124 lines
4.0 KiB
C++
124 lines
4.0 KiB
C++
#ifndef FIX42_NEWORDERSINGLE_H
|
|
#define FIX42_NEWORDERSINGLE_H
|
|
|
|
#include "Message.h"
|
|
|
|
namespace FIX42
|
|
{
|
|
|
|
class NewOrderSingle : public Message
|
|
{
|
|
public:
|
|
NewOrderSingle() : Message(MsgType()) {}
|
|
NewOrderSingle(const FIX::Message& m) : Message(m) {}
|
|
NewOrderSingle(const Message& m) : Message(m) {}
|
|
NewOrderSingle(const NewOrderSingle& m) : Message(m) {}
|
|
static FIX::MsgType MsgType() { return FIX::MsgType("D"); }
|
|
|
|
NewOrderSingle(
|
|
const FIX::ClOrdID& aClOrdID,
|
|
const FIX::HandlInst& aHandlInst,
|
|
const FIX::Symbol& aSymbol,
|
|
const FIX::Side& aSide,
|
|
const FIX::TransactTime& aTransactTime,
|
|
const FIX::OrdType& aOrdType )
|
|
: Message(MsgType())
|
|
{
|
|
set(aClOrdID);
|
|
set(aHandlInst);
|
|
set(aSymbol);
|
|
set(aSide);
|
|
set(aTransactTime);
|
|
set(aOrdType);
|
|
}
|
|
|
|
FIELD_SET(*this, FIX::ClOrdID);
|
|
FIELD_SET(*this, FIX::ClientID);
|
|
FIELD_SET(*this, FIX::ExecBroker);
|
|
FIELD_SET(*this, FIX::Account);
|
|
FIELD_SET(*this, FIX::SettlmntTyp);
|
|
FIELD_SET(*this, FIX::FutSettDate);
|
|
FIELD_SET(*this, FIX::HandlInst);
|
|
FIELD_SET(*this, FIX::ExecInst);
|
|
FIELD_SET(*this, FIX::MinQty);
|
|
FIELD_SET(*this, FIX::MaxFloor);
|
|
FIELD_SET(*this, FIX::ExDestination);
|
|
FIELD_SET(*this, FIX::ProcessCode);
|
|
FIELD_SET(*this, FIX::Symbol);
|
|
FIELD_SET(*this, FIX::SymbolSfx);
|
|
FIELD_SET(*this, FIX::SecurityID);
|
|
FIELD_SET(*this, FIX::IDSource);
|
|
FIELD_SET(*this, FIX::SecurityType);
|
|
FIELD_SET(*this, FIX::MaturityMonthYear);
|
|
FIELD_SET(*this, FIX::MaturityDay);
|
|
FIELD_SET(*this, FIX::PutOrCall);
|
|
FIELD_SET(*this, FIX::StrikePrice);
|
|
FIELD_SET(*this, FIX::OptAttribute);
|
|
FIELD_SET(*this, FIX::ContractMultiplier);
|
|
FIELD_SET(*this, FIX::CouponRate);
|
|
FIELD_SET(*this, FIX::SecurityExchange);
|
|
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::PrevClosePx);
|
|
FIELD_SET(*this, FIX::Side);
|
|
FIELD_SET(*this, FIX::LocateReqd);
|
|
FIELD_SET(*this, FIX::TransactTime);
|
|
FIELD_SET(*this, FIX::OrderQty);
|
|
FIELD_SET(*this, FIX::CashOrderQty);
|
|
FIELD_SET(*this, FIX::OrdType);
|
|
FIELD_SET(*this, FIX::Price);
|
|
FIELD_SET(*this, FIX::StopPx);
|
|
FIELD_SET(*this, FIX::Currency);
|
|
FIELD_SET(*this, FIX::ComplianceID);
|
|
FIELD_SET(*this, FIX::SolicitedFlag);
|
|
FIELD_SET(*this, FIX::IOIid);
|
|
FIELD_SET(*this, FIX::QuoteID);
|
|
FIELD_SET(*this, FIX::TimeInForce);
|
|
FIELD_SET(*this, FIX::EffectiveTime);
|
|
FIELD_SET(*this, FIX::ExpireDate);
|
|
FIELD_SET(*this, FIX::ExpireTime);
|
|
FIELD_SET(*this, FIX::GTBookingInst);
|
|
FIELD_SET(*this, FIX::Commission);
|
|
FIELD_SET(*this, FIX::CommType);
|
|
FIELD_SET(*this, FIX::Rule80A);
|
|
FIELD_SET(*this, FIX::ForexReq);
|
|
FIELD_SET(*this, FIX::SettlCurrency);
|
|
FIELD_SET(*this, FIX::Text);
|
|
FIELD_SET(*this, FIX::EncodedTextLen);
|
|
FIELD_SET(*this, FIX::EncodedText);
|
|
FIELD_SET(*this, FIX::FutSettDate2);
|
|
FIELD_SET(*this, FIX::OrderQty2);
|
|
FIELD_SET(*this, FIX::OpenClose);
|
|
FIELD_SET(*this, FIX::CoveredOrUncovered);
|
|
FIELD_SET(*this, FIX::CustomerOrFirm);
|
|
FIELD_SET(*this, FIX::MaxShow);
|
|
FIELD_SET(*this, FIX::PegDifference);
|
|
FIELD_SET(*this, FIX::DiscretionInst);
|
|
FIELD_SET(*this, FIX::DiscretionOffset);
|
|
FIELD_SET(*this, FIX::ClearingFirm);
|
|
FIELD_SET(*this, FIX::ClearingAccount);
|
|
FIELD_SET(*this, FIX::NoAllocs);
|
|
class NoAllocs: public FIX::Group
|
|
{
|
|
public:
|
|
NoAllocs() : FIX::Group(78,79,FIX::message_order(79,80,0)) {}
|
|
FIELD_SET(*this, FIX::AllocAccount);
|
|
FIELD_SET(*this, FIX::AllocShares);
|
|
};
|
|
FIELD_SET(*this, FIX::NoTradingSessions);
|
|
class NoTradingSessions: public FIX::Group
|
|
{
|
|
public:
|
|
NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,0)) {}
|
|
FIELD_SET(*this, FIX::TradingSessionID);
|
|
};
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|