tickserver/api/gofix/include/quickfix/fix44/DerivativeSecurityList.h

#ifndef FIX44_DERIVATIVESECURITYLIST_H
#define FIX44_DERIVATIVESECURITYLIST_H

#include "Message.h"

namespace FIX44
{

  class DerivativeSecurityList : public Message
  {
  public:
    DerivativeSecurityList() : Message(MsgType()) {}
    DerivativeSecurityList(const FIX::Message& m) : Message(m) {}
    DerivativeSecurityList(const Message& m) : Message(m) {}
    DerivativeSecurityList(const DerivativeSecurityList& m) : Message(m) {}
    static FIX::MsgType MsgType() { return FIX::MsgType("AA"); }

    DerivativeSecurityList(
      const FIX::SecurityReqID& aSecurityReqID,
      const FIX::SecurityResponseID& aSecurityResponseID,
      const FIX::SecurityRequestResult& aSecurityRequestResult )
    : Message(MsgType())
    {
      set(aSecurityReqID);
      set(aSecurityResponseID);
      set(aSecurityRequestResult);
    }

    FIELD_SET(*this, FIX::SecurityReqID);
    FIELD_SET(*this, FIX::SecurityResponseID);
    FIELD_SET(*this, FIX::SecurityRequestResult);
    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::UnderlyingSecuritySubType);
    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::UnderlyingStrikeCurrency);
    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::UnderlyingCPProgram);
    FIELD_SET(*this, FIX::UnderlyingCPRegType);
    FIELD_SET(*this, FIX::UnderlyingCurrency);
    FIELD_SET(*this, FIX::UnderlyingQty);
    FIELD_SET(*this, FIX::UnderlyingPx);
    FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
    FIELD_SET(*this, FIX::UnderlyingEndPrice);
    FIELD_SET(*this, FIX::UnderlyingStartValue);
    FIELD_SET(*this, FIX::UnderlyingCurrentValue);
    FIELD_SET(*this, FIX::UnderlyingEndValue);
    FIELD_SET(*this, FIX::TotNoRelatedSym);
    FIELD_SET(*this, FIX::LastFragment);
    FIELD_SET(*this, FIX::NoRelatedSym);
    class NoRelatedSym: public FIX::Group
    {
    public:
    NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,461,167,762,200,541,201,224,225,239,226,227,228,255,543,470,471,472,240,202,947,206,231,223,207,106,348,349,107,350,351,691,667,875,876,873,874,15,827,668,869,555,336,625,58,354,355,0)) {}
      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::SecuritySubType);
      FIELD_SET(*this, FIX::MaturityMonthYear);
      FIELD_SET(*this, FIX::MaturityDate);
      FIELD_SET(*this, FIX::PutOrCall);
      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::StrikeCurrency);
      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::Pool);
      FIELD_SET(*this, FIX::ContractSettlMonth);
      FIELD_SET(*this, FIX::CPProgram);
      FIELD_SET(*this, FIX::CPRegType);
      FIELD_SET(*this, FIX::DatedDate);
      FIELD_SET(*this, FIX::InterestAccrualDate);
      FIELD_SET(*this, FIX::Currency);
      FIELD_SET(*this, FIX::ExpirationCycle);
      FIELD_SET(*this, FIX::DeliveryForm);
      FIELD_SET(*this, FIX::PctAtRisk);
      FIELD_SET(*this, FIX::NoLegs);
      class NoLegs: public FIX::Group
      {
      public:
      NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,0)) {}
        FIELD_SET(*this, FIX::LegSymbol);
        FIELD_SET(*this, FIX::LegSymbolSfx);
        FIELD_SET(*this, FIX::LegSecurityID);
        FIELD_SET(*this, FIX::LegSecurityIDSource);
        FIELD_SET(*this, FIX::LegProduct);
        FIELD_SET(*this, FIX::LegCFICode);
        FIELD_SET(*this, FIX::LegSecurityType);
        FIELD_SET(*this, FIX::LegSecuritySubType);
        FIELD_SET(*this, FIX::LegMaturityMonthYear);
        FIELD_SET(*this, FIX::LegMaturityDate);
        FIELD_SET(*this, FIX::LegCouponPaymentDate);
        FIELD_SET(*this, FIX::LegIssueDate);
        FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
        FIELD_SET(*this, FIX::LegRepurchaseTerm);
        FIELD_SET(*this, FIX::LegRepurchaseRate);
        FIELD_SET(*this, FIX::LegFactor);
        FIELD_SET(*this, FIX::LegCreditRating);
        FIELD_SET(*this, FIX::LegInstrRegistry);
        FIELD_SET(*this, FIX::LegCountryOfIssue);
        FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
        FIELD_SET(*this, FIX::LegLocaleOfIssue);
        FIELD_SET(*this, FIX::LegRedemptionDate);
        FIELD_SET(*this, FIX::LegStrikePrice);
        FIELD_SET(*this, FIX::LegStrikeCurrency);
        FIELD_SET(*this, FIX::LegOptAttribute);
        FIELD_SET(*this, FIX::LegContractMultiplier);
        FIELD_SET(*this, FIX::LegCouponRate);
        FIELD_SET(*this, FIX::LegSecurityExchange);
        FIELD_SET(*this, FIX::LegIssuer);
        FIELD_SET(*this, FIX::EncodedLegIssuerLen);
        FIELD_SET(*this, FIX::EncodedLegIssuer);
        FIELD_SET(*this, FIX::LegSecurityDesc);
        FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
        FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
        FIELD_SET(*this, FIX::LegRatioQty);
        FIELD_SET(*this, FIX::LegSide);
        FIELD_SET(*this, FIX::LegCurrency);
        FIELD_SET(*this, FIX::LegPool);
        FIELD_SET(*this, FIX::LegDatedDate);
        FIELD_SET(*this, FIX::LegContractSettlMonth);
        FIELD_SET(*this, FIX::LegInterestAccrualDate);
      };
      FIELD_SET(*this, FIX::TradingSessionID);
      FIELD_SET(*this, FIX::TradingSessionSubID);
      FIELD_SET(*this, FIX::Text);
      FIELD_SET(*this, FIX::EncodedTextLen);
      FIELD_SET(*this, FIX::EncodedText);
    };
  };

}

#endif