John Colvin
fc1ae2e5cb
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.
250 lines
9.7 KiB
C++
250 lines
9.7 KiB
C++
#ifndef FIX44_TRADECAPTUREREPORTACK_H
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#define FIX44_TRADECAPTUREREPORTACK_H
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#include "Message.h"
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namespace FIX44
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{
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class TradeCaptureReportAck : public Message
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{
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public:
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TradeCaptureReportAck() : Message(MsgType()) {}
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TradeCaptureReportAck(const FIX::Message& m) : Message(m) {}
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TradeCaptureReportAck(const Message& m) : Message(m) {}
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TradeCaptureReportAck(const TradeCaptureReportAck& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("AR"); }
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TradeCaptureReportAck(
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const FIX::TradeReportID& aTradeReportID,
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const FIX::ExecType& aExecType )
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: Message(MsgType())
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{
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set(aTradeReportID);
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set(aExecType);
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}
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FIELD_SET(*this, FIX::TradeReportID);
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FIELD_SET(*this, FIX::TradeReportTransType);
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FIELD_SET(*this, FIX::TradeReportType);
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FIELD_SET(*this, FIX::TrdType);
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FIELD_SET(*this, FIX::TrdSubType);
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FIELD_SET(*this, FIX::SecondaryTrdType);
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FIELD_SET(*this, FIX::TransferReason);
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FIELD_SET(*this, FIX::ExecType);
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FIELD_SET(*this, FIX::TradeReportRefID);
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FIELD_SET(*this, FIX::SecondaryTradeReportRefID);
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FIELD_SET(*this, FIX::TrdRptStatus);
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FIELD_SET(*this, FIX::TradeReportRejectReason);
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FIELD_SET(*this, FIX::SecondaryTradeReportID);
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FIELD_SET(*this, FIX::SubscriptionRequestType);
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FIELD_SET(*this, FIX::TradeLinkID);
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FIELD_SET(*this, FIX::TrdMatchID);
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FIELD_SET(*this, FIX::ExecID);
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FIELD_SET(*this, FIX::SecondaryExecID);
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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::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::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::SecuritySubType);
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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::PutOrCall);
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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::StrikeCurrency);
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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::Pool);
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FIELD_SET(*this, FIX::ContractSettlMonth);
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FIELD_SET(*this, FIX::CPProgram);
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FIELD_SET(*this, FIX::CPRegType);
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FIELD_SET(*this, FIX::NoEvents);
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class NoEvents: public FIX::Group
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{
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public:
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NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {}
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FIELD_SET(*this, FIX::EventType);
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FIELD_SET(*this, FIX::EventDate);
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FIELD_SET(*this, FIX::EventPx);
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FIELD_SET(*this, FIX::EventText);
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};
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FIELD_SET(*this, FIX::DatedDate);
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FIELD_SET(*this, FIX::InterestAccrualDate);
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::NoTrdRegTimestamps);
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class NoTrdRegTimestamps: public FIX::Group
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{
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public:
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NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,0)) {}
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FIELD_SET(*this, FIX::TrdRegTimestamp);
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FIELD_SET(*this, FIX::TrdRegTimestampType);
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FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
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};
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FIELD_SET(*this, FIX::ResponseTransportType);
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FIELD_SET(*this, FIX::ResponseDestination);
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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::NoLegs);
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class NoLegs: public FIX::Group
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{
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public:
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NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,687,690,683,564,565,539,654,566,587,588,637,0)) {}
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FIELD_SET(*this, FIX::LegSymbol);
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FIELD_SET(*this, FIX::LegSymbolSfx);
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FIELD_SET(*this, FIX::LegSecurityID);
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FIELD_SET(*this, FIX::LegSecurityIDSource);
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FIELD_SET(*this, FIX::NoLegSecurityAltID);
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class NoLegSecurityAltID: public FIX::Group
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{
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public:
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NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {}
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FIELD_SET(*this, FIX::LegSecurityAltID);
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FIELD_SET(*this, FIX::LegSecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::LegProduct);
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FIELD_SET(*this, FIX::LegCFICode);
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FIELD_SET(*this, FIX::LegSecurityType);
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FIELD_SET(*this, FIX::LegSecuritySubType);
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FIELD_SET(*this, FIX::LegMaturityMonthYear);
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FIELD_SET(*this, FIX::LegMaturityDate);
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FIELD_SET(*this, FIX::LegCouponPaymentDate);
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FIELD_SET(*this, FIX::LegIssueDate);
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FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::LegRepurchaseTerm);
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FIELD_SET(*this, FIX::LegRepurchaseRate);
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FIELD_SET(*this, FIX::LegFactor);
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FIELD_SET(*this, FIX::LegCreditRating);
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FIELD_SET(*this, FIX::LegInstrRegistry);
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FIELD_SET(*this, FIX::LegCountryOfIssue);
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FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LegLocaleOfIssue);
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FIELD_SET(*this, FIX::LegRedemptionDate);
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FIELD_SET(*this, FIX::LegStrikePrice);
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FIELD_SET(*this, FIX::LegStrikeCurrency);
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FIELD_SET(*this, FIX::LegOptAttribute);
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FIELD_SET(*this, FIX::LegContractMultiplier);
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FIELD_SET(*this, FIX::LegCouponRate);
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FIELD_SET(*this, FIX::LegSecurityExchange);
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FIELD_SET(*this, FIX::LegIssuer);
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FIELD_SET(*this, FIX::EncodedLegIssuerLen);
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FIELD_SET(*this, FIX::EncodedLegIssuer);
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FIELD_SET(*this, FIX::LegSecurityDesc);
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FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
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FIELD_SET(*this, FIX::LegRatioQty);
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FIELD_SET(*this, FIX::LegSide);
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FIELD_SET(*this, FIX::LegCurrency);
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FIELD_SET(*this, FIX::LegPool);
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FIELD_SET(*this, FIX::LegDatedDate);
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FIELD_SET(*this, FIX::LegContractSettlMonth);
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FIELD_SET(*this, FIX::LegInterestAccrualDate);
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FIELD_SET(*this, FIX::LegQty);
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FIELD_SET(*this, FIX::LegSwapType);
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FIELD_SET(*this, FIX::NoLegStipulations);
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class NoLegStipulations: public FIX::Group
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{
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public:
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NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
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FIELD_SET(*this, FIX::LegStipulationType);
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FIELD_SET(*this, FIX::LegStipulationValue);
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};
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FIELD_SET(*this, FIX::LegPositionEffect);
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FIELD_SET(*this, FIX::LegCoveredOrUncovered);
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FIELD_SET(*this, FIX::NoNestedPartyIDs);
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class NoNestedPartyIDs: public FIX::Group
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{
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public:
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NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
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FIELD_SET(*this, FIX::NestedPartyID);
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FIELD_SET(*this, FIX::NestedPartyIDSource);
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FIELD_SET(*this, FIX::NestedPartyRole);
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FIELD_SET(*this, FIX::NoNestedPartySubIDs);
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class NoNestedPartySubIDs: public FIX::Group
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{
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public:
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NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
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FIELD_SET(*this, FIX::NestedPartySubID);
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FIELD_SET(*this, FIX::NestedPartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::LegRefID);
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FIELD_SET(*this, FIX::LegPrice);
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FIELD_SET(*this, FIX::LegSettlType);
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FIELD_SET(*this, FIX::LegSettlDate);
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FIELD_SET(*this, FIX::LegLastPx);
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};
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FIELD_SET(*this, FIX::ClearingFeeIndicator);
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FIELD_SET(*this, FIX::OrderCapacity);
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FIELD_SET(*this, FIX::OrderRestrictions);
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FIELD_SET(*this, FIX::CustOrderCapacity);
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FIELD_SET(*this, FIX::Account);
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FIELD_SET(*this, FIX::AcctIDSource);
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FIELD_SET(*this, FIX::AccountType);
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FIELD_SET(*this, FIX::PositionEffect);
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FIELD_SET(*this, FIX::PreallocMethod);
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FIELD_SET(*this, FIX::NoAllocs);
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class NoAllocs: public FIX::Group
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{
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public:
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NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,756,80,0)) {}
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FIELD_SET(*this, FIX::AllocAccount);
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FIELD_SET(*this, FIX::AllocAcctIDSource);
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FIELD_SET(*this, FIX::AllocSettlCurrency);
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FIELD_SET(*this, FIX::IndividualAllocID);
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FIELD_SET(*this, FIX::NoNested2PartyIDs);
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class NoNested2PartyIDs: public FIX::Group
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{
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public:
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NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
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FIELD_SET(*this, FIX::Nested2PartyID);
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FIELD_SET(*this, FIX::Nested2PartyIDSource);
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FIELD_SET(*this, FIX::Nested2PartyRole);
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FIELD_SET(*this, FIX::NoNested2PartySubIDs);
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class NoNested2PartySubIDs: public FIX::Group
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{
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public:
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NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
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FIELD_SET(*this, FIX::Nested2PartySubID);
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FIELD_SET(*this, FIX::Nested2PartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::AllocQty);
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};
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};
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}
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#endif
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