SecurityListRequest.h 2.7 KB

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  1. #ifndef FIX43_SECURITYLISTREQUEST_H
  2. #define FIX43_SECURITYLISTREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class SecurityListRequest : public Message
  7. {
  8. public:
  9. SecurityListRequest() : Message(MsgType()) {}
  10. SecurityListRequest(const FIX::Message& m) : Message(m) {}
  11. SecurityListRequest(const Message& m) : Message(m) {}
  12. SecurityListRequest(const SecurityListRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("x"); }
  14. SecurityListRequest(
  15. const FIX::SecurityReqID& aSecurityReqID,
  16. const FIX::SecurityListRequestType& aSecurityListRequestType )
  17. : Message(MsgType())
  18. {
  19. set(aSecurityReqID);
  20. set(aSecurityListRequestType);
  21. }
  22. FIELD_SET(*this, FIX::SecurityReqID);
  23. FIELD_SET(*this, FIX::SecurityListRequestType);
  24. FIELD_SET(*this, FIX::Symbol);
  25. FIELD_SET(*this, FIX::SymbolSfx);
  26. FIELD_SET(*this, FIX::SecurityID);
  27. FIELD_SET(*this, FIX::SecurityIDSource);
  28. FIELD_SET(*this, FIX::Product);
  29. FIELD_SET(*this, FIX::CFICode);
  30. FIELD_SET(*this, FIX::SecurityType);
  31. FIELD_SET(*this, FIX::MaturityMonthYear);
  32. FIELD_SET(*this, FIX::MaturityDate);
  33. FIELD_SET(*this, FIX::CouponPaymentDate);
  34. FIELD_SET(*this, FIX::IssueDate);
  35. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  36. FIELD_SET(*this, FIX::RepurchaseTerm);
  37. FIELD_SET(*this, FIX::RepurchaseRate);
  38. FIELD_SET(*this, FIX::Factor);
  39. FIELD_SET(*this, FIX::CreditRating);
  40. FIELD_SET(*this, FIX::InstrRegistry);
  41. FIELD_SET(*this, FIX::CountryOfIssue);
  42. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  43. FIELD_SET(*this, FIX::LocaleOfIssue);
  44. FIELD_SET(*this, FIX::RedemptionDate);
  45. FIELD_SET(*this, FIX::StrikePrice);
  46. FIELD_SET(*this, FIX::OptAttribute);
  47. FIELD_SET(*this, FIX::ContractMultiplier);
  48. FIELD_SET(*this, FIX::CouponRate);
  49. FIELD_SET(*this, FIX::SecurityExchange);
  50. FIELD_SET(*this, FIX::Issuer);
  51. FIELD_SET(*this, FIX::EncodedIssuerLen);
  52. FIELD_SET(*this, FIX::EncodedIssuer);
  53. FIELD_SET(*this, FIX::SecurityDesc);
  54. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  55. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  56. FIELD_SET(*this, FIX::NoSecurityAltID);
  57. class NoSecurityAltID: public FIX::Group
  58. {
  59. public:
  60. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  61. FIELD_SET(*this, FIX::SecurityAltID);
  62. FIELD_SET(*this, FIX::SecurityAltIDSource);
  63. };
  64. FIELD_SET(*this, FIX::Currency);
  65. FIELD_SET(*this, FIX::Text);
  66. FIELD_SET(*this, FIX::EncodedTextLen);
  67. FIELD_SET(*this, FIX::EncodedText);
  68. FIELD_SET(*this, FIX::TradingSessionID);
  69. FIELD_SET(*this, FIX::TradingSessionSubID);
  70. FIELD_SET(*this, FIX::SubscriptionRequestType);
  71. };
  72. }
  73. #endif