PositionReport.h 12 KB

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  1. #ifndef FIX50_POSITIONREPORT_H
  2. #define FIX50_POSITIONREPORT_H
  3. #include "Message.h"
  4. namespace FIX50
  5. {
  6. class PositionReport : public Message
  7. {
  8. public:
  9. PositionReport() : Message(MsgType()) {}
  10. PositionReport(const FIX::Message& m) : Message(m) {}
  11. PositionReport(const Message& m) : Message(m) {}
  12. PositionReport(const PositionReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AP"); }
  14. PositionReport(
  15. const FIX::PosMaintRptID& aPosMaintRptID,
  16. const FIX::ClearingBusinessDate& aClearingBusinessDate )
  17. : Message(MsgType())
  18. {
  19. set(aPosMaintRptID);
  20. set(aClearingBusinessDate);
  21. }
  22. FIELD_SET(*this, FIX::PosMaintRptID);
  23. FIELD_SET(*this, FIX::PosReqID);
  24. FIELD_SET(*this, FIX::PosReqType);
  25. FIELD_SET(*this, FIX::SubscriptionRequestType);
  26. FIELD_SET(*this, FIX::TotalNumPosReports);
  27. FIELD_SET(*this, FIX::PosReqResult);
  28. FIELD_SET(*this, FIX::UnsolicitedIndicator);
  29. FIELD_SET(*this, FIX::ClearingBusinessDate);
  30. FIELD_SET(*this, FIX::SettlSessID);
  31. FIELD_SET(*this, FIX::SettlSessSubID);
  32. FIELD_SET(*this, FIX::PriceType);
  33. FIELD_SET(*this, FIX::SettlCurrency);
  34. FIELD_SET(*this, FIX::MessageEventSource);
  35. FIELD_SET(*this, FIX::NoPartyIDs);
  36. class NoPartyIDs: public FIX::Group
  37. {
  38. public:
  39. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  40. FIELD_SET(*this, FIX::PartyID);
  41. FIELD_SET(*this, FIX::PartyIDSource);
  42. FIELD_SET(*this, FIX::PartyRole);
  43. FIELD_SET(*this, FIX::NoPartySubIDs);
  44. class NoPartySubIDs: public FIX::Group
  45. {
  46. public:
  47. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  48. FIELD_SET(*this, FIX::PartySubID);
  49. FIELD_SET(*this, FIX::PartySubIDType);
  50. };
  51. };
  52. FIELD_SET(*this, FIX::Account);
  53. FIELD_SET(*this, FIX::AcctIDSource);
  54. FIELD_SET(*this, FIX::AccountType);
  55. FIELD_SET(*this, FIX::Symbol);
  56. FIELD_SET(*this, FIX::SymbolSfx);
  57. FIELD_SET(*this, FIX::SecurityID);
  58. FIELD_SET(*this, FIX::SecurityIDSource);
  59. FIELD_SET(*this, FIX::Product);
  60. FIELD_SET(*this, FIX::CFICode);
  61. FIELD_SET(*this, FIX::SecurityType);
  62. FIELD_SET(*this, FIX::SecuritySubType);
  63. FIELD_SET(*this, FIX::MaturityMonthYear);
  64. FIELD_SET(*this, FIX::MaturityDate);
  65. FIELD_SET(*this, FIX::MaturityTime);
  66. FIELD_SET(*this, FIX::PutOrCall);
  67. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  68. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  69. FIELD_SET(*this, FIX::SecurityStatus);
  70. FIELD_SET(*this, FIX::CouponPaymentDate);
  71. FIELD_SET(*this, FIX::IssueDate);
  72. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  73. FIELD_SET(*this, FIX::RepurchaseTerm);
  74. FIELD_SET(*this, FIX::RepurchaseRate);
  75. FIELD_SET(*this, FIX::Factor);
  76. FIELD_SET(*this, FIX::CreditRating);
  77. FIELD_SET(*this, FIX::InstrRegistry);
  78. FIELD_SET(*this, FIX::CountryOfIssue);
  79. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  80. FIELD_SET(*this, FIX::LocaleOfIssue);
  81. FIELD_SET(*this, FIX::RedemptionDate);
  82. FIELD_SET(*this, FIX::StrikePrice);
  83. FIELD_SET(*this, FIX::StrikeCurrency);
  84. FIELD_SET(*this, FIX::StrikeMultiplier);
  85. FIELD_SET(*this, FIX::StrikeValue);
  86. FIELD_SET(*this, FIX::OptAttribute);
  87. FIELD_SET(*this, FIX::ContractMultiplier);
  88. FIELD_SET(*this, FIX::MinPriceIncrement);
  89. FIELD_SET(*this, FIX::UnitOfMeasure);
  90. FIELD_SET(*this, FIX::TimeUnit);
  91. FIELD_SET(*this, FIX::CouponRate);
  92. FIELD_SET(*this, FIX::SecurityExchange);
  93. FIELD_SET(*this, FIX::PositionLimit);
  94. FIELD_SET(*this, FIX::NTPositionLimit);
  95. FIELD_SET(*this, FIX::Issuer);
  96. FIELD_SET(*this, FIX::EncodedIssuerLen);
  97. FIELD_SET(*this, FIX::EncodedIssuer);
  98. FIELD_SET(*this, FIX::SecurityDesc);
  99. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  100. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  101. FIELD_SET(*this, FIX::Pool);
  102. FIELD_SET(*this, FIX::ContractSettlMonth);
  103. FIELD_SET(*this, FIX::CPProgram);
  104. FIELD_SET(*this, FIX::CPRegType);
  105. FIELD_SET(*this, FIX::DatedDate);
  106. FIELD_SET(*this, FIX::InterestAccrualDate);
  107. FIELD_SET(*this, FIX::Currency);
  108. FIELD_SET(*this, FIX::SettlPrice);
  109. FIELD_SET(*this, FIX::SettlPriceType);
  110. FIELD_SET(*this, FIX::PriorSettlPrice);
  111. FIELD_SET(*this, FIX::MatchStatus);
  112. FIELD_SET(*this, FIX::NoLegs);
  113. class NoLegs: public FIX::Group
  114. {
  115. public:
  116. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,0)) {}
  117. FIELD_SET(*this, FIX::LegSymbol);
  118. FIELD_SET(*this, FIX::LegSymbolSfx);
  119. FIELD_SET(*this, FIX::LegSecurityID);
  120. FIELD_SET(*this, FIX::LegSecurityIDSource);
  121. FIELD_SET(*this, FIX::LegProduct);
  122. FIELD_SET(*this, FIX::LegCFICode);
  123. FIELD_SET(*this, FIX::LegSecurityType);
  124. FIELD_SET(*this, FIX::LegSecuritySubType);
  125. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  126. FIELD_SET(*this, FIX::LegMaturityDate);
  127. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  128. FIELD_SET(*this, FIX::LegIssueDate);
  129. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  130. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  131. FIELD_SET(*this, FIX::LegRepurchaseRate);
  132. FIELD_SET(*this, FIX::LegFactor);
  133. FIELD_SET(*this, FIX::LegCreditRating);
  134. FIELD_SET(*this, FIX::LegInstrRegistry);
  135. FIELD_SET(*this, FIX::LegCountryOfIssue);
  136. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  137. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  138. FIELD_SET(*this, FIX::LegRedemptionDate);
  139. FIELD_SET(*this, FIX::LegStrikePrice);
  140. FIELD_SET(*this, FIX::LegStrikeCurrency);
  141. FIELD_SET(*this, FIX::LegOptAttribute);
  142. FIELD_SET(*this, FIX::LegContractMultiplier);
  143. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  144. FIELD_SET(*this, FIX::LegTimeUnit);
  145. FIELD_SET(*this, FIX::LegCouponRate);
  146. FIELD_SET(*this, FIX::LegSecurityExchange);
  147. FIELD_SET(*this, FIX::LegIssuer);
  148. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  149. FIELD_SET(*this, FIX::EncodedLegIssuer);
  150. FIELD_SET(*this, FIX::LegSecurityDesc);
  151. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  152. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  153. FIELD_SET(*this, FIX::LegRatioQty);
  154. FIELD_SET(*this, FIX::LegSide);
  155. FIELD_SET(*this, FIX::LegCurrency);
  156. FIELD_SET(*this, FIX::LegPool);
  157. FIELD_SET(*this, FIX::LegDatedDate);
  158. FIELD_SET(*this, FIX::LegContractSettlMonth);
  159. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  160. FIELD_SET(*this, FIX::LegOptionRatio);
  161. };
  162. FIELD_SET(*this, FIX::NoUnderlyings);
  163. class NoUnderlyings: public FIX::Group
  164. {
  165. public:
  166. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,732,733,1037,984,0)) {}
  167. FIELD_SET(*this, FIX::UnderlyingSymbol);
  168. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  169. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  170. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  171. FIELD_SET(*this, FIX::UnderlyingProduct);
  172. FIELD_SET(*this, FIX::UnderlyingCFICode);
  173. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  174. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  175. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  176. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  177. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  178. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  179. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  180. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  181. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  182. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  183. FIELD_SET(*this, FIX::UnderlyingFactor);
  184. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  185. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  186. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  187. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  188. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  189. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  190. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  191. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  192. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  193. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  194. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  195. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  196. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  197. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  198. FIELD_SET(*this, FIX::UnderlyingIssuer);
  199. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  200. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  201. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  202. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  203. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  204. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  205. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  206. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  207. FIELD_SET(*this, FIX::UnderlyingCurrency);
  208. FIELD_SET(*this, FIX::UnderlyingQty);
  209. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  210. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  211. FIELD_SET(*this, FIX::UnderlyingCashType);
  212. FIELD_SET(*this, FIX::UnderlyingPx);
  213. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  214. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  215. FIELD_SET(*this, FIX::UnderlyingStartValue);
  216. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  217. FIELD_SET(*this, FIX::UnderlyingEndValue);
  218. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  219. FIELD_SET(*this, FIX::UnderlyingFXRate);
  220. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  221. FIELD_SET(*this, FIX::UnderlyingCapValue);
  222. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  223. FIELD_SET(*this, FIX::UnderlyingSettlPrice);
  224. FIELD_SET(*this, FIX::UnderlyingSettlPriceType);
  225. FIELD_SET(*this, FIX::UnderlyingDeliveryAmount);
  226. FIELD_SET(*this, FIX::NoUnderlyingAmounts);
  227. class NoUnderlyingAmounts: public FIX::Group
  228. {
  229. public:
  230. NoUnderlyingAmounts() : FIX::Group(984,985,FIX::message_order(985,986,987,988,0)) {}
  231. FIELD_SET(*this, FIX::UnderlyingPayAmount);
  232. FIELD_SET(*this, FIX::UnderlyingCollectAmount);
  233. FIELD_SET(*this, FIX::UnderlyingSettlementDate);
  234. FIELD_SET(*this, FIX::UnderlyingSettlementStatus);
  235. };
  236. };
  237. FIELD_SET(*this, FIX::NoPositions);
  238. class NoPositions: public FIX::Group
  239. {
  240. public:
  241. NoPositions() : FIX::Group(702,703,FIX::message_order(703,704,705,706,976,539,0)) {}
  242. FIELD_SET(*this, FIX::PosType);
  243. FIELD_SET(*this, FIX::LongQty);
  244. FIELD_SET(*this, FIX::ShortQty);
  245. FIELD_SET(*this, FIX::PosQtyStatus);
  246. FIELD_SET(*this, FIX::QuantityDate);
  247. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  248. class NoNestedPartyIDs: public FIX::Group
  249. {
  250. public:
  251. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  252. FIELD_SET(*this, FIX::NestedPartyID);
  253. FIELD_SET(*this, FIX::NestedPartyIDSource);
  254. FIELD_SET(*this, FIX::NestedPartyRole);
  255. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  256. class NoNestedPartySubIDs: public FIX::Group
  257. {
  258. public:
  259. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  260. FIELD_SET(*this, FIX::NestedPartySubID);
  261. FIELD_SET(*this, FIX::NestedPartySubIDType);
  262. };
  263. };
  264. };
  265. FIELD_SET(*this, FIX::NoPosAmt);
  266. class NoPosAmt: public FIX::Group
  267. {
  268. public:
  269. NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,1055,0)) {}
  270. FIELD_SET(*this, FIX::PosAmtType);
  271. FIELD_SET(*this, FIX::PosAmt);
  272. FIELD_SET(*this, FIX::PositionCurrency);
  273. };
  274. FIELD_SET(*this, FIX::RegistStatus);
  275. FIELD_SET(*this, FIX::DeliveryDate);
  276. FIELD_SET(*this, FIX::Text);
  277. FIELD_SET(*this, FIX::EncodedTextLen);
  278. FIELD_SET(*this, FIX::EncodedText);
  279. };
  280. }
  281. #endif