MarketDefinitionUpdateReport.h 2.6 KB

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  1. #ifndef FIX50SP1_MARKETDEFINITIONUPDATEREPORT_H
  2. #define FIX50SP1_MARKETDEFINITIONUPDATEREPORT_H
  3. #include "Message.h"
  4. namespace FIX50SP1
  5. {
  6. class MarketDefinitionUpdateReport : public Message
  7. {
  8. public:
  9. MarketDefinitionUpdateReport() : Message(MsgType()) {}
  10. MarketDefinitionUpdateReport(const FIX::Message& m) : Message(m) {}
  11. MarketDefinitionUpdateReport(const Message& m) : Message(m) {}
  12. MarketDefinitionUpdateReport(const MarketDefinitionUpdateReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("BV"); }
  14. MarketDefinitionUpdateReport(
  15. const FIX::MarketReportID& aMarketReportID,
  16. const FIX::MarketID& aMarketID )
  17. : Message(MsgType())
  18. {
  19. set(aMarketReportID);
  20. set(aMarketID);
  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::MarketReportID);
  27. FIELD_SET(*this, FIX::MarketReqID);
  28. FIELD_SET(*this, FIX::MarketUpdateAction);
  29. FIELD_SET(*this, FIX::MarketID);
  30. FIELD_SET(*this, FIX::MarketSegmentID);
  31. FIELD_SET(*this, FIX::MarketSegmentDesc);
  32. FIELD_SET(*this, FIX::EncodedMktSegmDescLen);
  33. FIELD_SET(*this, FIX::EncodedMktSegmDesc);
  34. FIELD_SET(*this, FIX::ParentMktSegmID);
  35. FIELD_SET(*this, FIX::Currency);
  36. FIELD_SET(*this, FIX::ExpirationCycle);
  37. FIELD_SET(*this, FIX::MinTradeVol);
  38. FIELD_SET(*this, FIX::MaxTradeVol);
  39. FIELD_SET(*this, FIX::MaxPriceVariation);
  40. FIELD_SET(*this, FIX::ImpliedMarketIndicator);
  41. FIELD_SET(*this, FIX::TradingCurrency);
  42. FIELD_SET(*this, FIX::RoundLot);
  43. FIELD_SET(*this, FIX::MultilegModel);
  44. FIELD_SET(*this, FIX::MultilegPriceMethod);
  45. FIELD_SET(*this, FIX::PriceType);
  46. FIELD_SET(*this, FIX::NoOrdTypeRules);
  47. class NoOrdTypeRules: public FIX::Group
  48. {
  49. public:
  50. NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {}
  51. FIELD_SET(*this, FIX::OrdType);
  52. };
  53. FIELD_SET(*this, FIX::NoTimeInForceRules);
  54. class NoTimeInForceRules: public FIX::Group
  55. {
  56. public:
  57. NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {}
  58. FIELD_SET(*this, FIX::TimeInForce);
  59. };
  60. FIELD_SET(*this, FIX::NoExecInstRules);
  61. class NoExecInstRules: public FIX::Group
  62. {
  63. public:
  64. NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {}
  65. FIELD_SET(*this, FIX::ExecInstValue);
  66. };
  67. FIELD_SET(*this, FIX::TransactTime);
  68. FIELD_SET(*this, FIX::Text);
  69. FIELD_SET(*this, FIX::EncodedTextLen);
  70. FIELD_SET(*this, FIX::EncodedText);
  71. };
  72. }
  73. #endif