113 lines
3.6 KiB
C++
113 lines
3.6 KiB
C++
#ifndef FIX43_IOI_H
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#define FIX43_IOI_H
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#include "Message.h"
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namespace FIX43
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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::Side& aSide,
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const FIX::IOIQty& aIOIQty )
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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(aSide);
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set(aIOIQty);
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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::SecurityIDSource);
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FIELD_SET(*this, FIX::Product);
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FIELD_SET(*this, FIX::CFICode);
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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::MaturityDate);
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FIELD_SET(*this, FIX::CouponPaymentDate);
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FIELD_SET(*this, FIX::IssueDate);
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FIELD_SET(*this, FIX::RepoCollateralSecurityType);
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FIELD_SET(*this, FIX::RepurchaseTerm);
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FIELD_SET(*this, FIX::RepurchaseRate);
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FIELD_SET(*this, FIX::Factor);
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FIELD_SET(*this, FIX::CreditRating);
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FIELD_SET(*this, FIX::InstrRegistry);
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FIELD_SET(*this, FIX::CountryOfIssue);
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FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LocaleOfIssue);
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FIELD_SET(*this, FIX::RedemptionDate);
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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::NoSecurityAltID);
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class NoSecurityAltID: public FIX::Group
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{
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public:
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NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
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FIELD_SET(*this, FIX::SecurityAltID);
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FIELD_SET(*this, FIX::SecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::Side);
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FIELD_SET(*this, FIX::QuantityType);
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FIELD_SET(*this, FIX::IOIQty);
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FIELD_SET(*this, FIX::PriceType);
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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::Spread);
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FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
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FIELD_SET(*this, FIX::BenchmarkCurveName);
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FIELD_SET(*this, FIX::BenchmarkCurvePoint);
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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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