104 lines
3.5 KiB
C++
104 lines
3.5 KiB
C++
#ifndef FIX50_ALLOCATIONREPORTACK_H
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#define FIX50_ALLOCATIONREPORTACK_H
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#include "Message.h"
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namespace FIX50
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{
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class AllocationReportAck : public Message
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{
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public:
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AllocationReportAck() : Message(MsgType()) {}
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AllocationReportAck(const FIX::Message& m) : Message(m) {}
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AllocationReportAck(const Message& m) : Message(m) {}
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AllocationReportAck(const AllocationReportAck& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("AT"); }
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AllocationReportAck(
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const FIX::AllocReportID& aAllocReportID,
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const FIX::AllocID& aAllocID )
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: Message(MsgType())
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{
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set(aAllocReportID);
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set(aAllocID);
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}
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FIELD_SET(*this, FIX::AllocReportID);
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FIELD_SET(*this, FIX::AllocID);
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FIELD_SET(*this, FIX::ClearingBusinessDate);
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FIELD_SET(*this, FIX::AvgPxIndicator);
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FIELD_SET(*this, FIX::Quantity);
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FIELD_SET(*this, FIX::AllocTransType);
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FIELD_SET(*this, FIX::NoPartyIDs);
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class NoPartyIDs: public FIX::Group
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{
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public:
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NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
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FIELD_SET(*this, FIX::PartyID);
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FIELD_SET(*this, FIX::PartyIDSource);
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FIELD_SET(*this, FIX::PartyRole);
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FIELD_SET(*this, FIX::NoPartySubIDs);
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class NoPartySubIDs: public FIX::Group
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{
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public:
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NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
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FIELD_SET(*this, FIX::PartySubID);
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FIELD_SET(*this, FIX::PartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::SecondaryAllocID);
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FIELD_SET(*this, FIX::TradeDate);
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::AllocStatus);
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FIELD_SET(*this, FIX::AllocRejCode);
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FIELD_SET(*this, FIX::AllocReportType);
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FIELD_SET(*this, FIX::AllocIntermedReqType);
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FIELD_SET(*this, FIX::MatchStatus);
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FIELD_SET(*this, FIX::Product);
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FIELD_SET(*this, FIX::SecurityType);
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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::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(79,661,366,1047,467,776,539,161,360,361,989,993,992,80,0)) {}
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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::AllocPrice);
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FIELD_SET(*this, FIX::AllocPositionEffect);
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FIELD_SET(*this, FIX::IndividualAllocID);
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FIELD_SET(*this, FIX::IndividualAllocRejCode);
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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::AllocText);
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FIELD_SET(*this, FIX::EncodedAllocTextLen);
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FIELD_SET(*this, FIX::EncodedAllocText);
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FIELD_SET(*this, FIX::SecondaryIndividualAllocID);
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FIELD_SET(*this, FIX::AllocCustomerCapacity);
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FIELD_SET(*this, FIX::IndividualAllocType);
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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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