/usr/include/quickfix/fix40/Allocation.h is in libquickfix-dev 1.13.3+dfsg-9ubuntu2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 | #ifndef FIX40_ALLOCATION_H
#define FIX40_ALLOCATION_H
#include "Message.h"
namespace FIX40
{
class Allocation : public Message
{
public:
Allocation() : Message(MsgType()) {}
Allocation(const FIX::Message& m) : Message(m) {}
Allocation(const Message& m) : Message(m) {}
Allocation(const Allocation& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("J"); }
Allocation(
const FIX::AllocID& aAllocID,
const FIX::AllocTransType& aAllocTransType,
const FIX::Side& aSide,
const FIX::Symbol& aSymbol,
const FIX::Shares& aShares,
const FIX::AvgPx& aAvgPx,
const FIX::TradeDate& aTradeDate )
: Message(MsgType())
{
set(aAllocID);
set(aAllocTransType);
set(aSide);
set(aSymbol);
set(aShares);
set(aAvgPx);
set(aTradeDate);
}
FIELD_SET(*this, FIX::AllocID);
FIELD_SET(*this, FIX::AllocTransType);
FIELD_SET(*this, FIX::RefAllocID);
FIELD_SET(*this, FIX::Side);
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::IDSource);
FIELD_SET(*this, FIX::Issuer);
FIELD_SET(*this, FIX::SecurityDesc);
FIELD_SET(*this, FIX::Shares);
FIELD_SET(*this, FIX::AvgPx);
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::AvgPrxPrecision);
FIELD_SET(*this, FIX::TradeDate);
FIELD_SET(*this, FIX::TransactTime);
FIELD_SET(*this, FIX::SettlmntTyp);
FIELD_SET(*this, FIX::FutSettDate);
FIELD_SET(*this, FIX::NetMoney);
FIELD_SET(*this, FIX::SettlCurrAmt);
FIELD_SET(*this, FIX::SettlCurrency);
FIELD_SET(*this, FIX::OpenClose);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::NoOrders);
class NoOrders: public FIX::Group
{
public:
NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,66,105,0)) {}
FIELD_SET(*this, FIX::ClOrdID);
FIELD_SET(*this, FIX::OrderID);
FIELD_SET(*this, FIX::ListID);
FIELD_SET(*this, FIX::WaveNo);
};
FIELD_SET(*this, FIX::NoExecs);
class NoExecs: public FIX::Group
{
public:
NoExecs() : FIX::Group(124,17,FIX::message_order(17,32,31,30,0)) {}
FIELD_SET(*this, FIX::ExecID);
FIELD_SET(*this, FIX::LastShares);
FIELD_SET(*this, FIX::LastPx);
FIELD_SET(*this, FIX::LastMkt);
};
FIELD_SET(*this, FIX::NoMiscFees);
class NoMiscFees: public FIX::Group
{
public:
NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,0)) {}
FIELD_SET(*this, FIX::MiscFeeAmt);
FIELD_SET(*this, FIX::MiscFeeCurr);
FIELD_SET(*this, FIX::MiscFeeType);
};
FIELD_SET(*this, FIX::NoAllocs);
class NoAllocs: public FIX::Group
{
public:
NoAllocs() : FIX::Group(78,79,FIX::message_order(79,80,81,76,109,12,13,85,92,86,0)) {}
FIELD_SET(*this, FIX::AllocAccount);
FIELD_SET(*this, FIX::AllocShares);
FIELD_SET(*this, FIX::ProcessCode);
FIELD_SET(*this, FIX::ExecBroker);
FIELD_SET(*this, FIX::ClientID);
FIELD_SET(*this, FIX::Commission);
FIELD_SET(*this, FIX::CommType);
FIELD_SET(*this, FIX::NoDlvyInst);
FIELD_SET(*this, FIX::BrokerOfCredit);
FIELD_SET(*this, FIX::DlvyInst);
};
};
}
#endif
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