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.
102 lines
3.3 KiB
C++
102 lines
3.3 KiB
C++
#ifndef FIX50SP1_MARKETDEFINITION_H
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#define FIX50SP1_MARKETDEFINITION_H
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#include "Message.h"
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namespace FIX50SP1
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{
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class MarketDefinition : public Message
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{
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public:
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MarketDefinition() : Message(MsgType()) {}
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MarketDefinition(const FIX::Message& m) : Message(m) {}
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MarketDefinition(const Message& m) : Message(m) {}
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MarketDefinition(const MarketDefinition& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("BU"); }
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MarketDefinition(
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const FIX::MarketReportID& aMarketReportID,
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const FIX::MarketID& aMarketID )
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: Message(MsgType())
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{
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set(aMarketReportID);
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set(aMarketID);
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}
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FIELD_SET(*this, FIX::ApplID);
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FIELD_SET(*this, FIX::ApplSeqNum);
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FIELD_SET(*this, FIX::ApplLastSeqNum);
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FIELD_SET(*this, FIX::ApplResendFlag);
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FIELD_SET(*this, FIX::MarketReportID);
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FIELD_SET(*this, FIX::MarketReqID);
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FIELD_SET(*this, FIX::MarketID);
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FIELD_SET(*this, FIX::MarketSegmentID);
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FIELD_SET(*this, FIX::MarketSegmentDesc);
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FIELD_SET(*this, FIX::EncodedMktSegmDescLen);
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FIELD_SET(*this, FIX::EncodedMktSegmDesc);
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FIELD_SET(*this, FIX::ParentMktSegmID);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::NoTickRules);
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class NoTickRules: public FIX::Group
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{
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public:
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NoTickRules() : FIX::Group(1205,1206,FIX::message_order(1206,1207,1208,1209,0)) {}
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FIELD_SET(*this, FIX::StartTickPriceRange);
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FIELD_SET(*this, FIX::EndTickPriceRange);
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FIELD_SET(*this, FIX::TickIncrement);
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FIELD_SET(*this, FIX::TickRuleType);
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};
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FIELD_SET(*this, FIX::NoLotTypeRules);
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class NoLotTypeRules: public FIX::Group
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{
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public:
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NoLotTypeRules() : FIX::Group(1234,1093,FIX::message_order(1093,1231,0)) {}
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FIELD_SET(*this, FIX::LotType);
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FIELD_SET(*this, FIX::MinLotSize);
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};
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FIELD_SET(*this, FIX::PriceLimitType);
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FIELD_SET(*this, FIX::LowLimitPrice);
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FIELD_SET(*this, FIX::HighLimitPrice);
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FIELD_SET(*this, FIX::TradingReferencePrice);
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FIELD_SET(*this, FIX::ExpirationCycle);
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FIELD_SET(*this, FIX::MinTradeVol);
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FIELD_SET(*this, FIX::MaxTradeVol);
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FIELD_SET(*this, FIX::MaxPriceVariation);
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FIELD_SET(*this, FIX::ImpliedMarketIndicator);
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FIELD_SET(*this, FIX::TradingCurrency);
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FIELD_SET(*this, FIX::RoundLot);
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FIELD_SET(*this, FIX::MultilegModel);
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FIELD_SET(*this, FIX::MultilegPriceMethod);
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FIELD_SET(*this, FIX::PriceType);
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FIELD_SET(*this, FIX::NoOrdTypeRules);
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class NoOrdTypeRules: public FIX::Group
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{
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public:
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NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {}
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FIELD_SET(*this, FIX::OrdType);
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};
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FIELD_SET(*this, FIX::NoTimeInForceRules);
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class NoTimeInForceRules: public FIX::Group
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{
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public:
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NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {}
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FIELD_SET(*this, FIX::TimeInForce);
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};
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FIELD_SET(*this, FIX::NoExecInstRules);
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class NoExecInstRules: public FIX::Group
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{
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public:
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NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {}
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FIELD_SET(*this, FIX::ExecInstValue);
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};
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FIELD_SET(*this, FIX::TransactTime);
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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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