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.
136 lines
4.9 KiB
C++
136 lines
4.9 KiB
C++
#ifndef FIX50_TRADINGSESSIONSTATUS_H
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#define FIX50_TRADINGSESSIONSTATUS_H
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#include "Message.h"
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namespace FIX50
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{
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class TradingSessionStatus : public Message
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{
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public:
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TradingSessionStatus() : Message(MsgType()) {}
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TradingSessionStatus(const FIX::Message& m) : Message(m) {}
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TradingSessionStatus(const Message& m) : Message(m) {}
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TradingSessionStatus(const TradingSessionStatus& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("h"); }
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TradingSessionStatus(
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const FIX::TradingSessionID& aTradingSessionID,
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const FIX::TradSesStatus& aTradSesStatus )
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: Message(MsgType())
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{
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set(aTradingSessionID);
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set(aTradSesStatus);
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}
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FIELD_SET(*this, FIX::TradSesReqID);
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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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FIELD_SET(*this, FIX::TradSesMethod);
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FIELD_SET(*this, FIX::TradSesMode);
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FIELD_SET(*this, FIX::UnsolicitedIndicator);
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FIELD_SET(*this, FIX::TradSesStatus);
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FIELD_SET(*this, FIX::TradSesStatusRejReason);
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FIELD_SET(*this, FIX::TradSesStartTime);
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FIELD_SET(*this, FIX::TradSesOpenTime);
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FIELD_SET(*this, FIX::TradSesPreCloseTime);
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FIELD_SET(*this, FIX::TradSesCloseTime);
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FIELD_SET(*this, FIX::TradSesEndTime);
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FIELD_SET(*this, FIX::TotalVolumeTraded);
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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::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::MaturityTime);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::SettleOnOpenFlag);
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FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
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FIELD_SET(*this, FIX::SecurityStatus);
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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::StrikeMultiplier);
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FIELD_SET(*this, FIX::StrikeValue);
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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::MinPriceIncrement);
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FIELD_SET(*this, FIX::UnitOfMeasure);
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FIELD_SET(*this, FIX::TimeUnit);
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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::PositionLimit);
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FIELD_SET(*this, FIX::NTPositionLimit);
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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::NoInstrumentParties);
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class NoInstrumentParties: public FIX::Group
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{
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public:
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NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {}
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FIELD_SET(*this, FIX::InstrumentPartyID);
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FIELD_SET(*this, FIX::InstrumentPartyIDSource);
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FIELD_SET(*this, FIX::InstrumentPartyRole);
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FIELD_SET(*this, FIX::NoInstrumentPartySubIDs);
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class NoInstrumentPartySubIDs: public FIX::Group
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{
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public:
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NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {}
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FIELD_SET(*this, FIX::InstrumentPartySubID);
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FIELD_SET(*this, FIX::InstrumentPartySubIDType);
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};
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};
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};
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}
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#endif
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