SecurityList.h 5.6 KB

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  1. #ifndef FIX43_SECURITYLIST_H
  2. #define FIX43_SECURITYLIST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class SecurityList : public Message
  7. {
  8. public:
  9. SecurityList() : Message(MsgType()) {}
  10. SecurityList(const FIX::Message& m) : Message(m) {}
  11. SecurityList(const Message& m) : Message(m) {}
  12. SecurityList(const SecurityList& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("y"); }
  14. SecurityList(
  15. const FIX::SecurityReqID& aSecurityReqID,
  16. const FIX::SecurityResponseID& aSecurityResponseID,
  17. const FIX::SecurityRequestResult& aSecurityRequestResult )
  18. : Message(MsgType())
  19. {
  20. set(aSecurityReqID);
  21. set(aSecurityResponseID);
  22. set(aSecurityRequestResult);
  23. }
  24. FIELD_SET(*this, FIX::SecurityReqID);
  25. FIELD_SET(*this, FIX::SecurityResponseID);
  26. FIELD_SET(*this, FIX::SecurityRequestResult);
  27. FIELD_SET(*this, FIX::TotalNumSecurities);
  28. FIELD_SET(*this, FIX::NoRelatedSym);
  29. class NoRelatedSym: public FIX::Group
  30. {
  31. public:
  32. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,15,555,561,562,336,625,58,354,355,0)) {}
  33. FIELD_SET(*this, FIX::Symbol);
  34. FIELD_SET(*this, FIX::SymbolSfx);
  35. FIELD_SET(*this, FIX::SecurityID);
  36. FIELD_SET(*this, FIX::SecurityIDSource);
  37. FIELD_SET(*this, FIX::Product);
  38. FIELD_SET(*this, FIX::CFICode);
  39. FIELD_SET(*this, FIX::SecurityType);
  40. FIELD_SET(*this, FIX::MaturityMonthYear);
  41. FIELD_SET(*this, FIX::MaturityDate);
  42. FIELD_SET(*this, FIX::CouponPaymentDate);
  43. FIELD_SET(*this, FIX::IssueDate);
  44. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  45. FIELD_SET(*this, FIX::RepurchaseTerm);
  46. FIELD_SET(*this, FIX::RepurchaseRate);
  47. FIELD_SET(*this, FIX::Factor);
  48. FIELD_SET(*this, FIX::CreditRating);
  49. FIELD_SET(*this, FIX::InstrRegistry);
  50. FIELD_SET(*this, FIX::CountryOfIssue);
  51. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  52. FIELD_SET(*this, FIX::LocaleOfIssue);
  53. FIELD_SET(*this, FIX::RedemptionDate);
  54. FIELD_SET(*this, FIX::StrikePrice);
  55. FIELD_SET(*this, FIX::OptAttribute);
  56. FIELD_SET(*this, FIX::ContractMultiplier);
  57. FIELD_SET(*this, FIX::CouponRate);
  58. FIELD_SET(*this, FIX::SecurityExchange);
  59. FIELD_SET(*this, FIX::Issuer);
  60. FIELD_SET(*this, FIX::EncodedIssuerLen);
  61. FIELD_SET(*this, FIX::EncodedIssuer);
  62. FIELD_SET(*this, FIX::SecurityDesc);
  63. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  64. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  65. FIELD_SET(*this, FIX::NoSecurityAltID);
  66. class NoSecurityAltID: public FIX::Group
  67. {
  68. public:
  69. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  70. FIELD_SET(*this, FIX::SecurityAltID);
  71. FIELD_SET(*this, FIX::SecurityAltIDSource);
  72. };
  73. FIELD_SET(*this, FIX::Currency);
  74. FIELD_SET(*this, FIX::RoundLot);
  75. FIELD_SET(*this, FIX::MinTradeVol);
  76. FIELD_SET(*this, FIX::TradingSessionID);
  77. FIELD_SET(*this, FIX::TradingSessionSubID);
  78. FIELD_SET(*this, FIX::Text);
  79. FIELD_SET(*this, FIX::EncodedTextLen);
  80. FIELD_SET(*this, FIX::EncodedText);
  81. FIELD_SET(*this, FIX::NoLegs);
  82. class NoLegs: public FIX::Group
  83. {
  84. public:
  85. 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)) {}
  86. FIELD_SET(*this, FIX::LegSymbol);
  87. FIELD_SET(*this, FIX::LegSymbolSfx);
  88. FIELD_SET(*this, FIX::LegSecurityID);
  89. FIELD_SET(*this, FIX::LegSecurityIDSource);
  90. FIELD_SET(*this, FIX::LegProduct);
  91. FIELD_SET(*this, FIX::LegCFICode);
  92. FIELD_SET(*this, FIX::LegSecurityType);
  93. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  94. FIELD_SET(*this, FIX::LegMaturityDate);
  95. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  96. FIELD_SET(*this, FIX::LegIssueDate);
  97. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  98. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  99. FIELD_SET(*this, FIX::LegRepurchaseRate);
  100. FIELD_SET(*this, FIX::LegFactor);
  101. FIELD_SET(*this, FIX::LegCreditRating);
  102. FIELD_SET(*this, FIX::LegInstrRegistry);
  103. FIELD_SET(*this, FIX::LegCountryOfIssue);
  104. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  105. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  106. FIELD_SET(*this, FIX::LegRedemptionDate);
  107. FIELD_SET(*this, FIX::LegStrikePrice);
  108. FIELD_SET(*this, FIX::LegOptAttribute);
  109. FIELD_SET(*this, FIX::LegContractMultiplier);
  110. FIELD_SET(*this, FIX::LegCouponRate);
  111. FIELD_SET(*this, FIX::LegSecurityExchange);
  112. FIELD_SET(*this, FIX::LegIssuer);
  113. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  114. FIELD_SET(*this, FIX::EncodedLegIssuer);
  115. FIELD_SET(*this, FIX::LegSecurityDesc);
  116. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  117. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  118. FIELD_SET(*this, FIX::LegRatioQty);
  119. FIELD_SET(*this, FIX::LegSide);
  120. FIELD_SET(*this, FIX::NoLegSecurityAltID);
  121. class NoLegSecurityAltID: public FIX::Group
  122. {
  123. public:
  124. NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {}
  125. FIELD_SET(*this, FIX::LegSecurityAltID);
  126. FIELD_SET(*this, FIX::LegSecurityAltIDSource);
  127. };
  128. FIELD_SET(*this, FIX::LegCurrency);
  129. };
  130. };
  131. };
  132. }
  133. #endif