271 lines
12 KiB
C++
271 lines
12 KiB
C++
#ifndef FIX50SP2_EXECUTIONACKNOWLEDGEMENT_H
|
|
#define FIX50SP2_EXECUTIONACKNOWLEDGEMENT_H
|
|
|
|
#include "Message.h"
|
|
|
|
namespace FIX50SP2
|
|
{
|
|
|
|
class ExecutionAcknowledgement : public Message
|
|
{
|
|
public:
|
|
ExecutionAcknowledgement() : Message(MsgType()) {}
|
|
ExecutionAcknowledgement(const FIX::Message& m) : Message(m) {}
|
|
ExecutionAcknowledgement(const Message& m) : Message(m) {}
|
|
ExecutionAcknowledgement(const ExecutionAcknowledgement& m) : Message(m) {}
|
|
static FIX::MsgType MsgType() { return FIX::MsgType("BN"); }
|
|
|
|
ExecutionAcknowledgement(
|
|
const FIX::OrderID& aOrderID,
|
|
const FIX::ExecAckStatus& aExecAckStatus,
|
|
const FIX::ExecID& aExecID,
|
|
const FIX::Side& aSide )
|
|
: Message(MsgType())
|
|
{
|
|
set(aOrderID);
|
|
set(aExecAckStatus);
|
|
set(aExecID);
|
|
set(aSide);
|
|
}
|
|
|
|
FIELD_SET(*this, FIX::OrderID);
|
|
FIELD_SET(*this, FIX::SecondaryOrderID);
|
|
FIELD_SET(*this, FIX::ClOrdID);
|
|
FIELD_SET(*this, FIX::ExecAckStatus);
|
|
FIELD_SET(*this, FIX::ExecID);
|
|
FIELD_SET(*this, FIX::DKReason);
|
|
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::ProductComplex);
|
|
FIELD_SET(*this, FIX::SecurityGroup);
|
|
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::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::MinPriceIncrementAmount);
|
|
FIELD_SET(*this, FIX::UnitOfMeasure);
|
|
FIELD_SET(*this, FIX::UnitOfMeasureQty);
|
|
FIELD_SET(*this, FIX::PriceUnitOfMeasure);
|
|
FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
|
|
FIELD_SET(*this, FIX::SettlMethod);
|
|
FIELD_SET(*this, FIX::ExerciseStyle);
|
|
FIELD_SET(*this, FIX::OptPayoutAmount);
|
|
FIELD_SET(*this, FIX::PriceQuoteMethod);
|
|
FIELD_SET(*this, FIX::ValuationMethod);
|
|
FIELD_SET(*this, FIX::ListMethod);
|
|
FIELD_SET(*this, FIX::CapPrice);
|
|
FIELD_SET(*this, FIX::FloorPrice);
|
|
FIELD_SET(*this, FIX::PutOrCall);
|
|
FIELD_SET(*this, FIX::FlexibleIndicator);
|
|
FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
|
|
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::ContractMultiplierUnit);
|
|
FIELD_SET(*this, FIX::FlowScheduleType);
|
|
FIELD_SET(*this, FIX::RestructuringType);
|
|
FIELD_SET(*this, FIX::Seniority);
|
|
FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
|
|
FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
|
|
FIELD_SET(*this, FIX::AttachmentPoint);
|
|
FIELD_SET(*this, FIX::DetachmentPoint);
|
|
FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
|
|
FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
|
|
FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
|
|
FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
|
|
FIELD_SET(*this, FIX::OptPayoutType);
|
|
FIELD_SET(*this, FIX::NoUnderlyings);
|
|
class NoUnderlyings: public FIX::Group
|
|
{
|
|
public:
|
|
NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {}
|
|
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::UnderlyingMaturityTime);
|
|
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::UnderlyingUnitOfMeasureQty);
|
|
FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
|
|
FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
|
|
FIELD_SET(*this, FIX::UnderlyingTimeUnit);
|
|
FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
|
|
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::UnderlyingPutOrCall);
|
|
FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
|
|
FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
|
|
FIELD_SET(*this, FIX::UnderlyingRestructuringType);
|
|
FIELD_SET(*this, FIX::UnderlyingSeniority);
|
|
FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
|
|
FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
|
|
FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
|
|
FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
|
|
};
|
|
FIELD_SET(*this, FIX::NoLegs);
|
|
class NoLegs: public FIX::Group
|
|
{
|
|
public:
|
|
NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {}
|
|
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::LegMaturityTime);
|
|
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::LegUnitOfMeasureQty);
|
|
FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
|
|
FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
|
|
FIELD_SET(*this, FIX::LegTimeUnit);
|
|
FIELD_SET(*this, FIX::LegExerciseStyle);
|
|
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::LegPutOrCall);
|
|
FIELD_SET(*this, FIX::LegOptionRatio);
|
|
FIELD_SET(*this, FIX::LegContractMultiplierUnit);
|
|
FIELD_SET(*this, FIX::LegFlowScheduleType);
|
|
};
|
|
FIELD_SET(*this, FIX::Side);
|
|
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::LastQty);
|
|
FIELD_SET(*this, FIX::LastPx);
|
|
FIELD_SET(*this, FIX::PriceType);
|
|
FIELD_SET(*this, FIX::LastParPx);
|
|
FIELD_SET(*this, FIX::CumQty);
|
|
FIELD_SET(*this, FIX::AvgPx);
|
|
FIELD_SET(*this, FIX::Text);
|
|
FIELD_SET(*this, FIX::EncodedTextLen);
|
|
FIELD_SET(*this, FIX::EncodedText);
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|