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externals/linux/include/quickfix/fix44/Confirmation.h
T
John Colvin fc1ae2e5cb Upgrade linux quickfix 
WARNING: This is NOT an official release.  As of 12/10/21 20:23, the
latest release of the quickfix lib (1.15.1) does not support c++17
(the FIX::Application class has fns with dynamic exceptions).  This
commit upgrades to a more recent (unreleased) build which supports
c++17.
2021-12-12 15:56:55 -05:00

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#ifndef FIX44_CONFIRMATION_H
#define FIX44_CONFIRMATION_H
#include "Message.h"
namespace FIX44
{
class Confirmation : public Message
{
public:
Confirmation() : Message(MsgType()) {}
Confirmation(const FIX::Message& m) : Message(m) {}
Confirmation(const Message& m) : Message(m) {}
Confirmation(const Confirmation& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("AK"); }
Confirmation(
const FIX::ConfirmID& aConfirmID,
const FIX::ConfirmTransType& aConfirmTransType,
const FIX::ConfirmType& aConfirmType,
const FIX::ConfirmStatus& aConfirmStatus,
const FIX::TransactTime& aTransactTime,
const FIX::TradeDate& aTradeDate,
const FIX::AllocQty& aAllocQty,
const FIX::Side& aSide,
const FIX::AllocAccount& aAllocAccount,
const FIX::AvgPx& aAvgPx,
const FIX::GrossTradeAmt& aGrossTradeAmt,
const FIX::NetMoney& aNetMoney )
: Message(MsgType())
{
set(aConfirmID);
set(aConfirmTransType);
set(aConfirmType);
set(aConfirmStatus);
set(aTransactTime);
set(aTradeDate);
set(aAllocQty);
set(aSide);
set(aAllocAccount);
set(aAvgPx);
set(aGrossTradeAmt);
set(aNetMoney);
}
FIELD_SET(*this, FIX::ConfirmID);
FIELD_SET(*this, FIX::ConfirmRefID);
FIELD_SET(*this, FIX::ConfirmReqID);
FIELD_SET(*this, FIX::ConfirmTransType);
FIELD_SET(*this, FIX::ConfirmType);
FIELD_SET(*this, FIX::CopyMsgIndicator);
FIELD_SET(*this, FIX::LegalConfirm);
FIELD_SET(*this, FIX::ConfirmStatus);
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::NoOrders);
class NoOrders: public FIX::Group
{
public:
NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,756,38,799,800,0)) {}
FIELD_SET(*this, FIX::ClOrdID);
FIELD_SET(*this, FIX::OrderID);
FIELD_SET(*this, FIX::SecondaryOrderID);
FIELD_SET(*this, FIX::SecondaryClOrdID);
FIELD_SET(*this, FIX::ListID);
FIELD_SET(*this, FIX::NoNested2PartyIDs);
class NoNested2PartyIDs: public FIX::Group
{
public:
NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
FIELD_SET(*this, FIX::Nested2PartyID);
FIELD_SET(*this, FIX::Nested2PartyIDSource);
FIELD_SET(*this, FIX::Nested2PartyRole);
FIELD_SET(*this, FIX::NoNested2PartySubIDs);
class NoNested2PartySubIDs: public FIX::Group
{
public:
NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
FIELD_SET(*this, FIX::Nested2PartySubID);
FIELD_SET(*this, FIX::Nested2PartySubIDType);
};
};
FIELD_SET(*this, FIX::OrderQty);
FIELD_SET(*this, FIX::OrderAvgPx);
FIELD_SET(*this, FIX::OrderBookingQty);
};
FIELD_SET(*this, FIX::AllocID);
FIELD_SET(*this, FIX::SecondaryAllocID);
FIELD_SET(*this, FIX::IndividualAllocID);
FIELD_SET(*this, FIX::TransactTime);
FIELD_SET(*this, FIX::TradeDate);
FIELD_SET(*this, FIX::NoTrdRegTimestamps);
class NoTrdRegTimestamps: public FIX::Group
{
public:
NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,0)) {}
FIELD_SET(*this, FIX::TrdRegTimestamp);
FIELD_SET(*this, FIX::TrdRegTimestampType);
FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
};
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::SecurityIDSource);
FIELD_SET(*this, FIX::NoSecurityAltID);
class NoSecurityAltID: public FIX::Group
{
public:
NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
FIELD_SET(*this, FIX::SecurityAltID);
FIELD_SET(*this, FIX::SecurityAltIDSource);
};
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::NoEvents);
class NoEvents: public FIX::Group
{
public:
NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {}
FIELD_SET(*this, FIX::EventType);
FIELD_SET(*this, FIX::EventDate);
FIELD_SET(*this, FIX::EventPx);
FIELD_SET(*this, FIX::EventText);
};
FIELD_SET(*this, FIX::DatedDate);
FIELD_SET(*this, FIX::InterestAccrualDate);
FIELD_SET(*this, FIX::DeliveryForm);
FIELD_SET(*this, FIX::PctAtRisk);
FIELD_SET(*this, FIX::NoInstrAttrib);
class NoInstrAttrib: public FIX::Group
{
public:
NoInstrAttrib() : FIX::Group(870,871,FIX::message_order(871,872,0)) {}
FIELD_SET(*this, FIX::InstrAttribType);
FIELD_SET(*this, FIX::InstrAttribValue);
};
FIELD_SET(*this, FIX::AgreementDesc);
FIELD_SET(*this, FIX::AgreementID);
FIELD_SET(*this, FIX::AgreementDate);
FIELD_SET(*this, FIX::AgreementCurrency);
FIELD_SET(*this, FIX::TerminationType);
FIELD_SET(*this, FIX::StartDate);
FIELD_SET(*this, FIX::EndDate);
FIELD_SET(*this, FIX::DeliveryType);
FIELD_SET(*this, FIX::MarginRatio);
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::NoUnderlyingSecurityAltID);
class NoUnderlyingSecurityAltID: public FIX::Group
{
public:
NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
};
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::NoUnderlyingStips);
class NoUnderlyingStips: public FIX::Group
{
public:
NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {}
FIELD_SET(*this, FIX::UnderlyingStipType);
FIELD_SET(*this, FIX::UnderlyingStipValue);
};
};
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::NoLegSecurityAltID);
class NoLegSecurityAltID: public FIX::Group
{
public:
NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {}
FIELD_SET(*this, FIX::LegSecurityAltID);
FIELD_SET(*this, FIX::LegSecurityAltIDSource);
};
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::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::AllocQty);
FIELD_SET(*this, FIX::QtyType);
FIELD_SET(*this, FIX::Side);
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::LastMkt);
FIELD_SET(*this, FIX::NoCapacities);
class NoCapacities: public FIX::Group
{
public:
NoCapacities() : FIX::Group(862,528,FIX::message_order(528,529,863,0)) {}
FIELD_SET(*this, FIX::OrderCapacity);
FIELD_SET(*this, FIX::OrderRestrictions);
FIELD_SET(*this, FIX::OrderCapacityQty);
};
FIELD_SET(*this, FIX::AllocAccount);
FIELD_SET(*this, FIX::AllocAcctIDSource);
FIELD_SET(*this, FIX::AllocAccountType);
FIELD_SET(*this, FIX::AvgPx);
FIELD_SET(*this, FIX::AvgPxPrecision);
FIELD_SET(*this, FIX::PriceType);
FIELD_SET(*this, FIX::AvgParPx);
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::ReportedPx);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
FIELD_SET(*this, FIX::ProcessCode);
FIELD_SET(*this, FIX::GrossTradeAmt);
FIELD_SET(*this, FIX::NumDaysInterest);
FIELD_SET(*this, FIX::ExDate);
FIELD_SET(*this, FIX::AccruedInterestRate);
FIELD_SET(*this, FIX::AccruedInterestAmt);
FIELD_SET(*this, FIX::InterestAtMaturity);
FIELD_SET(*this, FIX::EndAccruedInterestAmt);
FIELD_SET(*this, FIX::StartCash);
FIELD_SET(*this, FIX::EndCash);
FIELD_SET(*this, FIX::Concession);
FIELD_SET(*this, FIX::TotalTakedown);
FIELD_SET(*this, FIX::NetMoney);
FIELD_SET(*this, FIX::MaturityNetMoney);
FIELD_SET(*this, FIX::SettlCurrAmt);
FIELD_SET(*this, FIX::SettlCurrency);
FIELD_SET(*this, FIX::SettlCurrFxRate);
FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
FIELD_SET(*this, FIX::SettlType);
FIELD_SET(*this, FIX::SettlDate);
FIELD_SET(*this, FIX::SettlDeliveryType);
FIELD_SET(*this, FIX::StandInstDbType);
FIELD_SET(*this, FIX::StandInstDbName);
FIELD_SET(*this, FIX::StandInstDbID);
FIELD_SET(*this, FIX::NoDlvyInst);
class NoDlvyInst: public FIX::Group
{
public:
NoDlvyInst() : FIX::Group(85,165,FIX::message_order(165,787,781,0)) {}
FIELD_SET(*this, FIX::SettlInstSource);
FIELD_SET(*this, FIX::DlvyInstType);
FIELD_SET(*this, FIX::NoSettlPartyIDs);
class NoSettlPartyIDs: public FIX::Group
{
public:
NoSettlPartyIDs() : FIX::Group(781,782,FIX::message_order(782,783,784,801,0)) {}
FIELD_SET(*this, FIX::SettlPartyID);
FIELD_SET(*this, FIX::SettlPartyIDSource);
FIELD_SET(*this, FIX::SettlPartyRole);
FIELD_SET(*this, FIX::NoSettlPartySubIDs);
class NoSettlPartySubIDs: public FIX::Group
{
public:
NoSettlPartySubIDs() : FIX::Group(801,785,FIX::message_order(785,786,0)) {}
FIELD_SET(*this, FIX::SettlPartySubID);
FIELD_SET(*this, FIX::SettlPartySubIDType);
};
};
};
FIELD_SET(*this, FIX::Commission);
FIELD_SET(*this, FIX::CommType);
FIELD_SET(*this, FIX::CommCurrency);
FIELD_SET(*this, FIX::FundRenewWaiv);
FIELD_SET(*this, FIX::SharedCommission);
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::NoMiscFees);
class NoMiscFees: public FIX::Group
{
public:
NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
FIELD_SET(*this, FIX::MiscFeeAmt);
FIELD_SET(*this, FIX::MiscFeeCurr);
FIELD_SET(*this, FIX::MiscFeeType);
FIELD_SET(*this, FIX::MiscFeeBasis);
};
};
}
#endif
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