1 #ifndef FIX43_NEWORDERSINGLE_H 2 #define FIX43_NEWORDERSINGLE_H 3 4 #include "Message.h" 5 6 namespace FIX43 7 { 8 9 class NewOrderSingle : public Message 10 { 11 public: NewOrderSingle()12 NewOrderSingle() : Message(MsgType()) {} NewOrderSingle(const FIX::Message & m)13 NewOrderSingle(const FIX::Message& m) : Message(m) {} NewOrderSingle(const Message & m)14 NewOrderSingle(const Message& m) : Message(m) {} NewOrderSingle(const NewOrderSingle & m)15 NewOrderSingle(const NewOrderSingle& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("D"); } 17 NewOrderSingle(const FIX::ClOrdID & aClOrdID,const FIX::HandlInst & aHandlInst,const FIX::Side & aSide,const FIX::TransactTime & aTransactTime,const FIX::OrdType & aOrdType)18 NewOrderSingle( 19 const FIX::ClOrdID& aClOrdID, 20 const FIX::HandlInst& aHandlInst, 21 const FIX::Side& aSide, 22 const FIX::TransactTime& aTransactTime, 23 const FIX::OrdType& aOrdType ) 24 : Message(MsgType()) 25 { 26 set(aClOrdID); 27 set(aHandlInst); 28 set(aSide); 29 set(aTransactTime); 30 set(aOrdType); 31 } 32 33 FIELD_SET(*this, FIX::ClOrdID); 34 FIELD_SET(*this, FIX::SecondaryClOrdID); 35 FIELD_SET(*this, FIX::ClOrdLinkID); 36 FIELD_SET(*this, FIX::NoPartyIDs); 37 class NoPartyIDs: public FIX::Group 38 { 39 public: NoPartyIDs()40 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {} 41 FIELD_SET(*this, FIX::PartyID); 42 FIELD_SET(*this, FIX::PartyIDSource); 43 FIELD_SET(*this, FIX::PartyRole); 44 FIELD_SET(*this, FIX::PartySubID); 45 }; 46 FIELD_SET(*this, FIX::TradeOriginationDate); 47 FIELD_SET(*this, FIX::Account); 48 FIELD_SET(*this, FIX::AccountType); 49 FIELD_SET(*this, FIX::DayBookingInst); 50 FIELD_SET(*this, FIX::BookingUnit); 51 FIELD_SET(*this, FIX::PreallocMethod); 52 FIELD_SET(*this, FIX::SettlmntTyp); 53 FIELD_SET(*this, FIX::FutSettDate); 54 FIELD_SET(*this, FIX::CashMargin); 55 FIELD_SET(*this, FIX::ClearingFeeIndicator); 56 FIELD_SET(*this, FIX::HandlInst); 57 FIELD_SET(*this, FIX::ExecInst); 58 FIELD_SET(*this, FIX::MinQty); 59 FIELD_SET(*this, FIX::MaxFloor); 60 FIELD_SET(*this, FIX::ExDestination); 61 FIELD_SET(*this, FIX::ProcessCode); 62 FIELD_SET(*this, FIX::Symbol); 63 FIELD_SET(*this, FIX::SymbolSfx); 64 FIELD_SET(*this, FIX::SecurityID); 65 FIELD_SET(*this, FIX::SecurityIDSource); 66 FIELD_SET(*this, FIX::Product); 67 FIELD_SET(*this, FIX::CFICode); 68 FIELD_SET(*this, FIX::SecurityType); 69 FIELD_SET(*this, FIX::MaturityMonthYear); 70 FIELD_SET(*this, FIX::MaturityDate); 71 FIELD_SET(*this, FIX::CouponPaymentDate); 72 FIELD_SET(*this, FIX::IssueDate); 73 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 74 FIELD_SET(*this, FIX::RepurchaseTerm); 75 FIELD_SET(*this, FIX::RepurchaseRate); 76 FIELD_SET(*this, FIX::Factor); 77 FIELD_SET(*this, FIX::CreditRating); 78 FIELD_SET(*this, FIX::InstrRegistry); 79 FIELD_SET(*this, FIX::CountryOfIssue); 80 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 81 FIELD_SET(*this, FIX::LocaleOfIssue); 82 FIELD_SET(*this, FIX::RedemptionDate); 83 FIELD_SET(*this, FIX::StrikePrice); 84 FIELD_SET(*this, FIX::OptAttribute); 85 FIELD_SET(*this, FIX::ContractMultiplier); 86 FIELD_SET(*this, FIX::CouponRate); 87 FIELD_SET(*this, FIX::SecurityExchange); 88 FIELD_SET(*this, FIX::Issuer); 89 FIELD_SET(*this, FIX::EncodedIssuerLen); 90 FIELD_SET(*this, FIX::EncodedIssuer); 91 FIELD_SET(*this, FIX::SecurityDesc); 92 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 93 FIELD_SET(*this, FIX::EncodedSecurityDesc); 94 FIELD_SET(*this, FIX::NoSecurityAltID); 95 class NoSecurityAltID: public FIX::Group 96 { 97 public: NoSecurityAltID()98 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 99 FIELD_SET(*this, FIX::SecurityAltID); 100 FIELD_SET(*this, FIX::SecurityAltIDSource); 101 }; 102 FIELD_SET(*this, FIX::PrevClosePx); 103 FIELD_SET(*this, FIX::Side); 104 FIELD_SET(*this, FIX::LocateReqd); 105 FIELD_SET(*this, FIX::TransactTime); 106 FIELD_SET(*this, FIX::NoStipulations); 107 class NoStipulations: public FIX::Group 108 { 109 public: NoStipulations()110 NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} 111 FIELD_SET(*this, FIX::StipulationType); 112 FIELD_SET(*this, FIX::StipulationValue); 113 }; 114 FIELD_SET(*this, FIX::QuantityType); 115 FIELD_SET(*this, FIX::OrderQty); 116 FIELD_SET(*this, FIX::CashOrderQty); 117 FIELD_SET(*this, FIX::OrderPercent); 118 FIELD_SET(*this, FIX::RoundingDirection); 119 FIELD_SET(*this, FIX::RoundingModulus); 120 FIELD_SET(*this, FIX::OrdType); 121 FIELD_SET(*this, FIX::PriceType); 122 FIELD_SET(*this, FIX::Price); 123 FIELD_SET(*this, FIX::StopPx); 124 FIELD_SET(*this, FIX::Spread); 125 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 126 FIELD_SET(*this, FIX::BenchmarkCurveName); 127 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 128 FIELD_SET(*this, FIX::YieldType); 129 FIELD_SET(*this, FIX::Yield); 130 FIELD_SET(*this, FIX::Currency); 131 FIELD_SET(*this, FIX::ComplianceID); 132 FIELD_SET(*this, FIX::SolicitedFlag); 133 FIELD_SET(*this, FIX::IOIid); 134 FIELD_SET(*this, FIX::QuoteID); 135 FIELD_SET(*this, FIX::TimeInForce); 136 FIELD_SET(*this, FIX::EffectiveTime); 137 FIELD_SET(*this, FIX::ExpireDate); 138 FIELD_SET(*this, FIX::ExpireTime); 139 FIELD_SET(*this, FIX::GTBookingInst); 140 FIELD_SET(*this, FIX::Commission); 141 FIELD_SET(*this, FIX::CommType); 142 FIELD_SET(*this, FIX::CommCurrency); 143 FIELD_SET(*this, FIX::FundRenewWaiv); 144 FIELD_SET(*this, FIX::OrderCapacity); 145 FIELD_SET(*this, FIX::OrderRestrictions); 146 FIELD_SET(*this, FIX::CustOrderCapacity); 147 FIELD_SET(*this, FIX::Rule80A); 148 FIELD_SET(*this, FIX::ForexReq); 149 FIELD_SET(*this, FIX::SettlCurrency); 150 FIELD_SET(*this, FIX::Text); 151 FIELD_SET(*this, FIX::EncodedTextLen); 152 FIELD_SET(*this, FIX::EncodedText); 153 FIELD_SET(*this, FIX::FutSettDate2); 154 FIELD_SET(*this, FIX::OrderQty2); 155 FIELD_SET(*this, FIX::Price2); 156 FIELD_SET(*this, FIX::PositionEffect); 157 FIELD_SET(*this, FIX::CoveredOrUncovered); 158 FIELD_SET(*this, FIX::MaxShow); 159 FIELD_SET(*this, FIX::PegDifference); 160 FIELD_SET(*this, FIX::DiscretionInst); 161 FIELD_SET(*this, FIX::DiscretionOffset); 162 FIELD_SET(*this, FIX::CancellationRights); 163 FIELD_SET(*this, FIX::MoneyLaunderingStatus); 164 FIELD_SET(*this, FIX::RegistID); 165 FIELD_SET(*this, FIX::Designation); 166 FIELD_SET(*this, FIX::AccruedInterestRate); 167 FIELD_SET(*this, FIX::AccruedInterestAmt); 168 FIELD_SET(*this, FIX::NetMoney); 169 FIELD_SET(*this, FIX::NoAllocs); 170 class NoAllocs: public FIX::Group 171 { 172 public: NoAllocs()173 NoAllocs() : FIX::Group(78,79,FIX::message_order(79,467,539,80,0)) {} 174 FIELD_SET(*this, FIX::AllocAccount); 175 FIELD_SET(*this, FIX::IndividualAllocID); 176 FIELD_SET(*this, FIX::NoNestedPartyIDs); 177 class NoNestedPartyIDs: public FIX::Group 178 { 179 public: NoNestedPartyIDs()180 NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,545,0)) {} 181 FIELD_SET(*this, FIX::NestedPartyID); 182 FIELD_SET(*this, FIX::NestedPartyIDSource); 183 FIELD_SET(*this, FIX::NestedPartyRole); 184 FIELD_SET(*this, FIX::NestedPartySubID); 185 }; 186 FIELD_SET(*this, FIX::AllocQty); 187 }; 188 FIELD_SET(*this, FIX::NoTradingSessions); 189 class NoTradingSessions: public FIX::Group 190 { 191 public: NoTradingSessions()192 NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {} 193 FIELD_SET(*this, FIX::TradingSessionID); 194 FIELD_SET(*this, FIX::TradingSessionSubID); 195 }; 196 }; 197 198 } 199 200 #endif 201