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- #ifndef FIX44_NEWORDERCROSS_H
- #define FIX44_NEWORDERCROSS_H
- #include "Message.h"
- namespace FIX44
- {
- class NewOrderCross : public Message
- {
- public:
- NewOrderCross() : Message(MsgType()) {}
- NewOrderCross(const FIX::Message& m) : Message(m) {}
- NewOrderCross(const Message& m) : Message(m) {}
- NewOrderCross(const NewOrderCross& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("s"); }
- NewOrderCross(
- const FIX::CrossID& aCrossID,
- const FIX::CrossType& aCrossType,
- const FIX::CrossPrioritization& aCrossPrioritization,
- const FIX::TransactTime& aTransactTime,
- const FIX::OrdType& aOrdType )
- : Message(MsgType())
- {
- set(aCrossID);
- set(aCrossType);
- set(aCrossPrioritization);
- set(aTransactTime);
- set(aOrdType);
- }
- FIELD_SET(*this, FIX::CrossID);
- FIELD_SET(*this, FIX::CrossType);
- FIELD_SET(*this, FIX::CrossPrioritization);
- FIELD_SET(*this, FIX::NoSides);
- class NoSides: public FIX::Group
- {
- public:
- NoSides() : FIX::Group(552,54,FIX::message_order(54,11,526,583,453,229,75,1,660,581,589,590,591,70,78,854,38,152,516,468,469,12,13,479,497,528,529,582,121,120,775,58,354,355,77,203,544,635,377,659,0)) {}
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::SecondaryClOrdID);
- FIELD_SET(*this, FIX::ClOrdLinkID);
- 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::TradeOriginationDate);
- FIELD_SET(*this, FIX::TradeDate);
- FIELD_SET(*this, FIX::Account);
- FIELD_SET(*this, FIX::AcctIDSource);
- FIELD_SET(*this, FIX::AccountType);
- FIELD_SET(*this, FIX::DayBookingInst);
- FIELD_SET(*this, FIX::BookingUnit);
- FIELD_SET(*this, FIX::PreallocMethod);
- FIELD_SET(*this, FIX::AllocID);
- FIELD_SET(*this, FIX::NoAllocs);
- class NoAllocs: public FIX::Group
- {
- public:
- NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {}
- FIELD_SET(*this, FIX::AllocAccount);
- FIELD_SET(*this, FIX::AllocAcctIDSource);
- FIELD_SET(*this, FIX::AllocSettlCurrency);
- FIELD_SET(*this, FIX::IndividualAllocID);
- FIELD_SET(*this, FIX::NoNestedPartyIDs);
- class NoNestedPartyIDs: public FIX::Group
- {
- public:
- NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
- FIELD_SET(*this, FIX::NestedPartyID);
- FIELD_SET(*this, FIX::NestedPartyIDSource);
- FIELD_SET(*this, FIX::NestedPartyRole);
- FIELD_SET(*this, FIX::NoNestedPartySubIDs);
- class NoNestedPartySubIDs: public FIX::Group
- {
- public:
- NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
- FIELD_SET(*this, FIX::NestedPartySubID);
- FIELD_SET(*this, FIX::NestedPartySubIDType);
- };
- };
- FIELD_SET(*this, FIX::AllocQty);
- };
- FIELD_SET(*this, FIX::QtyType);
- FIELD_SET(*this, FIX::OrderQty);
- FIELD_SET(*this, FIX::CashOrderQty);
- FIELD_SET(*this, FIX::OrderPercent);
- FIELD_SET(*this, FIX::RoundingDirection);
- FIELD_SET(*this, FIX::RoundingModulus);
- FIELD_SET(*this, FIX::Commission);
- FIELD_SET(*this, FIX::CommType);
- FIELD_SET(*this, FIX::CommCurrency);
- FIELD_SET(*this, FIX::FundRenewWaiv);
- FIELD_SET(*this, FIX::OrderCapacity);
- FIELD_SET(*this, FIX::OrderRestrictions);
- FIELD_SET(*this, FIX::CustOrderCapacity);
- FIELD_SET(*this, FIX::ForexReq);
- FIELD_SET(*this, FIX::SettlCurrency);
- FIELD_SET(*this, FIX::BookingType);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::PositionEffect);
- FIELD_SET(*this, FIX::CoveredOrUncovered);
- FIELD_SET(*this, FIX::CashMargin);
- FIELD_SET(*this, FIX::ClearingFeeIndicator);
- FIELD_SET(*this, FIX::SolicitedFlag);
- FIELD_SET(*this, FIX::SideComplianceID);
- };
- 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::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::PutOrCall);
- 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::OptAttribute);
- FIELD_SET(*this, FIX::ContractMultiplier);
- FIELD_SET(*this, FIX::CouponRate);
- FIELD_SET(*this, FIX::SecurityExchange);
- 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::NoUnderlyings);
- class NoUnderlyings: public FIX::Group
- {
- public:
- NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {}
- 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::UnderlyingPutOrCall);
- 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::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::UnderlyingCurrency);
- FIELD_SET(*this, FIX::UnderlyingQty);
- 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::NoLegs);
- class NoLegs: public FIX::Group
- {
- public:
- NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,0)) {}
- 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::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::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::SettlType);
- FIELD_SET(*this, FIX::SettlDate);
- FIELD_SET(*this, FIX::HandlInst);
- FIELD_SET(*this, FIX::ExecInst);
- FIELD_SET(*this, FIX::MinQty);
- FIELD_SET(*this, FIX::MaxFloor);
- FIELD_SET(*this, FIX::ExDestination);
- FIELD_SET(*this, FIX::NoTradingSessions);
- class NoTradingSessions: public FIX::Group
- {
- public:
- NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- };
- FIELD_SET(*this, FIX::ProcessCode);
- FIELD_SET(*this, FIX::PrevClosePx);
- FIELD_SET(*this, FIX::LocateReqd);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::NoStipulations);
- class NoStipulations: public FIX::Group
- {
- public:
- NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
- FIELD_SET(*this, FIX::StipulationType);
- FIELD_SET(*this, FIX::StipulationValue);
- };
- FIELD_SET(*this, FIX::OrdType);
- FIELD_SET(*this, FIX::PriceType);
- FIELD_SET(*this, FIX::Price);
- FIELD_SET(*this, FIX::StopPx);
- FIELD_SET(*this, FIX::Spread);
- FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
- FIELD_SET(*this, FIX::BenchmarkCurveName);
- FIELD_SET(*this, FIX::BenchmarkCurvePoint);
- FIELD_SET(*this, FIX::BenchmarkPrice);
- FIELD_SET(*this, FIX::BenchmarkPriceType);
- FIELD_SET(*this, FIX::BenchmarkSecurityID);
- FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
- FIELD_SET(*this, FIX::YieldType);
- FIELD_SET(*this, FIX::Yield);
- FIELD_SET(*this, FIX::YieldCalcDate);
- FIELD_SET(*this, FIX::YieldRedemptionDate);
- FIELD_SET(*this, FIX::YieldRedemptionPrice);
- FIELD_SET(*this, FIX::YieldRedemptionPriceType);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::ComplianceID);
- FIELD_SET(*this, FIX::IOIID);
- FIELD_SET(*this, FIX::QuoteID);
- FIELD_SET(*this, FIX::TimeInForce);
- FIELD_SET(*this, FIX::EffectiveTime);
- FIELD_SET(*this, FIX::ExpireDate);
- FIELD_SET(*this, FIX::ExpireTime);
- FIELD_SET(*this, FIX::GTBookingInst);
- FIELD_SET(*this, FIX::MaxShow);
- FIELD_SET(*this, FIX::PegOffsetValue);
- FIELD_SET(*this, FIX::PegMoveType);
- FIELD_SET(*this, FIX::PegOffsetType);
- FIELD_SET(*this, FIX::PegLimitType);
- FIELD_SET(*this, FIX::PegRoundDirection);
- FIELD_SET(*this, FIX::PegScope);
- FIELD_SET(*this, FIX::DiscretionInst);
- FIELD_SET(*this, FIX::DiscretionOffsetValue);
- FIELD_SET(*this, FIX::DiscretionMoveType);
- FIELD_SET(*this, FIX::DiscretionOffsetType);
- FIELD_SET(*this, FIX::DiscretionLimitType);
- FIELD_SET(*this, FIX::DiscretionRoundDirection);
- FIELD_SET(*this, FIX::DiscretionScope);
- FIELD_SET(*this, FIX::TargetStrategy);
- FIELD_SET(*this, FIX::TargetStrategyParameters);
- FIELD_SET(*this, FIX::ParticipationRate);
- FIELD_SET(*this, FIX::CancellationRights);
- FIELD_SET(*this, FIX::MoneyLaunderingStatus);
- FIELD_SET(*this, FIX::RegistID);
- FIELD_SET(*this, FIX::Designation);
- };
- }
- #endif
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