DerivativeSecurityListRequest.h 7.2 KB

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  1. #ifndef FIX50SP1_DERIVATIVESECURITYLISTREQUEST_H
  2. #define FIX50SP1_DERIVATIVESECURITYLISTREQUEST_H
  3. #include "Message.h"
  4. namespace FIX50SP1
  5. {
  6. class DerivativeSecurityListRequest : public Message
  7. {
  8. public:
  9. DerivativeSecurityListRequest() : Message(MsgType()) {}
  10. DerivativeSecurityListRequest(const FIX::Message& m) : Message(m) {}
  11. DerivativeSecurityListRequest(const Message& m) : Message(m) {}
  12. DerivativeSecurityListRequest(const DerivativeSecurityListRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("z"); }
  14. DerivativeSecurityListRequest(
  15. const FIX::SecurityReqID& aSecurityReqID,
  16. const FIX::SecurityListRequestType& aSecurityListRequestType )
  17. : Message(MsgType())
  18. {
  19. set(aSecurityReqID);
  20. set(aSecurityListRequestType);
  21. }
  22. FIELD_SET(*this, FIX::SecurityReqID);
  23. FIELD_SET(*this, FIX::SecurityListRequestType);
  24. FIELD_SET(*this, FIX::MarketID);
  25. FIELD_SET(*this, FIX::MarketSegmentID);
  26. FIELD_SET(*this, FIX::UnderlyingSymbol);
  27. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  28. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  29. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  30. FIELD_SET(*this, FIX::UnderlyingProduct);
  31. FIELD_SET(*this, FIX::UnderlyingCFICode);
  32. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  33. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  34. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  35. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  36. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  37. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  38. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  39. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  40. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  41. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  42. FIELD_SET(*this, FIX::UnderlyingFactor);
  43. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  44. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  45. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  46. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  47. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  48. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  49. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  50. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  51. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  52. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  53. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  54. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  55. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  56. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  57. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  58. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  59. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  60. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  61. FIELD_SET(*this, FIX::UnderlyingIssuer);
  62. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  63. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  64. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  65. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  66. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  67. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  68. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  69. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  70. FIELD_SET(*this, FIX::UnderlyingCurrency);
  71. FIELD_SET(*this, FIX::UnderlyingQty);
  72. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  73. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  74. FIELD_SET(*this, FIX::UnderlyingCashType);
  75. FIELD_SET(*this, FIX::UnderlyingPx);
  76. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  77. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  78. FIELD_SET(*this, FIX::UnderlyingStartValue);
  79. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  80. FIELD_SET(*this, FIX::UnderlyingEndValue);
  81. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  82. FIELD_SET(*this, FIX::UnderlyingFXRate);
  83. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  84. FIELD_SET(*this, FIX::UnderlyingCapValue);
  85. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  86. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  87. FIELD_SET(*this, FIX::DerivativeSymbol);
  88. FIELD_SET(*this, FIX::DerivativeSymbolSfx);
  89. FIELD_SET(*this, FIX::DerivativeSecurityID);
  90. FIELD_SET(*this, FIX::DerivativeSecurityIDSource);
  91. FIELD_SET(*this, FIX::DerivativeProduct);
  92. FIELD_SET(*this, FIX::DerivativeProductComplex);
  93. FIELD_SET(*this, FIX::DerivFlexProductEligibilityIndicator);
  94. FIELD_SET(*this, FIX::DerivativeSecurityGroup);
  95. FIELD_SET(*this, FIX::DerivativeCFICode);
  96. FIELD_SET(*this, FIX::DerivativeSecurityType);
  97. FIELD_SET(*this, FIX::DerivativeSecuritySubType);
  98. FIELD_SET(*this, FIX::DerivativeMaturityMonthYear);
  99. FIELD_SET(*this, FIX::DerivativeMaturityDate);
  100. FIELD_SET(*this, FIX::DerivativeMaturityTime);
  101. FIELD_SET(*this, FIX::DerivativeSettleOnOpenFlag);
  102. FIELD_SET(*this, FIX::DerivativeInstrmtAssignmentMethod);
  103. FIELD_SET(*this, FIX::DerivativeSecurityStatus);
  104. FIELD_SET(*this, FIX::DerivativeIssueDate);
  105. FIELD_SET(*this, FIX::DerivativeInstrRegistry);
  106. FIELD_SET(*this, FIX::DerivativeCountryOfIssue);
  107. FIELD_SET(*this, FIX::DerivativeStateOrProvinceOfIssue);
  108. FIELD_SET(*this, FIX::DerivativeLocaleOfIssue);
  109. FIELD_SET(*this, FIX::DerivativeStrikePrice);
  110. FIELD_SET(*this, FIX::DerivativeStrikeCurrency);
  111. FIELD_SET(*this, FIX::DerivativeStrikeMultiplier);
  112. FIELD_SET(*this, FIX::DerivativeStrikeValue);
  113. FIELD_SET(*this, FIX::DerivativeOptAttribute);
  114. FIELD_SET(*this, FIX::DerivativeContractMultiplier);
  115. FIELD_SET(*this, FIX::DerivativeMinPriceIncrement);
  116. FIELD_SET(*this, FIX::DerivativeMinPriceIncrementAmount);
  117. FIELD_SET(*this, FIX::DerivativeUnitOfMeasure);
  118. FIELD_SET(*this, FIX::DerivativeUnitOfMeasureQty);
  119. FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasure);
  120. FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasureQty);
  121. FIELD_SET(*this, FIX::DerivativeSettlMethod);
  122. FIELD_SET(*this, FIX::DerivativePriceQuoteMethod);
  123. FIELD_SET(*this, FIX::DerivativeFuturesValuationMethod);
  124. FIELD_SET(*this, FIX::DerivativeListMethod);
  125. FIELD_SET(*this, FIX::DerivativeCapPrice);
  126. FIELD_SET(*this, FIX::DerivativeFloorPrice);
  127. FIELD_SET(*this, FIX::DerivativePutOrCall);
  128. FIELD_SET(*this, FIX::DerivativeExerciseStyle);
  129. FIELD_SET(*this, FIX::DerivativeOptPayAmount);
  130. FIELD_SET(*this, FIX::DerivativeTimeUnit);
  131. FIELD_SET(*this, FIX::DerivativeSecurityExchange);
  132. FIELD_SET(*this, FIX::DerivativePositionLimit);
  133. FIELD_SET(*this, FIX::DerivativeNTPositionLimit);
  134. FIELD_SET(*this, FIX::DerivativeIssuer);
  135. FIELD_SET(*this, FIX::DerivativeEncodedIssuerLen);
  136. FIELD_SET(*this, FIX::DerivativeEncodedIssuer);
  137. FIELD_SET(*this, FIX::DerivativeSecurityDesc);
  138. FIELD_SET(*this, FIX::DerivativeEncodedSecurityDescLen);
  139. FIELD_SET(*this, FIX::DerivativeEncodedSecurityDesc);
  140. FIELD_SET(*this, FIX::DerivativeContractSettlMonth);
  141. FIELD_SET(*this, FIX::SecuritySubType);
  142. FIELD_SET(*this, FIX::Currency);
  143. FIELD_SET(*this, FIX::Text);
  144. FIELD_SET(*this, FIX::EncodedTextLen);
  145. FIELD_SET(*this, FIX::EncodedText);
  146. FIELD_SET(*this, FIX::TradingSessionID);
  147. FIELD_SET(*this, FIX::TradingSessionSubID);
  148. FIELD_SET(*this, FIX::SubscriptionRequestType);
  149. };
  150. }
  151. #endif