TradingSessionStatus.h 5.2 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136
  1. #ifndef FIX50SP2_TRADINGSESSIONSTATUS_H
  2. #define FIX50SP2_TRADINGSESSIONSTATUS_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  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::ApplID);
  23. FIELD_SET(*this, FIX::ApplSeqNum);
  24. FIELD_SET(*this, FIX::ApplLastSeqNum);
  25. FIELD_SET(*this, FIX::ApplResendFlag);
  26. FIELD_SET(*this, FIX::TradSesReqID);
  27. FIELD_SET(*this, FIX::MarketID);
  28. FIELD_SET(*this, FIX::MarketSegmentID);
  29. FIELD_SET(*this, FIX::TradingSessionID);
  30. FIELD_SET(*this, FIX::TradingSessionSubID);
  31. FIELD_SET(*this, FIX::TradSesMethod);
  32. FIELD_SET(*this, FIX::TradSesMode);
  33. FIELD_SET(*this, FIX::UnsolicitedIndicator);
  34. FIELD_SET(*this, FIX::TradSesStatus);
  35. FIELD_SET(*this, FIX::TradSesEvent);
  36. FIELD_SET(*this, FIX::TradSesStatusRejReason);
  37. FIELD_SET(*this, FIX::TradSesStartTime);
  38. FIELD_SET(*this, FIX::TradSesOpenTime);
  39. FIELD_SET(*this, FIX::TradSesPreCloseTime);
  40. FIELD_SET(*this, FIX::TradSesCloseTime);
  41. FIELD_SET(*this, FIX::TradSesEndTime);
  42. FIELD_SET(*this, FIX::TotalVolumeTraded);
  43. FIELD_SET(*this, FIX::Text);
  44. FIELD_SET(*this, FIX::EncodedTextLen);
  45. FIELD_SET(*this, FIX::EncodedText);
  46. FIELD_SET(*this, FIX::Symbol);
  47. FIELD_SET(*this, FIX::SymbolSfx);
  48. FIELD_SET(*this, FIX::SecurityID);
  49. FIELD_SET(*this, FIX::SecurityIDSource);
  50. FIELD_SET(*this, FIX::Product);
  51. FIELD_SET(*this, FIX::ProductComplex);
  52. FIELD_SET(*this, FIX::SecurityGroup);
  53. FIELD_SET(*this, FIX::CFICode);
  54. FIELD_SET(*this, FIX::SecurityType);
  55. FIELD_SET(*this, FIX::SecuritySubType);
  56. FIELD_SET(*this, FIX::MaturityMonthYear);
  57. FIELD_SET(*this, FIX::MaturityDate);
  58. FIELD_SET(*this, FIX::MaturityTime);
  59. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  60. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  61. FIELD_SET(*this, FIX::SecurityStatus);
  62. FIELD_SET(*this, FIX::CouponPaymentDate);
  63. FIELD_SET(*this, FIX::IssueDate);
  64. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  65. FIELD_SET(*this, FIX::RepurchaseTerm);
  66. FIELD_SET(*this, FIX::RepurchaseRate);
  67. FIELD_SET(*this, FIX::Factor);
  68. FIELD_SET(*this, FIX::CreditRating);
  69. FIELD_SET(*this, FIX::InstrRegistry);
  70. FIELD_SET(*this, FIX::CountryOfIssue);
  71. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  72. FIELD_SET(*this, FIX::LocaleOfIssue);
  73. FIELD_SET(*this, FIX::RedemptionDate);
  74. FIELD_SET(*this, FIX::StrikePrice);
  75. FIELD_SET(*this, FIX::StrikeCurrency);
  76. FIELD_SET(*this, FIX::StrikeMultiplier);
  77. FIELD_SET(*this, FIX::StrikeValue);
  78. FIELD_SET(*this, FIX::OptAttribute);
  79. FIELD_SET(*this, FIX::ContractMultiplier);
  80. FIELD_SET(*this, FIX::MinPriceIncrement);
  81. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  82. FIELD_SET(*this, FIX::UnitOfMeasure);
  83. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  84. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  85. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  86. FIELD_SET(*this, FIX::SettlMethod);
  87. FIELD_SET(*this, FIX::ExerciseStyle);
  88. FIELD_SET(*this, FIX::OptPayoutAmount);
  89. FIELD_SET(*this, FIX::PriceQuoteMethod);
  90. FIELD_SET(*this, FIX::ValuationMethod);
  91. FIELD_SET(*this, FIX::ListMethod);
  92. FIELD_SET(*this, FIX::CapPrice);
  93. FIELD_SET(*this, FIX::FloorPrice);
  94. FIELD_SET(*this, FIX::PutOrCall);
  95. FIELD_SET(*this, FIX::FlexibleIndicator);
  96. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  97. FIELD_SET(*this, FIX::TimeUnit);
  98. FIELD_SET(*this, FIX::CouponRate);
  99. FIELD_SET(*this, FIX::SecurityExchange);
  100. FIELD_SET(*this, FIX::PositionLimit);
  101. FIELD_SET(*this, FIX::NTPositionLimit);
  102. FIELD_SET(*this, FIX::Issuer);
  103. FIELD_SET(*this, FIX::EncodedIssuerLen);
  104. FIELD_SET(*this, FIX::EncodedIssuer);
  105. FIELD_SET(*this, FIX::SecurityDesc);
  106. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  107. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  108. FIELD_SET(*this, FIX::Pool);
  109. FIELD_SET(*this, FIX::ContractSettlMonth);
  110. FIELD_SET(*this, FIX::CPProgram);
  111. FIELD_SET(*this, FIX::CPRegType);
  112. FIELD_SET(*this, FIX::DatedDate);
  113. FIELD_SET(*this, FIX::InterestAccrualDate);
  114. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  115. FIELD_SET(*this, FIX::FlowScheduleType);
  116. FIELD_SET(*this, FIX::RestructuringType);
  117. FIELD_SET(*this, FIX::Seniority);
  118. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  119. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  120. FIELD_SET(*this, FIX::AttachmentPoint);
  121. FIELD_SET(*this, FIX::DetachmentPoint);
  122. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  123. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  124. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  125. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  126. FIELD_SET(*this, FIX::OptPayoutType);
  127. };
  128. }
  129. #endif