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- #ifndef FIX42_SECURITYDEFINITION_H
- #define FIX42_SECURITYDEFINITION_H
- #include "Message.h"
- namespace FIX42
- {
- class SecurityDefinition : public Message
- {
- public:
- SecurityDefinition() : Message(MsgType()) {}
- SecurityDefinition(const FIX::Message& m) : Message(m) {}
- SecurityDefinition(const Message& m) : Message(m) {}
- SecurityDefinition(const SecurityDefinition& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("d"); }
- SecurityDefinition(
- const FIX::SecurityReqID& aSecurityReqID,
- const FIX::SecurityResponseID& aSecurityResponseID,
- const FIX::TotalNumSecurities& aTotalNumSecurities )
- : Message(MsgType())
- {
- set(aSecurityReqID);
- set(aSecurityResponseID);
- set(aTotalNumSecurities);
- }
- FIELD_SET(*this, FIX::SecurityReqID);
- FIELD_SET(*this, FIX::SecurityResponseID);
- FIELD_SET(*this, FIX::SecurityResponseType);
- FIELD_SET(*this, FIX::TotalNumSecurities);
- 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::Currency);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::NoRelatedSym);
- class NoRelatedSym: public FIX::Group
- {
- public:
- NoRelatedSym() : FIX::Group(146,311,FIX::message_order(311,312,309,305,310,313,314,315,316,317,436,435,308,306,362,363,307,364,365,319,54,318,0)) {}
- FIELD_SET(*this, FIX::UnderlyingSymbol);
- FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
- FIELD_SET(*this, FIX::UnderlyingSecurityID);
- FIELD_SET(*this, FIX::UnderlyingIDSource);
- FIELD_SET(*this, FIX::UnderlyingSecurityType);
- FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
- FIELD_SET(*this, FIX::UnderlyingMaturityDay);
- FIELD_SET(*this, FIX::UnderlyingPutOrCall);
- 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::RatioQty);
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::UnderlyingCurrency);
- };
- };
- }
- #endif
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