ListStrikePrice.h 9.5 KB

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  1. #ifndef FIX50SP2_LISTSTRIKEPRICE_H
  2. #define FIX50SP2_LISTSTRIKEPRICE_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class ListStrikePrice : public Message
  7. {
  8. public:
  9. ListStrikePrice() : Message(MsgType()) {}
  10. ListStrikePrice(const FIX::Message& m) : Message(m) {}
  11. ListStrikePrice(const Message& m) : Message(m) {}
  12. ListStrikePrice(const ListStrikePrice& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("m"); }
  14. ListStrikePrice(
  15. const FIX::ListID& aListID,
  16. const FIX::TotNoStrikes& aTotNoStrikes )
  17. : Message(MsgType())
  18. {
  19. set(aListID);
  20. set(aTotNoStrikes);
  21. }
  22. FIELD_SET(*this, FIX::ListID);
  23. FIELD_SET(*this, FIX::TotNoStrikes);
  24. FIELD_SET(*this, FIX::LastFragment);
  25. FIELD_SET(*this, FIX::NoStrikes);
  26. class NoStrikes: public FIX::Group
  27. {
  28. public:
  29. NoStrikes() : FIX::Group(428,55,FIX::message_order(55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,711,140,11,526,54,44,15,58,354,355,0)) {}
  30. FIELD_SET(*this, FIX::Symbol);
  31. FIELD_SET(*this, FIX::SymbolSfx);
  32. FIELD_SET(*this, FIX::SecurityID);
  33. FIELD_SET(*this, FIX::SecurityIDSource);
  34. FIELD_SET(*this, FIX::Product);
  35. FIELD_SET(*this, FIX::ProductComplex);
  36. FIELD_SET(*this, FIX::SecurityGroup);
  37. FIELD_SET(*this, FIX::CFICode);
  38. FIELD_SET(*this, FIX::SecurityType);
  39. FIELD_SET(*this, FIX::SecuritySubType);
  40. FIELD_SET(*this, FIX::MaturityMonthYear);
  41. FIELD_SET(*this, FIX::MaturityDate);
  42. FIELD_SET(*this, FIX::MaturityTime);
  43. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  44. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  45. FIELD_SET(*this, FIX::SecurityStatus);
  46. FIELD_SET(*this, FIX::CouponPaymentDate);
  47. FIELD_SET(*this, FIX::IssueDate);
  48. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  49. FIELD_SET(*this, FIX::RepurchaseTerm);
  50. FIELD_SET(*this, FIX::RepurchaseRate);
  51. FIELD_SET(*this, FIX::Factor);
  52. FIELD_SET(*this, FIX::CreditRating);
  53. FIELD_SET(*this, FIX::InstrRegistry);
  54. FIELD_SET(*this, FIX::CountryOfIssue);
  55. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  56. FIELD_SET(*this, FIX::LocaleOfIssue);
  57. FIELD_SET(*this, FIX::RedemptionDate);
  58. FIELD_SET(*this, FIX::StrikePrice);
  59. FIELD_SET(*this, FIX::StrikeCurrency);
  60. FIELD_SET(*this, FIX::StrikeMultiplier);
  61. FIELD_SET(*this, FIX::StrikeValue);
  62. FIELD_SET(*this, FIX::OptAttribute);
  63. FIELD_SET(*this, FIX::ContractMultiplier);
  64. FIELD_SET(*this, FIX::MinPriceIncrement);
  65. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  66. FIELD_SET(*this, FIX::UnitOfMeasure);
  67. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  68. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  69. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  70. FIELD_SET(*this, FIX::SettlMethod);
  71. FIELD_SET(*this, FIX::ExerciseStyle);
  72. FIELD_SET(*this, FIX::OptPayoutAmount);
  73. FIELD_SET(*this, FIX::PriceQuoteMethod);
  74. FIELD_SET(*this, FIX::ValuationMethod);
  75. FIELD_SET(*this, FIX::ListMethod);
  76. FIELD_SET(*this, FIX::CapPrice);
  77. FIELD_SET(*this, FIX::FloorPrice);
  78. FIELD_SET(*this, FIX::PutOrCall);
  79. FIELD_SET(*this, FIX::FlexibleIndicator);
  80. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  81. FIELD_SET(*this, FIX::TimeUnit);
  82. FIELD_SET(*this, FIX::CouponRate);
  83. FIELD_SET(*this, FIX::SecurityExchange);
  84. FIELD_SET(*this, FIX::PositionLimit);
  85. FIELD_SET(*this, FIX::NTPositionLimit);
  86. FIELD_SET(*this, FIX::Issuer);
  87. FIELD_SET(*this, FIX::EncodedIssuerLen);
  88. FIELD_SET(*this, FIX::EncodedIssuer);
  89. FIELD_SET(*this, FIX::SecurityDesc);
  90. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  91. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  92. FIELD_SET(*this, FIX::Pool);
  93. FIELD_SET(*this, FIX::ContractSettlMonth);
  94. FIELD_SET(*this, FIX::CPProgram);
  95. FIELD_SET(*this, FIX::CPRegType);
  96. FIELD_SET(*this, FIX::DatedDate);
  97. FIELD_SET(*this, FIX::InterestAccrualDate);
  98. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  99. FIELD_SET(*this, FIX::FlowScheduleType);
  100. FIELD_SET(*this, FIX::RestructuringType);
  101. FIELD_SET(*this, FIX::Seniority);
  102. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  103. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  104. FIELD_SET(*this, FIX::AttachmentPoint);
  105. FIELD_SET(*this, FIX::DetachmentPoint);
  106. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  107. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  108. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  109. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  110. FIELD_SET(*this, FIX::OptPayoutType);
  111. FIELD_SET(*this, FIX::NoUnderlyings);
  112. class NoUnderlyings: public FIX::Group
  113. {
  114. public:
  115. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {}
  116. FIELD_SET(*this, FIX::UnderlyingSymbol);
  117. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  118. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  119. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  120. FIELD_SET(*this, FIX::UnderlyingProduct);
  121. FIELD_SET(*this, FIX::UnderlyingCFICode);
  122. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  123. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  124. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  125. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  126. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  127. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  128. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  129. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  130. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  131. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  132. FIELD_SET(*this, FIX::UnderlyingFactor);
  133. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  134. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  135. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  136. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  137. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  138. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  139. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  140. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  141. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  142. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  143. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  144. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  145. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  146. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  147. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  148. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  149. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  150. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  151. FIELD_SET(*this, FIX::UnderlyingIssuer);
  152. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  153. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  154. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  155. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  156. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  157. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  158. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  159. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  160. FIELD_SET(*this, FIX::UnderlyingCurrency);
  161. FIELD_SET(*this, FIX::UnderlyingQty);
  162. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  163. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  164. FIELD_SET(*this, FIX::UnderlyingCashType);
  165. FIELD_SET(*this, FIX::UnderlyingPx);
  166. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  167. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  168. FIELD_SET(*this, FIX::UnderlyingStartValue);
  169. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  170. FIELD_SET(*this, FIX::UnderlyingEndValue);
  171. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  172. FIELD_SET(*this, FIX::UnderlyingFXRate);
  173. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  174. FIELD_SET(*this, FIX::UnderlyingCapValue);
  175. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  176. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  177. FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
  178. FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
  179. FIELD_SET(*this, FIX::UnderlyingRestructuringType);
  180. FIELD_SET(*this, FIX::UnderlyingSeniority);
  181. FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
  182. FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
  183. FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
  184. FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
  185. };
  186. FIELD_SET(*this, FIX::PrevClosePx);
  187. FIELD_SET(*this, FIX::ClOrdID);
  188. FIELD_SET(*this, FIX::SecondaryClOrdID);
  189. FIELD_SET(*this, FIX::Side);
  190. FIELD_SET(*this, FIX::Price);
  191. FIELD_SET(*this, FIX::Currency);
  192. FIELD_SET(*this, FIX::Text);
  193. FIELD_SET(*this, FIX::EncodedTextLen);
  194. FIELD_SET(*this, FIX::EncodedText);
  195. };
  196. };
  197. }
  198. #endif