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- #ifndef FIX43_SECURITYDEFINITIONREQUEST_H
- #define FIX43_SECURITYDEFINITIONREQUEST_H
- #include "Message.h"
- namespace FIX43
- {
- class SecurityDefinitionRequest : public Message
- {
- public:
- SecurityDefinitionRequest() : Message(MsgType()) {}
- SecurityDefinitionRequest(const FIX::Message& m) : Message(m) {}
- SecurityDefinitionRequest(const Message& m) : Message(m) {}
- SecurityDefinitionRequest(const SecurityDefinitionRequest& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("c"); }
- SecurityDefinitionRequest(
- const FIX::SecurityReqID& aSecurityReqID,
- const FIX::SecurityRequestType& aSecurityRequestType )
- : Message(MsgType())
- {
- set(aSecurityReqID);
- set(aSecurityRequestType);
- }
- FIELD_SET(*this, FIX::SecurityReqID);
- FIELD_SET(*this, FIX::SecurityRequestType);
- 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::CFICode);
- FIELD_SET(*this, FIX::SecurityType);
- FIELD_SET(*this, FIX::MaturityMonthYear);
- FIELD_SET(*this, FIX::MaturityDate);
- 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::OptAttribute);
- FIELD_SET(*this, FIX::ContractMultiplier);
- FIELD_SET(*this, FIX::CouponRate);
- FIELD_SET(*this, FIX::SecurityExchange);
- 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::NoSecurityAltID);
- class NoSecurityAltID: public FIX::Group
- {
- public:
- NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
- FIELD_SET(*this, FIX::SecurityAltID);
- FIELD_SET(*this, FIX::SecurityAltIDSource);
- };
- 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);
- FIELD_SET(*this, FIX::NoLegs);
- class NoLegs: public FIX::Group
- {
- public:
- 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)) {}
- 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::LegMaturityMonthYear);
- FIELD_SET(*this, FIX::LegMaturityDate);
- 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::LegOptAttribute);
- FIELD_SET(*this, FIX::LegContractMultiplier);
- 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::NoLegSecurityAltID);
- class NoLegSecurityAltID: public FIX::Group
- {
- public:
- NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {}
- FIELD_SET(*this, FIX::LegSecurityAltID);
- FIELD_SET(*this, FIX::LegSecurityAltIDSource);
- };
- FIELD_SET(*this, FIX::LegCurrency);
- };
- };
- }
- #endif
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