StreamAssignmentRequest.h 6.1 KB

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  1. #ifndef FIX50SP2_STREAMASSIGNMENTREQUEST_H
  2. #define FIX50SP2_STREAMASSIGNMENTREQUEST_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class StreamAssignmentRequest : public Message
  7. {
  8. public:
  9. StreamAssignmentRequest() : Message(MsgType()) {}
  10. StreamAssignmentRequest(const FIX::Message& m) : Message(m) {}
  11. StreamAssignmentRequest(const Message& m) : Message(m) {}
  12. StreamAssignmentRequest(const StreamAssignmentRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("CC"); }
  14. StreamAssignmentRequest(
  15. const FIX::StreamAsgnReqID& aStreamAsgnReqID,
  16. const FIX::StreamAsgnReqType& aStreamAsgnReqType )
  17. : Message(MsgType())
  18. {
  19. set(aStreamAsgnReqID);
  20. set(aStreamAsgnReqType);
  21. }
  22. FIELD_SET(*this, FIX::StreamAsgnReqID);
  23. FIELD_SET(*this, FIX::StreamAsgnReqType);
  24. FIELD_SET(*this, FIX::NoAsgnReqs);
  25. class NoAsgnReqs: public FIX::Group
  26. {
  27. public:
  28. NoAsgnReqs() : FIX::Group(1499,453,FIX::message_order(453,146,0)) {}
  29. FIELD_SET(*this, FIX::NoPartyIDs);
  30. class NoPartyIDs: public FIX::Group
  31. {
  32. public:
  33. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  34. FIELD_SET(*this, FIX::PartyID);
  35. FIELD_SET(*this, FIX::PartyIDSource);
  36. FIELD_SET(*this, FIX::PartyRole);
  37. FIELD_SET(*this, FIX::NoPartySubIDs);
  38. class NoPartySubIDs: public FIX::Group
  39. {
  40. public:
  41. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  42. FIELD_SET(*this, FIX::PartySubID);
  43. FIELD_SET(*this, FIX::PartySubIDType);
  44. };
  45. };
  46. FIELD_SET(*this, FIX::NoRelatedSym);
  47. class NoRelatedSym: public FIX::Group
  48. {
  49. public:
  50. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,63,271,1500,0)) {}
  51. FIELD_SET(*this, FIX::Symbol);
  52. FIELD_SET(*this, FIX::SymbolSfx);
  53. FIELD_SET(*this, FIX::SecurityID);
  54. FIELD_SET(*this, FIX::SecurityIDSource);
  55. FIELD_SET(*this, FIX::Product);
  56. FIELD_SET(*this, FIX::ProductComplex);
  57. FIELD_SET(*this, FIX::SecurityGroup);
  58. FIELD_SET(*this, FIX::CFICode);
  59. FIELD_SET(*this, FIX::SecurityType);
  60. FIELD_SET(*this, FIX::SecuritySubType);
  61. FIELD_SET(*this, FIX::MaturityMonthYear);
  62. FIELD_SET(*this, FIX::MaturityDate);
  63. FIELD_SET(*this, FIX::MaturityTime);
  64. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  65. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  66. FIELD_SET(*this, FIX::SecurityStatus);
  67. FIELD_SET(*this, FIX::CouponPaymentDate);
  68. FIELD_SET(*this, FIX::IssueDate);
  69. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  70. FIELD_SET(*this, FIX::RepurchaseTerm);
  71. FIELD_SET(*this, FIX::RepurchaseRate);
  72. FIELD_SET(*this, FIX::Factor);
  73. FIELD_SET(*this, FIX::CreditRating);
  74. FIELD_SET(*this, FIX::InstrRegistry);
  75. FIELD_SET(*this, FIX::CountryOfIssue);
  76. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  77. FIELD_SET(*this, FIX::LocaleOfIssue);
  78. FIELD_SET(*this, FIX::RedemptionDate);
  79. FIELD_SET(*this, FIX::StrikePrice);
  80. FIELD_SET(*this, FIX::StrikeCurrency);
  81. FIELD_SET(*this, FIX::StrikeMultiplier);
  82. FIELD_SET(*this, FIX::StrikeValue);
  83. FIELD_SET(*this, FIX::OptAttribute);
  84. FIELD_SET(*this, FIX::ContractMultiplier);
  85. FIELD_SET(*this, FIX::MinPriceIncrement);
  86. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  87. FIELD_SET(*this, FIX::UnitOfMeasure);
  88. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  89. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  90. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  91. FIELD_SET(*this, FIX::SettlMethod);
  92. FIELD_SET(*this, FIX::ExerciseStyle);
  93. FIELD_SET(*this, FIX::OptPayoutAmount);
  94. FIELD_SET(*this, FIX::PriceQuoteMethod);
  95. FIELD_SET(*this, FIX::ValuationMethod);
  96. FIELD_SET(*this, FIX::ListMethod);
  97. FIELD_SET(*this, FIX::CapPrice);
  98. FIELD_SET(*this, FIX::FloorPrice);
  99. FIELD_SET(*this, FIX::PutOrCall);
  100. FIELD_SET(*this, FIX::FlexibleIndicator);
  101. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  102. FIELD_SET(*this, FIX::TimeUnit);
  103. FIELD_SET(*this, FIX::CouponRate);
  104. FIELD_SET(*this, FIX::SecurityExchange);
  105. FIELD_SET(*this, FIX::PositionLimit);
  106. FIELD_SET(*this, FIX::NTPositionLimit);
  107. FIELD_SET(*this, FIX::Issuer);
  108. FIELD_SET(*this, FIX::EncodedIssuerLen);
  109. FIELD_SET(*this, FIX::EncodedIssuer);
  110. FIELD_SET(*this, FIX::SecurityDesc);
  111. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  112. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  113. FIELD_SET(*this, FIX::Pool);
  114. FIELD_SET(*this, FIX::ContractSettlMonth);
  115. FIELD_SET(*this, FIX::CPProgram);
  116. FIELD_SET(*this, FIX::CPRegType);
  117. FIELD_SET(*this, FIX::DatedDate);
  118. FIELD_SET(*this, FIX::InterestAccrualDate);
  119. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  120. FIELD_SET(*this, FIX::FlowScheduleType);
  121. FIELD_SET(*this, FIX::RestructuringType);
  122. FIELD_SET(*this, FIX::Seniority);
  123. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  124. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  125. FIELD_SET(*this, FIX::AttachmentPoint);
  126. FIELD_SET(*this, FIX::DetachmentPoint);
  127. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  128. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  129. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  130. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  131. FIELD_SET(*this, FIX::OptPayoutType);
  132. FIELD_SET(*this, FIX::SettlType);
  133. FIELD_SET(*this, FIX::MDEntrySize);
  134. FIELD_SET(*this, FIX::MDStreamID);
  135. };
  136. };
  137. };
  138. }
  139. #endif