AdjustedPositionReport.h 6.1 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157
  1. #ifndef FIX50SP1_ADJUSTEDPOSITIONREPORT_H
  2. #define FIX50SP1_ADJUSTEDPOSITIONREPORT_H
  3. #include "Message.h"
  4. namespace FIX50SP1
  5. {
  6. class AdjustedPositionReport : public Message
  7. {
  8. public:
  9. AdjustedPositionReport() : Message(MsgType()) {}
  10. AdjustedPositionReport(const FIX::Message& m) : Message(m) {}
  11. AdjustedPositionReport(const Message& m) : Message(m) {}
  12. AdjustedPositionReport(const AdjustedPositionReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("BL"); }
  14. AdjustedPositionReport(
  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::PosReqType);
  24. FIELD_SET(*this, FIX::ClearingBusinessDate);
  25. FIELD_SET(*this, FIX::SettlSessID);
  26. FIELD_SET(*this, FIX::PosMaintRptRefID);
  27. FIELD_SET(*this, FIX::NoPartyIDs);
  28. class NoPartyIDs: public FIX::Group
  29. {
  30. public:
  31. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  32. FIELD_SET(*this, FIX::PartyID);
  33. FIELD_SET(*this, FIX::PartyIDSource);
  34. FIELD_SET(*this, FIX::PartyRole);
  35. FIELD_SET(*this, FIX::NoPartySubIDs);
  36. class NoPartySubIDs: public FIX::Group
  37. {
  38. public:
  39. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  40. FIELD_SET(*this, FIX::PartySubID);
  41. FIELD_SET(*this, FIX::PartySubIDType);
  42. };
  43. };
  44. FIELD_SET(*this, FIX::NoPositions);
  45. class NoPositions: public FIX::Group
  46. {
  47. public:
  48. NoPositions() : FIX::Group(702,703,FIX::message_order(703,704,705,706,976,539,0)) {}
  49. FIELD_SET(*this, FIX::PosType);
  50. FIELD_SET(*this, FIX::LongQty);
  51. FIELD_SET(*this, FIX::ShortQty);
  52. FIELD_SET(*this, FIX::PosQtyStatus);
  53. FIELD_SET(*this, FIX::QuantityDate);
  54. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  55. class NoNestedPartyIDs: public FIX::Group
  56. {
  57. public:
  58. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  59. FIELD_SET(*this, FIX::NestedPartyID);
  60. FIELD_SET(*this, FIX::NestedPartyIDSource);
  61. FIELD_SET(*this, FIX::NestedPartyRole);
  62. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  63. class NoNestedPartySubIDs: public FIX::Group
  64. {
  65. public:
  66. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  67. FIELD_SET(*this, FIX::NestedPartySubID);
  68. FIELD_SET(*this, FIX::NestedPartySubIDType);
  69. };
  70. };
  71. };
  72. FIELD_SET(*this, FIX::NoRelatedSym);
  73. class NoRelatedSym: public FIX::Group
  74. {
  75. public:
  76. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,0)) {}
  77. FIELD_SET(*this, FIX::Symbol);
  78. FIELD_SET(*this, FIX::SymbolSfx);
  79. FIELD_SET(*this, FIX::SecurityID);
  80. FIELD_SET(*this, FIX::SecurityIDSource);
  81. FIELD_SET(*this, FIX::Product);
  82. FIELD_SET(*this, FIX::ProductComplex);
  83. FIELD_SET(*this, FIX::SecurityGroup);
  84. FIELD_SET(*this, FIX::CFICode);
  85. FIELD_SET(*this, FIX::SecurityType);
  86. FIELD_SET(*this, FIX::SecuritySubType);
  87. FIELD_SET(*this, FIX::MaturityMonthYear);
  88. FIELD_SET(*this, FIX::MaturityDate);
  89. FIELD_SET(*this, FIX::MaturityTime);
  90. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  91. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  92. FIELD_SET(*this, FIX::SecurityStatus);
  93. FIELD_SET(*this, FIX::CouponPaymentDate);
  94. FIELD_SET(*this, FIX::IssueDate);
  95. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  96. FIELD_SET(*this, FIX::RepurchaseTerm);
  97. FIELD_SET(*this, FIX::RepurchaseRate);
  98. FIELD_SET(*this, FIX::Factor);
  99. FIELD_SET(*this, FIX::CreditRating);
  100. FIELD_SET(*this, FIX::InstrRegistry);
  101. FIELD_SET(*this, FIX::CountryOfIssue);
  102. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  103. FIELD_SET(*this, FIX::LocaleOfIssue);
  104. FIELD_SET(*this, FIX::RedemptionDate);
  105. FIELD_SET(*this, FIX::StrikePrice);
  106. FIELD_SET(*this, FIX::StrikeCurrency);
  107. FIELD_SET(*this, FIX::StrikeMultiplier);
  108. FIELD_SET(*this, FIX::StrikeValue);
  109. FIELD_SET(*this, FIX::OptAttribute);
  110. FIELD_SET(*this, FIX::ContractMultiplier);
  111. FIELD_SET(*this, FIX::MinPriceIncrement);
  112. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  113. FIELD_SET(*this, FIX::UnitOfMeasure);
  114. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  115. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  116. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  117. FIELD_SET(*this, FIX::SettlMethod);
  118. FIELD_SET(*this, FIX::ExerciseStyle);
  119. FIELD_SET(*this, FIX::OptPayAmount);
  120. FIELD_SET(*this, FIX::PriceQuoteMethod);
  121. FIELD_SET(*this, FIX::FuturesValuationMethod);
  122. FIELD_SET(*this, FIX::ListMethod);
  123. FIELD_SET(*this, FIX::CapPrice);
  124. FIELD_SET(*this, FIX::FloorPrice);
  125. FIELD_SET(*this, FIX::PutOrCall);
  126. FIELD_SET(*this, FIX::FlexibleIndicator);
  127. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  128. FIELD_SET(*this, FIX::TimeUnit);
  129. FIELD_SET(*this, FIX::CouponRate);
  130. FIELD_SET(*this, FIX::SecurityExchange);
  131. FIELD_SET(*this, FIX::PositionLimit);
  132. FIELD_SET(*this, FIX::NTPositionLimit);
  133. FIELD_SET(*this, FIX::Issuer);
  134. FIELD_SET(*this, FIX::EncodedIssuerLen);
  135. FIELD_SET(*this, FIX::EncodedIssuer);
  136. FIELD_SET(*this, FIX::SecurityDesc);
  137. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  138. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  139. FIELD_SET(*this, FIX::Pool);
  140. FIELD_SET(*this, FIX::ContractSettlMonth);
  141. FIELD_SET(*this, FIX::CPProgram);
  142. FIELD_SET(*this, FIX::CPRegType);
  143. FIELD_SET(*this, FIX::DatedDate);
  144. FIELD_SET(*this, FIX::InterestAccrualDate);
  145. };
  146. FIELD_SET(*this, FIX::SettlPrice);
  147. FIELD_SET(*this, FIX::PriorSettlPrice);
  148. };
  149. }
  150. #endif