SecurityListUpdateReport.h 15 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310
  1. #ifndef FIX50SP1_SECURITYLISTUPDATEREPORT_H
  2. #define FIX50SP1_SECURITYLISTUPDATEREPORT_H
  3. #include "Message.h"
  4. namespace FIX50SP1
  5. {
  6. class SecurityListUpdateReport : public Message
  7. {
  8. public:
  9. SecurityListUpdateReport() : Message(MsgType()) {}
  10. SecurityListUpdateReport(const FIX::Message& m) : Message(m) {}
  11. SecurityListUpdateReport(const Message& m) : Message(m) {}
  12. SecurityListUpdateReport(const SecurityListUpdateReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("BK"); }
  14. FIELD_SET(*this, FIX::ApplID);
  15. FIELD_SET(*this, FIX::ApplSeqNum);
  16. FIELD_SET(*this, FIX::ApplLastSeqNum);
  17. FIELD_SET(*this, FIX::ApplResendFlag);
  18. FIELD_SET(*this, FIX::SecurityReportID);
  19. FIELD_SET(*this, FIX::SecurityReqID);
  20. FIELD_SET(*this, FIX::SecurityResponseID);
  21. FIELD_SET(*this, FIX::SecurityRequestResult);
  22. FIELD_SET(*this, FIX::TotNoRelatedSym);
  23. FIELD_SET(*this, FIX::ClearingBusinessDate);
  24. FIELD_SET(*this, FIX::SecurityUpdateAction);
  25. FIELD_SET(*this, FIX::CorporateAction);
  26. FIELD_SET(*this, FIX::MarketID);
  27. FIELD_SET(*this, FIX::MarketSegmentID);
  28. FIELD_SET(*this, FIX::LastFragment);
  29. FIELD_SET(*this, FIX::NoRelatedSym);
  30. class NoRelatedSym: public FIX::Group
  31. {
  32. public:
  33. NoRelatedSym() : FIX::Group(146,1324,FIX::message_order(1324,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,668,869,913,914,915,918,788,916,917,919,898,1201,711,15,232,555,218,220,221,222,662,663,699,761,235,236,701,696,697,698,58,354,355,0)) {}
  34. FIELD_SET(*this, FIX::ListUpdateAction);
  35. FIELD_SET(*this, FIX::Symbol);
  36. FIELD_SET(*this, FIX::SymbolSfx);
  37. FIELD_SET(*this, FIX::SecurityID);
  38. FIELD_SET(*this, FIX::SecurityIDSource);
  39. FIELD_SET(*this, FIX::Product);
  40. FIELD_SET(*this, FIX::ProductComplex);
  41. FIELD_SET(*this, FIX::SecurityGroup);
  42. FIELD_SET(*this, FIX::CFICode);
  43. FIELD_SET(*this, FIX::SecurityType);
  44. FIELD_SET(*this, FIX::SecuritySubType);
  45. FIELD_SET(*this, FIX::MaturityMonthYear);
  46. FIELD_SET(*this, FIX::MaturityDate);
  47. FIELD_SET(*this, FIX::MaturityTime);
  48. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  49. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  50. FIELD_SET(*this, FIX::SecurityStatus);
  51. FIELD_SET(*this, FIX::CouponPaymentDate);
  52. FIELD_SET(*this, FIX::IssueDate);
  53. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  54. FIELD_SET(*this, FIX::RepurchaseTerm);
  55. FIELD_SET(*this, FIX::RepurchaseRate);
  56. FIELD_SET(*this, FIX::Factor);
  57. FIELD_SET(*this, FIX::CreditRating);
  58. FIELD_SET(*this, FIX::InstrRegistry);
  59. FIELD_SET(*this, FIX::CountryOfIssue);
  60. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  61. FIELD_SET(*this, FIX::LocaleOfIssue);
  62. FIELD_SET(*this, FIX::RedemptionDate);
  63. FIELD_SET(*this, FIX::StrikePrice);
  64. FIELD_SET(*this, FIX::StrikeCurrency);
  65. FIELD_SET(*this, FIX::StrikeMultiplier);
  66. FIELD_SET(*this, FIX::StrikeValue);
  67. FIELD_SET(*this, FIX::OptAttribute);
  68. FIELD_SET(*this, FIX::ContractMultiplier);
  69. FIELD_SET(*this, FIX::MinPriceIncrement);
  70. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  71. FIELD_SET(*this, FIX::UnitOfMeasure);
  72. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  73. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  74. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  75. FIELD_SET(*this, FIX::SettlMethod);
  76. FIELD_SET(*this, FIX::ExerciseStyle);
  77. FIELD_SET(*this, FIX::OptPayAmount);
  78. FIELD_SET(*this, FIX::PriceQuoteMethod);
  79. FIELD_SET(*this, FIX::FuturesValuationMethod);
  80. FIELD_SET(*this, FIX::ListMethod);
  81. FIELD_SET(*this, FIX::CapPrice);
  82. FIELD_SET(*this, FIX::FloorPrice);
  83. FIELD_SET(*this, FIX::PutOrCall);
  84. FIELD_SET(*this, FIX::FlexibleIndicator);
  85. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  86. FIELD_SET(*this, FIX::TimeUnit);
  87. FIELD_SET(*this, FIX::CouponRate);
  88. FIELD_SET(*this, FIX::SecurityExchange);
  89. FIELD_SET(*this, FIX::PositionLimit);
  90. FIELD_SET(*this, FIX::NTPositionLimit);
  91. FIELD_SET(*this, FIX::Issuer);
  92. FIELD_SET(*this, FIX::EncodedIssuerLen);
  93. FIELD_SET(*this, FIX::EncodedIssuer);
  94. FIELD_SET(*this, FIX::SecurityDesc);
  95. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  96. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  97. FIELD_SET(*this, FIX::Pool);
  98. FIELD_SET(*this, FIX::ContractSettlMonth);
  99. FIELD_SET(*this, FIX::CPProgram);
  100. FIELD_SET(*this, FIX::CPRegType);
  101. FIELD_SET(*this, FIX::DatedDate);
  102. FIELD_SET(*this, FIX::InterestAccrualDate);
  103. FIELD_SET(*this, FIX::DeliveryForm);
  104. FIELD_SET(*this, FIX::PctAtRisk);
  105. FIELD_SET(*this, FIX::AgreementDesc);
  106. FIELD_SET(*this, FIX::AgreementID);
  107. FIELD_SET(*this, FIX::AgreementDate);
  108. FIELD_SET(*this, FIX::AgreementCurrency);
  109. FIELD_SET(*this, FIX::TerminationType);
  110. FIELD_SET(*this, FIX::StartDate);
  111. FIELD_SET(*this, FIX::EndDate);
  112. FIELD_SET(*this, FIX::DeliveryType);
  113. FIELD_SET(*this, FIX::MarginRatio);
  114. FIELD_SET(*this, FIX::NoStrikeRules);
  115. class NoStrikeRules: public FIX::Group
  116. {
  117. public:
  118. NoStrikeRules() : FIX::Group(1201,1223,FIX::message_order(1223,1202,1203,1204,1304,1236,0)) {}
  119. FIELD_SET(*this, FIX::StrikeRuleID);
  120. FIELD_SET(*this, FIX::StartStrikePxRange);
  121. FIELD_SET(*this, FIX::EndStrikePxRange);
  122. FIELD_SET(*this, FIX::StrikeIncrement);
  123. FIELD_SET(*this, FIX::StrikeExerciseStyle);
  124. FIELD_SET(*this, FIX::NoMaturityRules);
  125. class NoMaturityRules: public FIX::Group
  126. {
  127. public:
  128. NoMaturityRules() : FIX::Group(1236,1222,FIX::message_order(1222,1303,1302,1241,1226,1229,0)) {}
  129. FIELD_SET(*this, FIX::MaturityRuleID);
  130. FIELD_SET(*this, FIX::MaturityMonthYearFormat);
  131. FIELD_SET(*this, FIX::MaturityMonthYearIncrementUnits);
  132. FIELD_SET(*this, FIX::StartMaturityMonthYear);
  133. FIELD_SET(*this, FIX::EndMaturityMonthYear);
  134. FIELD_SET(*this, FIX::MaturityMonthYearIncrement);
  135. };
  136. };
  137. FIELD_SET(*this, FIX::NoUnderlyings);
  138. class NoUnderlyings: public FIX::Group
  139. {
  140. public:
  141. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {}
  142. FIELD_SET(*this, FIX::UnderlyingSymbol);
  143. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  144. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  145. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  146. FIELD_SET(*this, FIX::UnderlyingProduct);
  147. FIELD_SET(*this, FIX::UnderlyingCFICode);
  148. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  149. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  150. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  151. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  152. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  153. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  154. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  155. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  156. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  157. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  158. FIELD_SET(*this, FIX::UnderlyingFactor);
  159. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  160. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  161. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  162. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  163. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  164. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  165. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  166. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  167. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  168. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  169. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  170. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  171. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  172. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  173. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  174. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  175. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  176. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  177. FIELD_SET(*this, FIX::UnderlyingIssuer);
  178. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  179. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  180. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  181. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  182. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  183. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  184. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  185. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  186. FIELD_SET(*this, FIX::UnderlyingCurrency);
  187. FIELD_SET(*this, FIX::UnderlyingQty);
  188. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  189. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  190. FIELD_SET(*this, FIX::UnderlyingCashType);
  191. FIELD_SET(*this, FIX::UnderlyingPx);
  192. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  193. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  194. FIELD_SET(*this, FIX::UnderlyingStartValue);
  195. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  196. FIELD_SET(*this, FIX::UnderlyingEndValue);
  197. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  198. FIELD_SET(*this, FIX::UnderlyingFXRate);
  199. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  200. FIELD_SET(*this, FIX::UnderlyingCapValue);
  201. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  202. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  203. };
  204. FIELD_SET(*this, FIX::Currency);
  205. FIELD_SET(*this, FIX::NoStipulations);
  206. class NoStipulations: public FIX::Group
  207. {
  208. public:
  209. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  210. FIELD_SET(*this, FIX::StipulationType);
  211. FIELD_SET(*this, FIX::StipulationValue);
  212. };
  213. FIELD_SET(*this, FIX::NoLegs);
  214. class NoLegs: public FIX::Group
  215. {
  216. public:
  217. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,690,587,683,676,677,678,679,680,0)) {}
  218. FIELD_SET(*this, FIX::LegSymbol);
  219. FIELD_SET(*this, FIX::LegSymbolSfx);
  220. FIELD_SET(*this, FIX::LegSecurityID);
  221. FIELD_SET(*this, FIX::LegSecurityIDSource);
  222. FIELD_SET(*this, FIX::LegProduct);
  223. FIELD_SET(*this, FIX::LegCFICode);
  224. FIELD_SET(*this, FIX::LegSecurityType);
  225. FIELD_SET(*this, FIX::LegSecuritySubType);
  226. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  227. FIELD_SET(*this, FIX::LegMaturityDate);
  228. FIELD_SET(*this, FIX::LegMaturityTime);
  229. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  230. FIELD_SET(*this, FIX::LegIssueDate);
  231. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  232. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  233. FIELD_SET(*this, FIX::LegRepurchaseRate);
  234. FIELD_SET(*this, FIX::LegFactor);
  235. FIELD_SET(*this, FIX::LegCreditRating);
  236. FIELD_SET(*this, FIX::LegInstrRegistry);
  237. FIELD_SET(*this, FIX::LegCountryOfIssue);
  238. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  239. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  240. FIELD_SET(*this, FIX::LegRedemptionDate);
  241. FIELD_SET(*this, FIX::LegStrikePrice);
  242. FIELD_SET(*this, FIX::LegStrikeCurrency);
  243. FIELD_SET(*this, FIX::LegOptAttribute);
  244. FIELD_SET(*this, FIX::LegContractMultiplier);
  245. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  246. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  247. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  248. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  249. FIELD_SET(*this, FIX::LegTimeUnit);
  250. FIELD_SET(*this, FIX::LegExerciseStyle);
  251. FIELD_SET(*this, FIX::LegCouponRate);
  252. FIELD_SET(*this, FIX::LegSecurityExchange);
  253. FIELD_SET(*this, FIX::LegIssuer);
  254. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  255. FIELD_SET(*this, FIX::EncodedLegIssuer);
  256. FIELD_SET(*this, FIX::LegSecurityDesc);
  257. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  258. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  259. FIELD_SET(*this, FIX::LegRatioQty);
  260. FIELD_SET(*this, FIX::LegSide);
  261. FIELD_SET(*this, FIX::LegCurrency);
  262. FIELD_SET(*this, FIX::LegPool);
  263. FIELD_SET(*this, FIX::LegDatedDate);
  264. FIELD_SET(*this, FIX::LegContractSettlMonth);
  265. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  266. FIELD_SET(*this, FIX::LegPutOrCall);
  267. FIELD_SET(*this, FIX::LegOptionRatio);
  268. FIELD_SET(*this, FIX::LegSwapType);
  269. FIELD_SET(*this, FIX::LegSettlType);
  270. FIELD_SET(*this, FIX::NoLegStipulations);
  271. class NoLegStipulations: public FIX::Group
  272. {
  273. public:
  274. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  275. FIELD_SET(*this, FIX::LegStipulationType);
  276. FIELD_SET(*this, FIX::LegStipulationValue);
  277. };
  278. FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency);
  279. FIELD_SET(*this, FIX::LegBenchmarkCurveName);
  280. FIELD_SET(*this, FIX::LegBenchmarkCurvePoint);
  281. FIELD_SET(*this, FIX::LegBenchmarkPrice);
  282. FIELD_SET(*this, FIX::LegBenchmarkPriceType);
  283. };
  284. FIELD_SET(*this, FIX::Spread);
  285. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  286. FIELD_SET(*this, FIX::BenchmarkCurveName);
  287. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  288. FIELD_SET(*this, FIX::BenchmarkPrice);
  289. FIELD_SET(*this, FIX::BenchmarkPriceType);
  290. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  291. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  292. FIELD_SET(*this, FIX::YieldType);
  293. FIELD_SET(*this, FIX::Yield);
  294. FIELD_SET(*this, FIX::YieldCalcDate);
  295. FIELD_SET(*this, FIX::YieldRedemptionDate);
  296. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  297. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  298. FIELD_SET(*this, FIX::Text);
  299. FIELD_SET(*this, FIX::EncodedTextLen);
  300. FIELD_SET(*this, FIX::EncodedText);
  301. };
  302. };
  303. }
  304. #endif