138 lines
5.0 KiB
C++
138 lines
5.0 KiB
C++
#ifndef FIX42_NEWORDERLIST_H
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#define FIX42_NEWORDERLIST_H
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#include "Message.h"
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namespace FIX42
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{
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class NewOrderList : public Message
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{
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public:
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NewOrderList() : Message(MsgType()) {}
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NewOrderList(const FIX::Message& m) : Message(m) {}
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NewOrderList(const Message& m) : Message(m) {}
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NewOrderList(const NewOrderList& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("E"); }
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NewOrderList(
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const FIX::ListID& aListID,
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const FIX::BidType& aBidType,
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const FIX::TotNoOrders& aTotNoOrders )
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: Message(MsgType())
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{
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set(aListID);
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set(aBidType);
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set(aTotNoOrders);
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}
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FIELD_SET(*this, FIX::ListID);
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FIELD_SET(*this, FIX::BidID);
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FIELD_SET(*this, FIX::ClientBidID);
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FIELD_SET(*this, FIX::ProgRptReqs);
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FIELD_SET(*this, FIX::BidType);
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FIELD_SET(*this, FIX::ProgPeriodInterval);
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FIELD_SET(*this, FIX::ListExecInstType);
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FIELD_SET(*this, FIX::ListExecInst);
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FIELD_SET(*this, FIX::EncodedListExecInstLen);
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FIELD_SET(*this, FIX::EncodedListExecInst);
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FIELD_SET(*this, FIX::TotNoOrders);
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FIELD_SET(*this, FIX::NoOrders);
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class NoOrders: public FIX::Group
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{
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public:
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NoOrders() : FIX::Group(73,11,FIX::message_order(11,67,160,109,76,1,78,63,64,21,18,110,111,100,386,81,55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,140,54,401,114,60,38,152,40,44,99,15,376,377,23,117,59,168,432,126,427,12,13,47,121,120,58,354,355,193,192,77,203,204,210,211,388,389,439,440,0)) {}
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FIELD_SET(*this, FIX::ClOrdID);
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FIELD_SET(*this, FIX::ListSeqNo);
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FIELD_SET(*this, FIX::SettlInstMode);
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FIELD_SET(*this, FIX::ClientID);
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FIELD_SET(*this, FIX::ExecBroker);
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FIELD_SET(*this, FIX::Account);
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FIELD_SET(*this, FIX::SettlmntTyp);
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FIELD_SET(*this, FIX::FutSettDate);
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FIELD_SET(*this, FIX::HandlInst);
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FIELD_SET(*this, FIX::ExecInst);
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FIELD_SET(*this, FIX::MinQty);
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FIELD_SET(*this, FIX::MaxFloor);
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FIELD_SET(*this, FIX::ExDestination);
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FIELD_SET(*this, FIX::ProcessCode);
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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::IDSource);
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FIELD_SET(*this, FIX::SecurityType);
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FIELD_SET(*this, FIX::MaturityMonthYear);
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FIELD_SET(*this, FIX::MaturityDay);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::StrikePrice);
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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::CouponRate);
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FIELD_SET(*this, FIX::SecurityExchange);
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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::PrevClosePx);
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FIELD_SET(*this, FIX::Side);
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FIELD_SET(*this, FIX::SideValueInd);
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FIELD_SET(*this, FIX::LocateReqd);
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::OrderQty);
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FIELD_SET(*this, FIX::CashOrderQty);
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FIELD_SET(*this, FIX::OrdType);
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FIELD_SET(*this, FIX::Price);
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FIELD_SET(*this, FIX::StopPx);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::ComplianceID);
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FIELD_SET(*this, FIX::SolicitedFlag);
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FIELD_SET(*this, FIX::IOIid);
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FIELD_SET(*this, FIX::QuoteID);
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FIELD_SET(*this, FIX::TimeInForce);
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FIELD_SET(*this, FIX::EffectiveTime);
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FIELD_SET(*this, FIX::ExpireDate);
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FIELD_SET(*this, FIX::ExpireTime);
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FIELD_SET(*this, FIX::GTBookingInst);
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FIELD_SET(*this, FIX::Commission);
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FIELD_SET(*this, FIX::CommType);
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FIELD_SET(*this, FIX::Rule80A);
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FIELD_SET(*this, FIX::ForexReq);
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FIELD_SET(*this, FIX::SettlCurrency);
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FIELD_SET(*this, FIX::Text);
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FIELD_SET(*this, FIX::EncodedTextLen);
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FIELD_SET(*this, FIX::EncodedText);
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FIELD_SET(*this, FIX::FutSettDate2);
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FIELD_SET(*this, FIX::OrderQty2);
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FIELD_SET(*this, FIX::OpenClose);
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FIELD_SET(*this, FIX::CoveredOrUncovered);
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FIELD_SET(*this, FIX::CustomerOrFirm);
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FIELD_SET(*this, FIX::MaxShow);
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FIELD_SET(*this, FIX::PegDifference);
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FIELD_SET(*this, FIX::DiscretionInst);
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FIELD_SET(*this, FIX::DiscretionOffset);
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FIELD_SET(*this, FIX::ClearingFirm);
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FIELD_SET(*this, FIX::ClearingAccount);
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FIELD_SET(*this, FIX::NoAllocs);
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class NoAllocs: public FIX::Group
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{
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public:
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NoAllocs() : FIX::Group(78,79,FIX::message_order(79,80,0)) {}
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FIELD_SET(*this, FIX::AllocAccount);
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FIELD_SET(*this, FIX::AllocShares);
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};
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FIELD_SET(*this, FIX::NoTradingSessions);
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class NoTradingSessions: public FIX::Group
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{
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public:
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NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,0)) {}
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FIELD_SET(*this, FIX::TradingSessionID);
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};
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};
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};
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}
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#endif
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