123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135 |
- #ifndef FIX50_ADJUSTEDPOSITIONREPORT_H
- #define FIX50_ADJUSTEDPOSITIONREPORT_H
- #include "Message.h"
- namespace FIX50
- {
- class AdjustedPositionReport : public Message
- {
- public:
- AdjustedPositionReport() : Message(MsgType()) {}
- AdjustedPositionReport(const FIX::Message& m) : Message(m) {}
- AdjustedPositionReport(const Message& m) : Message(m) {}
- AdjustedPositionReport(const AdjustedPositionReport& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("BL"); }
- AdjustedPositionReport(
- const FIX::PosMaintRptID& aPosMaintRptID,
- const FIX::ClearingBusinessDate& aClearingBusinessDate )
- : Message(MsgType())
- {
- set(aPosMaintRptID);
- set(aClearingBusinessDate);
- }
- FIELD_SET(*this, FIX::PosMaintRptID);
- FIELD_SET(*this, FIX::PosReqType);
- FIELD_SET(*this, FIX::ClearingBusinessDate);
- FIELD_SET(*this, FIX::SettlSessID);
- FIELD_SET(*this, FIX::PosMaintRptRefID);
- FIELD_SET(*this, FIX::NoPartyIDs);
- class NoPartyIDs: public FIX::Group
- {
- public:
- NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
- FIELD_SET(*this, FIX::PartyID);
- FIELD_SET(*this, FIX::PartyIDSource);
- FIELD_SET(*this, FIX::PartyRole);
- FIELD_SET(*this, FIX::NoPartySubIDs);
- class NoPartySubIDs: public FIX::Group
- {
- public:
- NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
- FIELD_SET(*this, FIX::PartySubID);
- FIELD_SET(*this, FIX::PartySubIDType);
- };
- };
- FIELD_SET(*this, FIX::NoPositions);
- class NoPositions: public FIX::Group
- {
- public:
- NoPositions() : FIX::Group(702,703,FIX::message_order(703,704,705,706,976,539,0)) {}
- FIELD_SET(*this, FIX::PosType);
- FIELD_SET(*this, FIX::LongQty);
- FIELD_SET(*this, FIX::ShortQty);
- FIELD_SET(*this, FIX::PosQtyStatus);
- FIELD_SET(*this, FIX::QuantityDate);
- FIELD_SET(*this, FIX::NoNestedPartyIDs);
- class NoNestedPartyIDs: public FIX::Group
- {
- public:
- NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
- FIELD_SET(*this, FIX::NestedPartyID);
- FIELD_SET(*this, FIX::NestedPartyIDSource);
- FIELD_SET(*this, FIX::NestedPartyRole);
- FIELD_SET(*this, FIX::NoNestedPartySubIDs);
- class NoNestedPartySubIDs: public FIX::Group
- {
- public:
- NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
- FIELD_SET(*this, FIX::NestedPartySubID);
- FIELD_SET(*this, FIX::NestedPartySubIDType);
- };
- };
- };
- 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::MaturityTime);
- FIELD_SET(*this, FIX::PutOrCall);
- FIELD_SET(*this, FIX::SettleOnOpenFlag);
- FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
- FIELD_SET(*this, FIX::SecurityStatus);
- 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::StrikeMultiplier);
- FIELD_SET(*this, FIX::StrikeValue);
- FIELD_SET(*this, FIX::OptAttribute);
- FIELD_SET(*this, FIX::ContractMultiplier);
- FIELD_SET(*this, FIX::MinPriceIncrement);
- FIELD_SET(*this, FIX::UnitOfMeasure);
- FIELD_SET(*this, FIX::TimeUnit);
- FIELD_SET(*this, FIX::CouponRate);
- FIELD_SET(*this, FIX::SecurityExchange);
- FIELD_SET(*this, FIX::PositionLimit);
- FIELD_SET(*this, FIX::NTPositionLimit);
- 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::SettlPrice);
- FIELD_SET(*this, FIX::PriorSettlPrice);
- };
- }
- #endif
|