99 lines
3.3 KiB
C++
99 lines
3.3 KiB
C++
#ifndef FIX50SP1_BIDREQUEST_H
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#define FIX50SP1_BIDREQUEST_H
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#include "Message.h"
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namespace FIX50SP1
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{
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class BidRequest : public Message
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{
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public:
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BidRequest() : Message(MsgType()) {}
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BidRequest(const FIX::Message& m) : Message(m) {}
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BidRequest(const Message& m) : Message(m) {}
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BidRequest(const BidRequest& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("k"); }
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BidRequest(
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const FIX::ClientBidID& aClientBidID,
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const FIX::BidRequestTransType& aBidRequestTransType,
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const FIX::TotNoRelatedSym& aTotNoRelatedSym,
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const FIX::BidType& aBidType,
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const FIX::BidTradeType& aBidTradeType,
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const FIX::BasisPxType& aBasisPxType )
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: Message(MsgType())
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{
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set(aClientBidID);
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set(aBidRequestTransType);
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set(aTotNoRelatedSym);
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set(aBidType);
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set(aBidTradeType);
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set(aBasisPxType);
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}
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FIELD_SET(*this, FIX::BidID);
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FIELD_SET(*this, FIX::ClientBidID);
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FIELD_SET(*this, FIX::BidRequestTransType);
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FIELD_SET(*this, FIX::ListName);
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FIELD_SET(*this, FIX::TotNoRelatedSym);
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FIELD_SET(*this, FIX::BidType);
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FIELD_SET(*this, FIX::NumTickets);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::SideValue1);
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FIELD_SET(*this, FIX::SideValue2);
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FIELD_SET(*this, FIX::NoBidDescriptors);
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class NoBidDescriptors: public FIX::Group
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{
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public:
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NoBidDescriptors() : FIX::Group(398,399,FIX::message_order(399,400,401,404,441,402,403,405,406,407,408,0)) {}
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FIELD_SET(*this, FIX::BidDescriptorType);
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FIELD_SET(*this, FIX::BidDescriptor);
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FIELD_SET(*this, FIX::SideValueInd);
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FIELD_SET(*this, FIX::LiquidityValue);
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FIELD_SET(*this, FIX::LiquidityNumSecurities);
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FIELD_SET(*this, FIX::LiquidityPctLow);
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FIELD_SET(*this, FIX::LiquidityPctHigh);
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FIELD_SET(*this, FIX::EFPTrackingError);
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FIELD_SET(*this, FIX::FairValue);
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FIELD_SET(*this, FIX::OutsideIndexPct);
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FIELD_SET(*this, FIX::ValueOfFutures);
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};
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FIELD_SET(*this, FIX::NoBidComponents);
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class NoBidComponents: public FIX::Group
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{
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public:
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NoBidComponents() : FIX::Group(420,66,FIX::message_order(66,54,336,625,430,63,64,1,660,0)) {}
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FIELD_SET(*this, FIX::ListID);
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FIELD_SET(*this, FIX::Side);
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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::NetGrossInd);
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FIELD_SET(*this, FIX::SettlType);
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FIELD_SET(*this, FIX::SettlDate);
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FIELD_SET(*this, FIX::Account);
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FIELD_SET(*this, FIX::AcctIDSource);
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};
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FIELD_SET(*this, FIX::LiquidityIndType);
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FIELD_SET(*this, FIX::WtAverageLiquidity);
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FIELD_SET(*this, FIX::ExchangeForPhysical);
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FIELD_SET(*this, FIX::OutMainCntryUIndex);
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FIELD_SET(*this, FIX::CrossPercent);
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FIELD_SET(*this, FIX::ProgRptReqs);
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FIELD_SET(*this, FIX::ProgPeriodInterval);
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FIELD_SET(*this, FIX::IncTaxInd);
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FIELD_SET(*this, FIX::ForexReq);
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FIELD_SET(*this, FIX::NumBidders);
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FIELD_SET(*this, FIX::TradeDate);
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FIELD_SET(*this, FIX::BidTradeType);
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FIELD_SET(*this, FIX::BasisPxType);
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FIELD_SET(*this, FIX::StrikeTime);
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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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};
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}
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#endif
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