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- #ifndef FIX50SP1_DERIVATIVESECURITYLISTREQUEST_H
- #define FIX50SP1_DERIVATIVESECURITYLISTREQUEST_H
- #include "Message.h"
- namespace FIX50SP1
- {
- class DerivativeSecurityListRequest : public Message
- {
- public:
- DerivativeSecurityListRequest() : Message(MsgType()) {}
- DerivativeSecurityListRequest(const FIX::Message& m) : Message(m) {}
- DerivativeSecurityListRequest(const Message& m) : Message(m) {}
- DerivativeSecurityListRequest(const DerivativeSecurityListRequest& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("z"); }
- DerivativeSecurityListRequest(
- const FIX::SecurityReqID& aSecurityReqID,
- const FIX::SecurityListRequestType& aSecurityListRequestType )
- : Message(MsgType())
- {
- set(aSecurityReqID);
- set(aSecurityListRequestType);
- }
- FIELD_SET(*this, FIX::SecurityReqID);
- FIELD_SET(*this, FIX::SecurityListRequestType);
- FIELD_SET(*this, FIX::MarketID);
- FIELD_SET(*this, FIX::MarketSegmentID);
- 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::UnderlyingMaturityTime);
- 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::UnderlyingUnitOfMeasureQty);
- FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
- FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::UnderlyingTimeUnit);
- FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
- 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::UnderlyingPutOrCall);
- FIELD_SET(*this, FIX::DerivativeSymbol);
- FIELD_SET(*this, FIX::DerivativeSymbolSfx);
- FIELD_SET(*this, FIX::DerivativeSecurityID);
- FIELD_SET(*this, FIX::DerivativeSecurityIDSource);
- FIELD_SET(*this, FIX::DerivativeProduct);
- FIELD_SET(*this, FIX::DerivativeProductComplex);
- FIELD_SET(*this, FIX::DerivFlexProductEligibilityIndicator);
- FIELD_SET(*this, FIX::DerivativeSecurityGroup);
- FIELD_SET(*this, FIX::DerivativeCFICode);
- FIELD_SET(*this, FIX::DerivativeSecurityType);
- FIELD_SET(*this, FIX::DerivativeSecuritySubType);
- FIELD_SET(*this, FIX::DerivativeMaturityMonthYear);
- FIELD_SET(*this, FIX::DerivativeMaturityDate);
- FIELD_SET(*this, FIX::DerivativeMaturityTime);
- FIELD_SET(*this, FIX::DerivativeSettleOnOpenFlag);
- FIELD_SET(*this, FIX::DerivativeInstrmtAssignmentMethod);
- FIELD_SET(*this, FIX::DerivativeSecurityStatus);
- FIELD_SET(*this, FIX::DerivativeIssueDate);
- FIELD_SET(*this, FIX::DerivativeInstrRegistry);
- FIELD_SET(*this, FIX::DerivativeCountryOfIssue);
- FIELD_SET(*this, FIX::DerivativeStateOrProvinceOfIssue);
- FIELD_SET(*this, FIX::DerivativeLocaleOfIssue);
- FIELD_SET(*this, FIX::DerivativeStrikePrice);
- FIELD_SET(*this, FIX::DerivativeStrikeCurrency);
- FIELD_SET(*this, FIX::DerivativeStrikeMultiplier);
- FIELD_SET(*this, FIX::DerivativeStrikeValue);
- FIELD_SET(*this, FIX::DerivativeOptAttribute);
- FIELD_SET(*this, FIX::DerivativeContractMultiplier);
- FIELD_SET(*this, FIX::DerivativeMinPriceIncrement);
- FIELD_SET(*this, FIX::DerivativeMinPriceIncrementAmount);
- FIELD_SET(*this, FIX::DerivativeUnitOfMeasure);
- FIELD_SET(*this, FIX::DerivativeUnitOfMeasureQty);
- FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasure);
- FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::DerivativeSettlMethod);
- FIELD_SET(*this, FIX::DerivativePriceQuoteMethod);
- FIELD_SET(*this, FIX::DerivativeFuturesValuationMethod);
- FIELD_SET(*this, FIX::DerivativeListMethod);
- FIELD_SET(*this, FIX::DerivativeCapPrice);
- FIELD_SET(*this, FIX::DerivativeFloorPrice);
- FIELD_SET(*this, FIX::DerivativePutOrCall);
- FIELD_SET(*this, FIX::DerivativeExerciseStyle);
- FIELD_SET(*this, FIX::DerivativeOptPayAmount);
- FIELD_SET(*this, FIX::DerivativeTimeUnit);
- FIELD_SET(*this, FIX::DerivativeSecurityExchange);
- FIELD_SET(*this, FIX::DerivativePositionLimit);
- FIELD_SET(*this, FIX::DerivativeNTPositionLimit);
- FIELD_SET(*this, FIX::DerivativeIssuer);
- FIELD_SET(*this, FIX::DerivativeEncodedIssuerLen);
- FIELD_SET(*this, FIX::DerivativeEncodedIssuer);
- FIELD_SET(*this, FIX::DerivativeSecurityDesc);
- FIELD_SET(*this, FIX::DerivativeEncodedSecurityDescLen);
- FIELD_SET(*this, FIX::DerivativeEncodedSecurityDesc);
- FIELD_SET(*this, FIX::DerivativeContractSettlMonth);
- FIELD_SET(*this, FIX::SecuritySubType);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- FIELD_SET(*this, FIX::SubscriptionRequestType);
- };
- }
- #endif
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