1 #ifndef FIX50SP2_ORDERSTATUSREQUEST_H 2 #define FIX50SP2_ORDERSTATUSREQUEST_H 3 4 #include "Message.h" 5 6 namespace FIX50SP2 7 { 8 9 class OrderStatusRequest : public Message 10 { 11 public: OrderStatusRequest()12 OrderStatusRequest() : Message(MsgType()) {} OrderStatusRequest(const FIX::Message & m)13 OrderStatusRequest(const FIX::Message& m) : Message(m) {} OrderStatusRequest(const Message & m)14 OrderStatusRequest(const Message& m) : Message(m) {} OrderStatusRequest(const OrderStatusRequest & m)15 OrderStatusRequest(const OrderStatusRequest& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("H"); } 17 OrderStatusRequest(const FIX::Side & aSide)18 OrderStatusRequest( 19 const FIX::Side& aSide ) 20 : Message(MsgType()) 21 { 22 set(aSide); 23 } 24 25 FIELD_SET(*this, FIX::OrderID); 26 FIELD_SET(*this, FIX::ClOrdID); 27 FIELD_SET(*this, FIX::SecondaryClOrdID); 28 FIELD_SET(*this, FIX::ClOrdLinkID); 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::OrdStatusReqID); 47 FIELD_SET(*this, FIX::Account); 48 FIELD_SET(*this, FIX::AcctIDSource); 49 FIELD_SET(*this, FIX::Symbol); 50 FIELD_SET(*this, FIX::SymbolSfx); 51 FIELD_SET(*this, FIX::SecurityID); 52 FIELD_SET(*this, FIX::SecurityIDSource); 53 FIELD_SET(*this, FIX::NoSecurityAltID); 54 class NoSecurityAltID: public FIX::Group 55 { 56 public: NoSecurityAltID()57 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 58 FIELD_SET(*this, FIX::SecurityAltID); 59 FIELD_SET(*this, FIX::SecurityAltIDSource); 60 }; 61 FIELD_SET(*this, FIX::Product); 62 FIELD_SET(*this, FIX::ProductComplex); 63 FIELD_SET(*this, FIX::SecurityGroup); 64 FIELD_SET(*this, FIX::CFICode); 65 FIELD_SET(*this, FIX::SecurityType); 66 FIELD_SET(*this, FIX::SecuritySubType); 67 FIELD_SET(*this, FIX::MaturityMonthYear); 68 FIELD_SET(*this, FIX::MaturityDate); 69 FIELD_SET(*this, FIX::MaturityTime); 70 FIELD_SET(*this, FIX::SettleOnOpenFlag); 71 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 72 FIELD_SET(*this, FIX::SecurityStatus); 73 FIELD_SET(*this, FIX::CouponPaymentDate); 74 FIELD_SET(*this, FIX::IssueDate); 75 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 76 FIELD_SET(*this, FIX::RepurchaseTerm); 77 FIELD_SET(*this, FIX::RepurchaseRate); 78 FIELD_SET(*this, FIX::Factor); 79 FIELD_SET(*this, FIX::CreditRating); 80 FIELD_SET(*this, FIX::InstrRegistry); 81 FIELD_SET(*this, FIX::CountryOfIssue); 82 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 83 FIELD_SET(*this, FIX::LocaleOfIssue); 84 FIELD_SET(*this, FIX::RedemptionDate); 85 FIELD_SET(*this, FIX::StrikePrice); 86 FIELD_SET(*this, FIX::StrikeCurrency); 87 FIELD_SET(*this, FIX::StrikeMultiplier); 88 FIELD_SET(*this, FIX::StrikeValue); 89 FIELD_SET(*this, FIX::OptAttribute); 90 FIELD_SET(*this, FIX::ContractMultiplier); 91 FIELD_SET(*this, FIX::MinPriceIncrement); 92 FIELD_SET(*this, FIX::MinPriceIncrementAmount); 93 FIELD_SET(*this, FIX::UnitOfMeasure); 94 FIELD_SET(*this, FIX::UnitOfMeasureQty); 95 FIELD_SET(*this, FIX::PriceUnitOfMeasure); 96 FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); 97 FIELD_SET(*this, FIX::SettlMethod); 98 FIELD_SET(*this, FIX::ExerciseStyle); 99 FIELD_SET(*this, FIX::OptPayoutAmount); 100 FIELD_SET(*this, FIX::PriceQuoteMethod); 101 FIELD_SET(*this, FIX::ValuationMethod); 102 FIELD_SET(*this, FIX::ListMethod); 103 FIELD_SET(*this, FIX::CapPrice); 104 FIELD_SET(*this, FIX::FloorPrice); 105 FIELD_SET(*this, FIX::PutOrCall); 106 FIELD_SET(*this, FIX::FlexibleIndicator); 107 FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 108 FIELD_SET(*this, FIX::TimeUnit); 109 FIELD_SET(*this, FIX::CouponRate); 110 FIELD_SET(*this, FIX::SecurityExchange); 111 FIELD_SET(*this, FIX::PositionLimit); 112 FIELD_SET(*this, FIX::NTPositionLimit); 113 FIELD_SET(*this, FIX::Issuer); 114 FIELD_SET(*this, FIX::EncodedIssuerLen); 115 FIELD_SET(*this, FIX::EncodedIssuer); 116 FIELD_SET(*this, FIX::SecurityDesc); 117 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 118 FIELD_SET(*this, FIX::EncodedSecurityDesc); 119 FIELD_SET(*this, FIX::SecurityXMLLen); 120 FIELD_SET(*this, FIX::SecurityXML); 121 FIELD_SET(*this, FIX::SecurityXMLSchema); 122 FIELD_SET(*this, FIX::Pool); 123 FIELD_SET(*this, FIX::ContractSettlMonth); 124 FIELD_SET(*this, FIX::CPProgram); 125 FIELD_SET(*this, FIX::CPRegType); 126 FIELD_SET(*this, FIX::NoEvents); 127 class NoEvents: public FIX::Group 128 { 129 public: NoEvents()130 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} 131 FIELD_SET(*this, FIX::EventType); 132 FIELD_SET(*this, FIX::EventDate); 133 FIELD_SET(*this, FIX::EventTime); 134 FIELD_SET(*this, FIX::EventPx); 135 FIELD_SET(*this, FIX::EventText); 136 }; 137 FIELD_SET(*this, FIX::DatedDate); 138 FIELD_SET(*this, FIX::InterestAccrualDate); 139 FIELD_SET(*this, FIX::NoInstrumentParties); 140 class NoInstrumentParties: public FIX::Group 141 { 142 public: NoInstrumentParties()143 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 144 FIELD_SET(*this, FIX::InstrumentPartyID); 145 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 146 FIELD_SET(*this, FIX::InstrumentPartyRole); 147 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 148 class NoInstrumentPartySubIDs: public FIX::Group 149 { 150 public: NoInstrumentPartySubIDs()151 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 152 FIELD_SET(*this, FIX::InstrumentPartySubID); 153 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 154 }; 155 }; 156 FIELD_SET(*this, FIX::ContractMultiplierUnit); 157 FIELD_SET(*this, FIX::FlowScheduleType); 158 FIELD_SET(*this, FIX::RestructuringType); 159 FIELD_SET(*this, FIX::Seniority); 160 FIELD_SET(*this, FIX::NotionalPercentageOutstanding); 161 FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding); 162 FIELD_SET(*this, FIX::AttachmentPoint); 163 FIELD_SET(*this, FIX::DetachmentPoint); 164 FIELD_SET(*this, FIX::StrikePriceDeterminationMethod); 165 FIELD_SET(*this, FIX::StrikePriceBoundaryMethod); 166 FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision); 167 FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod); 168 FIELD_SET(*this, FIX::OptPayoutType); 169 FIELD_SET(*this, FIX::NoComplexEvents); 170 class NoComplexEvents: public FIX::Group 171 { 172 public: NoComplexEvents()173 NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {} 174 FIELD_SET(*this, FIX::ComplexEventType); 175 FIELD_SET(*this, FIX::ComplexOptPayoutAmount); 176 FIELD_SET(*this, FIX::ComplexEventPrice); 177 FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod); 178 FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision); 179 FIELD_SET(*this, FIX::ComplexEventPriceTimeType); 180 FIELD_SET(*this, FIX::ComplexEventCondition); 181 FIELD_SET(*this, FIX::NoComplexEventDates); 182 class NoComplexEventDates: public FIX::Group 183 { 184 public: NoComplexEventDates()185 NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {} 186 FIELD_SET(*this, FIX::ComplexEventStartDate); 187 FIELD_SET(*this, FIX::ComplexEventEndDate); 188 FIELD_SET(*this, FIX::NoComplexEventTimes); 189 class NoComplexEventTimes: public FIX::Group 190 { 191 public: NoComplexEventTimes()192 NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {} 193 FIELD_SET(*this, FIX::ComplexEventStartTime); 194 FIELD_SET(*this, FIX::ComplexEventEndTime); 195 }; 196 }; 197 }; 198 FIELD_SET(*this, FIX::AgreementDesc); 199 FIELD_SET(*this, FIX::AgreementID); 200 FIELD_SET(*this, FIX::AgreementDate); 201 FIELD_SET(*this, FIX::AgreementCurrency); 202 FIELD_SET(*this, FIX::TerminationType); 203 FIELD_SET(*this, FIX::StartDate); 204 FIELD_SET(*this, FIX::EndDate); 205 FIELD_SET(*this, FIX::DeliveryType); 206 FIELD_SET(*this, FIX::MarginRatio); 207 FIELD_SET(*this, FIX::NoUnderlyings); 208 class NoUnderlyings: public FIX::Group 209 { 210 public: NoUnderlyings()211 NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {} 212 FIELD_SET(*this, FIX::UnderlyingSymbol); 213 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 214 FIELD_SET(*this, FIX::UnderlyingSecurityID); 215 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 216 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 217 class NoUnderlyingSecurityAltID: public FIX::Group 218 { 219 public: NoUnderlyingSecurityAltID()220 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 221 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 222 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 223 }; 224 FIELD_SET(*this, FIX::UnderlyingProduct); 225 FIELD_SET(*this, FIX::UnderlyingCFICode); 226 FIELD_SET(*this, FIX::UnderlyingSecurityType); 227 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 228 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 229 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 230 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 231 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 232 FIELD_SET(*this, FIX::UnderlyingIssueDate); 233 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 234 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 235 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 236 FIELD_SET(*this, FIX::UnderlyingFactor); 237 FIELD_SET(*this, FIX::UnderlyingCreditRating); 238 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 239 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 240 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 241 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 242 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 243 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 244 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 245 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 246 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 247 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 248 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 249 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 250 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 251 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 252 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 253 FIELD_SET(*this, FIX::UnderlyingCouponRate); 254 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 255 FIELD_SET(*this, FIX::UnderlyingIssuer); 256 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 257 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 258 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 259 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 260 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 261 FIELD_SET(*this, FIX::UnderlyingCPProgram); 262 FIELD_SET(*this, FIX::UnderlyingCPRegType); 263 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 264 FIELD_SET(*this, FIX::UnderlyingCurrency); 265 FIELD_SET(*this, FIX::UnderlyingQty); 266 FIELD_SET(*this, FIX::UnderlyingSettlementType); 267 FIELD_SET(*this, FIX::UnderlyingCashAmount); 268 FIELD_SET(*this, FIX::UnderlyingCashType); 269 FIELD_SET(*this, FIX::UnderlyingPx); 270 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 271 FIELD_SET(*this, FIX::UnderlyingEndPrice); 272 FIELD_SET(*this, FIX::UnderlyingStartValue); 273 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 274 FIELD_SET(*this, FIX::UnderlyingEndValue); 275 FIELD_SET(*this, FIX::NoUnderlyingStips); 276 class NoUnderlyingStips: public FIX::Group 277 { 278 public: NoUnderlyingStips()279 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 280 FIELD_SET(*this, FIX::UnderlyingStipType); 281 FIELD_SET(*this, FIX::UnderlyingStipValue); 282 }; 283 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 284 FIELD_SET(*this, FIX::UnderlyingFXRate); 285 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 286 FIELD_SET(*this, FIX::UnderlyingCapValue); 287 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 288 class NoUndlyInstrumentParties: public FIX::Group 289 { 290 public: NoUndlyInstrumentParties()291 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 292 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyID); 293 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource); 294 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole); 295 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 296 class NoUndlyInstrumentPartySubIDs: public FIX::Group 297 { 298 public: NoUndlyInstrumentPartySubIDs()299 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 300 FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubID); 301 FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType); 302 }; 303 }; 304 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 305 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 306 FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit); 307 FIELD_SET(*this, FIX::UnderlyingFlowScheduleType); 308 FIELD_SET(*this, FIX::UnderlyingRestructuringType); 309 FIELD_SET(*this, FIX::UnderlyingSeniority); 310 FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding); 311 FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding); 312 FIELD_SET(*this, FIX::UnderlyingAttachmentPoint); 313 FIELD_SET(*this, FIX::UnderlyingDetachmentPoint); 314 }; 315 FIELD_SET(*this, FIX::Side); 316 }; 317 318 } 319 320 #endif 321