MessageCracker.h 48 KB

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  1. /* -*- C++ -*- */
  2. /****************************************************************************
  3. ** Copyright (c) 2001-2014
  4. **
  5. ** This file is part of the QuickFIX FIX Engine
  6. **
  7. ** This file may be distributed under the terms of the quickfixengine.org
  8. ** license as defined by quickfixengine.org and appearing in the file
  9. ** LICENSE included in the packaging of this file.
  10. **
  11. ** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
  12. ** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
  13. **
  14. ** See http://www.quickfixengine.org/LICENSE for licensing information.
  15. **
  16. ** Contact ask@quickfixengine.org if any conditions of this licensing are
  17. ** not clear to you.
  18. **
  19. ****************************************************************************/
  20. #ifndef FIX50SP2_MESSAGECRACKER_H
  21. #define FIX50SP2_MESSAGECRACKER_H
  22. #include "../SessionID.h"
  23. #include "../Exceptions.h"
  24. #include "../fix50sp2/Message.h"
  25. namespace FIX50SP2
  26. {
  27. class IOI;
  28. class Advertisement;
  29. class ExecutionReport;
  30. class OrderCancelReject;
  31. class News;
  32. class Email;
  33. class NewOrderSingle;
  34. class NewOrderList;
  35. class OrderCancelRequest;
  36. class OrderCancelReplaceRequest;
  37. class OrderStatusRequest;
  38. class AllocationInstruction;
  39. class ListCancelRequest;
  40. class ListExecute;
  41. class ListStatusRequest;
  42. class ListStatus;
  43. class AllocationInstructionAck;
  44. class DontKnowTrade;
  45. class QuoteRequest;
  46. class Quote;
  47. class SettlementInstructions;
  48. class MarketDataRequest;
  49. class MarketDataSnapshotFullRefresh;
  50. class MarketDataIncrementalRefresh;
  51. class MarketDataRequestReject;
  52. class QuoteCancel;
  53. class QuoteStatusRequest;
  54. class MassQuoteAcknowledgement;
  55. class SecurityDefinitionRequest;
  56. class SecurityDefinition;
  57. class SecurityStatusRequest;
  58. class SecurityStatus;
  59. class TradingSessionStatusRequest;
  60. class TradingSessionStatus;
  61. class MassQuote;
  62. class BusinessMessageReject;
  63. class BidRequest;
  64. class BidResponse;
  65. class ListStrikePrice;
  66. class RegistrationInstructions;
  67. class RegistrationInstructionsResponse;
  68. class OrderMassCancelRequest;
  69. class OrderMassCancelReport;
  70. class NewOrderCross;
  71. class CrossOrderCancelReplaceRequest;
  72. class CrossOrderCancelRequest;
  73. class SecurityTypeRequest;
  74. class SecurityTypes;
  75. class SecurityListRequest;
  76. class SecurityList;
  77. class DerivativeSecurityListRequest;
  78. class DerivativeSecurityList;
  79. class NewOrderMultileg;
  80. class MultilegOrderCancelReplace;
  81. class TradeCaptureReportRequest;
  82. class TradeCaptureReport;
  83. class OrderMassStatusRequest;
  84. class QuoteRequestReject;
  85. class RFQRequest;
  86. class QuoteStatusReport;
  87. class QuoteResponse;
  88. class Confirmation;
  89. class PositionMaintenanceRequest;
  90. class PositionMaintenanceReport;
  91. class RequestForPositions;
  92. class RequestForPositionsAck;
  93. class PositionReport;
  94. class TradeCaptureReportRequestAck;
  95. class TradeCaptureReportAck;
  96. class AllocationReport;
  97. class AllocationReportAck;
  98. class ConfirmationAck;
  99. class SettlementInstructionRequest;
  100. class AssignmentReport;
  101. class CollateralRequest;
  102. class CollateralAssignment;
  103. class CollateralResponse;
  104. class CollateralReport;
  105. class CollateralInquiry;
  106. class NetworkCounterpartySystemStatusRequest;
  107. class NetworkCounterpartySystemStatusResponse;
  108. class UserRequest;
  109. class UserResponse;
  110. class CollateralInquiryAck;
  111. class ConfirmationRequest;
  112. class ContraryIntentionReport;
  113. class SecurityDefinitionUpdateReport;
  114. class SecurityListUpdateReport;
  115. class AdjustedPositionReport;
  116. class AllocationInstructionAlert;
  117. class ExecutionAcknowledgement;
  118. class TradingSessionList;
  119. class TradingSessionListRequest;
  120. class SettlementObligationReport;
  121. class DerivativeSecurityListUpdateReport;
  122. class TradingSessionListUpdateReport;
  123. class MarketDefinitionRequest;
  124. class MarketDefinition;
  125. class MarketDefinitionUpdateReport;
  126. class ApplicationMessageRequest;
  127. class ApplicationMessageRequestAck;
  128. class ApplicationMessageReport;
  129. class OrderMassActionReport;
  130. class OrderMassActionRequest;
  131. class UserNotification;
  132. class StreamAssignmentRequest;
  133. class StreamAssignmentReport;
  134. class StreamAssignmentReportACK;
  135. class MessageCracker
  136. {
  137. public:
  138. virtual ~MessageCracker() {}
  139. virtual void onMessage( const Message&, const FIX::SessionID& )
  140. { throw FIX::UnsupportedMessageType(); }
  141. virtual void onMessage( Message&, const FIX::SessionID& )
  142. { throw FIX::UnsupportedMessageType(); }
  143. virtual void onMessage( const IOI&, const FIX::SessionID& )
  144. { throw FIX::UnsupportedMessageType(); }
  145. virtual void onMessage( const Advertisement&, const FIX::SessionID& )
  146. { throw FIX::UnsupportedMessageType(); }
  147. virtual void onMessage( const ExecutionReport&, const FIX::SessionID& )
  148. { throw FIX::UnsupportedMessageType(); }
  149. virtual void onMessage( const OrderCancelReject&, const FIX::SessionID& )
  150. { throw FIX::UnsupportedMessageType(); }
  151. virtual void onMessage( const News&, const FIX::SessionID& )
  152. { throw FIX::UnsupportedMessageType(); }
  153. virtual void onMessage( const Email&, const FIX::SessionID& )
  154. { throw FIX::UnsupportedMessageType(); }
  155. virtual void onMessage( const NewOrderSingle&, const FIX::SessionID& )
  156. { throw FIX::UnsupportedMessageType(); }
  157. virtual void onMessage( const NewOrderList&, const FIX::SessionID& )
  158. { throw FIX::UnsupportedMessageType(); }
  159. virtual void onMessage( const OrderCancelRequest&, const FIX::SessionID& )
  160. { throw FIX::UnsupportedMessageType(); }
  161. virtual void onMessage( const OrderCancelReplaceRequest&, const FIX::SessionID& )
  162. { throw FIX::UnsupportedMessageType(); }
  163. virtual void onMessage( const OrderStatusRequest&, const FIX::SessionID& )
  164. { throw FIX::UnsupportedMessageType(); }
  165. virtual void onMessage( const AllocationInstruction&, const FIX::SessionID& )
  166. { throw FIX::UnsupportedMessageType(); }
  167. virtual void onMessage( const ListCancelRequest&, const FIX::SessionID& )
  168. { throw FIX::UnsupportedMessageType(); }
  169. virtual void onMessage( const ListExecute&, const FIX::SessionID& )
  170. { throw FIX::UnsupportedMessageType(); }
  171. virtual void onMessage( const ListStatusRequest&, const FIX::SessionID& )
  172. { throw FIX::UnsupportedMessageType(); }
  173. virtual void onMessage( const ListStatus&, const FIX::SessionID& )
  174. { throw FIX::UnsupportedMessageType(); }
  175. virtual void onMessage( const AllocationInstructionAck&, const FIX::SessionID& )
  176. { throw FIX::UnsupportedMessageType(); }
  177. virtual void onMessage( const DontKnowTrade&, const FIX::SessionID& )
  178. { throw FIX::UnsupportedMessageType(); }
  179. virtual void onMessage( const QuoteRequest&, const FIX::SessionID& )
  180. { throw FIX::UnsupportedMessageType(); }
  181. virtual void onMessage( const Quote&, const FIX::SessionID& )
  182. { throw FIX::UnsupportedMessageType(); }
  183. virtual void onMessage( const SettlementInstructions&, const FIX::SessionID& )
  184. { throw FIX::UnsupportedMessageType(); }
  185. virtual void onMessage( const MarketDataRequest&, const FIX::SessionID& )
  186. { throw FIX::UnsupportedMessageType(); }
  187. virtual void onMessage( const MarketDataSnapshotFullRefresh&, const FIX::SessionID& )
  188. { throw FIX::UnsupportedMessageType(); }
  189. virtual void onMessage( const MarketDataIncrementalRefresh&, const FIX::SessionID& )
  190. { throw FIX::UnsupportedMessageType(); }
  191. virtual void onMessage( const MarketDataRequestReject&, const FIX::SessionID& )
  192. { throw FIX::UnsupportedMessageType(); }
  193. virtual void onMessage( const QuoteCancel&, const FIX::SessionID& )
  194. { throw FIX::UnsupportedMessageType(); }
  195. virtual void onMessage( const QuoteStatusRequest&, const FIX::SessionID& )
  196. { throw FIX::UnsupportedMessageType(); }
  197. virtual void onMessage( const MassQuoteAcknowledgement&, const FIX::SessionID& )
  198. { throw FIX::UnsupportedMessageType(); }
  199. virtual void onMessage( const SecurityDefinitionRequest&, const FIX::SessionID& )
  200. { throw FIX::UnsupportedMessageType(); }
  201. virtual void onMessage( const SecurityDefinition&, const FIX::SessionID& )
  202. { throw FIX::UnsupportedMessageType(); }
  203. virtual void onMessage( const SecurityStatusRequest&, const FIX::SessionID& )
  204. { throw FIX::UnsupportedMessageType(); }
  205. virtual void onMessage( const SecurityStatus&, const FIX::SessionID& )
  206. { throw FIX::UnsupportedMessageType(); }
  207. virtual void onMessage( const TradingSessionStatusRequest&, const FIX::SessionID& )
  208. { throw FIX::UnsupportedMessageType(); }
  209. virtual void onMessage( const TradingSessionStatus&, const FIX::SessionID& )
  210. { throw FIX::UnsupportedMessageType(); }
  211. virtual void onMessage( const MassQuote&, const FIX::SessionID& )
  212. { throw FIX::UnsupportedMessageType(); }
  213. virtual void onMessage( const BusinessMessageReject&, const FIX::SessionID& )
  214. {}
  215. virtual void onMessage( const BidRequest&, const FIX::SessionID& )
  216. { throw FIX::UnsupportedMessageType(); }
  217. virtual void onMessage( const BidResponse&, const FIX::SessionID& )
  218. { throw FIX::UnsupportedMessageType(); }
  219. virtual void onMessage( const ListStrikePrice&, const FIX::SessionID& )
  220. { throw FIX::UnsupportedMessageType(); }
  221. virtual void onMessage( const RegistrationInstructions&, const FIX::SessionID& )
  222. { throw FIX::UnsupportedMessageType(); }
  223. virtual void onMessage( const RegistrationInstructionsResponse&, const FIX::SessionID& )
  224. { throw FIX::UnsupportedMessageType(); }
  225. virtual void onMessage( const OrderMassCancelRequest&, const FIX::SessionID& )
  226. { throw FIX::UnsupportedMessageType(); }
  227. virtual void onMessage( const OrderMassCancelReport&, const FIX::SessionID& )
  228. { throw FIX::UnsupportedMessageType(); }
  229. virtual void onMessage( const NewOrderCross&, const FIX::SessionID& )
  230. { throw FIX::UnsupportedMessageType(); }
  231. virtual void onMessage( const CrossOrderCancelReplaceRequest&, const FIX::SessionID& )
  232. { throw FIX::UnsupportedMessageType(); }
  233. virtual void onMessage( const CrossOrderCancelRequest&, const FIX::SessionID& )
  234. { throw FIX::UnsupportedMessageType(); }
  235. virtual void onMessage( const SecurityTypeRequest&, const FIX::SessionID& )
  236. { throw FIX::UnsupportedMessageType(); }
  237. virtual void onMessage( const SecurityTypes&, const FIX::SessionID& )
  238. { throw FIX::UnsupportedMessageType(); }
  239. virtual void onMessage( const SecurityListRequest&, const FIX::SessionID& )
  240. { throw FIX::UnsupportedMessageType(); }
  241. virtual void onMessage( const SecurityList&, const FIX::SessionID& )
  242. { throw FIX::UnsupportedMessageType(); }
  243. virtual void onMessage( const DerivativeSecurityListRequest&, const FIX::SessionID& )
  244. { throw FIX::UnsupportedMessageType(); }
  245. virtual void onMessage( const DerivativeSecurityList&, const FIX::SessionID& )
  246. { throw FIX::UnsupportedMessageType(); }
  247. virtual void onMessage( const NewOrderMultileg&, const FIX::SessionID& )
  248. { throw FIX::UnsupportedMessageType(); }
  249. virtual void onMessage( const MultilegOrderCancelReplace&, const FIX::SessionID& )
  250. { throw FIX::UnsupportedMessageType(); }
  251. virtual void onMessage( const TradeCaptureReportRequest&, const FIX::SessionID& )
  252. { throw FIX::UnsupportedMessageType(); }
  253. virtual void onMessage( const TradeCaptureReport&, const FIX::SessionID& )
  254. { throw FIX::UnsupportedMessageType(); }
  255. virtual void onMessage( const OrderMassStatusRequest&, const FIX::SessionID& )
  256. { throw FIX::UnsupportedMessageType(); }
  257. virtual void onMessage( const QuoteRequestReject&, const FIX::SessionID& )
  258. { throw FIX::UnsupportedMessageType(); }
  259. virtual void onMessage( const RFQRequest&, const FIX::SessionID& )
  260. { throw FIX::UnsupportedMessageType(); }
  261. virtual void onMessage( const QuoteStatusReport&, const FIX::SessionID& )
  262. { throw FIX::UnsupportedMessageType(); }
  263. virtual void onMessage( const QuoteResponse&, const FIX::SessionID& )
  264. { throw FIX::UnsupportedMessageType(); }
  265. virtual void onMessage( const Confirmation&, const FIX::SessionID& )
  266. { throw FIX::UnsupportedMessageType(); }
  267. virtual void onMessage( const PositionMaintenanceRequest&, const FIX::SessionID& )
  268. { throw FIX::UnsupportedMessageType(); }
  269. virtual void onMessage( const PositionMaintenanceReport&, const FIX::SessionID& )
  270. { throw FIX::UnsupportedMessageType(); }
  271. virtual void onMessage( const RequestForPositions&, const FIX::SessionID& )
  272. { throw FIX::UnsupportedMessageType(); }
  273. virtual void onMessage( const RequestForPositionsAck&, const FIX::SessionID& )
  274. { throw FIX::UnsupportedMessageType(); }
  275. virtual void onMessage( const PositionReport&, const FIX::SessionID& )
  276. { throw FIX::UnsupportedMessageType(); }
  277. virtual void onMessage( const TradeCaptureReportRequestAck&, const FIX::SessionID& )
  278. { throw FIX::UnsupportedMessageType(); }
  279. virtual void onMessage( const TradeCaptureReportAck&, const FIX::SessionID& )
  280. { throw FIX::UnsupportedMessageType(); }
  281. virtual void onMessage( const AllocationReport&, const FIX::SessionID& )
  282. { throw FIX::UnsupportedMessageType(); }
  283. virtual void onMessage( const AllocationReportAck&, const FIX::SessionID& )
  284. { throw FIX::UnsupportedMessageType(); }
  285. virtual void onMessage( const ConfirmationAck&, const FIX::SessionID& )
  286. { throw FIX::UnsupportedMessageType(); }
  287. virtual void onMessage( const SettlementInstructionRequest&, const FIX::SessionID& )
  288. { throw FIX::UnsupportedMessageType(); }
  289. virtual void onMessage( const AssignmentReport&, const FIX::SessionID& )
  290. { throw FIX::UnsupportedMessageType(); }
  291. virtual void onMessage( const CollateralRequest&, const FIX::SessionID& )
  292. { throw FIX::UnsupportedMessageType(); }
  293. virtual void onMessage( const CollateralAssignment&, const FIX::SessionID& )
  294. { throw FIX::UnsupportedMessageType(); }
  295. virtual void onMessage( const CollateralResponse&, const FIX::SessionID& )
  296. { throw FIX::UnsupportedMessageType(); }
  297. virtual void onMessage( const CollateralReport&, const FIX::SessionID& )
  298. { throw FIX::UnsupportedMessageType(); }
  299. virtual void onMessage( const CollateralInquiry&, const FIX::SessionID& )
  300. { throw FIX::UnsupportedMessageType(); }
  301. virtual void onMessage( const NetworkCounterpartySystemStatusRequest&, const FIX::SessionID& )
  302. { throw FIX::UnsupportedMessageType(); }
  303. virtual void onMessage( const NetworkCounterpartySystemStatusResponse&, const FIX::SessionID& )
  304. { throw FIX::UnsupportedMessageType(); }
  305. virtual void onMessage( const UserRequest&, const FIX::SessionID& )
  306. { throw FIX::UnsupportedMessageType(); }
  307. virtual void onMessage( const UserResponse&, const FIX::SessionID& )
  308. { throw FIX::UnsupportedMessageType(); }
  309. virtual void onMessage( const CollateralInquiryAck&, const FIX::SessionID& )
  310. { throw FIX::UnsupportedMessageType(); }
  311. virtual void onMessage( const ConfirmationRequest&, const FIX::SessionID& )
  312. { throw FIX::UnsupportedMessageType(); }
  313. virtual void onMessage( const ContraryIntentionReport&, const FIX::SessionID& )
  314. { throw FIX::UnsupportedMessageType(); }
  315. virtual void onMessage( const SecurityDefinitionUpdateReport&, const FIX::SessionID& )
  316. { throw FIX::UnsupportedMessageType(); }
  317. virtual void onMessage( const SecurityListUpdateReport&, const FIX::SessionID& )
  318. { throw FIX::UnsupportedMessageType(); }
  319. virtual void onMessage( const AdjustedPositionReport&, const FIX::SessionID& )
  320. { throw FIX::UnsupportedMessageType(); }
  321. virtual void onMessage( const AllocationInstructionAlert&, const FIX::SessionID& )
  322. { throw FIX::UnsupportedMessageType(); }
  323. virtual void onMessage( const ExecutionAcknowledgement&, const FIX::SessionID& )
  324. { throw FIX::UnsupportedMessageType(); }
  325. virtual void onMessage( const TradingSessionList&, const FIX::SessionID& )
  326. { throw FIX::UnsupportedMessageType(); }
  327. virtual void onMessage( const TradingSessionListRequest&, const FIX::SessionID& )
  328. { throw FIX::UnsupportedMessageType(); }
  329. virtual void onMessage( const SettlementObligationReport&, const FIX::SessionID& )
  330. { throw FIX::UnsupportedMessageType(); }
  331. virtual void onMessage( const DerivativeSecurityListUpdateReport&, const FIX::SessionID& )
  332. { throw FIX::UnsupportedMessageType(); }
  333. virtual void onMessage( const TradingSessionListUpdateReport&, const FIX::SessionID& )
  334. { throw FIX::UnsupportedMessageType(); }
  335. virtual void onMessage( const MarketDefinitionRequest&, const FIX::SessionID& )
  336. { throw FIX::UnsupportedMessageType(); }
  337. virtual void onMessage( const MarketDefinition&, const FIX::SessionID& )
  338. { throw FIX::UnsupportedMessageType(); }
  339. virtual void onMessage( const MarketDefinitionUpdateReport&, const FIX::SessionID& )
  340. { throw FIX::UnsupportedMessageType(); }
  341. virtual void onMessage( const ApplicationMessageRequest&, const FIX::SessionID& )
  342. { throw FIX::UnsupportedMessageType(); }
  343. virtual void onMessage( const ApplicationMessageRequestAck&, const FIX::SessionID& )
  344. { throw FIX::UnsupportedMessageType(); }
  345. virtual void onMessage( const ApplicationMessageReport&, const FIX::SessionID& )
  346. { throw FIX::UnsupportedMessageType(); }
  347. virtual void onMessage( const OrderMassActionReport&, const FIX::SessionID& )
  348. { throw FIX::UnsupportedMessageType(); }
  349. virtual void onMessage( const OrderMassActionRequest&, const FIX::SessionID& )
  350. { throw FIX::UnsupportedMessageType(); }
  351. virtual void onMessage( const UserNotification&, const FIX::SessionID& )
  352. { throw FIX::UnsupportedMessageType(); }
  353. virtual void onMessage( const StreamAssignmentRequest&, const FIX::SessionID& )
  354. { throw FIX::UnsupportedMessageType(); }
  355. virtual void onMessage( const StreamAssignmentReport&, const FIX::SessionID& )
  356. { throw FIX::UnsupportedMessageType(); }
  357. virtual void onMessage( const StreamAssignmentReportACK&, const FIX::SessionID& )
  358. { throw FIX::UnsupportedMessageType(); }
  359. virtual void onMessage( IOI&, const FIX::SessionID& ) {}
  360. virtual void onMessage( Advertisement&, const FIX::SessionID& ) {}
  361. virtual void onMessage( ExecutionReport&, const FIX::SessionID& ) {}
  362. virtual void onMessage( OrderCancelReject&, const FIX::SessionID& ) {}
  363. virtual void onMessage( News&, const FIX::SessionID& ) {}
  364. virtual void onMessage( Email&, const FIX::SessionID& ) {}
  365. virtual void onMessage( NewOrderSingle&, const FIX::SessionID& ) {}
  366. virtual void onMessage( NewOrderList&, const FIX::SessionID& ) {}
  367. virtual void onMessage( OrderCancelRequest&, const FIX::SessionID& ) {}
  368. virtual void onMessage( OrderCancelReplaceRequest&, const FIX::SessionID& ) {}
  369. virtual void onMessage( OrderStatusRequest&, const FIX::SessionID& ) {}
  370. virtual void onMessage( AllocationInstruction&, const FIX::SessionID& ) {}
  371. virtual void onMessage( ListCancelRequest&, const FIX::SessionID& ) {}
  372. virtual void onMessage( ListExecute&, const FIX::SessionID& ) {}
  373. virtual void onMessage( ListStatusRequest&, const FIX::SessionID& ) {}
  374. virtual void onMessage( ListStatus&, const FIX::SessionID& ) {}
  375. virtual void onMessage( AllocationInstructionAck&, const FIX::SessionID& ) {}
  376. virtual void onMessage( DontKnowTrade&, const FIX::SessionID& ) {}
  377. virtual void onMessage( QuoteRequest&, const FIX::SessionID& ) {}
  378. virtual void onMessage( Quote&, const FIX::SessionID& ) {}
  379. virtual void onMessage( SettlementInstructions&, const FIX::SessionID& ) {}
  380. virtual void onMessage( MarketDataRequest&, const FIX::SessionID& ) {}
  381. virtual void onMessage( MarketDataSnapshotFullRefresh&, const FIX::SessionID& ) {}
  382. virtual void onMessage( MarketDataIncrementalRefresh&, const FIX::SessionID& ) {}
  383. virtual void onMessage( MarketDataRequestReject&, const FIX::SessionID& ) {}
  384. virtual void onMessage( QuoteCancel&, const FIX::SessionID& ) {}
  385. virtual void onMessage( QuoteStatusRequest&, const FIX::SessionID& ) {}
  386. virtual void onMessage( MassQuoteAcknowledgement&, const FIX::SessionID& ) {}
  387. virtual void onMessage( SecurityDefinitionRequest&, const FIX::SessionID& ) {}
  388. virtual void onMessage( SecurityDefinition&, const FIX::SessionID& ) {}
  389. virtual void onMessage( SecurityStatusRequest&, const FIX::SessionID& ) {}
  390. virtual void onMessage( SecurityStatus&, const FIX::SessionID& ) {}
  391. virtual void onMessage( TradingSessionStatusRequest&, const FIX::SessionID& ) {}
  392. virtual void onMessage( TradingSessionStatus&, const FIX::SessionID& ) {}
  393. virtual void onMessage( MassQuote&, const FIX::SessionID& ) {}
  394. virtual void onMessage( BusinessMessageReject&, const FIX::SessionID& ) {}
  395. virtual void onMessage( BidRequest&, const FIX::SessionID& ) {}
  396. virtual void onMessage( BidResponse&, const FIX::SessionID& ) {}
  397. virtual void onMessage( ListStrikePrice&, const FIX::SessionID& ) {}
  398. virtual void onMessage( RegistrationInstructions&, const FIX::SessionID& ) {}
  399. virtual void onMessage( RegistrationInstructionsResponse&, const FIX::SessionID& ) {}
  400. virtual void onMessage( OrderMassCancelRequest&, const FIX::SessionID& ) {}
  401. virtual void onMessage( OrderMassCancelReport&, const FIX::SessionID& ) {}
  402. virtual void onMessage( NewOrderCross&, const FIX::SessionID& ) {}
  403. virtual void onMessage( CrossOrderCancelReplaceRequest&, const FIX::SessionID& ) {}
  404. virtual void onMessage( CrossOrderCancelRequest&, const FIX::SessionID& ) {}
  405. virtual void onMessage( SecurityTypeRequest&, const FIX::SessionID& ) {}
  406. virtual void onMessage( SecurityTypes&, const FIX::SessionID& ) {}
  407. virtual void onMessage( SecurityListRequest&, const FIX::SessionID& ) {}
  408. virtual void onMessage( SecurityList&, const FIX::SessionID& ) {}
  409. virtual void onMessage( DerivativeSecurityListRequest&, const FIX::SessionID& ) {}
  410. virtual void onMessage( DerivativeSecurityList&, const FIX::SessionID& ) {}
  411. virtual void onMessage( NewOrderMultileg&, const FIX::SessionID& ) {}
  412. virtual void onMessage( MultilegOrderCancelReplace&, const FIX::SessionID& ) {}
  413. virtual void onMessage( TradeCaptureReportRequest&, const FIX::SessionID& ) {}
  414. virtual void onMessage( TradeCaptureReport&, const FIX::SessionID& ) {}
  415. virtual void onMessage( OrderMassStatusRequest&, const FIX::SessionID& ) {}
  416. virtual void onMessage( QuoteRequestReject&, const FIX::SessionID& ) {}
  417. virtual void onMessage( RFQRequest&, const FIX::SessionID& ) {}
  418. virtual void onMessage( QuoteStatusReport&, const FIX::SessionID& ) {}
  419. virtual void onMessage( QuoteResponse&, const FIX::SessionID& ) {}
  420. virtual void onMessage( Confirmation&, const FIX::SessionID& ) {}
  421. virtual void onMessage( PositionMaintenanceRequest&, const FIX::SessionID& ) {}
  422. virtual void onMessage( PositionMaintenanceReport&, const FIX::SessionID& ) {}
  423. virtual void onMessage( RequestForPositions&, const FIX::SessionID& ) {}
  424. virtual void onMessage( RequestForPositionsAck&, const FIX::SessionID& ) {}
  425. virtual void onMessage( PositionReport&, const FIX::SessionID& ) {}
  426. virtual void onMessage( TradeCaptureReportRequestAck&, const FIX::SessionID& ) {}
  427. virtual void onMessage( TradeCaptureReportAck&, const FIX::SessionID& ) {}
  428. virtual void onMessage( AllocationReport&, const FIX::SessionID& ) {}
  429. virtual void onMessage( AllocationReportAck&, const FIX::SessionID& ) {}
  430. virtual void onMessage( ConfirmationAck&, const FIX::SessionID& ) {}
  431. virtual void onMessage( SettlementInstructionRequest&, const FIX::SessionID& ) {}
  432. virtual void onMessage( AssignmentReport&, const FIX::SessionID& ) {}
  433. virtual void onMessage( CollateralRequest&, const FIX::SessionID& ) {}
  434. virtual void onMessage( CollateralAssignment&, const FIX::SessionID& ) {}
  435. virtual void onMessage( CollateralResponse&, const FIX::SessionID& ) {}
  436. virtual void onMessage( CollateralReport&, const FIX::SessionID& ) {}
  437. virtual void onMessage( CollateralInquiry&, const FIX::SessionID& ) {}
  438. virtual void onMessage( NetworkCounterpartySystemStatusRequest&, const FIX::SessionID& ) {}
  439. virtual void onMessage( NetworkCounterpartySystemStatusResponse&, const FIX::SessionID& ) {}
  440. virtual void onMessage( UserRequest&, const FIX::SessionID& ) {}
  441. virtual void onMessage( UserResponse&, const FIX::SessionID& ) {}
  442. virtual void onMessage( CollateralInquiryAck&, const FIX::SessionID& ) {}
  443. virtual void onMessage( ConfirmationRequest&, const FIX::SessionID& ) {}
  444. virtual void onMessage( ContraryIntentionReport&, const FIX::SessionID& ) {}
  445. virtual void onMessage( SecurityDefinitionUpdateReport&, const FIX::SessionID& ) {}
  446. virtual void onMessage( SecurityListUpdateReport&, const FIX::SessionID& ) {}
  447. virtual void onMessage( AdjustedPositionReport&, const FIX::SessionID& ) {}
  448. virtual void onMessage( AllocationInstructionAlert&, const FIX::SessionID& ) {}
  449. virtual void onMessage( ExecutionAcknowledgement&, const FIX::SessionID& ) {}
  450. virtual void onMessage( TradingSessionList&, const FIX::SessionID& ) {}
  451. virtual void onMessage( TradingSessionListRequest&, const FIX::SessionID& ) {}
  452. virtual void onMessage( SettlementObligationReport&, const FIX::SessionID& ) {}
  453. virtual void onMessage( DerivativeSecurityListUpdateReport&, const FIX::SessionID& ) {}
  454. virtual void onMessage( TradingSessionListUpdateReport&, const FIX::SessionID& ) {}
  455. virtual void onMessage( MarketDefinitionRequest&, const FIX::SessionID& ) {}
  456. virtual void onMessage( MarketDefinition&, const FIX::SessionID& ) {}
  457. virtual void onMessage( MarketDefinitionUpdateReport&, const FIX::SessionID& ) {}
  458. virtual void onMessage( ApplicationMessageRequest&, const FIX::SessionID& ) {}
  459. virtual void onMessage( ApplicationMessageRequestAck&, const FIX::SessionID& ) {}
  460. virtual void onMessage( ApplicationMessageReport&, const FIX::SessionID& ) {}
  461. virtual void onMessage( OrderMassActionReport&, const FIX::SessionID& ) {}
  462. virtual void onMessage( OrderMassActionRequest&, const FIX::SessionID& ) {}
  463. virtual void onMessage( UserNotification&, const FIX::SessionID& ) {}
  464. virtual void onMessage( StreamAssignmentRequest&, const FIX::SessionID& ) {}
  465. virtual void onMessage( StreamAssignmentReport&, const FIX::SessionID& ) {}
  466. virtual void onMessage( StreamAssignmentReportACK&, const FIX::SessionID& ) {}
  467. public:
  468. void crack( const Message& message,
  469. const FIX::SessionID& sessionID )
  470. {
  471. const std::string& msgTypeValue
  472. = message.getHeader().getField( FIX::FIELD::MsgType );
  473. if( msgTypeValue == "6" )
  474. onMessage( (const IOI&)message, sessionID );
  475. else
  476. if( msgTypeValue == "7" )
  477. onMessage( (const Advertisement&)message, sessionID );
  478. else
  479. if( msgTypeValue == "8" )
  480. onMessage( (const ExecutionReport&)message, sessionID );
  481. else
  482. if( msgTypeValue == "9" )
  483. onMessage( (const OrderCancelReject&)message, sessionID );
  484. else
  485. if( msgTypeValue == "B" )
  486. onMessage( (const News&)message, sessionID );
  487. else
  488. if( msgTypeValue == "C" )
  489. onMessage( (const Email&)message, sessionID );
  490. else
  491. if( msgTypeValue == "D" )
  492. onMessage( (const NewOrderSingle&)message, sessionID );
  493. else
  494. if( msgTypeValue == "E" )
  495. onMessage( (const NewOrderList&)message, sessionID );
  496. else
  497. if( msgTypeValue == "F" )
  498. onMessage( (const OrderCancelRequest&)message, sessionID );
  499. else
  500. if( msgTypeValue == "G" )
  501. onMessage( (const OrderCancelReplaceRequest&)message, sessionID );
  502. else
  503. if( msgTypeValue == "H" )
  504. onMessage( (const OrderStatusRequest&)message, sessionID );
  505. else
  506. if( msgTypeValue == "J" )
  507. onMessage( (const AllocationInstruction&)message, sessionID );
  508. else
  509. if( msgTypeValue == "K" )
  510. onMessage( (const ListCancelRequest&)message, sessionID );
  511. else
  512. if( msgTypeValue == "L" )
  513. onMessage( (const ListExecute&)message, sessionID );
  514. else
  515. if( msgTypeValue == "M" )
  516. onMessage( (const ListStatusRequest&)message, sessionID );
  517. else
  518. if( msgTypeValue == "N" )
  519. onMessage( (const ListStatus&)message, sessionID );
  520. else
  521. if( msgTypeValue == "P" )
  522. onMessage( (const AllocationInstructionAck&)message, sessionID );
  523. else
  524. if( msgTypeValue == "Q" )
  525. onMessage( (const DontKnowTrade&)message, sessionID );
  526. else
  527. if( msgTypeValue == "R" )
  528. onMessage( (const QuoteRequest&)message, sessionID );
  529. else
  530. if( msgTypeValue == "S" )
  531. onMessage( (const Quote&)message, sessionID );
  532. else
  533. if( msgTypeValue == "T" )
  534. onMessage( (const SettlementInstructions&)message, sessionID );
  535. else
  536. if( msgTypeValue == "V" )
  537. onMessage( (const MarketDataRequest&)message, sessionID );
  538. else
  539. if( msgTypeValue == "W" )
  540. onMessage( (const MarketDataSnapshotFullRefresh&)message, sessionID );
  541. else
  542. if( msgTypeValue == "X" )
  543. onMessage( (const MarketDataIncrementalRefresh&)message, sessionID );
  544. else
  545. if( msgTypeValue == "Y" )
  546. onMessage( (const MarketDataRequestReject&)message, sessionID );
  547. else
  548. if( msgTypeValue == "Z" )
  549. onMessage( (const QuoteCancel&)message, sessionID );
  550. else
  551. if( msgTypeValue == "a" )
  552. onMessage( (const QuoteStatusRequest&)message, sessionID );
  553. else
  554. if( msgTypeValue == "b" )
  555. onMessage( (const MassQuoteAcknowledgement&)message, sessionID );
  556. else
  557. if( msgTypeValue == "c" )
  558. onMessage( (const SecurityDefinitionRequest&)message, sessionID );
  559. else
  560. if( msgTypeValue == "d" )
  561. onMessage( (const SecurityDefinition&)message, sessionID );
  562. else
  563. if( msgTypeValue == "e" )
  564. onMessage( (const SecurityStatusRequest&)message, sessionID );
  565. else
  566. if( msgTypeValue == "f" )
  567. onMessage( (const SecurityStatus&)message, sessionID );
  568. else
  569. if( msgTypeValue == "g" )
  570. onMessage( (const TradingSessionStatusRequest&)message, sessionID );
  571. else
  572. if( msgTypeValue == "h" )
  573. onMessage( (const TradingSessionStatus&)message, sessionID );
  574. else
  575. if( msgTypeValue == "i" )
  576. onMessage( (const MassQuote&)message, sessionID );
  577. else
  578. if( msgTypeValue == "j" )
  579. onMessage( (const BusinessMessageReject&)message, sessionID );
  580. else
  581. if( msgTypeValue == "k" )
  582. onMessage( (const BidRequest&)message, sessionID );
  583. else
  584. if( msgTypeValue == "l" )
  585. onMessage( (const BidResponse&)message, sessionID );
  586. else
  587. if( msgTypeValue == "m" )
  588. onMessage( (const ListStrikePrice&)message, sessionID );
  589. else
  590. if( msgTypeValue == "o" )
  591. onMessage( (const RegistrationInstructions&)message, sessionID );
  592. else
  593. if( msgTypeValue == "p" )
  594. onMessage( (const RegistrationInstructionsResponse&)message, sessionID );
  595. else
  596. if( msgTypeValue == "q" )
  597. onMessage( (const OrderMassCancelRequest&)message, sessionID );
  598. else
  599. if( msgTypeValue == "r" )
  600. onMessage( (const OrderMassCancelReport&)message, sessionID );
  601. else
  602. if( msgTypeValue == "s" )
  603. onMessage( (const NewOrderCross&)message, sessionID );
  604. else
  605. if( msgTypeValue == "t" )
  606. onMessage( (const CrossOrderCancelReplaceRequest&)message, sessionID );
  607. else
  608. if( msgTypeValue == "u" )
  609. onMessage( (const CrossOrderCancelRequest&)message, sessionID );
  610. else
  611. if( msgTypeValue == "v" )
  612. onMessage( (const SecurityTypeRequest&)message, sessionID );
  613. else
  614. if( msgTypeValue == "w" )
  615. onMessage( (const SecurityTypes&)message, sessionID );
  616. else
  617. if( msgTypeValue == "x" )
  618. onMessage( (const SecurityListRequest&)message, sessionID );
  619. else
  620. if( msgTypeValue == "y" )
  621. onMessage( (const SecurityList&)message, sessionID );
  622. else
  623. if( msgTypeValue == "z" )
  624. onMessage( (const DerivativeSecurityListRequest&)message, sessionID );
  625. else
  626. if( msgTypeValue == "AA" )
  627. onMessage( (const DerivativeSecurityList&)message, sessionID );
  628. else
  629. if( msgTypeValue == "AB" )
  630. onMessage( (const NewOrderMultileg&)message, sessionID );
  631. else
  632. if( msgTypeValue == "AC" )
  633. onMessage( (const MultilegOrderCancelReplace&)message, sessionID );
  634. else
  635. if( msgTypeValue == "AD" )
  636. onMessage( (const TradeCaptureReportRequest&)message, sessionID );
  637. else
  638. if( msgTypeValue == "AE" )
  639. onMessage( (const TradeCaptureReport&)message, sessionID );
  640. else
  641. if( msgTypeValue == "AF" )
  642. onMessage( (const OrderMassStatusRequest&)message, sessionID );
  643. else
  644. if( msgTypeValue == "AG" )
  645. onMessage( (const QuoteRequestReject&)message, sessionID );
  646. else
  647. if( msgTypeValue == "AH" )
  648. onMessage( (const RFQRequest&)message, sessionID );
  649. else
  650. if( msgTypeValue == "AI" )
  651. onMessage( (const QuoteStatusReport&)message, sessionID );
  652. else
  653. if( msgTypeValue == "AJ" )
  654. onMessage( (const QuoteResponse&)message, sessionID );
  655. else
  656. if( msgTypeValue == "AK" )
  657. onMessage( (const Confirmation&)message, sessionID );
  658. else
  659. if( msgTypeValue == "AL" )
  660. onMessage( (const PositionMaintenanceRequest&)message, sessionID );
  661. else
  662. if( msgTypeValue == "AM" )
  663. onMessage( (const PositionMaintenanceReport&)message, sessionID );
  664. else
  665. if( msgTypeValue == "AN" )
  666. onMessage( (const RequestForPositions&)message, sessionID );
  667. else
  668. if( msgTypeValue == "AO" )
  669. onMessage( (const RequestForPositionsAck&)message, sessionID );
  670. else
  671. if( msgTypeValue == "AP" )
  672. onMessage( (const PositionReport&)message, sessionID );
  673. else
  674. if( msgTypeValue == "AQ" )
  675. onMessage( (const TradeCaptureReportRequestAck&)message, sessionID );
  676. else
  677. if( msgTypeValue == "AR" )
  678. onMessage( (const TradeCaptureReportAck&)message, sessionID );
  679. else
  680. if( msgTypeValue == "AS" )
  681. onMessage( (const AllocationReport&)message, sessionID );
  682. else
  683. if( msgTypeValue == "AT" )
  684. onMessage( (const AllocationReportAck&)message, sessionID );
  685. else
  686. if( msgTypeValue == "AU" )
  687. onMessage( (const ConfirmationAck&)message, sessionID );
  688. else
  689. if( msgTypeValue == "AV" )
  690. onMessage( (const SettlementInstructionRequest&)message, sessionID );
  691. else
  692. if( msgTypeValue == "AW" )
  693. onMessage( (const AssignmentReport&)message, sessionID );
  694. else
  695. if( msgTypeValue == "AX" )
  696. onMessage( (const CollateralRequest&)message, sessionID );
  697. else
  698. if( msgTypeValue == "AY" )
  699. onMessage( (const CollateralAssignment&)message, sessionID );
  700. else
  701. if( msgTypeValue == "AZ" )
  702. onMessage( (const CollateralResponse&)message, sessionID );
  703. else
  704. if( msgTypeValue == "BA" )
  705. onMessage( (const CollateralReport&)message, sessionID );
  706. else
  707. if( msgTypeValue == "BB" )
  708. onMessage( (const CollateralInquiry&)message, sessionID );
  709. else
  710. if( msgTypeValue == "BC" )
  711. onMessage( (const NetworkCounterpartySystemStatusRequest&)message, sessionID );
  712. else
  713. if( msgTypeValue == "BD" )
  714. onMessage( (const NetworkCounterpartySystemStatusResponse&)message, sessionID );
  715. else
  716. if( msgTypeValue == "BE" )
  717. onMessage( (const UserRequest&)message, sessionID );
  718. else
  719. if( msgTypeValue == "BF" )
  720. onMessage( (const UserResponse&)message, sessionID );
  721. else
  722. if( msgTypeValue == "BG" )
  723. onMessage( (const CollateralInquiryAck&)message, sessionID );
  724. else
  725. if( msgTypeValue == "BH" )
  726. onMessage( (const ConfirmationRequest&)message, sessionID );
  727. else
  728. if( msgTypeValue == "BO" )
  729. onMessage( (const ContraryIntentionReport&)message, sessionID );
  730. else
  731. if( msgTypeValue == "BP" )
  732. onMessage( (const SecurityDefinitionUpdateReport&)message, sessionID );
  733. else
  734. if( msgTypeValue == "BK" )
  735. onMessage( (const SecurityListUpdateReport&)message, sessionID );
  736. else
  737. if( msgTypeValue == "BL" )
  738. onMessage( (const AdjustedPositionReport&)message, sessionID );
  739. else
  740. if( msgTypeValue == "BM" )
  741. onMessage( (const AllocationInstructionAlert&)message, sessionID );
  742. else
  743. if( msgTypeValue == "BN" )
  744. onMessage( (const ExecutionAcknowledgement&)message, sessionID );
  745. else
  746. if( msgTypeValue == "BJ" )
  747. onMessage( (const TradingSessionList&)message, sessionID );
  748. else
  749. if( msgTypeValue == "BI" )
  750. onMessage( (const TradingSessionListRequest&)message, sessionID );
  751. else
  752. if( msgTypeValue == "BQ" )
  753. onMessage( (const SettlementObligationReport&)message, sessionID );
  754. else
  755. if( msgTypeValue == "BR" )
  756. onMessage( (const DerivativeSecurityListUpdateReport&)message, sessionID );
  757. else
  758. if( msgTypeValue == "BS" )
  759. onMessage( (const TradingSessionListUpdateReport&)message, sessionID );
  760. else
  761. if( msgTypeValue == "BT" )
  762. onMessage( (const MarketDefinitionRequest&)message, sessionID );
  763. else
  764. if( msgTypeValue == "BU" )
  765. onMessage( (const MarketDefinition&)message, sessionID );
  766. else
  767. if( msgTypeValue == "BV" )
  768. onMessage( (const MarketDefinitionUpdateReport&)message, sessionID );
  769. else
  770. if( msgTypeValue == "BW" )
  771. onMessage( (const ApplicationMessageRequest&)message, sessionID );
  772. else
  773. if( msgTypeValue == "BX" )
  774. onMessage( (const ApplicationMessageRequestAck&)message, sessionID );
  775. else
  776. if( msgTypeValue == "BY" )
  777. onMessage( (const ApplicationMessageReport&)message, sessionID );
  778. else
  779. if( msgTypeValue == "BZ" )
  780. onMessage( (const OrderMassActionReport&)message, sessionID );
  781. else
  782. if( msgTypeValue == "CA" )
  783. onMessage( (const OrderMassActionRequest&)message, sessionID );
  784. else
  785. if( msgTypeValue == "CB" )
  786. onMessage( (const UserNotification&)message, sessionID );
  787. else
  788. if( msgTypeValue == "CC" )
  789. onMessage( (const StreamAssignmentRequest&)message, sessionID );
  790. else
  791. if( msgTypeValue == "CD" )
  792. onMessage( (const StreamAssignmentReport&)message, sessionID );
  793. else
  794. if( msgTypeValue == "CE" )
  795. onMessage( (const StreamAssignmentReportACK&)message, sessionID );
  796. else onMessage( message, sessionID );
  797. }
  798. void crack( Message& message,
  799. const FIX::SessionID& sessionID )
  800. {
  801. FIX::MsgType msgType;
  802. message.getHeader().getField(msgType);
  803. std::string msgTypeValue = msgType.getValue();
  804. if( msgTypeValue == "6" )
  805. onMessage( (IOI&)message, sessionID );
  806. else
  807. if( msgTypeValue == "7" )
  808. onMessage( (Advertisement&)message, sessionID );
  809. else
  810. if( msgTypeValue == "8" )
  811. onMessage( (ExecutionReport&)message, sessionID );
  812. else
  813. if( msgTypeValue == "9" )
  814. onMessage( (OrderCancelReject&)message, sessionID );
  815. else
  816. if( msgTypeValue == "B" )
  817. onMessage( (News&)message, sessionID );
  818. else
  819. if( msgTypeValue == "C" )
  820. onMessage( (Email&)message, sessionID );
  821. else
  822. if( msgTypeValue == "D" )
  823. onMessage( (NewOrderSingle&)message, sessionID );
  824. else
  825. if( msgTypeValue == "E" )
  826. onMessage( (NewOrderList&)message, sessionID );
  827. else
  828. if( msgTypeValue == "F" )
  829. onMessage( (OrderCancelRequest&)message, sessionID );
  830. else
  831. if( msgTypeValue == "G" )
  832. onMessage( (OrderCancelReplaceRequest&)message, sessionID );
  833. else
  834. if( msgTypeValue == "H" )
  835. onMessage( (OrderStatusRequest&)message, sessionID );
  836. else
  837. if( msgTypeValue == "J" )
  838. onMessage( (AllocationInstruction&)message, sessionID );
  839. else
  840. if( msgTypeValue == "K" )
  841. onMessage( (ListCancelRequest&)message, sessionID );
  842. else
  843. if( msgTypeValue == "L" )
  844. onMessage( (ListExecute&)message, sessionID );
  845. else
  846. if( msgTypeValue == "M" )
  847. onMessage( (ListStatusRequest&)message, sessionID );
  848. else
  849. if( msgTypeValue == "N" )
  850. onMessage( (ListStatus&)message, sessionID );
  851. else
  852. if( msgTypeValue == "P" )
  853. onMessage( (AllocationInstructionAck&)message, sessionID );
  854. else
  855. if( msgTypeValue == "Q" )
  856. onMessage( (DontKnowTrade&)message, sessionID );
  857. else
  858. if( msgTypeValue == "R" )
  859. onMessage( (QuoteRequest&)message, sessionID );
  860. else
  861. if( msgTypeValue == "S" )
  862. onMessage( (Quote&)message, sessionID );
  863. else
  864. if( msgTypeValue == "T" )
  865. onMessage( (SettlementInstructions&)message, sessionID );
  866. else
  867. if( msgTypeValue == "V" )
  868. onMessage( (MarketDataRequest&)message, sessionID );
  869. else
  870. if( msgTypeValue == "W" )
  871. onMessage( (MarketDataSnapshotFullRefresh&)message, sessionID );
  872. else
  873. if( msgTypeValue == "X" )
  874. onMessage( (MarketDataIncrementalRefresh&)message, sessionID );
  875. else
  876. if( msgTypeValue == "Y" )
  877. onMessage( (MarketDataRequestReject&)message, sessionID );
  878. else
  879. if( msgTypeValue == "Z" )
  880. onMessage( (QuoteCancel&)message, sessionID );
  881. else
  882. if( msgTypeValue == "a" )
  883. onMessage( (QuoteStatusRequest&)message, sessionID );
  884. else
  885. if( msgTypeValue == "b" )
  886. onMessage( (MassQuoteAcknowledgement&)message, sessionID );
  887. else
  888. if( msgTypeValue == "c" )
  889. onMessage( (SecurityDefinitionRequest&)message, sessionID );
  890. else
  891. if( msgTypeValue == "d" )
  892. onMessage( (SecurityDefinition&)message, sessionID );
  893. else
  894. if( msgTypeValue == "e" )
  895. onMessage( (SecurityStatusRequest&)message, sessionID );
  896. else
  897. if( msgTypeValue == "f" )
  898. onMessage( (SecurityStatus&)message, sessionID );
  899. else
  900. if( msgTypeValue == "g" )
  901. onMessage( (TradingSessionStatusRequest&)message, sessionID );
  902. else
  903. if( msgTypeValue == "h" )
  904. onMessage( (TradingSessionStatus&)message, sessionID );
  905. else
  906. if( msgTypeValue == "i" )
  907. onMessage( (MassQuote&)message, sessionID );
  908. else
  909. if( msgTypeValue == "j" )
  910. onMessage( (BusinessMessageReject&)message, sessionID );
  911. else
  912. if( msgTypeValue == "k" )
  913. onMessage( (BidRequest&)message, sessionID );
  914. else
  915. if( msgTypeValue == "l" )
  916. onMessage( (BidResponse&)message, sessionID );
  917. else
  918. if( msgTypeValue == "m" )
  919. onMessage( (ListStrikePrice&)message, sessionID );
  920. else
  921. if( msgTypeValue == "o" )
  922. onMessage( (RegistrationInstructions&)message, sessionID );
  923. else
  924. if( msgTypeValue == "p" )
  925. onMessage( (RegistrationInstructionsResponse&)message, sessionID );
  926. else
  927. if( msgTypeValue == "q" )
  928. onMessage( (OrderMassCancelRequest&)message, sessionID );
  929. else
  930. if( msgTypeValue == "r" )
  931. onMessage( (OrderMassCancelReport&)message, sessionID );
  932. else
  933. if( msgTypeValue == "s" )
  934. onMessage( (NewOrderCross&)message, sessionID );
  935. else
  936. if( msgTypeValue == "t" )
  937. onMessage( (CrossOrderCancelReplaceRequest&)message, sessionID );
  938. else
  939. if( msgTypeValue == "u" )
  940. onMessage( (CrossOrderCancelRequest&)message, sessionID );
  941. else
  942. if( msgTypeValue == "v" )
  943. onMessage( (SecurityTypeRequest&)message, sessionID );
  944. else
  945. if( msgTypeValue == "w" )
  946. onMessage( (SecurityTypes&)message, sessionID );
  947. else
  948. if( msgTypeValue == "x" )
  949. onMessage( (SecurityListRequest&)message, sessionID );
  950. else
  951. if( msgTypeValue == "y" )
  952. onMessage( (SecurityList&)message, sessionID );
  953. else
  954. if( msgTypeValue == "z" )
  955. onMessage( (DerivativeSecurityListRequest&)message, sessionID );
  956. else
  957. if( msgTypeValue == "AA" )
  958. onMessage( (DerivativeSecurityList&)message, sessionID );
  959. else
  960. if( msgTypeValue == "AB" )
  961. onMessage( (NewOrderMultileg&)message, sessionID );
  962. else
  963. if( msgTypeValue == "AC" )
  964. onMessage( (MultilegOrderCancelReplace&)message, sessionID );
  965. else
  966. if( msgTypeValue == "AD" )
  967. onMessage( (TradeCaptureReportRequest&)message, sessionID );
  968. else
  969. if( msgTypeValue == "AE" )
  970. onMessage( (TradeCaptureReport&)message, sessionID );
  971. else
  972. if( msgTypeValue == "AF" )
  973. onMessage( (OrderMassStatusRequest&)message, sessionID );
  974. else
  975. if( msgTypeValue == "AG" )
  976. onMessage( (QuoteRequestReject&)message, sessionID );
  977. else
  978. if( msgTypeValue == "AH" )
  979. onMessage( (RFQRequest&)message, sessionID );
  980. else
  981. if( msgTypeValue == "AI" )
  982. onMessage( (QuoteStatusReport&)message, sessionID );
  983. else
  984. if( msgTypeValue == "AJ" )
  985. onMessage( (QuoteResponse&)message, sessionID );
  986. else
  987. if( msgTypeValue == "AK" )
  988. onMessage( (Confirmation&)message, sessionID );
  989. else
  990. if( msgTypeValue == "AL" )
  991. onMessage( (PositionMaintenanceRequest&)message, sessionID );
  992. else
  993. if( msgTypeValue == "AM" )
  994. onMessage( (PositionMaintenanceReport&)message, sessionID );
  995. else
  996. if( msgTypeValue == "AN" )
  997. onMessage( (RequestForPositions&)message, sessionID );
  998. else
  999. if( msgTypeValue == "AO" )
  1000. onMessage( (RequestForPositionsAck&)message, sessionID );
  1001. else
  1002. if( msgTypeValue == "AP" )
  1003. onMessage( (PositionReport&)message, sessionID );
  1004. else
  1005. if( msgTypeValue == "AQ" )
  1006. onMessage( (TradeCaptureReportRequestAck&)message, sessionID );
  1007. else
  1008. if( msgTypeValue == "AR" )
  1009. onMessage( (TradeCaptureReportAck&)message, sessionID );
  1010. else
  1011. if( msgTypeValue == "AS" )
  1012. onMessage( (AllocationReport&)message, sessionID );
  1013. else
  1014. if( msgTypeValue == "AT" )
  1015. onMessage( (AllocationReportAck&)message, sessionID );
  1016. else
  1017. if( msgTypeValue == "AU" )
  1018. onMessage( (ConfirmationAck&)message, sessionID );
  1019. else
  1020. if( msgTypeValue == "AV" )
  1021. onMessage( (SettlementInstructionRequest&)message, sessionID );
  1022. else
  1023. if( msgTypeValue == "AW" )
  1024. onMessage( (AssignmentReport&)message, sessionID );
  1025. else
  1026. if( msgTypeValue == "AX" )
  1027. onMessage( (CollateralRequest&)message, sessionID );
  1028. else
  1029. if( msgTypeValue == "AY" )
  1030. onMessage( (CollateralAssignment&)message, sessionID );
  1031. else
  1032. if( msgTypeValue == "AZ" )
  1033. onMessage( (CollateralResponse&)message, sessionID );
  1034. else
  1035. if( msgTypeValue == "BA" )
  1036. onMessage( (CollateralReport&)message, sessionID );
  1037. else
  1038. if( msgTypeValue == "BB" )
  1039. onMessage( (CollateralInquiry&)message, sessionID );
  1040. else
  1041. if( msgTypeValue == "BC" )
  1042. onMessage( (NetworkCounterpartySystemStatusRequest&)message, sessionID );
  1043. else
  1044. if( msgTypeValue == "BD" )
  1045. onMessage( (NetworkCounterpartySystemStatusResponse&)message, sessionID );
  1046. else
  1047. if( msgTypeValue == "BE" )
  1048. onMessage( (UserRequest&)message, sessionID );
  1049. else
  1050. if( msgTypeValue == "BF" )
  1051. onMessage( (UserResponse&)message, sessionID );
  1052. else
  1053. if( msgTypeValue == "BG" )
  1054. onMessage( (CollateralInquiryAck&)message, sessionID );
  1055. else
  1056. if( msgTypeValue == "BH" )
  1057. onMessage( (ConfirmationRequest&)message, sessionID );
  1058. else
  1059. if( msgTypeValue == "BO" )
  1060. onMessage( (ContraryIntentionReport&)message, sessionID );
  1061. else
  1062. if( msgTypeValue == "BP" )
  1063. onMessage( (SecurityDefinitionUpdateReport&)message, sessionID );
  1064. else
  1065. if( msgTypeValue == "BK" )
  1066. onMessage( (SecurityListUpdateReport&)message, sessionID );
  1067. else
  1068. if( msgTypeValue == "BL" )
  1069. onMessage( (AdjustedPositionReport&)message, sessionID );
  1070. else
  1071. if( msgTypeValue == "BM" )
  1072. onMessage( (AllocationInstructionAlert&)message, sessionID );
  1073. else
  1074. if( msgTypeValue == "BN" )
  1075. onMessage( (ExecutionAcknowledgement&)message, sessionID );
  1076. else
  1077. if( msgTypeValue == "BJ" )
  1078. onMessage( (TradingSessionList&)message, sessionID );
  1079. else
  1080. if( msgTypeValue == "BI" )
  1081. onMessage( (TradingSessionListRequest&)message, sessionID );
  1082. else
  1083. if( msgTypeValue == "BQ" )
  1084. onMessage( (SettlementObligationReport&)message, sessionID );
  1085. else
  1086. if( msgTypeValue == "BR" )
  1087. onMessage( (DerivativeSecurityListUpdateReport&)message, sessionID );
  1088. else
  1089. if( msgTypeValue == "BS" )
  1090. onMessage( (TradingSessionListUpdateReport&)message, sessionID );
  1091. else
  1092. if( msgTypeValue == "BT" )
  1093. onMessage( (MarketDefinitionRequest&)message, sessionID );
  1094. else
  1095. if( msgTypeValue == "BU" )
  1096. onMessage( (MarketDefinition&)message, sessionID );
  1097. else
  1098. if( msgTypeValue == "BV" )
  1099. onMessage( (MarketDefinitionUpdateReport&)message, sessionID );
  1100. else
  1101. if( msgTypeValue == "BW" )
  1102. onMessage( (ApplicationMessageRequest&)message, sessionID );
  1103. else
  1104. if( msgTypeValue == "BX" )
  1105. onMessage( (ApplicationMessageRequestAck&)message, sessionID );
  1106. else
  1107. if( msgTypeValue == "BY" )
  1108. onMessage( (ApplicationMessageReport&)message, sessionID );
  1109. else
  1110. if( msgTypeValue == "BZ" )
  1111. onMessage( (OrderMassActionReport&)message, sessionID );
  1112. else
  1113. if( msgTypeValue == "CA" )
  1114. onMessage( (OrderMassActionRequest&)message, sessionID );
  1115. else
  1116. if( msgTypeValue == "CB" )
  1117. onMessage( (UserNotification&)message, sessionID );
  1118. else
  1119. if( msgTypeValue == "CC" )
  1120. onMessage( (StreamAssignmentRequest&)message, sessionID );
  1121. else
  1122. if( msgTypeValue == "CD" )
  1123. onMessage( (StreamAssignmentReport&)message, sessionID );
  1124. else
  1125. if( msgTypeValue == "CE" )
  1126. onMessage( (StreamAssignmentReportACK&)message, sessionID );
  1127. else onMessage( message, sessionID );
  1128. }
  1129. };
  1130. }
  1131. #endif