tickserver/api/gofix/include/quickfix/fix50sp2/DerivativeSecurityList.h

#ifndef FIX50SP2_DERIVATIVESECURITYLIST_H
#define FIX50SP2_DERIVATIVESECURITYLIST_H

#include "Message.h"

namespace FIX50SP2
{

  class DerivativeSecurityList : public Message
  {
  public:
    DerivativeSecurityList() : Message(MsgType()) {}
    DerivativeSecurityList(const FIX::Message& m) : Message(m) {}
    DerivativeSecurityList(const Message& m) : Message(m) {}
    DerivativeSecurityList(const DerivativeSecurityList& m) : Message(m) {}
    static FIX::MsgType MsgType() { return FIX::MsgType("AA"); }

    FIELD_SET(*this, FIX::ApplID);
    FIELD_SET(*this, FIX::ApplSeqNum);
    FIELD_SET(*this, FIX::ApplLastSeqNum);
    FIELD_SET(*this, FIX::ApplResendFlag);
    FIELD_SET(*this, FIX::SecurityReqID);
    FIELD_SET(*this, FIX::SecurityResponseID);
    FIELD_SET(*this, FIX::SecurityRequestResult);
    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::UnderlyingContractMultiplierUnit);
    FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
    FIELD_SET(*this, FIX::UnderlyingRestructuringType);
    FIELD_SET(*this, FIX::UnderlyingSeniority);
    FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
    FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
    FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
    FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
    FIELD_SET(*this, FIX::TotNoRelatedSym);
    FIELD_SET(*this, FIX::LastFragment);
    FIELD_SET(*this, FIX::NoRelatedSym);
    class NoRelatedSym: public FIX::Group
    {
    public:
    NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,1305,1221,1230,1240,15,292,668,869,555,58,354,355,1504,0)) {}
      FIELD_SET(*this, FIX::Symbol);
      FIELD_SET(*this, FIX::SymbolSfx);
      FIELD_SET(*this, FIX::SecurityID);
      FIELD_SET(*this, FIX::SecurityIDSource);
      FIELD_SET(*this, FIX::Product);
      FIELD_SET(*this, FIX::ProductComplex);
      FIELD_SET(*this, FIX::SecurityGroup);
      FIELD_SET(*this, FIX::CFICode);
      FIELD_SET(*this, FIX::SecurityType);
      FIELD_SET(*this, FIX::SecuritySubType);
      FIELD_SET(*this, FIX::MaturityMonthYear);
      FIELD_SET(*this, FIX::MaturityDate);
      FIELD_SET(*this, FIX::MaturityTime);
      FIELD_SET(*this, FIX::SettleOnOpenFlag);
      FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
      FIELD_SET(*this, FIX::SecurityStatus);
      FIELD_SET(*this, FIX::CouponPaymentDate);
      FIELD_SET(*this, FIX::IssueDate);
      FIELD_SET(*this, FIX::RepoCollateralSecurityType);
      FIELD_SET(*this, FIX::RepurchaseTerm);
      FIELD_SET(*this, FIX::RepurchaseRate);
      FIELD_SET(*this, FIX::Factor);
      FIELD_SET(*this, FIX::CreditRating);
      FIELD_SET(*this, FIX::InstrRegistry);
      FIELD_SET(*this, FIX::CountryOfIssue);
      FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
      FIELD_SET(*this, FIX::LocaleOfIssue);
      FIELD_SET(*this, FIX::RedemptionDate);
      FIELD_SET(*this, FIX::StrikePrice);
      FIELD_SET(*this, FIX::StrikeCurrency);
      FIELD_SET(*this, FIX::StrikeMultiplier);
      FIELD_SET(*this, FIX::StrikeValue);
      FIELD_SET(*this, FIX::OptAttribute);
      FIELD_SET(*this, FIX::ContractMultiplier);
      FIELD_SET(*this, FIX::MinPriceIncrement);
      FIELD_SET(*this, FIX::MinPriceIncrementAmount);
      FIELD_SET(*this, FIX::UnitOfMeasure);
      FIELD_SET(*this, FIX::UnitOfMeasureQty);
      FIELD_SET(*this, FIX::PriceUnitOfMeasure);
      FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
      FIELD_SET(*this, FIX::SettlMethod);
      FIELD_SET(*this, FIX::ExerciseStyle);
      FIELD_SET(*this, FIX::OptPayoutAmount);
      FIELD_SET(*this, FIX::PriceQuoteMethod);
      FIELD_SET(*this, FIX::ValuationMethod);
      FIELD_SET(*this, FIX::ListMethod);
      FIELD_SET(*this, FIX::CapPrice);
      FIELD_SET(*this, FIX::FloorPrice);
      FIELD_SET(*this, FIX::PutOrCall);
      FIELD_SET(*this, FIX::FlexibleIndicator);
      FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
      FIELD_SET(*this, FIX::TimeUnit);
      FIELD_SET(*this, FIX::CouponRate);
      FIELD_SET(*this, FIX::SecurityExchange);
      FIELD_SET(*this, FIX::PositionLimit);
      FIELD_SET(*this, FIX::NTPositionLimit);
      FIELD_SET(*this, FIX::Issuer);
      FIELD_SET(*this, FIX::EncodedIssuerLen);
      FIELD_SET(*this, FIX::EncodedIssuer);
      FIELD_SET(*this, FIX::SecurityDesc);
      FIELD_SET(*this, FIX::EncodedSecurityDescLen);
      FIELD_SET(*this, FIX::EncodedSecurityDesc);
      FIELD_SET(*this, FIX::Pool);
      FIELD_SET(*this, FIX::ContractSettlMonth);
      FIELD_SET(*this, FIX::CPProgram);
      FIELD_SET(*this, FIX::CPRegType);
      FIELD_SET(*this, FIX::DatedDate);
      FIELD_SET(*this, FIX::InterestAccrualDate);
      FIELD_SET(*this, FIX::ContractMultiplierUnit);
      FIELD_SET(*this, FIX::FlowScheduleType);
      FIELD_SET(*this, FIX::RestructuringType);
      FIELD_SET(*this, FIX::Seniority);
      FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
      FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
      FIELD_SET(*this, FIX::AttachmentPoint);
      FIELD_SET(*this, FIX::DetachmentPoint);
      FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
      FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
      FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
      FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
      FIELD_SET(*this, FIX::OptPayoutType);
      FIELD_SET(*this, FIX::SecondaryPriceLimitType);
      FIELD_SET(*this, FIX::SecondaryLowLimitPrice);
      FIELD_SET(*this, FIX::SecondaryHighLimitPrice);
      FIELD_SET(*this, FIX::SecondaryTradingReferencePrice);
      FIELD_SET(*this, FIX::Currency);
      FIELD_SET(*this, FIX::CorporateAction);
      FIELD_SET(*this, FIX::DeliveryForm);
      FIELD_SET(*this, FIX::PctAtRisk);
      FIELD_SET(*this, FIX::NoLegs);
      class NoLegs: public FIX::Group
      {
      public:
      NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {}
        FIELD_SET(*this, FIX::LegSymbol);
        FIELD_SET(*this, FIX::LegSymbolSfx);
        FIELD_SET(*this, FIX::LegSecurityID);
        FIELD_SET(*this, FIX::LegSecurityIDSource);
        FIELD_SET(*this, FIX::LegProduct);
        FIELD_SET(*this, FIX::LegCFICode);
        FIELD_SET(*this, FIX::LegSecurityType);
        FIELD_SET(*this, FIX::LegSecuritySubType);
        FIELD_SET(*this, FIX::LegMaturityMonthYear);
        FIELD_SET(*this, FIX::LegMaturityDate);
        FIELD_SET(*this, FIX::LegMaturityTime);
        FIELD_SET(*this, FIX::LegCouponPaymentDate);
        FIELD_SET(*this, FIX::LegIssueDate);
        FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
        FIELD_SET(*this, FIX::LegRepurchaseTerm);
        FIELD_SET(*this, FIX::LegRepurchaseRate);
        FIELD_SET(*this, FIX::LegFactor);
        FIELD_SET(*this, FIX::LegCreditRating);
        FIELD_SET(*this, FIX::LegInstrRegistry);
        FIELD_SET(*this, FIX::LegCountryOfIssue);
        FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
        FIELD_SET(*this, FIX::LegLocaleOfIssue);
        FIELD_SET(*this, FIX::LegRedemptionDate);
        FIELD_SET(*this, FIX::LegStrikePrice);
        FIELD_SET(*this, FIX::LegStrikeCurrency);
        FIELD_SET(*this, FIX::LegOptAttribute);
        FIELD_SET(*this, FIX::LegContractMultiplier);
        FIELD_SET(*this, FIX::LegUnitOfMeasure);
        FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
        FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
        FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
        FIELD_SET(*this, FIX::LegTimeUnit);
        FIELD_SET(*this, FIX::LegExerciseStyle);
        FIELD_SET(*this, FIX::LegCouponRate);
        FIELD_SET(*this, FIX::LegSecurityExchange);
        FIELD_SET(*this, FIX::LegIssuer);
        FIELD_SET(*this, FIX::EncodedLegIssuerLen);
        FIELD_SET(*this, FIX::EncodedLegIssuer);
        FIELD_SET(*this, FIX::LegSecurityDesc);
        FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
        FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
        FIELD_SET(*this, FIX::LegRatioQty);
        FIELD_SET(*this, FIX::LegSide);
        FIELD_SET(*this, FIX::LegCurrency);
        FIELD_SET(*this, FIX::LegPool);
        FIELD_SET(*this, FIX::LegDatedDate);
        FIELD_SET(*this, FIX::LegContractSettlMonth);
        FIELD_SET(*this, FIX::LegInterestAccrualDate);
        FIELD_SET(*this, FIX::LegPutOrCall);
        FIELD_SET(*this, FIX::LegOptionRatio);
        FIELD_SET(*this, FIX::LegContractMultiplierUnit);
        FIELD_SET(*this, FIX::LegFlowScheduleType);
      };
      FIELD_SET(*this, FIX::Text);
      FIELD_SET(*this, FIX::EncodedTextLen);
      FIELD_SET(*this, FIX::EncodedText);
      FIELD_SET(*this, FIX::RelSymTransactTime);
    };
    FIELD_SET(*this, FIX::SecurityReportID);
    FIELD_SET(*this, FIX::ClearingBusinessDate);
    FIELD_SET(*this, FIX::TransactTime);
  };

}

#endif