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externals/linux/include/quickfix/fix50/NewOrderMultileg.h
T
Pedro Pinto 2ddd467151 Merged
2017-10-15 17:59:31 -04:00

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#ifndef FIX50_NEWORDERMULTILEG_H
#define FIX50_NEWORDERMULTILEG_H
#include "Message.h"
namespace FIX50
{
class NewOrderMultileg : public Message
{
public:
NewOrderMultileg() : Message(MsgType()) {}
NewOrderMultileg(const FIX::Message& m) : Message(m) {}
NewOrderMultileg(const Message& m) : Message(m) {}
NewOrderMultileg(const NewOrderMultileg& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("AB"); }
NewOrderMultileg(
const FIX::ClOrdID& aClOrdID,
const FIX::Side& aSide,
const FIX::TransactTime& aTransactTime,
const FIX::OrdType& aOrdType )
: Message(MsgType())
{
set(aClOrdID);
set(aSide);
set(aTransactTime);
set(aOrdType);
}
FIELD_SET(*this, FIX::ClOrdID);
FIELD_SET(*this, FIX::SecondaryClOrdID);
FIELD_SET(*this, FIX::ClOrdLinkID);
FIELD_SET(*this, FIX::NoPartyIDs);
class NoPartyIDs: public FIX::Group
{
public:
NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
FIELD_SET(*this, FIX::PartyID);
FIELD_SET(*this, FIX::PartyIDSource);
FIELD_SET(*this, FIX::PartyRole);
FIELD_SET(*this, FIX::NoPartySubIDs);
class NoPartySubIDs: public FIX::Group
{
public:
NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
FIELD_SET(*this, FIX::PartySubID);
FIELD_SET(*this, FIX::PartySubIDType);
};
};
FIELD_SET(*this, FIX::TradeOriginationDate);
FIELD_SET(*this, FIX::TradeDate);
FIELD_SET(*this, FIX::Account);
FIELD_SET(*this, FIX::AcctIDSource);
FIELD_SET(*this, FIX::AccountType);
FIELD_SET(*this, FIX::DayBookingInst);
FIELD_SET(*this, FIX::BookingUnit);
FIELD_SET(*this, FIX::PreallocMethod);
FIELD_SET(*this, FIX::AllocID);
FIELD_SET(*this, FIX::NoAllocs);
class NoAllocs: public FIX::Group
{
public:
NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,948,80,0)) {}
FIELD_SET(*this, FIX::AllocAccount);
FIELD_SET(*this, FIX::AllocAcctIDSource);
FIELD_SET(*this, FIX::AllocSettlCurrency);
FIELD_SET(*this, FIX::IndividualAllocID);
FIELD_SET(*this, FIX::NoNested3PartyIDs);
class NoNested3PartyIDs: public FIX::Group
{
public:
NoNested3PartyIDs() : FIX::Group(948,949,FIX::message_order(949,950,951,952,0)) {}
FIELD_SET(*this, FIX::Nested3PartyID);
FIELD_SET(*this, FIX::Nested3PartyIDSource);
FIELD_SET(*this, FIX::Nested3PartyRole);
FIELD_SET(*this, FIX::NoNested3PartySubIDs);
class NoNested3PartySubIDs: public FIX::Group
{
public:
NoNested3PartySubIDs() : FIX::Group(952,953,FIX::message_order(953,954,0)) {}
FIELD_SET(*this, FIX::Nested3PartySubID);
FIELD_SET(*this, FIX::Nested3PartySubIDType);
};
};
FIELD_SET(*this, FIX::AllocQty);
};
FIELD_SET(*this, FIX::SettlType);
FIELD_SET(*this, FIX::SettlDate);
FIELD_SET(*this, FIX::CashMargin);
FIELD_SET(*this, FIX::ClearingFeeIndicator);
FIELD_SET(*this, FIX::HandlInst);
FIELD_SET(*this, FIX::ExecInst);
FIELD_SET(*this, FIX::MinQty);
FIELD_SET(*this, FIX::MatchIncrement);
FIELD_SET(*this, FIX::MaxPriceLevels);
FIELD_SET(*this, FIX::DisplayQty);
FIELD_SET(*this, FIX::SecondaryDisplayQty);
FIELD_SET(*this, FIX::DisplayWhen);
FIELD_SET(*this, FIX::DisplayMethod);
FIELD_SET(*this, FIX::DisplayLowQty);
FIELD_SET(*this, FIX::DisplayHighQty);
FIELD_SET(*this, FIX::DisplayMinIncr);
FIELD_SET(*this, FIX::RefreshQty);
FIELD_SET(*this, FIX::MaxFloor);
FIELD_SET(*this, FIX::ExDestination);
FIELD_SET(*this, FIX::ExDestinationIDSource);
FIELD_SET(*this, FIX::NoTradingSessions);
class NoTradingSessions: public FIX::Group
{
public:
NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
FIELD_SET(*this, FIX::TradingSessionID);
FIELD_SET(*this, FIX::TradingSessionSubID);
};
FIELD_SET(*this, FIX::ProcessCode);
FIELD_SET(*this, FIX::Side);
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::SecurityIDSource);
FIELD_SET(*this, FIX::Product);
FIELD_SET(*this, FIX::CFICode);
FIELD_SET(*this, FIX::SecurityType);
FIELD_SET(*this, FIX::SecuritySubType);
FIELD_SET(*this, FIX::MaturityMonthYear);
FIELD_SET(*this, FIX::MaturityDate);
FIELD_SET(*this, FIX::MaturityTime);
FIELD_SET(*this, FIX::PutOrCall);
FIELD_SET(*this, FIX::SettleOnOpenFlag);
FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
FIELD_SET(*this, FIX::SecurityStatus);
FIELD_SET(*this, FIX::CouponPaymentDate);
FIELD_SET(*this, FIX::IssueDate);
FIELD_SET(*this, FIX::RepoCollateralSecurityType);
FIELD_SET(*this, FIX::RepurchaseTerm);
FIELD_SET(*this, FIX::RepurchaseRate);
FIELD_SET(*this, FIX::Factor);
FIELD_SET(*this, FIX::CreditRating);
FIELD_SET(*this, FIX::InstrRegistry);
FIELD_SET(*this, FIX::CountryOfIssue);
FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LocaleOfIssue);
FIELD_SET(*this, FIX::RedemptionDate);
FIELD_SET(*this, FIX::StrikePrice);
FIELD_SET(*this, FIX::StrikeCurrency);
FIELD_SET(*this, FIX::StrikeMultiplier);
FIELD_SET(*this, FIX::StrikeValue);
FIELD_SET(*this, FIX::OptAttribute);
FIELD_SET(*this, FIX::ContractMultiplier);
FIELD_SET(*this, FIX::MinPriceIncrement);
FIELD_SET(*this, FIX::UnitOfMeasure);
FIELD_SET(*this, FIX::TimeUnit);
FIELD_SET(*this, FIX::CouponRate);
FIELD_SET(*this, FIX::SecurityExchange);
FIELD_SET(*this, FIX::PositionLimit);
FIELD_SET(*this, FIX::NTPositionLimit);
FIELD_SET(*this, FIX::Issuer);
FIELD_SET(*this, FIX::EncodedIssuerLen);
FIELD_SET(*this, FIX::EncodedIssuer);
FIELD_SET(*this, FIX::SecurityDesc);
FIELD_SET(*this, FIX::EncodedSecurityDescLen);
FIELD_SET(*this, FIX::EncodedSecurityDesc);
FIELD_SET(*this, FIX::Pool);
FIELD_SET(*this, FIX::ContractSettlMonth);
FIELD_SET(*this, FIX::CPProgram);
FIELD_SET(*this, FIX::CPRegType);
FIELD_SET(*this, FIX::DatedDate);
FIELD_SET(*this, FIX::InterestAccrualDate);
FIELD_SET(*this, FIX::NoUnderlyings);
class NoUnderlyings: public FIX::Group
{
public:
NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {}
FIELD_SET(*this, FIX::UnderlyingSymbol);
FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
FIELD_SET(*this, FIX::UnderlyingSecurityID);
FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
FIELD_SET(*this, FIX::UnderlyingProduct);
FIELD_SET(*this, FIX::UnderlyingCFICode);
FIELD_SET(*this, FIX::UnderlyingSecurityType);
FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
FIELD_SET(*this, FIX::UnderlyingMaturityDate);
FIELD_SET(*this, FIX::UnderlyingPutOrCall);
FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
FIELD_SET(*this, FIX::UnderlyingIssueDate);
FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
FIELD_SET(*this, FIX::UnderlyingFactor);
FIELD_SET(*this, FIX::UnderlyingCreditRating);
FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
FIELD_SET(*this, FIX::UnderlyingStrikePrice);
FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
FIELD_SET(*this, FIX::UnderlyingOptAttribute);
FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
FIELD_SET(*this, FIX::UnderlyingTimeUnit);
FIELD_SET(*this, FIX::UnderlyingCouponRate);
FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
FIELD_SET(*this, FIX::UnderlyingIssuer);
FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
FIELD_SET(*this, FIX::UnderlyingCPProgram);
FIELD_SET(*this, FIX::UnderlyingCPRegType);
FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
FIELD_SET(*this, FIX::UnderlyingCurrency);
FIELD_SET(*this, FIX::UnderlyingQty);
FIELD_SET(*this, FIX::UnderlyingSettlementType);
FIELD_SET(*this, FIX::UnderlyingCashAmount);
FIELD_SET(*this, FIX::UnderlyingCashType);
FIELD_SET(*this, FIX::UnderlyingPx);
FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
FIELD_SET(*this, FIX::UnderlyingEndPrice);
FIELD_SET(*this, FIX::UnderlyingStartValue);
FIELD_SET(*this, FIX::UnderlyingCurrentValue);
FIELD_SET(*this, FIX::UnderlyingEndValue);
FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
FIELD_SET(*this, FIX::UnderlyingFXRate);
FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
FIELD_SET(*this, FIX::UnderlyingCapValue);
FIELD_SET(*this, FIX::UnderlyingSettlMethod);
};
FIELD_SET(*this, FIX::PrevClosePx);
FIELD_SET(*this, FIX::SwapPoints);
FIELD_SET(*this, FIX::NoLegs);
class NoLegs: public FIX::Group
{
public:
NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,687,690,683,670,564,565,539,654,566,587,588,685,0)) {}
FIELD_SET(*this, FIX::LegSymbol);
FIELD_SET(*this, FIX::LegSymbolSfx);
FIELD_SET(*this, FIX::LegSecurityID);
FIELD_SET(*this, FIX::LegSecurityIDSource);
FIELD_SET(*this, FIX::LegProduct);
FIELD_SET(*this, FIX::LegCFICode);
FIELD_SET(*this, FIX::LegSecurityType);
FIELD_SET(*this, FIX::LegSecuritySubType);
FIELD_SET(*this, FIX::LegMaturityMonthYear);
FIELD_SET(*this, FIX::LegMaturityDate);
FIELD_SET(*this, FIX::LegCouponPaymentDate);
FIELD_SET(*this, FIX::LegIssueDate);
FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
FIELD_SET(*this, FIX::LegRepurchaseTerm);
FIELD_SET(*this, FIX::LegRepurchaseRate);
FIELD_SET(*this, FIX::LegFactor);
FIELD_SET(*this, FIX::LegCreditRating);
FIELD_SET(*this, FIX::LegInstrRegistry);
FIELD_SET(*this, FIX::LegCountryOfIssue);
FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LegLocaleOfIssue);
FIELD_SET(*this, FIX::LegRedemptionDate);
FIELD_SET(*this, FIX::LegStrikePrice);
FIELD_SET(*this, FIX::LegStrikeCurrency);
FIELD_SET(*this, FIX::LegOptAttribute);
FIELD_SET(*this, FIX::LegContractMultiplier);
FIELD_SET(*this, FIX::LegUnitOfMeasure);
FIELD_SET(*this, FIX::LegTimeUnit);
FIELD_SET(*this, FIX::LegCouponRate);
FIELD_SET(*this, FIX::LegSecurityExchange);
FIELD_SET(*this, FIX::LegIssuer);
FIELD_SET(*this, FIX::EncodedLegIssuerLen);
FIELD_SET(*this, FIX::EncodedLegIssuer);
FIELD_SET(*this, FIX::LegSecurityDesc);
FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
FIELD_SET(*this, FIX::LegRatioQty);
FIELD_SET(*this, FIX::LegSide);
FIELD_SET(*this, FIX::LegCurrency);
FIELD_SET(*this, FIX::LegPool);
FIELD_SET(*this, FIX::LegDatedDate);
FIELD_SET(*this, FIX::LegContractSettlMonth);
FIELD_SET(*this, FIX::LegInterestAccrualDate);
FIELD_SET(*this, FIX::LegOptionRatio);
FIELD_SET(*this, FIX::LegQty);
FIELD_SET(*this, FIX::LegSwapType);
FIELD_SET(*this, FIX::NoLegStipulations);
class NoLegStipulations: public FIX::Group
{
public:
NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
FIELD_SET(*this, FIX::LegStipulationType);
FIELD_SET(*this, FIX::LegStipulationValue);
};
FIELD_SET(*this, FIX::NoLegAllocs);
class NoLegAllocs: public FIX::Group
{
public:
NoLegAllocs() : FIX::Group(670,671,FIX::message_order(671,672,756,673,674,675,0)) {}
FIELD_SET(*this, FIX::LegAllocAccount);
FIELD_SET(*this, FIX::LegIndividualAllocID);
FIELD_SET(*this, FIX::NoNested2PartyIDs);
class NoNested2PartyIDs: public FIX::Group
{
public:
NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
FIELD_SET(*this, FIX::Nested2PartyID);
FIELD_SET(*this, FIX::Nested2PartyIDSource);
FIELD_SET(*this, FIX::Nested2PartyRole);
FIELD_SET(*this, FIX::NoNested2PartySubIDs);
class NoNested2PartySubIDs: public FIX::Group
{
public:
NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
FIELD_SET(*this, FIX::Nested2PartySubID);
FIELD_SET(*this, FIX::Nested2PartySubIDType);
};
};
FIELD_SET(*this, FIX::LegAllocQty);
FIELD_SET(*this, FIX::LegAllocAcctIDSource);
FIELD_SET(*this, FIX::LegSettlCurrency);
};
FIELD_SET(*this, FIX::LegPositionEffect);
FIELD_SET(*this, FIX::LegCoveredOrUncovered);
FIELD_SET(*this, FIX::NoNestedPartyIDs);
class NoNestedPartyIDs: public FIX::Group
{
public:
NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
FIELD_SET(*this, FIX::NestedPartyID);
FIELD_SET(*this, FIX::NestedPartyIDSource);
FIELD_SET(*this, FIX::NestedPartyRole);
FIELD_SET(*this, FIX::NoNestedPartySubIDs);
class NoNestedPartySubIDs: public FIX::Group
{
public:
NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
FIELD_SET(*this, FIX::NestedPartySubID);
FIELD_SET(*this, FIX::NestedPartySubIDType);
};
};
FIELD_SET(*this, FIX::LegRefID);
FIELD_SET(*this, FIX::LegPrice);
FIELD_SET(*this, FIX::LegSettlType);
FIELD_SET(*this, FIX::LegSettlDate);
FIELD_SET(*this, FIX::LegOrderQty);
};
FIELD_SET(*this, FIX::LocateReqd);
FIELD_SET(*this, FIX::TransactTime);
FIELD_SET(*this, FIX::QtyType);
FIELD_SET(*this, FIX::OrderQty);
FIELD_SET(*this, FIX::CashOrderQty);
FIELD_SET(*this, FIX::OrderPercent);
FIELD_SET(*this, FIX::RoundingDirection);
FIELD_SET(*this, FIX::RoundingModulus);
FIELD_SET(*this, FIX::OrdType);
FIELD_SET(*this, FIX::PriceType);
FIELD_SET(*this, FIX::Price);
FIELD_SET(*this, FIX::PriceProtectionScope);
FIELD_SET(*this, FIX::StopPx);
FIELD_SET(*this, FIX::TriggerType);
FIELD_SET(*this, FIX::TriggerAction);
FIELD_SET(*this, FIX::TriggerPrice);
FIELD_SET(*this, FIX::TriggerSymbol);
FIELD_SET(*this, FIX::TriggerSecurityID);
FIELD_SET(*this, FIX::TriggerSecurityIDSource);
FIELD_SET(*this, FIX::TriggerSecurityDesc);
FIELD_SET(*this, FIX::TriggerPriceType);
FIELD_SET(*this, FIX::TriggerPriceTypeScope);
FIELD_SET(*this, FIX::TriggerPriceDirection);
FIELD_SET(*this, FIX::TriggerNewPrice);
FIELD_SET(*this, FIX::TriggerOrderType);
FIELD_SET(*this, FIX::TriggerNewQty);
FIELD_SET(*this, FIX::TriggerTradingSessionID);
FIELD_SET(*this, FIX::TriggerTradingSessionSubID);
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::ComplianceID);
FIELD_SET(*this, FIX::SolicitedFlag);
FIELD_SET(*this, FIX::IOIID);
FIELD_SET(*this, FIX::QuoteID);
FIELD_SET(*this, FIX::RefOrderID);
FIELD_SET(*this, FIX::RefOrderIDSource);
FIELD_SET(*this, FIX::TimeInForce);
FIELD_SET(*this, FIX::EffectiveTime);
FIELD_SET(*this, FIX::ExpireDate);
FIELD_SET(*this, FIX::ExpireTime);
FIELD_SET(*this, FIX::GTBookingInst);
FIELD_SET(*this, FIX::Commission);
FIELD_SET(*this, FIX::CommType);
FIELD_SET(*this, FIX::CommCurrency);
FIELD_SET(*this, FIX::FundRenewWaiv);
FIELD_SET(*this, FIX::OrderCapacity);
FIELD_SET(*this, FIX::OrderRestrictions);
FIELD_SET(*this, FIX::PreTradeAnonymity);
FIELD_SET(*this, FIX::CustOrderCapacity);
FIELD_SET(*this, FIX::ForexReq);
FIELD_SET(*this, FIX::SettlCurrency);
FIELD_SET(*this, FIX::BookingType);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
FIELD_SET(*this, FIX::PositionEffect);
FIELD_SET(*this, FIX::CoveredOrUncovered);
FIELD_SET(*this, FIX::MaxShow);
FIELD_SET(*this, FIX::PegOffsetValue);
FIELD_SET(*this, FIX::PegPriceType);
FIELD_SET(*this, FIX::PegMoveType);
FIELD_SET(*this, FIX::PegOffsetType);
FIELD_SET(*this, FIX::PegLimitType);
FIELD_SET(*this, FIX::PegRoundDirection);
FIELD_SET(*this, FIX::PegScope);
FIELD_SET(*this, FIX::PegSecurityIDSource);
FIELD_SET(*this, FIX::PegSecurityID);
FIELD_SET(*this, FIX::PegSymbol);
FIELD_SET(*this, FIX::PegSecurityDesc);
FIELD_SET(*this, FIX::DiscretionInst);
FIELD_SET(*this, FIX::DiscretionOffsetValue);
FIELD_SET(*this, FIX::DiscretionMoveType);
FIELD_SET(*this, FIX::DiscretionOffsetType);
FIELD_SET(*this, FIX::DiscretionLimitType);
FIELD_SET(*this, FIX::DiscretionRoundDirection);
FIELD_SET(*this, FIX::DiscretionScope);
FIELD_SET(*this, FIX::TargetStrategy);
FIELD_SET(*this, FIX::NoStrategyParameters);
class NoStrategyParameters: public FIX::Group
{
public:
NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {}
FIELD_SET(*this, FIX::StrategyParameterName);
FIELD_SET(*this, FIX::StrategyParameterType);
FIELD_SET(*this, FIX::StrategyParameterValue);
};
FIELD_SET(*this, FIX::TargetStrategyParameters);
FIELD_SET(*this, FIX::ParticipationRate);
FIELD_SET(*this, FIX::CancellationRights);
FIELD_SET(*this, FIX::MoneyLaunderingStatus);
FIELD_SET(*this, FIX::RegistID);
FIELD_SET(*this, FIX::Designation);
FIELD_SET(*this, FIX::MultiLegRptTypeReq);
};
}
#endif
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