/usr/include/quickfix/fix41/NewOrderSingle.h is in libquickfix-dev 1.13.3+dfsg-4.
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 | #ifndef FIX41_NEWORDERSINGLE_H
#define FIX41_NEWORDERSINGLE_H
#include "Message.h"
namespace FIX41
{
class NewOrderSingle : public Message
{
public:
NewOrderSingle() : Message(MsgType()) {}
NewOrderSingle(const FIX::Message& m) : Message(m) {}
NewOrderSingle(const Message& m) : Message(m) {}
NewOrderSingle(const NewOrderSingle& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("D"); }
NewOrderSingle(
const FIX::ClOrdID& aClOrdID,
const FIX::HandlInst& aHandlInst,
const FIX::Symbol& aSymbol,
const FIX::Side& aSide,
const FIX::OrdType& aOrdType )
: Message(MsgType())
{
set(aClOrdID);
set(aHandlInst);
set(aSymbol);
set(aSide);
set(aOrdType);
}
FIELD_SET(*this, FIX::ClOrdID);
FIELD_SET(*this, FIX::ClientID);
FIELD_SET(*this, FIX::ExecBroker);
FIELD_SET(*this, FIX::Account);
FIELD_SET(*this, FIX::SettlmntTyp);
FIELD_SET(*this, FIX::FutSettDate);
FIELD_SET(*this, FIX::HandlInst);
FIELD_SET(*this, FIX::ExecInst);
FIELD_SET(*this, FIX::MinQty);
FIELD_SET(*this, FIX::MaxFloor);
FIELD_SET(*this, FIX::ExDestination);
FIELD_SET(*this, FIX::ProcessCode);
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::SecurityExchange);
FIELD_SET(*this, FIX::Issuer);
FIELD_SET(*this, FIX::SecurityDesc);
FIELD_SET(*this, FIX::PrevClosePx);
FIELD_SET(*this, FIX::Side);
FIELD_SET(*this, FIX::LocateReqd);
FIELD_SET(*this, FIX::OrderQty);
FIELD_SET(*this, FIX::CashOrderQty);
FIELD_SET(*this, FIX::OrdType);
FIELD_SET(*this, FIX::Price);
FIELD_SET(*this, FIX::StopPx);
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::IOIid);
FIELD_SET(*this, FIX::QuoteID);
FIELD_SET(*this, FIX::TimeInForce);
FIELD_SET(*this, FIX::ExpireTime);
FIELD_SET(*this, FIX::Commission);
FIELD_SET(*this, FIX::CommType);
FIELD_SET(*this, FIX::Rule80A);
FIELD_SET(*this, FIX::ForexReq);
FIELD_SET(*this, FIX::SettlCurrency);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::FutSettDate2);
FIELD_SET(*this, FIX::OrderQty2);
FIELD_SET(*this, FIX::OpenClose);
FIELD_SET(*this, FIX::CoveredOrUncovered);
FIELD_SET(*this, FIX::CustomerOrFirm);
FIELD_SET(*this, FIX::MaxShow);
FIELD_SET(*this, FIX::PegDifference);
};
}
#endif
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