AssignmentReport.h 11 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261
  1. #ifndef FIX44_ASSIGNMENTREPORT_H
  2. #define FIX44_ASSIGNMENTREPORT_H
  3. #include "Message.h"
  4. namespace FIX44
  5. {
  6. class AssignmentReport : public Message
  7. {
  8. public:
  9. AssignmentReport() : Message(MsgType()) {}
  10. AssignmentReport(const FIX::Message& m) : Message(m) {}
  11. AssignmentReport(const Message& m) : Message(m) {}
  12. AssignmentReport(const AssignmentReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AW"); }
  14. AssignmentReport(
  15. const FIX::AsgnRptID& aAsgnRptID,
  16. const FIX::AccountType& aAccountType,
  17. const FIX::SettlPrice& aSettlPrice,
  18. const FIX::SettlPriceType& aSettlPriceType,
  19. const FIX::UnderlyingSettlPrice& aUnderlyingSettlPrice,
  20. const FIX::AssignmentMethod& aAssignmentMethod,
  21. const FIX::OpenInterest& aOpenInterest,
  22. const FIX::ExerciseMethod& aExerciseMethod,
  23. const FIX::SettlSessID& aSettlSessID,
  24. const FIX::SettlSessSubID& aSettlSessSubID,
  25. const FIX::ClearingBusinessDate& aClearingBusinessDate )
  26. : Message(MsgType())
  27. {
  28. set(aAsgnRptID);
  29. set(aAccountType);
  30. set(aSettlPrice);
  31. set(aSettlPriceType);
  32. set(aUnderlyingSettlPrice);
  33. set(aAssignmentMethod);
  34. set(aOpenInterest);
  35. set(aExerciseMethod);
  36. set(aSettlSessID);
  37. set(aSettlSessSubID);
  38. set(aClearingBusinessDate);
  39. }
  40. FIELD_SET(*this, FIX::AsgnRptID);
  41. FIELD_SET(*this, FIX::TotNumAssignmentReports);
  42. FIELD_SET(*this, FIX::LastRptRequested);
  43. FIELD_SET(*this, FIX::NoPartyIDs);
  44. class NoPartyIDs: public FIX::Group
  45. {
  46. public:
  47. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  48. FIELD_SET(*this, FIX::PartyID);
  49. FIELD_SET(*this, FIX::PartyIDSource);
  50. FIELD_SET(*this, FIX::PartyRole);
  51. FIELD_SET(*this, FIX::NoPartySubIDs);
  52. class NoPartySubIDs: public FIX::Group
  53. {
  54. public:
  55. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  56. FIELD_SET(*this, FIX::PartySubID);
  57. FIELD_SET(*this, FIX::PartySubIDType);
  58. };
  59. };
  60. FIELD_SET(*this, FIX::Account);
  61. FIELD_SET(*this, FIX::AccountType);
  62. FIELD_SET(*this, FIX::Symbol);
  63. FIELD_SET(*this, FIX::SymbolSfx);
  64. FIELD_SET(*this, FIX::SecurityID);
  65. FIELD_SET(*this, FIX::SecurityIDSource);
  66. FIELD_SET(*this, FIX::Product);
  67. FIELD_SET(*this, FIX::CFICode);
  68. FIELD_SET(*this, FIX::SecurityType);
  69. FIELD_SET(*this, FIX::SecuritySubType);
  70. FIELD_SET(*this, FIX::MaturityMonthYear);
  71. FIELD_SET(*this, FIX::MaturityDate);
  72. FIELD_SET(*this, FIX::PutOrCall);
  73. FIELD_SET(*this, FIX::CouponPaymentDate);
  74. FIELD_SET(*this, FIX::IssueDate);
  75. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  76. FIELD_SET(*this, FIX::RepurchaseTerm);
  77. FIELD_SET(*this, FIX::RepurchaseRate);
  78. FIELD_SET(*this, FIX::Factor);
  79. FIELD_SET(*this, FIX::CreditRating);
  80. FIELD_SET(*this, FIX::InstrRegistry);
  81. FIELD_SET(*this, FIX::CountryOfIssue);
  82. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  83. FIELD_SET(*this, FIX::LocaleOfIssue);
  84. FIELD_SET(*this, FIX::RedemptionDate);
  85. FIELD_SET(*this, FIX::StrikePrice);
  86. FIELD_SET(*this, FIX::StrikeCurrency);
  87. FIELD_SET(*this, FIX::OptAttribute);
  88. FIELD_SET(*this, FIX::ContractMultiplier);
  89. FIELD_SET(*this, FIX::CouponRate);
  90. FIELD_SET(*this, FIX::SecurityExchange);
  91. FIELD_SET(*this, FIX::Issuer);
  92. FIELD_SET(*this, FIX::EncodedIssuerLen);
  93. FIELD_SET(*this, FIX::EncodedIssuer);
  94. FIELD_SET(*this, FIX::SecurityDesc);
  95. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  96. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  97. FIELD_SET(*this, FIX::Pool);
  98. FIELD_SET(*this, FIX::ContractSettlMonth);
  99. FIELD_SET(*this, FIX::CPProgram);
  100. FIELD_SET(*this, FIX::CPRegType);
  101. FIELD_SET(*this, FIX::DatedDate);
  102. FIELD_SET(*this, FIX::InterestAccrualDate);
  103. FIELD_SET(*this, FIX::Currency);
  104. FIELD_SET(*this, FIX::NoLegs);
  105. class NoLegs: public FIX::Group
  106. {
  107. public:
  108. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,0)) {}
  109. FIELD_SET(*this, FIX::LegSymbol);
  110. FIELD_SET(*this, FIX::LegSymbolSfx);
  111. FIELD_SET(*this, FIX::LegSecurityID);
  112. FIELD_SET(*this, FIX::LegSecurityIDSource);
  113. FIELD_SET(*this, FIX::LegProduct);
  114. FIELD_SET(*this, FIX::LegCFICode);
  115. FIELD_SET(*this, FIX::LegSecurityType);
  116. FIELD_SET(*this, FIX::LegSecuritySubType);
  117. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  118. FIELD_SET(*this, FIX::LegMaturityDate);
  119. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  120. FIELD_SET(*this, FIX::LegIssueDate);
  121. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  122. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  123. FIELD_SET(*this, FIX::LegRepurchaseRate);
  124. FIELD_SET(*this, FIX::LegFactor);
  125. FIELD_SET(*this, FIX::LegCreditRating);
  126. FIELD_SET(*this, FIX::LegInstrRegistry);
  127. FIELD_SET(*this, FIX::LegCountryOfIssue);
  128. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  129. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  130. FIELD_SET(*this, FIX::LegRedemptionDate);
  131. FIELD_SET(*this, FIX::LegStrikePrice);
  132. FIELD_SET(*this, FIX::LegStrikeCurrency);
  133. FIELD_SET(*this, FIX::LegOptAttribute);
  134. FIELD_SET(*this, FIX::LegContractMultiplier);
  135. FIELD_SET(*this, FIX::LegCouponRate);
  136. FIELD_SET(*this, FIX::LegSecurityExchange);
  137. FIELD_SET(*this, FIX::LegIssuer);
  138. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  139. FIELD_SET(*this, FIX::EncodedLegIssuer);
  140. FIELD_SET(*this, FIX::LegSecurityDesc);
  141. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  142. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  143. FIELD_SET(*this, FIX::LegRatioQty);
  144. FIELD_SET(*this, FIX::LegSide);
  145. FIELD_SET(*this, FIX::LegCurrency);
  146. FIELD_SET(*this, FIX::LegPool);
  147. FIELD_SET(*this, FIX::LegDatedDate);
  148. FIELD_SET(*this, FIX::LegContractSettlMonth);
  149. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  150. };
  151. FIELD_SET(*this, FIX::NoUnderlyings);
  152. class NoUnderlyings: public FIX::Group
  153. {
  154. public:
  155. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {}
  156. FIELD_SET(*this, FIX::UnderlyingSymbol);
  157. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  158. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  159. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  160. FIELD_SET(*this, FIX::UnderlyingProduct);
  161. FIELD_SET(*this, FIX::UnderlyingCFICode);
  162. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  163. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  164. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  165. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  166. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  167. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  168. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  169. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  170. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  171. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  172. FIELD_SET(*this, FIX::UnderlyingFactor);
  173. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  174. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  175. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  176. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  177. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  178. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  179. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  180. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  181. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  182. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  183. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  184. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  185. FIELD_SET(*this, FIX::UnderlyingIssuer);
  186. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  187. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  188. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  189. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  190. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  191. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  192. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  193. FIELD_SET(*this, FIX::UnderlyingCurrency);
  194. FIELD_SET(*this, FIX::UnderlyingQty);
  195. FIELD_SET(*this, FIX::UnderlyingPx);
  196. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  197. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  198. FIELD_SET(*this, FIX::UnderlyingStartValue);
  199. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  200. FIELD_SET(*this, FIX::UnderlyingEndValue);
  201. };
  202. FIELD_SET(*this, FIX::NoPositions);
  203. class NoPositions: public FIX::Group
  204. {
  205. public:
  206. NoPositions() : FIX::Group(702,703,FIX::message_order(703,704,705,706,539,0)) {}
  207. FIELD_SET(*this, FIX::PosType);
  208. FIELD_SET(*this, FIX::LongQty);
  209. FIELD_SET(*this, FIX::ShortQty);
  210. FIELD_SET(*this, FIX::PosQtyStatus);
  211. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  212. class NoNestedPartyIDs: public FIX::Group
  213. {
  214. public:
  215. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  216. FIELD_SET(*this, FIX::NestedPartyID);
  217. FIELD_SET(*this, FIX::NestedPartyIDSource);
  218. FIELD_SET(*this, FIX::NestedPartyRole);
  219. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  220. class NoNestedPartySubIDs: public FIX::Group
  221. {
  222. public:
  223. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  224. FIELD_SET(*this, FIX::NestedPartySubID);
  225. FIELD_SET(*this, FIX::NestedPartySubIDType);
  226. };
  227. };
  228. };
  229. FIELD_SET(*this, FIX::NoPosAmt);
  230. class NoPosAmt: public FIX::Group
  231. {
  232. public:
  233. NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,0)) {}
  234. FIELD_SET(*this, FIX::PosAmtType);
  235. FIELD_SET(*this, FIX::PosAmt);
  236. };
  237. FIELD_SET(*this, FIX::ThresholdAmount);
  238. FIELD_SET(*this, FIX::SettlPrice);
  239. FIELD_SET(*this, FIX::SettlPriceType);
  240. FIELD_SET(*this, FIX::UnderlyingSettlPrice);
  241. FIELD_SET(*this, FIX::ExpireDate);
  242. FIELD_SET(*this, FIX::AssignmentMethod);
  243. FIELD_SET(*this, FIX::AssignmentUnit);
  244. FIELD_SET(*this, FIX::OpenInterest);
  245. FIELD_SET(*this, FIX::ExerciseMethod);
  246. FIELD_SET(*this, FIX::SettlSessID);
  247. FIELD_SET(*this, FIX::SettlSessSubID);
  248. FIELD_SET(*this, FIX::ClearingBusinessDate);
  249. FIELD_SET(*this, FIX::Text);
  250. FIELD_SET(*this, FIX::EncodedTextLen);
  251. FIELD_SET(*this, FIX::EncodedText);
  252. };
  253. }
  254. #endif