90 lines
2.8 KiB
C++
90 lines
2.8 KiB
C++
#ifndef FIX43_DONTKNOWTRADE_H
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#define FIX43_DONTKNOWTRADE_H
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#include "Message.h"
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namespace FIX43
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{
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class DontKnowTrade : public Message
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{
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public:
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DontKnowTrade() : Message(MsgType()) {}
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DontKnowTrade(const FIX::Message& m) : Message(m) {}
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DontKnowTrade(const Message& m) : Message(m) {}
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DontKnowTrade(const DontKnowTrade& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("Q"); }
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DontKnowTrade(
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const FIX::OrderID& aOrderID,
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const FIX::ExecID& aExecID,
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const FIX::DKReason& aDKReason,
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const FIX::Side& aSide )
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: Message(MsgType())
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{
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set(aOrderID);
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set(aExecID);
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set(aDKReason);
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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::ExecID);
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FIELD_SET(*this, FIX::DKReason);
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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::CFICode);
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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::MaturityDate);
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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::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::NoSecurityAltID);
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class NoSecurityAltID: public FIX::Group
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{
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public:
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NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
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FIELD_SET(*this, FIX::SecurityAltID);
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FIELD_SET(*this, FIX::SecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::Side);
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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::OrderPercent);
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FIELD_SET(*this, FIX::RoundingDirection);
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FIELD_SET(*this, FIX::RoundingModulus);
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FIELD_SET(*this, FIX::LastQty);
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FIELD_SET(*this, FIX::LastPx);
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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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};
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}
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#endif
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