215 lines
9.0 KiB
C++
215 lines
9.0 KiB
C++
#ifndef FIX50SP2_ORDERMASSSTATUSREQUEST_H
|
|
#define FIX50SP2_ORDERMASSSTATUSREQUEST_H
|
|
|
|
#include "Message.h"
|
|
|
|
namespace FIX50SP2
|
|
{
|
|
|
|
class OrderMassStatusRequest : public Message
|
|
{
|
|
public:
|
|
OrderMassStatusRequest() : Message(MsgType()) {}
|
|
OrderMassStatusRequest(const FIX::Message& m) : Message(m) {}
|
|
OrderMassStatusRequest(const Message& m) : Message(m) {}
|
|
OrderMassStatusRequest(const OrderMassStatusRequest& m) : Message(m) {}
|
|
static FIX::MsgType MsgType() { return FIX::MsgType("AF"); }
|
|
|
|
OrderMassStatusRequest(
|
|
const FIX::MassStatusReqID& aMassStatusReqID,
|
|
const FIX::MassStatusReqType& aMassStatusReqType )
|
|
: Message(MsgType())
|
|
{
|
|
set(aMassStatusReqID);
|
|
set(aMassStatusReqType);
|
|
}
|
|
|
|
FIELD_SET(*this, FIX::MassStatusReqID);
|
|
FIELD_SET(*this, FIX::MassStatusReqType);
|
|
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::Account);
|
|
FIELD_SET(*this, FIX::AcctIDSource);
|
|
FIELD_SET(*this, FIX::TradingSessionID);
|
|
FIELD_SET(*this, FIX::TradingSessionSubID);
|
|
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::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::Side);
|
|
FIELD_SET(*this, FIX::NoTargetPartyIDs);
|
|
class NoTargetPartyIDs: public FIX::Group
|
|
{
|
|
public:
|
|
NoTargetPartyIDs() : FIX::Group(1461,1462,FIX::message_order(1462,1463,1464,0)) {}
|
|
FIELD_SET(*this, FIX::TargetPartyID);
|
|
FIELD_SET(*this, FIX::TargetPartyIDSource);
|
|
FIELD_SET(*this, FIX::TargetPartyRole);
|
|
};
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|