SecurityStatusRequest.h 2.6 KB

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  1. #ifndef FIX43_SECURITYSTATUSREQUEST_H
  2. #define FIX43_SECURITYSTATUSREQUEST_H
  3. #include "Message.h"
  4. namespace FIX43
  5. {
  6. class SecurityStatusRequest : public Message
  7. {
  8. public:
  9. SecurityStatusRequest() : Message(MsgType()) {}
  10. SecurityStatusRequest(const FIX::Message& m) : Message(m) {}
  11. SecurityStatusRequest(const Message& m) : Message(m) {}
  12. SecurityStatusRequest(const SecurityStatusRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("e"); }
  14. SecurityStatusRequest(
  15. const FIX::SecurityStatusReqID& aSecurityStatusReqID,
  16. const FIX::SubscriptionRequestType& aSubscriptionRequestType )
  17. : Message(MsgType())
  18. {
  19. set(aSecurityStatusReqID);
  20. set(aSubscriptionRequestType);
  21. }
  22. FIELD_SET(*this, FIX::SecurityStatusReqID);
  23. FIELD_SET(*this, FIX::Symbol);
  24. FIELD_SET(*this, FIX::SymbolSfx);
  25. FIELD_SET(*this, FIX::SecurityID);
  26. FIELD_SET(*this, FIX::SecurityIDSource);
  27. FIELD_SET(*this, FIX::Product);
  28. FIELD_SET(*this, FIX::CFICode);
  29. FIELD_SET(*this, FIX::SecurityType);
  30. FIELD_SET(*this, FIX::MaturityMonthYear);
  31. FIELD_SET(*this, FIX::MaturityDate);
  32. FIELD_SET(*this, FIX::CouponPaymentDate);
  33. FIELD_SET(*this, FIX::IssueDate);
  34. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  35. FIELD_SET(*this, FIX::RepurchaseTerm);
  36. FIELD_SET(*this, FIX::RepurchaseRate);
  37. FIELD_SET(*this, FIX::Factor);
  38. FIELD_SET(*this, FIX::CreditRating);
  39. FIELD_SET(*this, FIX::InstrRegistry);
  40. FIELD_SET(*this, FIX::CountryOfIssue);
  41. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  42. FIELD_SET(*this, FIX::LocaleOfIssue);
  43. FIELD_SET(*this, FIX::RedemptionDate);
  44. FIELD_SET(*this, FIX::StrikePrice);
  45. FIELD_SET(*this, FIX::OptAttribute);
  46. FIELD_SET(*this, FIX::ContractMultiplier);
  47. FIELD_SET(*this, FIX::CouponRate);
  48. FIELD_SET(*this, FIX::SecurityExchange);
  49. FIELD_SET(*this, FIX::Issuer);
  50. FIELD_SET(*this, FIX::EncodedIssuerLen);
  51. FIELD_SET(*this, FIX::EncodedIssuer);
  52. FIELD_SET(*this, FIX::SecurityDesc);
  53. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  54. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  55. FIELD_SET(*this, FIX::NoSecurityAltID);
  56. class NoSecurityAltID: public FIX::Group
  57. {
  58. public:
  59. NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
  60. FIELD_SET(*this, FIX::SecurityAltID);
  61. FIELD_SET(*this, FIX::SecurityAltIDSource);
  62. };
  63. FIELD_SET(*this, FIX::Currency);
  64. FIELD_SET(*this, FIX::SubscriptionRequestType);
  65. FIELD_SET(*this, FIX::TradingSessionID);
  66. FIELD_SET(*this, FIX::TradingSessionSubID);
  67. };
  68. }
  69. #endif