SecurityDefinitionRequest.h 4.9 KB

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  1. #ifndef FIX43_SECURITYDEFINITIONREQUEST_H
  2. #define FIX43_SECURITYDEFINITIONREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class SecurityDefinitionRequest : public Message
  7. {
  8. public:
  9. SecurityDefinitionRequest() : Message(MsgType()) {}
  10. SecurityDefinitionRequest(const FIX::Message& m) : Message(m) {}
  11. SecurityDefinitionRequest(const Message& m) : Message(m) {}
  12. SecurityDefinitionRequest(const SecurityDefinitionRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("c"); }
  14. SecurityDefinitionRequest(
  15. const FIX::SecurityReqID& aSecurityReqID,
  16. const FIX::SecurityRequestType& aSecurityRequestType )
  17. : Message(MsgType())
  18. {
  19. set(aSecurityReqID);
  20. set(aSecurityRequestType);
  21. }
  22. FIELD_SET(*this, FIX::SecurityReqID);
  23. FIELD_SET(*this, FIX::SecurityRequestType);
  24. FIELD_SET(*this, FIX::Symbol);
  25. FIELD_SET(*this, FIX::SymbolSfx);
  26. FIELD_SET(*this, FIX::SecurityID);
  27. FIELD_SET(*this, FIX::SecurityIDSource);
  28. FIELD_SET(*this, FIX::Product);
  29. FIELD_SET(*this, FIX::CFICode);
  30. FIELD_SET(*this, FIX::SecurityType);
  31. FIELD_SET(*this, FIX::MaturityMonthYear);
  32. FIELD_SET(*this, FIX::MaturityDate);
  33. FIELD_SET(*this, FIX::CouponPaymentDate);
  34. FIELD_SET(*this, FIX::IssueDate);
  35. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  36. FIELD_SET(*this, FIX::RepurchaseTerm);
  37. FIELD_SET(*this, FIX::RepurchaseRate);
  38. FIELD_SET(*this, FIX::Factor);
  39. FIELD_SET(*this, FIX::CreditRating);
  40. FIELD_SET(*this, FIX::InstrRegistry);
  41. FIELD_SET(*this, FIX::CountryOfIssue);
  42. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  43. FIELD_SET(*this, FIX::LocaleOfIssue);
  44. FIELD_SET(*this, FIX::RedemptionDate);
  45. FIELD_SET(*this, FIX::StrikePrice);
  46. FIELD_SET(*this, FIX::OptAttribute);
  47. FIELD_SET(*this, FIX::ContractMultiplier);
  48. FIELD_SET(*this, FIX::CouponRate);
  49. FIELD_SET(*this, FIX::SecurityExchange);
  50. FIELD_SET(*this, FIX::Issuer);
  51. FIELD_SET(*this, FIX::EncodedIssuerLen);
  52. FIELD_SET(*this, FIX::EncodedIssuer);
  53. FIELD_SET(*this, FIX::SecurityDesc);
  54. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  55. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  56. FIELD_SET(*this, FIX::NoSecurityAltID);
  57. class NoSecurityAltID: public FIX::Group
  58. {
  59. public:
  60. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  61. FIELD_SET(*this, FIX::SecurityAltID);
  62. FIELD_SET(*this, FIX::SecurityAltIDSource);
  63. };
  64. FIELD_SET(*this, FIX::Currency);
  65. FIELD_SET(*this, FIX::Text);
  66. FIELD_SET(*this, FIX::EncodedTextLen);
  67. FIELD_SET(*this, FIX::EncodedText);
  68. FIELD_SET(*this, FIX::TradingSessionID);
  69. FIELD_SET(*this, FIX::TradingSessionSubID);
  70. FIELD_SET(*this, FIX::SubscriptionRequestType);
  71. FIELD_SET(*this, FIX::NoLegs);
  72. class NoLegs: public FIX::Group
  73. {
  74. public:
  75. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,604,607,608,609,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,613,614,615,616,617,618,619,620,621,622,623,624,556,0)) {}
  76. FIELD_SET(*this, FIX::LegSymbol);
  77. FIELD_SET(*this, FIX::LegSymbolSfx);
  78. FIELD_SET(*this, FIX::LegSecurityID);
  79. FIELD_SET(*this, FIX::LegSecurityIDSource);
  80. FIELD_SET(*this, FIX::LegProduct);
  81. FIELD_SET(*this, FIX::LegCFICode);
  82. FIELD_SET(*this, FIX::LegSecurityType);
  83. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  84. FIELD_SET(*this, FIX::LegMaturityDate);
  85. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  86. FIELD_SET(*this, FIX::LegIssueDate);
  87. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  88. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  89. FIELD_SET(*this, FIX::LegRepurchaseRate);
  90. FIELD_SET(*this, FIX::LegFactor);
  91. FIELD_SET(*this, FIX::LegCreditRating);
  92. FIELD_SET(*this, FIX::LegInstrRegistry);
  93. FIELD_SET(*this, FIX::LegCountryOfIssue);
  94. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  95. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  96. FIELD_SET(*this, FIX::LegRedemptionDate);
  97. FIELD_SET(*this, FIX::LegStrikePrice);
  98. FIELD_SET(*this, FIX::LegOptAttribute);
  99. FIELD_SET(*this, FIX::LegContractMultiplier);
  100. FIELD_SET(*this, FIX::LegCouponRate);
  101. FIELD_SET(*this, FIX::LegSecurityExchange);
  102. FIELD_SET(*this, FIX::LegIssuer);
  103. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  104. FIELD_SET(*this, FIX::EncodedLegIssuer);
  105. FIELD_SET(*this, FIX::LegSecurityDesc);
  106. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  107. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  108. FIELD_SET(*this, FIX::LegRatioQty);
  109. FIELD_SET(*this, FIX::LegSide);
  110. FIELD_SET(*this, FIX::NoLegSecurityAltID);
  111. class NoLegSecurityAltID: public FIX::Group
  112. {
  113. public:
  114. NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {}
  115. FIELD_SET(*this, FIX::LegSecurityAltID);
  116. FIELD_SET(*this, FIX::LegSecurityAltIDSource);
  117. };
  118. FIELD_SET(*this, FIX::LegCurrency);
  119. };
  120. };
  121. }
  122. #endif