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.
94 lines
3.4 KiB
C++
94 lines
3.4 KiB
C++
#ifndef FIX50SP2_TRADINGSESSIONLISTUPDATEREPORT_H
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#define FIX50SP2_TRADINGSESSIONLISTUPDATEREPORT_H
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#include "Message.h"
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namespace FIX50SP2
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{
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class TradingSessionListUpdateReport : public Message
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{
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public:
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TradingSessionListUpdateReport() : Message(MsgType()) {}
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TradingSessionListUpdateReport(const FIX::Message& m) : Message(m) {}
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TradingSessionListUpdateReport(const Message& m) : Message(m) {}
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TradingSessionListUpdateReport(const TradingSessionListUpdateReport& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("BS"); }
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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::TradSesReqID);
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FIELD_SET(*this, FIX::NoTradingSessions);
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class NoTradingSessions: public FIX::Group
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{
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public:
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NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,207,1301,1300,1326,338,339,325,340,567,341,342,343,344,345,387,58,354,355,60,1327,0)) {}
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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::SecurityExchange);
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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::TradingSessionDesc);
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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::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::NoMatchRules);
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class NoMatchRules: public FIX::Group
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{
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public:
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NoMatchRules() : FIX::Group(1235,1142,FIX::message_order(1142,574,0)) {}
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FIELD_SET(*this, FIX::MatchAlgorithm);
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FIELD_SET(*this, FIX::MatchType);
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};
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FIELD_SET(*this, FIX::NoMDFeedTypes);
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class NoMDFeedTypes: public FIX::Group
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{
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public:
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NoMDFeedTypes() : FIX::Group(1141,1022,FIX::message_order(1022,264,1021,0)) {}
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FIELD_SET(*this, FIX::MDFeedType);
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FIELD_SET(*this, FIX::MarketDepth);
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FIELD_SET(*this, FIX::MDBookType);
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};
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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::TransactTime);
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FIELD_SET(*this, FIX::TradSesUpdateAction);
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};
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};
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}
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#endif
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