137 lines
5.2 KiB
C++
137 lines
5.2 KiB
C++
#ifndef FIX50SP2_TRADINGSESSIONSTATUS_H
|
|
#define FIX50SP2_TRADINGSESSIONSTATUS_H
|
|
|
|
#include "Message.h"
|
|
|
|
namespace FIX50SP2
|
|
{
|
|
|
|
class TradingSessionStatus : public Message
|
|
{
|
|
public:
|
|
TradingSessionStatus() : Message(MsgType()) {}
|
|
TradingSessionStatus(const FIX::Message& m) : Message(m) {}
|
|
TradingSessionStatus(const Message& m) : Message(m) {}
|
|
TradingSessionStatus(const TradingSessionStatus& m) : Message(m) {}
|
|
static FIX::MsgType MsgType() { return FIX::MsgType("h"); }
|
|
|
|
TradingSessionStatus(
|
|
const FIX::TradingSessionID& aTradingSessionID,
|
|
const FIX::TradSesStatus& aTradSesStatus )
|
|
: Message(MsgType())
|
|
{
|
|
set(aTradingSessionID);
|
|
set(aTradSesStatus);
|
|
}
|
|
|
|
FIELD_SET(*this, FIX::ApplID);
|
|
FIELD_SET(*this, FIX::ApplSeqNum);
|
|
FIELD_SET(*this, FIX::ApplLastSeqNum);
|
|
FIELD_SET(*this, FIX::ApplResendFlag);
|
|
FIELD_SET(*this, FIX::TradSesReqID);
|
|
FIELD_SET(*this, FIX::MarketID);
|
|
FIELD_SET(*this, FIX::MarketSegmentID);
|
|
FIELD_SET(*this, FIX::TradingSessionID);
|
|
FIELD_SET(*this, FIX::TradingSessionSubID);
|
|
FIELD_SET(*this, FIX::TradSesMethod);
|
|
FIELD_SET(*this, FIX::TradSesMode);
|
|
FIELD_SET(*this, FIX::UnsolicitedIndicator);
|
|
FIELD_SET(*this, FIX::TradSesStatus);
|
|
FIELD_SET(*this, FIX::TradSesEvent);
|
|
FIELD_SET(*this, FIX::TradSesStatusRejReason);
|
|
FIELD_SET(*this, FIX::TradSesStartTime);
|
|
FIELD_SET(*this, FIX::TradSesOpenTime);
|
|
FIELD_SET(*this, FIX::TradSesPreCloseTime);
|
|
FIELD_SET(*this, FIX::TradSesCloseTime);
|
|
FIELD_SET(*this, FIX::TradSesEndTime);
|
|
FIELD_SET(*this, FIX::TotalVolumeTraded);
|
|
FIELD_SET(*this, FIX::Text);
|
|
FIELD_SET(*this, FIX::EncodedTextLen);
|
|
FIELD_SET(*this, FIX::EncodedText);
|
|
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);
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|