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/usr/include/quickfix/fix42/IOI.h is in libquickfix-dev 1.14.4+dfsg-1.

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#ifndef FIX42_IOI_H
#define FIX42_IOI_H

#include "Message.h"

namespace FIX42
{

  class IOI : public Message
  {
  public:
    IOI() : Message(MsgType()) {}
    IOI(const FIX::Message& m) : Message(m) {}
    IOI(const Message& m) : Message(m) {}
    IOI(const IOI& m) : Message(m) {}
    static FIX::MsgType MsgType() { return FIX::MsgType("6"); }

    IOI(
      const FIX::IOIid& aIOIid,
      const FIX::IOITransType& aIOITransType,
      const FIX::Symbol& aSymbol,
      const FIX::Side& aSide,
      const FIX::IOIShares& aIOIShares )
    : Message(MsgType())
    {
      set(aIOIid);
      set(aIOITransType);
      set(aSymbol);
      set(aSide);
      set(aIOIShares);
    }

    FIELD_SET(*this, FIX::IOIid);
    FIELD_SET(*this, FIX::IOITransType);
    FIELD_SET(*this, FIX::IOIRefID);
    FIELD_SET(*this, FIX::Symbol);
    FIELD_SET(*this, FIX::SymbolSfx);
    FIELD_SET(*this, FIX::SecurityID);
    FIELD_SET(*this, FIX::IDSource);
    FIELD_SET(*this, FIX::SecurityType);
    FIELD_SET(*this, FIX::MaturityMonthYear);
    FIELD_SET(*this, FIX::MaturityDay);
    FIELD_SET(*this, FIX::PutOrCall);
    FIELD_SET(*this, FIX::StrikePrice);
    FIELD_SET(*this, FIX::OptAttribute);
    FIELD_SET(*this, FIX::ContractMultiplier);
    FIELD_SET(*this, FIX::CouponRate);
    FIELD_SET(*this, FIX::SecurityExchange);
    FIELD_SET(*this, FIX::Issuer);
    FIELD_SET(*this, FIX::EncodedIssuerLen);
    FIELD_SET(*this, FIX::EncodedIssuer);
    FIELD_SET(*this, FIX::SecurityDesc);
    FIELD_SET(*this, FIX::EncodedSecurityDescLen);
    FIELD_SET(*this, FIX::EncodedSecurityDesc);
    FIELD_SET(*this, FIX::Side);
    FIELD_SET(*this, FIX::IOIShares);
    FIELD_SET(*this, FIX::Price);
    FIELD_SET(*this, FIX::Currency);
    FIELD_SET(*this, FIX::ValidUntilTime);
    FIELD_SET(*this, FIX::IOIQltyInd);
    FIELD_SET(*this, FIX::IOINaturalFlag);
    FIELD_SET(*this, FIX::Text);
    FIELD_SET(*this, FIX::EncodedTextLen);
    FIELD_SET(*this, FIX::EncodedText);
    FIELD_SET(*this, FIX::TransactTime);
    FIELD_SET(*this, FIX::URLLink);
    FIELD_SET(*this, FIX::SpreadToBenchmark);
    FIELD_SET(*this, FIX::Benchmark);
    FIELD_SET(*this, FIX::NoIOIQualifiers);
    class NoIOIQualifiers: public FIX::Group
    {
    public:
    NoIOIQualifiers() : FIX::Group(199,104,FIX::message_order(104,0)) {}
      FIELD_SET(*this, FIX::IOIQualifier);
    };
    FIELD_SET(*this, FIX::NoRoutingIDs);
    class NoRoutingIDs: public FIX::Group
    {
    public:
    NoRoutingIDs() : FIX::Group(215,216,FIX::message_order(216,217,0)) {}
      FIELD_SET(*this, FIX::RoutingType);
      FIELD_SET(*this, FIX::RoutingID);
    };
  };

}

#endif