1 #ifndef FIX50SP1_TRADINGSESSIONLIST_H 2 #define FIX50SP1_TRADINGSESSIONLIST_H 3 4 #include "Message.h" 5 6 namespace FIX50SP1 7 { 8 9 class TradingSessionList : public Message 10 { 11 public: TradingSessionList()12 TradingSessionList() : Message(MsgType()) {} TradingSessionList(const FIX::Message & m)13 TradingSessionList(const FIX::Message& m) : Message(m) {} TradingSessionList(const Message & m)14 TradingSessionList(const Message& m) : Message(m) {} TradingSessionList(const TradingSessionList & m)15 TradingSessionList(const TradingSessionList& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("BJ"); } 17 18 FIELD_SET(*this, FIX::ApplID); 19 FIELD_SET(*this, FIX::ApplSeqNum); 20 FIELD_SET(*this, FIX::ApplLastSeqNum); 21 FIELD_SET(*this, FIX::ApplResendFlag); 22 FIELD_SET(*this, FIX::TradSesReqID); 23 FIELD_SET(*this, FIX::NoTradingSessions); 24 class NoTradingSessions: public FIX::Group 25 { 26 public: NoTradingSessions()27 NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,207,1301,1300,1326,338,339,325,340,567,341,342,343,344,345,387,58,354,355,0)) {} 28 FIELD_SET(*this, FIX::TradingSessionID); 29 FIELD_SET(*this, FIX::TradingSessionSubID); 30 FIELD_SET(*this, FIX::SecurityExchange); 31 FIELD_SET(*this, FIX::MarketID); 32 FIELD_SET(*this, FIX::MarketSegmentID); 33 FIELD_SET(*this, FIX::TradingSessionDesc); 34 FIELD_SET(*this, FIX::TradSesMethod); 35 FIELD_SET(*this, FIX::TradSesMode); 36 FIELD_SET(*this, FIX::UnsolicitedIndicator); 37 FIELD_SET(*this, FIX::TradSesStatus); 38 FIELD_SET(*this, FIX::TradSesStatusRejReason); 39 FIELD_SET(*this, FIX::TradSesStartTime); 40 FIELD_SET(*this, FIX::TradSesOpenTime); 41 FIELD_SET(*this, FIX::TradSesPreCloseTime); 42 FIELD_SET(*this, FIX::TradSesCloseTime); 43 FIELD_SET(*this, FIX::TradSesEndTime); 44 FIELD_SET(*this, FIX::TotalVolumeTraded); 45 FIELD_SET(*this, FIX::NoOrdTypeRules); 46 class NoOrdTypeRules: public FIX::Group 47 { 48 public: NoOrdTypeRules()49 NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {} 50 FIELD_SET(*this, FIX::OrdType); 51 }; 52 FIELD_SET(*this, FIX::NoTimeInForceRules); 53 class NoTimeInForceRules: public FIX::Group 54 { 55 public: NoTimeInForceRules()56 NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {} 57 FIELD_SET(*this, FIX::TimeInForce); 58 }; 59 FIELD_SET(*this, FIX::NoExecInstRules); 60 class NoExecInstRules: public FIX::Group 61 { 62 public: NoExecInstRules()63 NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {} 64 FIELD_SET(*this, FIX::ExecInstValue); 65 }; 66 FIELD_SET(*this, FIX::NoMatchRules); 67 class NoMatchRules: public FIX::Group 68 { 69 public: NoMatchRules()70 NoMatchRules() : FIX::Group(1235,1142,FIX::message_order(1142,574,0)) {} 71 FIELD_SET(*this, FIX::MatchAlgorithm); 72 FIELD_SET(*this, FIX::MatchType); 73 }; 74 FIELD_SET(*this, FIX::NoMDFeedTypes); 75 class NoMDFeedTypes: public FIX::Group 76 { 77 public: NoMDFeedTypes()78 NoMDFeedTypes() : FIX::Group(1141,1022,FIX::message_order(1022,264,1021,0)) {} 79 FIELD_SET(*this, FIX::MDFeedType); 80 FIELD_SET(*this, FIX::MarketDepth); 81 FIELD_SET(*this, FIX::MDBookType); 82 }; 83 FIELD_SET(*this, FIX::Text); 84 FIELD_SET(*this, FIX::EncodedTextLen); 85 FIELD_SET(*this, FIX::EncodedText); 86 }; 87 }; 88 89 } 90 91 #endif 92