libjmmcg
release_579_6_g8cffd
A C++ library containing an eclectic mix of useful, advanced components.
fixml-order-base-v5_0sp2.hpp
Go to the documentation of this file.
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#
ifndef
ISIMUD_EXCHANGES_FIX_V5_0_SP2_FIXML_ORDER_BASE_HPP
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#
define
ISIMUD_EXCHANGES_FIX_V5_0_SP2_FIXML_ORDER_BASE_HPP
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/******************************************************************************
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**
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** $Header$
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**
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** Copyright © 2019 by J.M.McGuiness, isimud@hussar.me.uk
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**
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** This library is free software; you can redistribute it and/or
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** modify it under the terms of the GNU Lesser General Public
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** License as published by the Free Software Foundation; either
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** version 2.1 of the License, or (at your option) any later version.
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**
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** This library is distributed in the hope that it will be useful,
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** but WITHOUT ANY WARRANTY; without even the implied warranty of
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** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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** Lesser General Public License for more details.
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**
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** You should have received a copy of the GNU Lesser General Public
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** License along with this library; if not, write to the Free Software
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** Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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*/
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// Auto-generated header file.
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// DO NOT EDIT. IT WILL BE OVERWRITTEN.
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// Generated: 2020-03-11T03:21:43.358Z
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#
include
"fixml-components-base-v5_0sp2.hpp"
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#
define
ISIMUD_FIXML_ORDER_BASE_HDR_GENERATED_DATE
"2020-03-11T03:21:43.358Z"
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namespace
isimud
{
namespace
ISIMUD_VER_NAMESPACE
{
namespace
exchanges {
namespace
FIX
{
namespace
v5_0sp2
{
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/**
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Only required attributes have been generated.
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*/
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struct
ExecutionReportElements
{
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Instrument_Block_t
Instrmt
;
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};
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/**
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Only required attributes have been generated.
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*/
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struct
OrderCancelRejectElements
{
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};
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/**
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Only required attributes have been generated.
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*/
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struct
NewOrderSingleElements
{
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Instrument_Block_t
Instrmt
;
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OrderQtyData_Block_t
OrdQty
;
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};
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/**
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Only required attributes have been generated.
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*/
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struct
OrderCancelRequestElements
{
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Instrument_Block_t
Instrmt
;
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};
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/**
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Only required attributes have been generated.
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*/
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struct
OrderCancelReplaceRequestElements
{
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Instrument_Block_t
Instrmt
;
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OrderQtyData_Block_t
OrdQty
;
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};
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/**
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Only required attributes have been generated.
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*/
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struct
OrderStatusRequestElements
{
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Instrument_Block_t
Instrmt
;
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};
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/**
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Only required attributes have been generated.
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*/
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struct
DontKnowTradeElements
{
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Instrument_Block_t
Instrmt
;
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OrderQtyData_Block_t
OrdQty
;
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};
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/**
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Only required attributes have been generated.
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*/
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struct
ExecutionAckElements
{
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Instrument_Block_t
Instrmt
;
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};
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/**
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Only required attributes have been generated.
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*/
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struct
FillsGrpElements
{
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};
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/**
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Only required attributes have been generated.
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*/
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struct
OrderEventGrpElements
{
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};
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struct
ExecutionReportAttributes
{
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OrderID_t
OrdID
;
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ExecID_t
ExecID
;
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ExecType_t
ExecTyp
;
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OrdStatus_t
Stat
;
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Side_t
Side
;
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LeavesQty_t
LeavesQty
;
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CumQty_t
CumQty
;
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};
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struct
OrderCancelRejectAttributes
{
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OrderID_t
OrdID
;
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ClOrdID_t
ID
;
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OrdStatus_t
Stat
;
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CxlRejResponseTo_t
CxlRejRspTo
;
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};
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struct
NewOrderSingleAttributes
{
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ClOrdID_t
ID
;
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Side_t
Side
;
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TransactTime_t
TxnTm
;
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OrdType_t
Typ
;
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};
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struct
OrderCancelRequestAttributes
{
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ClOrdID_t
ID
;
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Side_t
Side
;
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TransactTime_t
TxnTm
;
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};
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struct
OrderCancelReplaceRequestAttributes
{
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ClOrdID_t
ID
;
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Side_t
Side
;
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TransactTime_t
TxnTm
;
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OrdType_t
Typ
;
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};
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struct
OrderStatusRequestAttributes
{
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Side_t
Side
;
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};
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struct
DontKnowTradeAttributes
{
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OrderID_t
OrdID
;
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ExecID_t
ExecID
;
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DKReason_t
DkRsn
;
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Side_t
Side
;
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};
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struct
ExecutionAckAttributes
{
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OrderID_t
OrdID
;
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ExecAckStatus_t
ExecAckStat
;
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ExecID_t
ExecID
;
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Side_t
Side
;
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};
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struct
FillsGrpAttributes
{
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};
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struct
OrderEventGrpAttributes
{
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};
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/**
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ExecutionReport can be found in Volume 4 of the
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specification
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*/
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struct
ExecutionReport_message_t
:
public
Abstract_message_t
{
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ExecutionReportElements
ExecutionReportElements_
;
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ExecutionReportAttributes
ExecutionReportAttributes_
;
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};
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/**
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OrderCancelReject can be found in Volume 4 of the
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specification
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*/
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struct
OrderCancelReject_message_t
:
public
Abstract_message_t
{
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OrderCancelRejectElements
OrderCancelRejectElements_
;
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OrderCancelRejectAttributes
OrderCancelRejectAttributes_
;
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};
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/**
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NewOrderSingle can be found in Volume 4 of the
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specification
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*/
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struct
NewOrderSingle_message_t
:
public
Abstract_message_t
{
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NewOrderSingleElements
NewOrderSingleElements_
;
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NewOrderSingleAttributes
NewOrderSingleAttributes_
;
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};
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/**
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OrderCancelRequest can be found in Volume 4 of the
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specification
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*/
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struct
OrderCancelRequest_message_t
:
public
Abstract_message_t
{
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OrderCancelRequestElements
OrderCancelRequestElements_
;
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OrderCancelRequestAttributes
OrderCancelRequestAttributes_
;
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};
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/**
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OrderCancelReplaceRequest can be found in Volume 4 of the
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specification
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*/
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struct
OrderCancelReplaceRequest_message_t
:
public
Abstract_message_t
{
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OrderCancelReplaceRequestElements
OrderCancelReplaceRequestElements_
;
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OrderCancelReplaceRequestAttributes
OrderCancelReplaceRequestAttributes_
;
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};
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/**
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OrderStatusRequest can be found in Volume 4 of the
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specification
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*/
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struct
OrderStatusRequest_message_t
:
public
Abstract_message_t
{
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OrderStatusRequestElements
OrderStatusRequestElements_
;
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OrderStatusRequestAttributes
OrderStatusRequestAttributes_
;
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};
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/**
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DontKnowTrade can be found in Volume 4 of the
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specification
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*/
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struct
DontKnowTrade_message_t
:
public
Abstract_message_t
{
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DontKnowTradeElements
DontKnowTradeElements_
;
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DontKnowTradeAttributes
DontKnowTradeAttributes_
;
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};
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/**
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ExecutionAck can be found in Volume 4 of the
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specification
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*/
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struct
ExecutionAck_message_t
:
public
Abstract_message_t
{
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ExecutionAckElements
ExecutionAckElements_
;
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ExecutionAckAttributes
ExecutionAckAttributes_
;
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};
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/**
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*/
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struct
FillsGrp_Block_t
:
public
{
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FillsGrpElements
FillsGrpElements_
;
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FillsGrpAttributes
FillsGrpAttributes_
;
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};
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/**
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*/
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struct
OrderEventGrp_Block_t
:
public
{
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OrderEventGrpElements
OrderEventGrpElements_
;
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OrderEventGrpAttributes
OrderEventGrpAttributes_
;
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};
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using
ExecRpt=
ExecutionReport_message_t
;
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using
OrdCxlRej=
OrderCancelReject_message_t
;
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using
Order=
NewOrderSingle_message_t
;
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using
OrdCxlReq=
OrderCancelRequest_message_t
;
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using
OrdCxlRplcReq=
OrderCancelReplaceRequest_message_t
;
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using
OrdStatReq=
OrderStatusRequest_message_t
;
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using
DkTrd=
DontKnowTrade_message_t
;
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using
ExecAck=
ExecutionAck_message_t
;
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namespace
FIXML_ORDER_BASE
{
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inline
std
::string
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to_string
()
noexcept
(
false
) {
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return
std::string(
"Built with FIX data-types generated on: '"
ISIMUD_FIXML_ORDER_BASE_HDR_GENERATED_DATE
"'."
);
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}
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}
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} } } } }
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#
endif
isimud
exchanges
FIX
v5.0sp2
fixml-order-base-v5_0sp2.hpp
Generated on Tue May 11 2021 17:31:37 for libjmmcg by
1.9.2