1 #ifndef FIX44_ORDERMASSSTATUSREQUEST_H 2 #define FIX44_ORDERMASSSTATUSREQUEST_H 3 4 #include "Message.h" 5 6 namespace FIX44 7 { 8 9 class OrderMassStatusRequest : public Message 10 { 11 public: OrderMassStatusRequest()12 OrderMassStatusRequest() : Message(MsgType()) {} OrderMassStatusRequest(const FIX::Message & m)13 OrderMassStatusRequest(const FIX::Message& m) : Message(m) {} OrderMassStatusRequest(const Message & m)14 OrderMassStatusRequest(const Message& m) : Message(m) {} OrderMassStatusRequest(const OrderMassStatusRequest & m)15 OrderMassStatusRequest(const OrderMassStatusRequest& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("AF"); } 17 OrderMassStatusRequest(const FIX::MassStatusReqID & aMassStatusReqID,const FIX::MassStatusReqType & aMassStatusReqType)18 OrderMassStatusRequest( 19 const FIX::MassStatusReqID& aMassStatusReqID, 20 const FIX::MassStatusReqType& aMassStatusReqType ) 21 : Message(MsgType()) 22 { 23 set(aMassStatusReqID); 24 set(aMassStatusReqType); 25 } 26 27 FIELD_SET(*this, FIX::MassStatusReqID); 28 FIELD_SET(*this, FIX::MassStatusReqType); 29 FIELD_SET(*this, FIX::NoPartyIDs); 30 class NoPartyIDs: public FIX::Group 31 { 32 public: NoPartyIDs()33 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 34 FIELD_SET(*this, FIX::PartyID); 35 FIELD_SET(*this, FIX::PartyIDSource); 36 FIELD_SET(*this, FIX::PartyRole); 37 FIELD_SET(*this, FIX::NoPartySubIDs); 38 class NoPartySubIDs: public FIX::Group 39 { 40 public: NoPartySubIDs()41 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 42 FIELD_SET(*this, FIX::PartySubID); 43 FIELD_SET(*this, FIX::PartySubIDType); 44 }; 45 }; 46 FIELD_SET(*this, FIX::Account); 47 FIELD_SET(*this, FIX::AcctIDSource); 48 FIELD_SET(*this, FIX::TradingSessionID); 49 FIELD_SET(*this, FIX::TradingSessionSubID); 50 FIELD_SET(*this, FIX::Symbol); 51 FIELD_SET(*this, FIX::SymbolSfx); 52 FIELD_SET(*this, FIX::SecurityID); 53 FIELD_SET(*this, FIX::SecurityIDSource); 54 FIELD_SET(*this, FIX::NoSecurityAltID); 55 class NoSecurityAltID: public FIX::Group 56 { 57 public: NoSecurityAltID()58 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 59 FIELD_SET(*this, FIX::SecurityAltID); 60 FIELD_SET(*this, FIX::SecurityAltIDSource); 61 }; 62 FIELD_SET(*this, FIX::Product); 63 FIELD_SET(*this, FIX::CFICode); 64 FIELD_SET(*this, FIX::SecurityType); 65 FIELD_SET(*this, FIX::SecuritySubType); 66 FIELD_SET(*this, FIX::MaturityMonthYear); 67 FIELD_SET(*this, FIX::MaturityDate); 68 FIELD_SET(*this, FIX::PutOrCall); 69 FIELD_SET(*this, FIX::CouponPaymentDate); 70 FIELD_SET(*this, FIX::IssueDate); 71 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 72 FIELD_SET(*this, FIX::RepurchaseTerm); 73 FIELD_SET(*this, FIX::RepurchaseRate); 74 FIELD_SET(*this, FIX::Factor); 75 FIELD_SET(*this, FIX::CreditRating); 76 FIELD_SET(*this, FIX::InstrRegistry); 77 FIELD_SET(*this, FIX::CountryOfIssue); 78 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 79 FIELD_SET(*this, FIX::LocaleOfIssue); 80 FIELD_SET(*this, FIX::RedemptionDate); 81 FIELD_SET(*this, FIX::StrikePrice); 82 FIELD_SET(*this, FIX::StrikeCurrency); 83 FIELD_SET(*this, FIX::OptAttribute); 84 FIELD_SET(*this, FIX::ContractMultiplier); 85 FIELD_SET(*this, FIX::CouponRate); 86 FIELD_SET(*this, FIX::SecurityExchange); 87 FIELD_SET(*this, FIX::Issuer); 88 FIELD_SET(*this, FIX::EncodedIssuerLen); 89 FIELD_SET(*this, FIX::EncodedIssuer); 90 FIELD_SET(*this, FIX::SecurityDesc); 91 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 92 FIELD_SET(*this, FIX::EncodedSecurityDesc); 93 FIELD_SET(*this, FIX::Pool); 94 FIELD_SET(*this, FIX::ContractSettlMonth); 95 FIELD_SET(*this, FIX::CPProgram); 96 FIELD_SET(*this, FIX::CPRegType); 97 FIELD_SET(*this, FIX::NoEvents); 98 class NoEvents: public FIX::Group 99 { 100 public: NoEvents()101 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 102 FIELD_SET(*this, FIX::EventType); 103 FIELD_SET(*this, FIX::EventDate); 104 FIELD_SET(*this, FIX::EventPx); 105 FIELD_SET(*this, FIX::EventText); 106 }; 107 FIELD_SET(*this, FIX::DatedDate); 108 FIELD_SET(*this, FIX::InterestAccrualDate); 109 FIELD_SET(*this, FIX::UnderlyingSymbol); 110 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 111 FIELD_SET(*this, FIX::UnderlyingSecurityID); 112 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 113 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 114 class NoUnderlyingSecurityAltID: public FIX::Group 115 { 116 public: NoUnderlyingSecurityAltID()117 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 118 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 119 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 120 }; 121 FIELD_SET(*this, FIX::UnderlyingProduct); 122 FIELD_SET(*this, FIX::UnderlyingCFICode); 123 FIELD_SET(*this, FIX::UnderlyingSecurityType); 124 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 125 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 126 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 127 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 128 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 129 FIELD_SET(*this, FIX::UnderlyingIssueDate); 130 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 131 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 132 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 133 FIELD_SET(*this, FIX::UnderlyingFactor); 134 FIELD_SET(*this, FIX::UnderlyingCreditRating); 135 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 136 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 137 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 138 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 139 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 140 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 141 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 142 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 143 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 144 FIELD_SET(*this, FIX::UnderlyingCouponRate); 145 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 146 FIELD_SET(*this, FIX::UnderlyingIssuer); 147 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 148 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 149 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 150 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 151 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 152 FIELD_SET(*this, FIX::UnderlyingCPProgram); 153 FIELD_SET(*this, FIX::UnderlyingCPRegType); 154 FIELD_SET(*this, FIX::UnderlyingCurrency); 155 FIELD_SET(*this, FIX::UnderlyingQty); 156 FIELD_SET(*this, FIX::UnderlyingPx); 157 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 158 FIELD_SET(*this, FIX::UnderlyingEndPrice); 159 FIELD_SET(*this, FIX::UnderlyingStartValue); 160 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 161 FIELD_SET(*this, FIX::UnderlyingEndValue); 162 FIELD_SET(*this, FIX::NoUnderlyingStips); 163 class NoUnderlyingStips: public FIX::Group 164 { 165 public: NoUnderlyingStips()166 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 167 FIELD_SET(*this, FIX::UnderlyingStipType); 168 FIELD_SET(*this, FIX::UnderlyingStipValue); 169 }; 170 FIELD_SET(*this, FIX::Side); 171 }; 172 173 } 174 175 #endif 176