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- #ifndef FIX43_LISTSTRIKEPRICE_H
- #define FIX43_LISTSTRIKEPRICE_H
- #include "Message.h"
- namespace FIX43
- {
- class ListStrikePrice : public Message
- {
- public:
- ListStrikePrice() : Message(MsgType()) {}
- ListStrikePrice(const FIX::Message& m) : Message(m) {}
- ListStrikePrice(const Message& m) : Message(m) {}
- ListStrikePrice(const ListStrikePrice& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("m"); }
- ListStrikePrice(
- const FIX::ListID& aListID,
- const FIX::TotNoStrikes& aTotNoStrikes )
- : Message(MsgType())
- {
- set(aListID);
- set(aTotNoStrikes);
- }
- FIELD_SET(*this, FIX::ListID);
- FIELD_SET(*this, FIX::TotNoStrikes);
- FIELD_SET(*this, FIX::NoStrikes);
- class NoStrikes: public FIX::Group
- {
- public:
- NoStrikes() : FIX::Group(428,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,140,11,526,54,44,15,58,354,355,0)) {}
- 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::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::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::NoSecurityAltID);
- class NoSecurityAltID: public FIX::Group
- {
- public:
- NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
- FIELD_SET(*this, FIX::SecurityAltID);
- FIELD_SET(*this, FIX::SecurityAltIDSource);
- };
- FIELD_SET(*this, FIX::PrevClosePx);
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::SecondaryClOrdID);
- FIELD_SET(*this, FIX::Side);
- FIELD_SET(*this, FIX::Price);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- };
- };
- }
- #endif
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