/usr/include/quickfix/fix42/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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 | #ifndef FIX42_ALLOCATION_H
#define FIX42_ALLOCATION_H
#include "Message.h"
namespace FIX42
{
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::AllocLinkID);
FIELD_SET(*this, FIX::AllocLinkType);
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::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::Shares);
FIELD_SET(*this, FIX::LastMkt);
FIELD_SET(*this, FIX::TradingSessionID);
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::GrossTradeAmt);
FIELD_SET(*this, FIX::NetMoney);
FIELD_SET(*this, FIX::OpenClose);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
FIELD_SET(*this, FIX::NumDaysInterest);
FIELD_SET(*this, FIX::AccruedInterestRate);
FIELD_SET(*this, FIX::NoOrders);
class NoOrders: public FIX::Group
{
public:
NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,66,105,0)) {}
FIELD_SET(*this, FIX::ClOrdID);
FIELD_SET(*this, FIX::OrderID);
FIELD_SET(*this, FIX::SecondaryOrderID);
FIELD_SET(*this, FIX::ListID);
FIELD_SET(*this, FIX::WaveNo);
};
FIELD_SET(*this, FIX::NoExecs);
class NoExecs: public FIX::Group
{
public:
NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,31,29,0)) {}
FIELD_SET(*this, FIX::LastShares);
FIELD_SET(*this, FIX::ExecID);
FIELD_SET(*this, FIX::LastPx);
FIELD_SET(*this, FIX::LastCapacity);
};
FIELD_SET(*this, FIX::NoAllocs);
class NoAllocs: public FIX::Group
{
public:
NoAllocs() : FIX::Group(78,79,FIX::message_order(79,366,80,81,92,208,209,161,360,361,76,109,12,13,153,154,119,120,155,156,159,160,136,0)) {}
FIELD_SET(*this, FIX::AllocAccount);
FIELD_SET(*this, FIX::AllocPrice);
FIELD_SET(*this, FIX::AllocShares);
FIELD_SET(*this, FIX::ProcessCode);
FIELD_SET(*this, FIX::BrokerOfCredit);
FIELD_SET(*this, FIX::NotifyBrokerOfCredit);
FIELD_SET(*this, FIX::AllocHandlInst);
FIELD_SET(*this, FIX::AllocText);
FIELD_SET(*this, FIX::EncodedAllocTextLen);
FIELD_SET(*this, FIX::EncodedAllocText);
FIELD_SET(*this, FIX::ExecBroker);
FIELD_SET(*this, FIX::ClientID);
FIELD_SET(*this, FIX::Commission);
FIELD_SET(*this, FIX::CommType);
FIELD_SET(*this, FIX::AllocAvgPx);
FIELD_SET(*this, FIX::AllocNetMoney);
FIELD_SET(*this, FIX::SettlCurrAmt);
FIELD_SET(*this, FIX::SettlCurrency);
FIELD_SET(*this, FIX::SettlCurrFxRate);
FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
FIELD_SET(*this, FIX::AccruedInterestAmt);
FIELD_SET(*this, FIX::SettlInstMode);
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);
};
};
};
}
#endif
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