/usr/include/quickfix/fix50sp2/OrderMassActionRequest.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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 | #ifndef FIX50SP2_ORDERMASSACTIONREQUEST_H
#define FIX50SP2_ORDERMASSACTIONREQUEST_H
#include "Message.h"
namespace FIX50SP2
{
class OrderMassActionRequest : public Message
{
public:
OrderMassActionRequest() : Message(MsgType()) {}
OrderMassActionRequest(const FIX::Message& m) : Message(m) {}
OrderMassActionRequest(const Message& m) : Message(m) {}
OrderMassActionRequest(const OrderMassActionRequest& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("CA"); }
OrderMassActionRequest(
const FIX::ClOrdID& aClOrdID,
const FIX::MassActionType& aMassActionType,
const FIX::MassActionScope& aMassActionScope,
const FIX::TransactTime& aTransactTime )
: Message(MsgType())
{
set(aClOrdID);
set(aMassActionType);
set(aMassActionScope);
set(aTransactTime);
}
FIELD_SET(*this, FIX::ClOrdID);
FIELD_SET(*this, FIX::SecondaryClOrdID);
FIELD_SET(*this, FIX::MassActionType);
FIELD_SET(*this, FIX::MassActionScope);
FIELD_SET(*this, FIX::MarketID);
FIELD_SET(*this, FIX::MarketSegmentID);
FIELD_SET(*this, FIX::TradingSessionID);
FIELD_SET(*this, FIX::TradingSessionSubID);
FIELD_SET(*this, FIX::NoPartyIDs);
class NoPartyIDs: public FIX::Group
{
public:
NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
FIELD_SET(*this, FIX::PartyID);
FIELD_SET(*this, FIX::PartyIDSource);
FIELD_SET(*this, FIX::PartyRole);
FIELD_SET(*this, FIX::NoPartySubIDs);
class NoPartySubIDs: public FIX::Group
{
public:
NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
FIELD_SET(*this, FIX::PartySubID);
FIELD_SET(*this, FIX::PartySubIDType);
};
};
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::SecurityIDSource);
FIELD_SET(*this, FIX::Product);
FIELD_SET(*this, FIX::CFICode);
FIELD_SET(*this, FIX::SecurityType);
FIELD_SET(*this, FIX::SecuritySubType);
FIELD_SET(*this, FIX::MaturityMonthYear);
FIELD_SET(*this, FIX::MaturityDate);
FIELD_SET(*this, FIX::CouponPaymentDate);
FIELD_SET(*this, FIX::IssueDate);
FIELD_SET(*this, FIX::RepoCollateralSecurityType);
FIELD_SET(*this, FIX::RepurchaseTerm);
FIELD_SET(*this, FIX::RepurchaseRate);
FIELD_SET(*this, FIX::Factor);
FIELD_SET(*this, FIX::CreditRating);
FIELD_SET(*this, FIX::InstrRegistry);
FIELD_SET(*this, FIX::CountryOfIssue);
FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LocaleOfIssue);
FIELD_SET(*this, FIX::RedemptionDate);
FIELD_SET(*this, FIX::StrikePrice);
FIELD_SET(*this, FIX::StrikeCurrency);
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::Pool);
FIELD_SET(*this, FIX::ContractSettlMonth);
FIELD_SET(*this, FIX::CPProgram);
FIELD_SET(*this, FIX::CPRegType);
FIELD_SET(*this, FIX::DatedDate);
FIELD_SET(*this, FIX::InterestAccrualDate);
FIELD_SET(*this, FIX::SecurityStatus);
FIELD_SET(*this, FIX::SettleOnOpenFlag);
FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
FIELD_SET(*this, FIX::StrikeMultiplier);
FIELD_SET(*this, FIX::StrikeValue);
FIELD_SET(*this, FIX::MinPriceIncrement);
FIELD_SET(*this, FIX::PositionLimit);
FIELD_SET(*this, FIX::NTPositionLimit);
FIELD_SET(*this, FIX::UnitOfMeasure);
FIELD_SET(*this, FIX::TimeUnit);
FIELD_SET(*this, FIX::MaturityTime);
FIELD_SET(*this, FIX::SecurityGroup);
FIELD_SET(*this, FIX::MinPriceIncrementAmount);
FIELD_SET(*this, FIX::UnitOfMeasureQty);
FIELD_SET(*this, FIX::ProductComplex);
FIELD_SET(*this, FIX::PriceUnitOfMeasure);
FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::SettlMethod);
FIELD_SET(*this, FIX::ExerciseStyle);
FIELD_SET(*this, FIX::OptPayoutAmount);
FIELD_SET(*this, FIX::PriceQuoteMethod);
FIELD_SET(*this, FIX::ListMethod);
FIELD_SET(*this, FIX::CapPrice);
FIELD_SET(*this, FIX::FloorPrice);
FIELD_SET(*this, FIX::PutOrCall);
FIELD_SET(*this, FIX::FlexibleIndicator);
FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
FIELD_SET(*this, FIX::ValuationMethod);
FIELD_SET(*this, FIX::ContractMultiplierUnit);
FIELD_SET(*this, FIX::FlowScheduleType);
FIELD_SET(*this, FIX::RestructuringType);
FIELD_SET(*this, FIX::Seniority);
FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::AttachmentPoint);
FIELD_SET(*this, FIX::DetachmentPoint);
FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
FIELD_SET(*this, FIX::OptPayoutType);
FIELD_SET(*this, FIX::UnderlyingSymbol);
FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
FIELD_SET(*this, FIX::UnderlyingSecurityID);
FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
FIELD_SET(*this, FIX::UnderlyingProduct);
FIELD_SET(*this, FIX::UnderlyingCFICode);
FIELD_SET(*this, FIX::UnderlyingSecurityType);
FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
FIELD_SET(*this, FIX::UnderlyingMaturityDate);
FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
FIELD_SET(*this, FIX::UnderlyingIssueDate);
FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
FIELD_SET(*this, FIX::UnderlyingFactor);
FIELD_SET(*this, FIX::UnderlyingCreditRating);
FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
FIELD_SET(*this, FIX::UnderlyingStrikePrice);
FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
FIELD_SET(*this, FIX::UnderlyingOptAttribute);
FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
FIELD_SET(*this, FIX::UnderlyingCouponRate);
FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
FIELD_SET(*this, FIX::UnderlyingIssuer);
FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
FIELD_SET(*this, FIX::UnderlyingCPProgram);
FIELD_SET(*this, FIX::UnderlyingCPRegType);
FIELD_SET(*this, FIX::UnderlyingCurrency);
FIELD_SET(*this, FIX::UnderlyingQty);
FIELD_SET(*this, FIX::UnderlyingPx);
FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
FIELD_SET(*this, FIX::UnderlyingEndPrice);
FIELD_SET(*this, FIX::UnderlyingStartValue);
FIELD_SET(*this, FIX::UnderlyingCurrentValue);
FIELD_SET(*this, FIX::UnderlyingEndValue);
FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
FIELD_SET(*this, FIX::UnderlyingSettlementType);
FIELD_SET(*this, FIX::UnderlyingCashAmount);
FIELD_SET(*this, FIX::UnderlyingCashType);
FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
FIELD_SET(*this, FIX::UnderlyingTimeUnit);
FIELD_SET(*this, FIX::UnderlyingCapValue);
FIELD_SET(*this, FIX::UnderlyingSettlMethod);
FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
FIELD_SET(*this, FIX::UnderlyingFXRate);
FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
FIELD_SET(*this, FIX::UnderlyingMaturityTime);
FIELD_SET(*this, FIX::UnderlyingPutOrCall);
FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
FIELD_SET(*this, FIX::UnderlyingRestructuringType);
FIELD_SET(*this, FIX::UnderlyingSeniority);
FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
FIELD_SET(*this, FIX::Side);
FIELD_SET(*this, FIX::TransactTime);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
FIELD_SET(*this, FIX::NoTargetPartyIDs);
class NoTargetPartyIDs: public FIX::Group
{
public:
NoTargetPartyIDs() : FIX::Group(1461,1462,FIX::message_order(1462,1463,1464,0)) {}
FIELD_SET(*this, FIX::TargetPartyID);
FIELD_SET(*this, FIX::TargetPartyIDSource);
FIELD_SET(*this, FIX::TargetPartyRole);
};
};
}
#endif
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