1 #ifndef FIX50SP1_ORDERMASSACTIONREPORT_H 2 #define FIX50SP1_ORDERMASSACTIONREPORT_H 3 4 #include "Message.h" 5 6 namespace FIX50SP1 7 { 8 9 class OrderMassActionReport : public Message 10 { 11 public: OrderMassActionReport()12 OrderMassActionReport() : Message(MsgType()) {} OrderMassActionReport(const FIX::Message & m)13 OrderMassActionReport(const FIX::Message& m) : Message(m) {} OrderMassActionReport(const Message & m)14 OrderMassActionReport(const Message& m) : Message(m) {} OrderMassActionReport(const OrderMassActionReport & m)15 OrderMassActionReport(const OrderMassActionReport& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("BZ"); } 17 OrderMassActionReport(const FIX::MassActionReportID & aMassActionReportID,const FIX::MassActionType & aMassActionType,const FIX::MassActionScope & aMassActionScope,const FIX::MassActionResponse & aMassActionResponse)18 OrderMassActionReport( 19 const FIX::MassActionReportID& aMassActionReportID, 20 const FIX::MassActionType& aMassActionType, 21 const FIX::MassActionScope& aMassActionScope, 22 const FIX::MassActionResponse& aMassActionResponse ) 23 : Message(MsgType()) 24 { 25 set(aMassActionReportID); 26 set(aMassActionType); 27 set(aMassActionScope); 28 set(aMassActionResponse); 29 } 30 31 FIELD_SET(*this, FIX::ClOrdID); 32 FIELD_SET(*this, FIX::SecondaryClOrdID); 33 FIELD_SET(*this, FIX::MassActionReportID); 34 FIELD_SET(*this, FIX::MassActionType); 35 FIELD_SET(*this, FIX::MassActionScope); 36 FIELD_SET(*this, FIX::MassActionResponse); 37 FIELD_SET(*this, FIX::MassActionRejectReason); 38 FIELD_SET(*this, FIX::TotalAffectedOrders); 39 FIELD_SET(*this, FIX::NoAffectedOrders); 40 class NoAffectedOrders: public FIX::Group 41 { 42 public: NoAffectedOrders()43 NoAffectedOrders() : FIX::Group(534,41,FIX::message_order(41,535,536,0)) {} 44 FIELD_SET(*this, FIX::OrigClOrdID); 45 FIELD_SET(*this, FIX::AffectedOrderID); 46 FIELD_SET(*this, FIX::AffectedSecondaryOrderID); 47 }; 48 FIELD_SET(*this, FIX::NoNotAffectedOrders); 49 class NoNotAffectedOrders: public FIX::Group 50 { 51 public: NoNotAffectedOrders()52 NoNotAffectedOrders() : FIX::Group(1370,1372,FIX::message_order(1372,1371,0)) {} 53 FIELD_SET(*this, FIX::NotAffOrigClOrdID); 54 FIELD_SET(*this, FIX::NotAffectedOrderID); 55 }; 56 FIELD_SET(*this, FIX::MarketID); 57 FIELD_SET(*this, FIX::MarketSegmentID); 58 FIELD_SET(*this, FIX::TradingSessionID); 59 FIELD_SET(*this, FIX::TradingSessionSubID); 60 FIELD_SET(*this, FIX::NoPartyIDs); 61 class NoPartyIDs: public FIX::Group 62 { 63 public: NoPartyIDs()64 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 65 FIELD_SET(*this, FIX::PartyID); 66 FIELD_SET(*this, FIX::PartyIDSource); 67 FIELD_SET(*this, FIX::PartyRole); 68 FIELD_SET(*this, FIX::NoPartySubIDs); 69 class NoPartySubIDs: public FIX::Group 70 { 71 public: NoPartySubIDs()72 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 73 FIELD_SET(*this, FIX::PartySubID); 74 FIELD_SET(*this, FIX::PartySubIDType); 75 }; 76 }; 77 FIELD_SET(*this, FIX::Symbol); 78 FIELD_SET(*this, FIX::SymbolSfx); 79 FIELD_SET(*this, FIX::SecurityID); 80 FIELD_SET(*this, FIX::SecurityIDSource); 81 FIELD_SET(*this, FIX::NoSecurityAltID); 82 class NoSecurityAltID: public FIX::Group 83 { 84 public: NoSecurityAltID()85 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 86 FIELD_SET(*this, FIX::SecurityAltID); 87 FIELD_SET(*this, FIX::SecurityAltIDSource); 88 }; 89 FIELD_SET(*this, FIX::Product); 90 FIELD_SET(*this, FIX::ProductComplex); 91 FIELD_SET(*this, FIX::SecurityGroup); 92 FIELD_SET(*this, FIX::CFICode); 93 FIELD_SET(*this, FIX::SecurityType); 94 FIELD_SET(*this, FIX::SecuritySubType); 95 FIELD_SET(*this, FIX::MaturityMonthYear); 96 FIELD_SET(*this, FIX::MaturityDate); 97 FIELD_SET(*this, FIX::MaturityTime); 98 FIELD_SET(*this, FIX::SettleOnOpenFlag); 99 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 100 FIELD_SET(*this, FIX::SecurityStatus); 101 FIELD_SET(*this, FIX::CouponPaymentDate); 102 FIELD_SET(*this, FIX::IssueDate); 103 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 104 FIELD_SET(*this, FIX::RepurchaseTerm); 105 FIELD_SET(*this, FIX::RepurchaseRate); 106 FIELD_SET(*this, FIX::Factor); 107 FIELD_SET(*this, FIX::CreditRating); 108 FIELD_SET(*this, FIX::InstrRegistry); 109 FIELD_SET(*this, FIX::CountryOfIssue); 110 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 111 FIELD_SET(*this, FIX::LocaleOfIssue); 112 FIELD_SET(*this, FIX::RedemptionDate); 113 FIELD_SET(*this, FIX::StrikePrice); 114 FIELD_SET(*this, FIX::StrikeCurrency); 115 FIELD_SET(*this, FIX::StrikeMultiplier); 116 FIELD_SET(*this, FIX::StrikeValue); 117 FIELD_SET(*this, FIX::OptAttribute); 118 FIELD_SET(*this, FIX::ContractMultiplier); 119 FIELD_SET(*this, FIX::MinPriceIncrement); 120 FIELD_SET(*this, FIX::MinPriceIncrementAmount); 121 FIELD_SET(*this, FIX::UnitOfMeasure); 122 FIELD_SET(*this, FIX::UnitOfMeasureQty); 123 FIELD_SET(*this, FIX::PriceUnitOfMeasure); 124 FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); 125 FIELD_SET(*this, FIX::SettlMethod); 126 FIELD_SET(*this, FIX::ExerciseStyle); 127 FIELD_SET(*this, FIX::OptPayAmount); 128 FIELD_SET(*this, FIX::PriceQuoteMethod); 129 FIELD_SET(*this, FIX::FuturesValuationMethod); 130 FIELD_SET(*this, FIX::ListMethod); 131 FIELD_SET(*this, FIX::CapPrice); 132 FIELD_SET(*this, FIX::FloorPrice); 133 FIELD_SET(*this, FIX::PutOrCall); 134 FIELD_SET(*this, FIX::FlexibleIndicator); 135 FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 136 FIELD_SET(*this, FIX::TimeUnit); 137 FIELD_SET(*this, FIX::CouponRate); 138 FIELD_SET(*this, FIX::SecurityExchange); 139 FIELD_SET(*this, FIX::PositionLimit); 140 FIELD_SET(*this, FIX::NTPositionLimit); 141 FIELD_SET(*this, FIX::Issuer); 142 FIELD_SET(*this, FIX::EncodedIssuerLen); 143 FIELD_SET(*this, FIX::EncodedIssuer); 144 FIELD_SET(*this, FIX::SecurityDesc); 145 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 146 FIELD_SET(*this, FIX::EncodedSecurityDesc); 147 FIELD_SET(*this, FIX::SecurityXMLLen); 148 FIELD_SET(*this, FIX::SecurityXML); 149 FIELD_SET(*this, FIX::SecurityXMLSchema); 150 FIELD_SET(*this, FIX::Pool); 151 FIELD_SET(*this, FIX::ContractSettlMonth); 152 FIELD_SET(*this, FIX::CPProgram); 153 FIELD_SET(*this, FIX::CPRegType); 154 FIELD_SET(*this, FIX::NoEvents); 155 class NoEvents: public FIX::Group 156 { 157 public: NoEvents()158 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} 159 FIELD_SET(*this, FIX::EventType); 160 FIELD_SET(*this, FIX::EventDate); 161 FIELD_SET(*this, FIX::EventTime); 162 FIELD_SET(*this, FIX::EventPx); 163 FIELD_SET(*this, FIX::EventText); 164 }; 165 FIELD_SET(*this, FIX::DatedDate); 166 FIELD_SET(*this, FIX::InterestAccrualDate); 167 FIELD_SET(*this, FIX::NoInstrumentParties); 168 class NoInstrumentParties: public FIX::Group 169 { 170 public: NoInstrumentParties()171 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 172 FIELD_SET(*this, FIX::InstrumentPartyID); 173 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 174 FIELD_SET(*this, FIX::InstrumentPartyRole); 175 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 176 class NoInstrumentPartySubIDs: public FIX::Group 177 { 178 public: NoInstrumentPartySubIDs()179 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 180 FIELD_SET(*this, FIX::InstrumentPartySubID); 181 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 182 }; 183 }; 184 FIELD_SET(*this, FIX::UnderlyingSymbol); 185 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 186 FIELD_SET(*this, FIX::UnderlyingSecurityID); 187 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 188 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 189 class NoUnderlyingSecurityAltID: public FIX::Group 190 { 191 public: NoUnderlyingSecurityAltID()192 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 193 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 194 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 195 }; 196 FIELD_SET(*this, FIX::UnderlyingProduct); 197 FIELD_SET(*this, FIX::UnderlyingCFICode); 198 FIELD_SET(*this, FIX::UnderlyingSecurityType); 199 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 200 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 201 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 202 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 203 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 204 FIELD_SET(*this, FIX::UnderlyingIssueDate); 205 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 206 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 207 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 208 FIELD_SET(*this, FIX::UnderlyingFactor); 209 FIELD_SET(*this, FIX::UnderlyingCreditRating); 210 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 211 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 212 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 213 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 214 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 215 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 216 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 217 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 218 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 219 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 220 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 221 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 222 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 223 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 224 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 225 FIELD_SET(*this, FIX::UnderlyingCouponRate); 226 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 227 FIELD_SET(*this, FIX::UnderlyingIssuer); 228 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 229 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 230 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 231 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 232 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 233 FIELD_SET(*this, FIX::UnderlyingCPProgram); 234 FIELD_SET(*this, FIX::UnderlyingCPRegType); 235 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 236 FIELD_SET(*this, FIX::UnderlyingCurrency); 237 FIELD_SET(*this, FIX::UnderlyingQty); 238 FIELD_SET(*this, FIX::UnderlyingSettlementType); 239 FIELD_SET(*this, FIX::UnderlyingCashAmount); 240 FIELD_SET(*this, FIX::UnderlyingCashType); 241 FIELD_SET(*this, FIX::UnderlyingPx); 242 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 243 FIELD_SET(*this, FIX::UnderlyingEndPrice); 244 FIELD_SET(*this, FIX::UnderlyingStartValue); 245 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 246 FIELD_SET(*this, FIX::UnderlyingEndValue); 247 FIELD_SET(*this, FIX::NoUnderlyingStips); 248 class NoUnderlyingStips: public FIX::Group 249 { 250 public: NoUnderlyingStips()251 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 252 FIELD_SET(*this, FIX::UnderlyingStipType); 253 FIELD_SET(*this, FIX::UnderlyingStipValue); 254 }; 255 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 256 FIELD_SET(*this, FIX::UnderlyingFXRate); 257 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 258 FIELD_SET(*this, FIX::UnderlyingCapValue); 259 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 260 class NoUndlyInstrumentParties: public FIX::Group 261 { 262 public: NoUndlyInstrumentParties()263 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 264 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 265 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 266 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 267 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 268 class NoUndlyInstrumentPartySubIDs: public FIX::Group 269 { 270 public: NoUndlyInstrumentPartySubIDs()271 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 272 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 273 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 274 }; 275 }; 276 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 277 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 278 FIELD_SET(*this, FIX::Side); 279 FIELD_SET(*this, FIX::TransactTime); 280 FIELD_SET(*this, FIX::Text); 281 FIELD_SET(*this, FIX::EncodedTextLen); 282 FIELD_SET(*this, FIX::EncodedText); 283 }; 284 285 } 286 287 #endif 288