#ifndef FIX43_DERIVATIVESECURITYLISTREQUEST_H #define FIX43_DERIVATIVESECURITYLISTREQUEST_H #include "Message.h" namespace FIX43 { class DerivativeSecurityListRequest : public Message { public: DerivativeSecurityListRequest() : Message(MsgType()) {} DerivativeSecurityListRequest(const FIX::Message& m) : Message(m) {} DerivativeSecurityListRequest(const Message& m) : Message(m) {} DerivativeSecurityListRequest(const DerivativeSecurityListRequest& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("z"); } DerivativeSecurityListRequest( const FIX::SecurityReqID& aSecurityReqID, const FIX::SecurityListRequestType& aSecurityListRequestType ) : Message(MsgType()) { set(aSecurityReqID); set(aSecurityListRequestType); } FIELD_SET(*this, FIX::SecurityReqID); FIELD_SET(*this, FIX::SecurityListRequestType); 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::UnderlyingMaturityMonthYear); FIELD_SET(*this, FIX::UnderlyingMaturityDate); FIELD_SET(*this, FIX::UnderlyingPutOrCall); 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::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::NoUnderlyingSecurityAltID); class NoUnderlyingSecurityAltID: public FIX::Group { public: NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} FIELD_SET(*this, FIX::UnderlyingSecurityAltID); FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); }; FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); FIELD_SET(*this, FIX::SubscriptionRequestType); }; } #endif