RequestForPositionsAck.h 8.6 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208
  1. #ifndef FIX44_REQUESTFORPOSITIONSACK_H
  2. #define FIX44_REQUESTFORPOSITIONSACK_H
  3. #include "Message.h"
  4. namespace FIX44
  5. {
  6. class RequestForPositionsAck : public Message
  7. {
  8. public:
  9. RequestForPositionsAck() : Message(MsgType()) {}
  10. RequestForPositionsAck(const FIX::Message& m) : Message(m) {}
  11. RequestForPositionsAck(const Message& m) : Message(m) {}
  12. RequestForPositionsAck(const RequestForPositionsAck& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AO"); }
  14. RequestForPositionsAck(
  15. const FIX::PosMaintRptID& aPosMaintRptID,
  16. const FIX::PosReqResult& aPosReqResult,
  17. const FIX::PosReqStatus& aPosReqStatus,
  18. const FIX::Account& aAccount,
  19. const FIX::AccountType& aAccountType )
  20. : Message(MsgType())
  21. {
  22. set(aPosMaintRptID);
  23. set(aPosReqResult);
  24. set(aPosReqStatus);
  25. set(aAccount);
  26. set(aAccountType);
  27. }
  28. FIELD_SET(*this, FIX::PosMaintRptID);
  29. FIELD_SET(*this, FIX::PosReqID);
  30. FIELD_SET(*this, FIX::TotalNumPosReports);
  31. FIELD_SET(*this, FIX::UnsolicitedIndicator);
  32. FIELD_SET(*this, FIX::PosReqResult);
  33. FIELD_SET(*this, FIX::PosReqStatus);
  34. FIELD_SET(*this, FIX::NoPartyIDs);
  35. class NoPartyIDs: public FIX::Group
  36. {
  37. public:
  38. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  39. FIELD_SET(*this, FIX::PartyID);
  40. FIELD_SET(*this, FIX::PartyIDSource);
  41. FIELD_SET(*this, FIX::PartyRole);
  42. FIELD_SET(*this, FIX::NoPartySubIDs);
  43. class NoPartySubIDs: public FIX::Group
  44. {
  45. public:
  46. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  47. FIELD_SET(*this, FIX::PartySubID);
  48. FIELD_SET(*this, FIX::PartySubIDType);
  49. };
  50. };
  51. FIELD_SET(*this, FIX::Account);
  52. FIELD_SET(*this, FIX::AcctIDSource);
  53. FIELD_SET(*this, FIX::AccountType);
  54. FIELD_SET(*this, FIX::Symbol);
  55. FIELD_SET(*this, FIX::SymbolSfx);
  56. FIELD_SET(*this, FIX::SecurityID);
  57. FIELD_SET(*this, FIX::SecurityIDSource);
  58. FIELD_SET(*this, FIX::Product);
  59. FIELD_SET(*this, FIX::CFICode);
  60. FIELD_SET(*this, FIX::SecurityType);
  61. FIELD_SET(*this, FIX::SecuritySubType);
  62. FIELD_SET(*this, FIX::MaturityMonthYear);
  63. FIELD_SET(*this, FIX::MaturityDate);
  64. FIELD_SET(*this, FIX::PutOrCall);
  65. FIELD_SET(*this, FIX::CouponPaymentDate);
  66. FIELD_SET(*this, FIX::IssueDate);
  67. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  68. FIELD_SET(*this, FIX::RepurchaseTerm);
  69. FIELD_SET(*this, FIX::RepurchaseRate);
  70. FIELD_SET(*this, FIX::Factor);
  71. FIELD_SET(*this, FIX::CreditRating);
  72. FIELD_SET(*this, FIX::InstrRegistry);
  73. FIELD_SET(*this, FIX::CountryOfIssue);
  74. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  75. FIELD_SET(*this, FIX::LocaleOfIssue);
  76. FIELD_SET(*this, FIX::RedemptionDate);
  77. FIELD_SET(*this, FIX::StrikePrice);
  78. FIELD_SET(*this, FIX::StrikeCurrency);
  79. FIELD_SET(*this, FIX::OptAttribute);
  80. FIELD_SET(*this, FIX::ContractMultiplier);
  81. FIELD_SET(*this, FIX::CouponRate);
  82. FIELD_SET(*this, FIX::SecurityExchange);
  83. FIELD_SET(*this, FIX::Issuer);
  84. FIELD_SET(*this, FIX::EncodedIssuerLen);
  85. FIELD_SET(*this, FIX::EncodedIssuer);
  86. FIELD_SET(*this, FIX::SecurityDesc);
  87. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  88. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  89. FIELD_SET(*this, FIX::Pool);
  90. FIELD_SET(*this, FIX::ContractSettlMonth);
  91. FIELD_SET(*this, FIX::CPProgram);
  92. FIELD_SET(*this, FIX::CPRegType);
  93. FIELD_SET(*this, FIX::DatedDate);
  94. FIELD_SET(*this, FIX::InterestAccrualDate);
  95. FIELD_SET(*this, FIX::Currency);
  96. FIELD_SET(*this, FIX::NoLegs);
  97. class NoLegs: public FIX::Group
  98. {
  99. public:
  100. 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)) {}
  101. FIELD_SET(*this, FIX::LegSymbol);
  102. FIELD_SET(*this, FIX::LegSymbolSfx);
  103. FIELD_SET(*this, FIX::LegSecurityID);
  104. FIELD_SET(*this, FIX::LegSecurityIDSource);
  105. FIELD_SET(*this, FIX::LegProduct);
  106. FIELD_SET(*this, FIX::LegCFICode);
  107. FIELD_SET(*this, FIX::LegSecurityType);
  108. FIELD_SET(*this, FIX::LegSecuritySubType);
  109. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  110. FIELD_SET(*this, FIX::LegMaturityDate);
  111. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  112. FIELD_SET(*this, FIX::LegIssueDate);
  113. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  114. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  115. FIELD_SET(*this, FIX::LegRepurchaseRate);
  116. FIELD_SET(*this, FIX::LegFactor);
  117. FIELD_SET(*this, FIX::LegCreditRating);
  118. FIELD_SET(*this, FIX::LegInstrRegistry);
  119. FIELD_SET(*this, FIX::LegCountryOfIssue);
  120. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  121. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  122. FIELD_SET(*this, FIX::LegRedemptionDate);
  123. FIELD_SET(*this, FIX::LegStrikePrice);
  124. FIELD_SET(*this, FIX::LegStrikeCurrency);
  125. FIELD_SET(*this, FIX::LegOptAttribute);
  126. FIELD_SET(*this, FIX::LegContractMultiplier);
  127. FIELD_SET(*this, FIX::LegCouponRate);
  128. FIELD_SET(*this, FIX::LegSecurityExchange);
  129. FIELD_SET(*this, FIX::LegIssuer);
  130. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  131. FIELD_SET(*this, FIX::EncodedLegIssuer);
  132. FIELD_SET(*this, FIX::LegSecurityDesc);
  133. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  134. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  135. FIELD_SET(*this, FIX::LegRatioQty);
  136. FIELD_SET(*this, FIX::LegSide);
  137. FIELD_SET(*this, FIX::LegCurrency);
  138. FIELD_SET(*this, FIX::LegPool);
  139. FIELD_SET(*this, FIX::LegDatedDate);
  140. FIELD_SET(*this, FIX::LegContractSettlMonth);
  141. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  142. };
  143. FIELD_SET(*this, FIX::NoUnderlyings);
  144. class NoUnderlyings: public FIX::Group
  145. {
  146. public:
  147. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {}
  148. FIELD_SET(*this, FIX::UnderlyingSymbol);
  149. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  150. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  151. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  152. FIELD_SET(*this, FIX::UnderlyingProduct);
  153. FIELD_SET(*this, FIX::UnderlyingCFICode);
  154. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  155. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  156. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  157. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  158. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  159. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  160. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  161. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  162. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  163. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  164. FIELD_SET(*this, FIX::UnderlyingFactor);
  165. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  166. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  167. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  168. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  169. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  170. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  171. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  172. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  173. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  174. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  175. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  176. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  177. FIELD_SET(*this, FIX::UnderlyingIssuer);
  178. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  179. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  180. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  181. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  182. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  183. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  184. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  185. FIELD_SET(*this, FIX::UnderlyingCurrency);
  186. FIELD_SET(*this, FIX::UnderlyingQty);
  187. FIELD_SET(*this, FIX::UnderlyingPx);
  188. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  189. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  190. FIELD_SET(*this, FIX::UnderlyingStartValue);
  191. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  192. FIELD_SET(*this, FIX::UnderlyingEndValue);
  193. };
  194. FIELD_SET(*this, FIX::ResponseTransportType);
  195. FIELD_SET(*this, FIX::ResponseDestination);
  196. FIELD_SET(*this, FIX::Text);
  197. FIELD_SET(*this, FIX::EncodedTextLen);
  198. FIELD_SET(*this, FIX::EncodedText);
  199. };
  200. }
  201. #endif