1 #ifndef FIX44_TRADECAPTUREREPORTREQUESTACK_H 2 #define FIX44_TRADECAPTUREREPORTREQUESTACK_H 3 4 #include "Message.h" 5 6 namespace FIX44 7 { 8 9 class TradeCaptureReportRequestAck : public Message 10 { 11 public: TradeCaptureReportRequestAck()12 TradeCaptureReportRequestAck() : Message(MsgType()) {} TradeCaptureReportRequestAck(const FIX::Message & m)13 TradeCaptureReportRequestAck(const FIX::Message& m) : Message(m) {} TradeCaptureReportRequestAck(const Message & m)14 TradeCaptureReportRequestAck(const Message& m) : Message(m) {} TradeCaptureReportRequestAck(const TradeCaptureReportRequestAck & m)15 TradeCaptureReportRequestAck(const TradeCaptureReportRequestAck& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("AQ"); } 17 TradeCaptureReportRequestAck(const FIX::TradeRequestID & aTradeRequestID,const FIX::TradeRequestType & aTradeRequestType,const FIX::TradeRequestResult & aTradeRequestResult,const FIX::TradeRequestStatus & aTradeRequestStatus)18 TradeCaptureReportRequestAck( 19 const FIX::TradeRequestID& aTradeRequestID, 20 const FIX::TradeRequestType& aTradeRequestType, 21 const FIX::TradeRequestResult& aTradeRequestResult, 22 const FIX::TradeRequestStatus& aTradeRequestStatus ) 23 : Message(MsgType()) 24 { 25 set(aTradeRequestID); 26 set(aTradeRequestType); 27 set(aTradeRequestResult); 28 set(aTradeRequestStatus); 29 } 30 31 FIELD_SET(*this, FIX::TradeRequestID); 32 FIELD_SET(*this, FIX::TradeRequestType); 33 FIELD_SET(*this, FIX::SubscriptionRequestType); 34 FIELD_SET(*this, FIX::TotNumTradeReports); 35 FIELD_SET(*this, FIX::TradeRequestResult); 36 FIELD_SET(*this, FIX::TradeRequestStatus); 37 FIELD_SET(*this, FIX::Symbol); 38 FIELD_SET(*this, FIX::SymbolSfx); 39 FIELD_SET(*this, FIX::SecurityID); 40 FIELD_SET(*this, FIX::SecurityIDSource); 41 FIELD_SET(*this, FIX::NoSecurityAltID); 42 class NoSecurityAltID: public FIX::Group 43 { 44 public: NoSecurityAltID()45 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 46 FIELD_SET(*this, FIX::SecurityAltID); 47 FIELD_SET(*this, FIX::SecurityAltIDSource); 48 }; 49 FIELD_SET(*this, FIX::Product); 50 FIELD_SET(*this, FIX::CFICode); 51 FIELD_SET(*this, FIX::SecurityType); 52 FIELD_SET(*this, FIX::SecuritySubType); 53 FIELD_SET(*this, FIX::MaturityMonthYear); 54 FIELD_SET(*this, FIX::MaturityDate); 55 FIELD_SET(*this, FIX::PutOrCall); 56 FIELD_SET(*this, FIX::CouponPaymentDate); 57 FIELD_SET(*this, FIX::IssueDate); 58 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 59 FIELD_SET(*this, FIX::RepurchaseTerm); 60 FIELD_SET(*this, FIX::RepurchaseRate); 61 FIELD_SET(*this, FIX::Factor); 62 FIELD_SET(*this, FIX::CreditRating); 63 FIELD_SET(*this, FIX::InstrRegistry); 64 FIELD_SET(*this, FIX::CountryOfIssue); 65 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 66 FIELD_SET(*this, FIX::LocaleOfIssue); 67 FIELD_SET(*this, FIX::RedemptionDate); 68 FIELD_SET(*this, FIX::StrikePrice); 69 FIELD_SET(*this, FIX::StrikeCurrency); 70 FIELD_SET(*this, FIX::OptAttribute); 71 FIELD_SET(*this, FIX::ContractMultiplier); 72 FIELD_SET(*this, FIX::CouponRate); 73 FIELD_SET(*this, FIX::SecurityExchange); 74 FIELD_SET(*this, FIX::Issuer); 75 FIELD_SET(*this, FIX::EncodedIssuerLen); 76 FIELD_SET(*this, FIX::EncodedIssuer); 77 FIELD_SET(*this, FIX::SecurityDesc); 78 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 79 FIELD_SET(*this, FIX::EncodedSecurityDesc); 80 FIELD_SET(*this, FIX::Pool); 81 FIELD_SET(*this, FIX::ContractSettlMonth); 82 FIELD_SET(*this, FIX::CPProgram); 83 FIELD_SET(*this, FIX::CPRegType); 84 FIELD_SET(*this, FIX::NoEvents); 85 class NoEvents: public FIX::Group 86 { 87 public: NoEvents()88 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 89 FIELD_SET(*this, FIX::EventType); 90 FIELD_SET(*this, FIX::EventDate); 91 FIELD_SET(*this, FIX::EventPx); 92 FIELD_SET(*this, FIX::EventText); 93 }; 94 FIELD_SET(*this, FIX::DatedDate); 95 FIELD_SET(*this, FIX::InterestAccrualDate); 96 FIELD_SET(*this, FIX::NoUnderlyings); 97 class NoUnderlyings: public FIX::Group 98 { 99 public: NoUnderlyings()100 NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {} 101 FIELD_SET(*this, FIX::UnderlyingSymbol); 102 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 103 FIELD_SET(*this, FIX::UnderlyingSecurityID); 104 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 105 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 106 class NoUnderlyingSecurityAltID: public FIX::Group 107 { 108 public: NoUnderlyingSecurityAltID()109 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 110 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 111 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 112 }; 113 FIELD_SET(*this, FIX::UnderlyingProduct); 114 FIELD_SET(*this, FIX::UnderlyingCFICode); 115 FIELD_SET(*this, FIX::UnderlyingSecurityType); 116 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 117 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 118 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 119 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 120 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 121 FIELD_SET(*this, FIX::UnderlyingIssueDate); 122 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 123 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 124 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 125 FIELD_SET(*this, FIX::UnderlyingFactor); 126 FIELD_SET(*this, FIX::UnderlyingCreditRating); 127 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 128 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 129 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 130 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 131 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 132 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 133 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 134 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 135 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 136 FIELD_SET(*this, FIX::UnderlyingCouponRate); 137 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 138 FIELD_SET(*this, FIX::UnderlyingIssuer); 139 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 140 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 141 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 142 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 143 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 144 FIELD_SET(*this, FIX::UnderlyingCPProgram); 145 FIELD_SET(*this, FIX::UnderlyingCPRegType); 146 FIELD_SET(*this, FIX::UnderlyingCurrency); 147 FIELD_SET(*this, FIX::UnderlyingQty); 148 FIELD_SET(*this, FIX::UnderlyingPx); 149 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 150 FIELD_SET(*this, FIX::UnderlyingEndPrice); 151 FIELD_SET(*this, FIX::UnderlyingStartValue); 152 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 153 FIELD_SET(*this, FIX::UnderlyingEndValue); 154 FIELD_SET(*this, FIX::NoUnderlyingStips); 155 class NoUnderlyingStips: public FIX::Group 156 { 157 public: NoUnderlyingStips()158 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 159 FIELD_SET(*this, FIX::UnderlyingStipType); 160 FIELD_SET(*this, FIX::UnderlyingStipValue); 161 }; 162 }; 163 FIELD_SET(*this, FIX::NoLegs); 164 class NoLegs: public FIX::Group 165 { 166 public: NoLegs()167 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,0)) {} 168 FIELD_SET(*this, FIX::LegSymbol); 169 FIELD_SET(*this, FIX::LegSymbolSfx); 170 FIELD_SET(*this, FIX::LegSecurityID); 171 FIELD_SET(*this, FIX::LegSecurityIDSource); 172 FIELD_SET(*this, FIX::NoLegSecurityAltID); 173 class NoLegSecurityAltID: public FIX::Group 174 { 175 public: NoLegSecurityAltID()176 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 177 FIELD_SET(*this, FIX::LegSecurityAltID); 178 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 179 }; 180 FIELD_SET(*this, FIX::LegProduct); 181 FIELD_SET(*this, FIX::LegCFICode); 182 FIELD_SET(*this, FIX::LegSecurityType); 183 FIELD_SET(*this, FIX::LegSecuritySubType); 184 FIELD_SET(*this, FIX::LegMaturityMonthYear); 185 FIELD_SET(*this, FIX::LegMaturityDate); 186 FIELD_SET(*this, FIX::LegCouponPaymentDate); 187 FIELD_SET(*this, FIX::LegIssueDate); 188 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 189 FIELD_SET(*this, FIX::LegRepurchaseTerm); 190 FIELD_SET(*this, FIX::LegRepurchaseRate); 191 FIELD_SET(*this, FIX::LegFactor); 192 FIELD_SET(*this, FIX::LegCreditRating); 193 FIELD_SET(*this, FIX::LegInstrRegistry); 194 FIELD_SET(*this, FIX::LegCountryOfIssue); 195 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 196 FIELD_SET(*this, FIX::LegLocaleOfIssue); 197 FIELD_SET(*this, FIX::LegRedemptionDate); 198 FIELD_SET(*this, FIX::LegStrikePrice); 199 FIELD_SET(*this, FIX::LegStrikeCurrency); 200 FIELD_SET(*this, FIX::LegOptAttribute); 201 FIELD_SET(*this, FIX::LegContractMultiplier); 202 FIELD_SET(*this, FIX::LegCouponRate); 203 FIELD_SET(*this, FIX::LegSecurityExchange); 204 FIELD_SET(*this, FIX::LegIssuer); 205 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 206 FIELD_SET(*this, FIX::EncodedLegIssuer); 207 FIELD_SET(*this, FIX::LegSecurityDesc); 208 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 209 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 210 FIELD_SET(*this, FIX::LegRatioQty); 211 FIELD_SET(*this, FIX::LegSide); 212 FIELD_SET(*this, FIX::LegCurrency); 213 FIELD_SET(*this, FIX::LegPool); 214 FIELD_SET(*this, FIX::LegDatedDate); 215 FIELD_SET(*this, FIX::LegContractSettlMonth); 216 FIELD_SET(*this, FIX::LegInterestAccrualDate); 217 }; 218 FIELD_SET(*this, FIX::MultiLegReportingType); 219 FIELD_SET(*this, FIX::ResponseTransportType); 220 FIELD_SET(*this, FIX::ResponseDestination); 221 FIELD_SET(*this, FIX::Text); 222 FIELD_SET(*this, FIX::EncodedTextLen); 223 FIELD_SET(*this, FIX::EncodedText); 224 }; 225 226 } 227 228 #endif 229