET(*this, FIX::BidForwardPoints2);
- FIELD_SET(*this, FIX::OfferForwardPoints2);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::QuoteEntryStatus);
- FIELD_SET(*this, FIX::QuoteEntryRejectReason);
- FIELD_SET(*this, FIX::BookingType);
- FIELD_SET(*this, FIX::OrderCapacity);
- FIELD_SET(*this, FIX::OrderRestrictions);
- };
- FIELD_SET(*this, FIX::QuoteSetValidUntilTime);
- };
- FIELD_SET(*this, FIX::NoTargetPartyIDs);
- class NoTargetPartyIDs: public FIX::Group
- {
- public:
- NoTargetPartyIDs() : FIX::Group(1461,1462,FIX::message_order(1462,1463,1464,0)) {}
- FIELD_SET(*this, FIX::TargetPartyID);
- FIELD_SET(*this, FIX::TargetPartyIDSource);
- FIELD_SET(*this, FIX::TargetPartyRole);
- };
- };
- }
- #endif
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