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- #ifndef FIX50_SECURITYLISTUPDATEREPORT_H
- #define FIX50_SECURITYLISTUPDATEREPORT_H
- #include "Message.h"
- namespace FIX50
- {
- class SecurityListUpdateReport : public Message
- {
- public:
- SecurityListUpdateReport() : Message(MsgType()) {}
- SecurityListUpdateReport(const FIX::Message& m) : Message(m) {}
- SecurityListUpdateReport(const Message& m) : Message(m) {}
- SecurityListUpdateReport(const SecurityListUpdateReport& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("BK"); }
- FIELD_SET(*this, FIX::SecurityReportID);
- FIELD_SET(*this, FIX::SecurityReqID);
- FIELD_SET(*this, FIX::SecurityResponseID);
- FIELD_SET(*this, FIX::SecurityRequestResult);
- FIELD_SET(*this, FIX::TotNoRelatedSym);
- FIELD_SET(*this, FIX::ClearingBusinessDate);
- FIELD_SET(*this, FIX::SecurityUpdateAction);
- FIELD_SET(*this, FIX::CorporateAction);
- FIELD_SET(*this, FIX::LastFragment);
- FIELD_SET(*this, FIX::NoRelatedSym);
- class NoRelatedSym: public FIX::Group
- {
- public:
- NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,461,167,762,200,541,1079,201,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,996,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,668,869,913,914,915,918,788,916,917,919,898,311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,15,232,555,218,220,221,222,662,663,699,761,235,236,701,696,697,698,561,562,336,625,827,58,354,355,0)) {}
- 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::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::DeliveryForm);
- FIELD_SET(*this, FIX::PctAtRisk);
- FIELD_SET(*this, FIX::AgreementDesc);
- FIELD_SET(*this, FIX::AgreementID);
- FIELD_SET(*this, FIX::AgreementDate);
- FIELD_SET(*this, FIX::AgreementCurrency);
- FIELD_SET(*this, FIX::TerminationType);
- FIELD_SET(*this, FIX::StartDate);
- FIELD_SET(*this, FIX::EndDate);
- FIELD_SET(*this, FIX::DeliveryType);
- FIELD_SET(*this, FIX::MarginRatio);
- 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::UnderlyingUnitOfMeasure);
- FIELD_SET(*this, FIX::UnderlyingTimeUnit);
- 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::UnderlyingAllocationPercent);
- FIELD_SET(*this, FIX::UnderlyingCurrency);
- FIELD_SET(*this, FIX::UnderlyingQty);
- FIELD_SET(*this, FIX::UnderlyingSettlementType);
- FIELD_SET(*this, FIX::UnderlyingCashAmount);
- FIELD_SET(*this, FIX::UnderlyingCashType);
- 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::UnderlyingAdjustedQuantity);
- FIELD_SET(*this, FIX::UnderlyingFXRate);
- FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
- FIELD_SET(*this, FIX::UnderlyingCapValue);
- FIELD_SET(*this, FIX::UnderlyingSettlMethod);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::NoStipulations);
- class NoStipulations: public FIX::Group
- {
- public:
- NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
- FIELD_SET(*this, FIX::StipulationType);
- FIELD_SET(*this, FIX::StipulationValue);
- };
- FIELD_SET(*this, FIX::NoLegs);
- class NoLegs: public FIX::Group
- {
- public:
- NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,690,587,683,676,677,678,679,680,0)) {}
- 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::LegUnitOfMeasure);
- FIELD_SET(*this, FIX::LegTimeUnit);
- 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::LegOptionRatio);
- FIELD_SET(*this, FIX::LegSwapType);
- FIELD_SET(*this, FIX::LegSettlType);
- FIELD_SET(*this, FIX::NoLegStipulations);
- class NoLegStipulations: public FIX::Group
- {
- public:
- NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
- FIELD_SET(*this, FIX::LegStipulationType);
- FIELD_SET(*this, FIX::LegStipulationValue);
- };
- FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency);
- FIELD_SET(*this, FIX::LegBenchmarkCurveName);
- FIELD_SET(*this, FIX::LegBenchmarkCurvePoint);
- FIELD_SET(*this, FIX::LegBenchmarkPrice);
- FIELD_SET(*this, FIX::LegBenchmarkPriceType);
- };
- FIELD_SET(*this, FIX::Spread);
- FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
- FIELD_SET(*this, FIX::BenchmarkCurveName);
- FIELD_SET(*this, FIX::BenchmarkCurvePoint);
- FIELD_SET(*this, FIX::BenchmarkPrice);
- FIELD_SET(*this, FIX::BenchmarkPriceType);
- FIELD_SET(*this, FIX::BenchmarkSecurityID);
- FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
- FIELD_SET(*this, FIX::YieldType);
- FIELD_SET(*this, FIX::Yield);
- FIELD_SET(*this, FIX::YieldCalcDate);
- FIELD_SET(*this, FIX::YieldRedemptionDate);
- FIELD_SET(*this, FIX::YieldRedemptionPrice);
- FIELD_SET(*this, FIX::YieldRedemptionPriceType);
- FIELD_SET(*this, FIX::RoundLot);
- FIELD_SET(*this, FIX::MinTradeVol);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- FIELD_SET(*this, FIX::ExpirationCycle);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- };
- };
- }
- #endif
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