123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081 |
- #ifndef FIX43_DERIVATIVESECURITYLISTREQUEST_H
- #define FIX43_DERIVATIVESECURITYLISTREQUEST_H
- #include "Message.h"
- namespace FIX43
- {
- class DerivativeSecurityListRequest : public Message
- {
- public:
- DerivativeSecurityListRequest() : Message(MsgType()) {}
- DerivativeSecurityListRequest(const FIX::Message& m) : Message(m) {}
- DerivativeSecurityListRequest(const Message& m) : Message(m) {}
- DerivativeSecurityListRequest(const DerivativeSecurityListRequest& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("z"); }
- DerivativeSecurityListRequest(
- const FIX::SecurityReqID& aSecurityReqID,
- const FIX::SecurityListRequestType& aSecurityListRequestType )
- : Message(MsgType())
- {
- set(aSecurityReqID);
- set(aSecurityListRequestType);
- }
- FIELD_SET(*this, FIX::SecurityReqID);
- FIELD_SET(*this, FIX::SecurityListRequestType);
- 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::UnderlyingMaturityMonthYear);
- FIELD_SET(*this, FIX::UnderlyingMaturityDate);
- FIELD_SET(*this, FIX::UnderlyingPutOrCall);
- 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::UnderlyingOptAttribute);
- FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
- 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::NoUnderlyingSecurityAltID);
- class NoUnderlyingSecurityAltID: public FIX::Group
- {
- public:
- NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
- FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
- FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
- };
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- FIELD_SET(*this, FIX::SubscriptionRequestType);
- };
- }
- #endif
|