220 lines
9.4 KiB
C++
220 lines
9.4 KiB
C++
#ifndef FIX50SP2_ORDERSTATUSREQUEST_H
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#define FIX50SP2_ORDERSTATUSREQUEST_H
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#include "Message.h"
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namespace FIX50SP2
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{
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class OrderStatusRequest : public Message
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{
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public:
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OrderStatusRequest() : Message(MsgType()) {}
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OrderStatusRequest(const FIX::Message& m) : Message(m) {}
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OrderStatusRequest(const Message& m) : Message(m) {}
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OrderStatusRequest(const OrderStatusRequest& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("H"); }
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OrderStatusRequest(
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const FIX::Side& aSide )
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: Message(MsgType())
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{
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set(aSide);
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}
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FIELD_SET(*this, FIX::OrderID);
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FIELD_SET(*this, FIX::ClOrdID);
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FIELD_SET(*this, FIX::SecondaryClOrdID);
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FIELD_SET(*this, FIX::ClOrdLinkID);
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FIELD_SET(*this, FIX::NoPartyIDs);
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class NoPartyIDs: public FIX::Group
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{
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public:
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NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
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FIELD_SET(*this, FIX::PartyID);
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FIELD_SET(*this, FIX::PartyIDSource);
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FIELD_SET(*this, FIX::PartyRole);
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FIELD_SET(*this, FIX::NoPartySubIDs);
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class NoPartySubIDs: public FIX::Group
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{
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public:
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NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
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FIELD_SET(*this, FIX::PartySubID);
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FIELD_SET(*this, FIX::PartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::OrdStatusReqID);
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FIELD_SET(*this, FIX::Account);
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FIELD_SET(*this, FIX::AcctIDSource);
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FIELD_SET(*this, FIX::Symbol);
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FIELD_SET(*this, FIX::SymbolSfx);
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FIELD_SET(*this, FIX::SecurityID);
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FIELD_SET(*this, FIX::SecurityIDSource);
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FIELD_SET(*this, FIX::Product);
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FIELD_SET(*this, FIX::ProductComplex);
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FIELD_SET(*this, FIX::SecurityGroup);
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FIELD_SET(*this, FIX::CFICode);
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FIELD_SET(*this, FIX::SecurityType);
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FIELD_SET(*this, FIX::SecuritySubType);
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FIELD_SET(*this, FIX::MaturityMonthYear);
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FIELD_SET(*this, FIX::MaturityDate);
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FIELD_SET(*this, FIX::MaturityTime);
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FIELD_SET(*this, FIX::SettleOnOpenFlag);
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FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
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FIELD_SET(*this, FIX::SecurityStatus);
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FIELD_SET(*this, FIX::CouponPaymentDate);
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FIELD_SET(*this, FIX::IssueDate);
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FIELD_SET(*this, FIX::RepoCollateralSecurityType);
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FIELD_SET(*this, FIX::RepurchaseTerm);
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FIELD_SET(*this, FIX::RepurchaseRate);
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FIELD_SET(*this, FIX::Factor);
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FIELD_SET(*this, FIX::CreditRating);
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FIELD_SET(*this, FIX::InstrRegistry);
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FIELD_SET(*this, FIX::CountryOfIssue);
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FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LocaleOfIssue);
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FIELD_SET(*this, FIX::RedemptionDate);
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FIELD_SET(*this, FIX::StrikePrice);
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FIELD_SET(*this, FIX::StrikeCurrency);
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FIELD_SET(*this, FIX::StrikeMultiplier);
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FIELD_SET(*this, FIX::StrikeValue);
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FIELD_SET(*this, FIX::OptAttribute);
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FIELD_SET(*this, FIX::ContractMultiplier);
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FIELD_SET(*this, FIX::MinPriceIncrement);
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FIELD_SET(*this, FIX::MinPriceIncrementAmount);
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FIELD_SET(*this, FIX::UnitOfMeasure);
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FIELD_SET(*this, FIX::UnitOfMeasureQty);
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FIELD_SET(*this, FIX::PriceUnitOfMeasure);
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FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::SettlMethod);
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FIELD_SET(*this, FIX::ExerciseStyle);
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FIELD_SET(*this, FIX::OptPayoutAmount);
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FIELD_SET(*this, FIX::PriceQuoteMethod);
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FIELD_SET(*this, FIX::ValuationMethod);
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FIELD_SET(*this, FIX::ListMethod);
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FIELD_SET(*this, FIX::CapPrice);
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FIELD_SET(*this, FIX::FloorPrice);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::FlexibleIndicator);
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FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
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FIELD_SET(*this, FIX::TimeUnit);
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FIELD_SET(*this, FIX::CouponRate);
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FIELD_SET(*this, FIX::SecurityExchange);
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FIELD_SET(*this, FIX::PositionLimit);
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FIELD_SET(*this, FIX::NTPositionLimit);
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FIELD_SET(*this, FIX::Issuer);
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FIELD_SET(*this, FIX::EncodedIssuerLen);
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FIELD_SET(*this, FIX::EncodedIssuer);
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FIELD_SET(*this, FIX::SecurityDesc);
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FIELD_SET(*this, FIX::EncodedSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedSecurityDesc);
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FIELD_SET(*this, FIX::Pool);
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FIELD_SET(*this, FIX::ContractSettlMonth);
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FIELD_SET(*this, FIX::CPProgram);
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FIELD_SET(*this, FIX::CPRegType);
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FIELD_SET(*this, FIX::DatedDate);
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FIELD_SET(*this, FIX::InterestAccrualDate);
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FIELD_SET(*this, FIX::ContractMultiplierUnit);
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FIELD_SET(*this, FIX::FlowScheduleType);
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FIELD_SET(*this, FIX::RestructuringType);
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FIELD_SET(*this, FIX::Seniority);
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FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
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FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
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FIELD_SET(*this, FIX::AttachmentPoint);
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FIELD_SET(*this, FIX::DetachmentPoint);
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FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
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FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
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FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
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FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
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FIELD_SET(*this, FIX::OptPayoutType);
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FIELD_SET(*this, FIX::AgreementDesc);
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FIELD_SET(*this, FIX::AgreementID);
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FIELD_SET(*this, FIX::AgreementDate);
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FIELD_SET(*this, FIX::AgreementCurrency);
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FIELD_SET(*this, FIX::TerminationType);
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FIELD_SET(*this, FIX::StartDate);
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FIELD_SET(*this, FIX::EndDate);
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FIELD_SET(*this, FIX::DeliveryType);
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FIELD_SET(*this, FIX::MarginRatio);
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FIELD_SET(*this, FIX::NoUnderlyings);
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class NoUnderlyings: public FIX::Group
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{
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public:
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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)) {}
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FIELD_SET(*this, FIX::UnderlyingSymbol);
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FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
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FIELD_SET(*this, FIX::UnderlyingSecurityID);
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FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
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FIELD_SET(*this, FIX::UnderlyingProduct);
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FIELD_SET(*this, FIX::UnderlyingCFICode);
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FIELD_SET(*this, FIX::UnderlyingSecurityType);
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FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
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FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
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FIELD_SET(*this, FIX::UnderlyingMaturityDate);
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FIELD_SET(*this, FIX::UnderlyingMaturityTime);
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FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
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FIELD_SET(*this, FIX::UnderlyingIssueDate);
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FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
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FIELD_SET(*this, FIX::UnderlyingFactor);
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FIELD_SET(*this, FIX::UnderlyingCreditRating);
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FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
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FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
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FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
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FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
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FIELD_SET(*this, FIX::UnderlyingStrikePrice);
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FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
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FIELD_SET(*this, FIX::UnderlyingOptAttribute);
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FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
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FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
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FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
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FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
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FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::UnderlyingTimeUnit);
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FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
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FIELD_SET(*this, FIX::UnderlyingCouponRate);
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FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
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FIELD_SET(*this, FIX::UnderlyingIssuer);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
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FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::UnderlyingCPProgram);
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FIELD_SET(*this, FIX::UnderlyingCPRegType);
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FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
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FIELD_SET(*this, FIX::UnderlyingCurrency);
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FIELD_SET(*this, FIX::UnderlyingQty);
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FIELD_SET(*this, FIX::UnderlyingSettlementType);
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FIELD_SET(*this, FIX::UnderlyingCashAmount);
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FIELD_SET(*this, FIX::UnderlyingCashType);
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FIELD_SET(*this, FIX::UnderlyingPx);
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FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
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FIELD_SET(*this, FIX::UnderlyingEndPrice);
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FIELD_SET(*this, FIX::UnderlyingStartValue);
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FIELD_SET(*this, FIX::UnderlyingCurrentValue);
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FIELD_SET(*this, FIX::UnderlyingEndValue);
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FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
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FIELD_SET(*this, FIX::UnderlyingFXRate);
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FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
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FIELD_SET(*this, FIX::UnderlyingCapValue);
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FIELD_SET(*this, FIX::UnderlyingSettlMethod);
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FIELD_SET(*this, FIX::UnderlyingPutOrCall);
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FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
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FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
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FIELD_SET(*this, FIX::UnderlyingRestructuringType);
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FIELD_SET(*this, FIX::UnderlyingSeniority);
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FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
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FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
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FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
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FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
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};
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FIELD_SET(*this, FIX::Side);
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};
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}
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#endif
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