89 lines
2.6 KiB
C++
89 lines
2.6 KiB
C++
#ifndef FIX42_IOI_H
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#define FIX42_IOI_H
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#include "Message.h"
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namespace FIX42
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{
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class IOI : public Message
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{
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public:
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IOI() : Message(MsgType()) {}
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IOI(const FIX::Message& m) : Message(m) {}
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IOI(const Message& m) : Message(m) {}
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IOI(const IOI& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("6"); }
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IOI(
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const FIX::IOIid& aIOIid,
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const FIX::IOITransType& aIOITransType,
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const FIX::Symbol& aSymbol,
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const FIX::Side& aSide,
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const FIX::IOIShares& aIOIShares )
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: Message(MsgType())
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{
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set(aIOIid);
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set(aIOITransType);
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set(aSymbol);
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set(aSide);
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set(aIOIShares);
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}
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FIELD_SET(*this, FIX::IOIid);
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FIELD_SET(*this, FIX::IOITransType);
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FIELD_SET(*this, FIX::IOIRefID);
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FIELD_SET(*this, FIX::Symbol);
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FIELD_SET(*this, FIX::SymbolSfx);
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FIELD_SET(*this, FIX::SecurityID);
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FIELD_SET(*this, FIX::IDSource);
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FIELD_SET(*this, FIX::SecurityType);
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FIELD_SET(*this, FIX::MaturityMonthYear);
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FIELD_SET(*this, FIX::MaturityDay);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::StrikePrice);
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FIELD_SET(*this, FIX::OptAttribute);
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FIELD_SET(*this, FIX::ContractMultiplier);
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FIELD_SET(*this, FIX::CouponRate);
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FIELD_SET(*this, FIX::SecurityExchange);
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FIELD_SET(*this, FIX::Issuer);
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FIELD_SET(*this, FIX::EncodedIssuerLen);
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FIELD_SET(*this, FIX::EncodedIssuer);
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FIELD_SET(*this, FIX::SecurityDesc);
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FIELD_SET(*this, FIX::EncodedSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedSecurityDesc);
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FIELD_SET(*this, FIX::Side);
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FIELD_SET(*this, FIX::IOIShares);
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FIELD_SET(*this, FIX::Price);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::ValidUntilTime);
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FIELD_SET(*this, FIX::IOIQltyInd);
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FIELD_SET(*this, FIX::IOINaturalFlag);
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FIELD_SET(*this, FIX::Text);
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FIELD_SET(*this, FIX::EncodedTextLen);
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FIELD_SET(*this, FIX::EncodedText);
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::URLLink);
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FIELD_SET(*this, FIX::SpreadToBenchmark);
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FIELD_SET(*this, FIX::Benchmark);
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FIELD_SET(*this, FIX::NoIOIQualifiers);
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class NoIOIQualifiers: public FIX::Group
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{
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public:
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NoIOIQualifiers() : FIX::Group(199,104,FIX::message_order(104,0)) {}
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FIELD_SET(*this, FIX::IOIQualifier);
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};
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FIELD_SET(*this, FIX::NoRoutingIDs);
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class NoRoutingIDs: public FIX::Group
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{
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public:
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NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {}
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FIELD_SET(*this, FIX::RoutingType);
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FIELD_SET(*this, FIX::RoutingID);
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};
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};
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}
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#endif
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