CollateralResponse.h 14 KB

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  1. #ifndef FIX50SP1_COLLATERALRESPONSE_H
  2. #define FIX50SP1_COLLATERALRESPONSE_H
  3. #include "Message.h"
  4. namespace FIX50SP1
  5. {
  6. class CollateralResponse : public Message
  7. {
  8. public:
  9. CollateralResponse() : Message(MsgType()) {}
  10. CollateralResponse(const FIX::Message& m) : Message(m) {}
  11. CollateralResponse(const Message& m) : Message(m) {}
  12. CollateralResponse(const CollateralResponse& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AZ"); }
  14. CollateralResponse(
  15. const FIX::CollRespID& aCollRespID,
  16. const FIX::CollAsgnRespType& aCollAsgnRespType,
  17. const FIX::TransactTime& aTransactTime )
  18. : Message(MsgType())
  19. {
  20. set(aCollRespID);
  21. set(aCollAsgnRespType);
  22. set(aTransactTime);
  23. }
  24. FIELD_SET(*this, FIX::CollRespID);
  25. FIELD_SET(*this, FIX::CollAsgnID);
  26. FIELD_SET(*this, FIX::CollReqID);
  27. FIELD_SET(*this, FIX::CollAsgnReason);
  28. FIELD_SET(*this, FIX::CollAsgnTransType);
  29. FIELD_SET(*this, FIX::CollAsgnRespType);
  30. FIELD_SET(*this, FIX::CollAsgnRejectReason);
  31. FIELD_SET(*this, FIX::TransactTime);
  32. FIELD_SET(*this, FIX::CollApplType);
  33. FIELD_SET(*this, FIX::FinancialStatus);
  34. FIELD_SET(*this, FIX::ClearingBusinessDate);
  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::AccountType);
  54. FIELD_SET(*this, FIX::ClOrdID);
  55. FIELD_SET(*this, FIX::OrderID);
  56. FIELD_SET(*this, FIX::SecondaryOrderID);
  57. FIELD_SET(*this, FIX::SecondaryClOrdID);
  58. FIELD_SET(*this, FIX::NoExecs);
  59. class NoExecs: public FIX::Group
  60. {
  61. public:
  62. NoExecs() : FIX::Group(124,17,FIX::message_order(17,0)) {}
  63. FIELD_SET(*this, FIX::ExecID);
  64. };
  65. FIELD_SET(*this, FIX::NoTrades);
  66. class NoTrades: public FIX::Group
  67. {
  68. public:
  69. NoTrades() : FIX::Group(897,571,FIX::message_order(571,818,0)) {}
  70. FIELD_SET(*this, FIX::TradeReportID);
  71. FIELD_SET(*this, FIX::SecondaryTradeReportID);
  72. };
  73. FIELD_SET(*this, FIX::Symbol);
  74. FIELD_SET(*this, FIX::SymbolSfx);
  75. FIELD_SET(*this, FIX::SecurityID);
  76. FIELD_SET(*this, FIX::SecurityIDSource);
  77. FIELD_SET(*this, FIX::Product);
  78. FIELD_SET(*this, FIX::ProductComplex);
  79. FIELD_SET(*this, FIX::SecurityGroup);
  80. FIELD_SET(*this, FIX::CFICode);
  81. FIELD_SET(*this, FIX::SecurityType);
  82. FIELD_SET(*this, FIX::SecuritySubType);
  83. FIELD_SET(*this, FIX::MaturityMonthYear);
  84. FIELD_SET(*this, FIX::MaturityDate);
  85. FIELD_SET(*this, FIX::MaturityTime);
  86. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  87. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  88. FIELD_SET(*this, FIX::SecurityStatus);
  89. FIELD_SET(*this, FIX::CouponPaymentDate);
  90. FIELD_SET(*this, FIX::IssueDate);
  91. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  92. FIELD_SET(*this, FIX::RepurchaseTerm);
  93. FIELD_SET(*this, FIX::RepurchaseRate);
  94. FIELD_SET(*this, FIX::Factor);
  95. FIELD_SET(*this, FIX::CreditRating);
  96. FIELD_SET(*this, FIX::InstrRegistry);
  97. FIELD_SET(*this, FIX::CountryOfIssue);
  98. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  99. FIELD_SET(*this, FIX::LocaleOfIssue);
  100. FIELD_SET(*this, FIX::RedemptionDate);
  101. FIELD_SET(*this, FIX::StrikePrice);
  102. FIELD_SET(*this, FIX::StrikeCurrency);
  103. FIELD_SET(*this, FIX::StrikeMultiplier);
  104. FIELD_SET(*this, FIX::StrikeValue);
  105. FIELD_SET(*this, FIX::OptAttribute);
  106. FIELD_SET(*this, FIX::ContractMultiplier);
  107. FIELD_SET(*this, FIX::MinPriceIncrement);
  108. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  109. FIELD_SET(*this, FIX::UnitOfMeasure);
  110. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  111. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  112. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  113. FIELD_SET(*this, FIX::SettlMethod);
  114. FIELD_SET(*this, FIX::ExerciseStyle);
  115. FIELD_SET(*this, FIX::OptPayAmount);
  116. FIELD_SET(*this, FIX::PriceQuoteMethod);
  117. FIELD_SET(*this, FIX::FuturesValuationMethod);
  118. FIELD_SET(*this, FIX::ListMethod);
  119. FIELD_SET(*this, FIX::CapPrice);
  120. FIELD_SET(*this, FIX::FloorPrice);
  121. FIELD_SET(*this, FIX::PutOrCall);
  122. FIELD_SET(*this, FIX::FlexibleIndicator);
  123. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  124. FIELD_SET(*this, FIX::TimeUnit);
  125. FIELD_SET(*this, FIX::CouponRate);
  126. FIELD_SET(*this, FIX::SecurityExchange);
  127. FIELD_SET(*this, FIX::PositionLimit);
  128. FIELD_SET(*this, FIX::NTPositionLimit);
  129. FIELD_SET(*this, FIX::Issuer);
  130. FIELD_SET(*this, FIX::EncodedIssuerLen);
  131. FIELD_SET(*this, FIX::EncodedIssuer);
  132. FIELD_SET(*this, FIX::SecurityDesc);
  133. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  134. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  135. FIELD_SET(*this, FIX::Pool);
  136. FIELD_SET(*this, FIX::ContractSettlMonth);
  137. FIELD_SET(*this, FIX::CPProgram);
  138. FIELD_SET(*this, FIX::CPRegType);
  139. FIELD_SET(*this, FIX::DatedDate);
  140. FIELD_SET(*this, FIX::InterestAccrualDate);
  141. FIELD_SET(*this, FIX::AgreementDesc);
  142. FIELD_SET(*this, FIX::AgreementID);
  143. FIELD_SET(*this, FIX::AgreementDate);
  144. FIELD_SET(*this, FIX::AgreementCurrency);
  145. FIELD_SET(*this, FIX::TerminationType);
  146. FIELD_SET(*this, FIX::StartDate);
  147. FIELD_SET(*this, FIX::EndDate);
  148. FIELD_SET(*this, FIX::DeliveryType);
  149. FIELD_SET(*this, FIX::MarginRatio);
  150. FIELD_SET(*this, FIX::SettlDate);
  151. FIELD_SET(*this, FIX::Quantity);
  152. FIELD_SET(*this, FIX::QtyType);
  153. FIELD_SET(*this, FIX::Currency);
  154. FIELD_SET(*this, FIX::NoLegs);
  155. class NoLegs: public FIX::Group
  156. {
  157. public:
  158. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,0)) {}
  159. FIELD_SET(*this, FIX::LegSymbol);
  160. FIELD_SET(*this, FIX::LegSymbolSfx);
  161. FIELD_SET(*this, FIX::LegSecurityID);
  162. FIELD_SET(*this, FIX::LegSecurityIDSource);
  163. FIELD_SET(*this, FIX::LegProduct);
  164. FIELD_SET(*this, FIX::LegCFICode);
  165. FIELD_SET(*this, FIX::LegSecurityType);
  166. FIELD_SET(*this, FIX::LegSecuritySubType);
  167. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  168. FIELD_SET(*this, FIX::LegMaturityDate);
  169. FIELD_SET(*this, FIX::LegMaturityTime);
  170. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  171. FIELD_SET(*this, FIX::LegIssueDate);
  172. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  173. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  174. FIELD_SET(*this, FIX::LegRepurchaseRate);
  175. FIELD_SET(*this, FIX::LegFactor);
  176. FIELD_SET(*this, FIX::LegCreditRating);
  177. FIELD_SET(*this, FIX::LegInstrRegistry);
  178. FIELD_SET(*this, FIX::LegCountryOfIssue);
  179. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  180. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  181. FIELD_SET(*this, FIX::LegRedemptionDate);
  182. FIELD_SET(*this, FIX::LegStrikePrice);
  183. FIELD_SET(*this, FIX::LegStrikeCurrency);
  184. FIELD_SET(*this, FIX::LegOptAttribute);
  185. FIELD_SET(*this, FIX::LegContractMultiplier);
  186. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  187. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  188. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  189. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  190. FIELD_SET(*this, FIX::LegTimeUnit);
  191. FIELD_SET(*this, FIX::LegExerciseStyle);
  192. FIELD_SET(*this, FIX::LegCouponRate);
  193. FIELD_SET(*this, FIX::LegSecurityExchange);
  194. FIELD_SET(*this, FIX::LegIssuer);
  195. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  196. FIELD_SET(*this, FIX::EncodedLegIssuer);
  197. FIELD_SET(*this, FIX::LegSecurityDesc);
  198. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  199. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  200. FIELD_SET(*this, FIX::LegRatioQty);
  201. FIELD_SET(*this, FIX::LegSide);
  202. FIELD_SET(*this, FIX::LegCurrency);
  203. FIELD_SET(*this, FIX::LegPool);
  204. FIELD_SET(*this, FIX::LegDatedDate);
  205. FIELD_SET(*this, FIX::LegContractSettlMonth);
  206. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  207. FIELD_SET(*this, FIX::LegPutOrCall);
  208. FIELD_SET(*this, FIX::LegOptionRatio);
  209. };
  210. FIELD_SET(*this, FIX::NoUnderlyings);
  211. class NoUnderlyings: public FIX::Group
  212. {
  213. public:
  214. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,944,0)) {}
  215. FIELD_SET(*this, FIX::UnderlyingSymbol);
  216. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  217. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  218. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  219. FIELD_SET(*this, FIX::UnderlyingProduct);
  220. FIELD_SET(*this, FIX::UnderlyingCFICode);
  221. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  222. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  223. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  224. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  225. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  226. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  227. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  228. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  229. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  230. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  231. FIELD_SET(*this, FIX::UnderlyingFactor);
  232. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  233. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  234. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  235. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  236. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  237. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  238. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  239. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  240. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  241. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  242. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  243. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  244. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  245. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  246. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  247. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  248. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  249. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  250. FIELD_SET(*this, FIX::UnderlyingIssuer);
  251. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  252. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  253. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  254. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  255. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  256. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  257. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  258. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  259. FIELD_SET(*this, FIX::UnderlyingCurrency);
  260. FIELD_SET(*this, FIX::UnderlyingQty);
  261. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  262. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  263. FIELD_SET(*this, FIX::UnderlyingCashType);
  264. FIELD_SET(*this, FIX::UnderlyingPx);
  265. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  266. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  267. FIELD_SET(*this, FIX::UnderlyingStartValue);
  268. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  269. FIELD_SET(*this, FIX::UnderlyingEndValue);
  270. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  271. FIELD_SET(*this, FIX::UnderlyingFXRate);
  272. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  273. FIELD_SET(*this, FIX::UnderlyingCapValue);
  274. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  275. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  276. FIELD_SET(*this, FIX::CollAction);
  277. };
  278. FIELD_SET(*this, FIX::MarginExcess);
  279. FIELD_SET(*this, FIX::TotalNetValue);
  280. FIELD_SET(*this, FIX::CashOutstanding);
  281. FIELD_SET(*this, FIX::NoTrdRegTimestamps);
  282. class NoTrdRegTimestamps: public FIX::Group
  283. {
  284. public:
  285. NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {}
  286. FIELD_SET(*this, FIX::TrdRegTimestamp);
  287. FIELD_SET(*this, FIX::TrdRegTimestampType);
  288. FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
  289. FIELD_SET(*this, FIX::DeskType);
  290. FIELD_SET(*this, FIX::DeskTypeSource);
  291. FIELD_SET(*this, FIX::DeskOrderHandlingInst);
  292. };
  293. FIELD_SET(*this, FIX::Side);
  294. FIELD_SET(*this, FIX::NoMiscFees);
  295. class NoMiscFees: public FIX::Group
  296. {
  297. public:
  298. NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
  299. FIELD_SET(*this, FIX::MiscFeeAmt);
  300. FIELD_SET(*this, FIX::MiscFeeCurr);
  301. FIELD_SET(*this, FIX::MiscFeeType);
  302. FIELD_SET(*this, FIX::MiscFeeBasis);
  303. };
  304. FIELD_SET(*this, FIX::Price);
  305. FIELD_SET(*this, FIX::PriceType);
  306. FIELD_SET(*this, FIX::AccruedInterestAmt);
  307. FIELD_SET(*this, FIX::EndAccruedInterestAmt);
  308. FIELD_SET(*this, FIX::StartCash);
  309. FIELD_SET(*this, FIX::EndCash);
  310. FIELD_SET(*this, FIX::Spread);
  311. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  312. FIELD_SET(*this, FIX::BenchmarkCurveName);
  313. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  314. FIELD_SET(*this, FIX::BenchmarkPrice);
  315. FIELD_SET(*this, FIX::BenchmarkPriceType);
  316. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  317. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  318. FIELD_SET(*this, FIX::NoStipulations);
  319. class NoStipulations: public FIX::Group
  320. {
  321. public:
  322. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  323. FIELD_SET(*this, FIX::StipulationType);
  324. FIELD_SET(*this, FIX::StipulationValue);
  325. };
  326. FIELD_SET(*this, FIX::Text);
  327. FIELD_SET(*this, FIX::EncodedTextLen);
  328. FIELD_SET(*this, FIX::EncodedText);
  329. };
  330. }
  331. #endif