ListStrikePrice.h 5.9 KB

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  1. #ifndef FIX44_LISTSTRIKEPRICE_H
  2. #define FIX44_LISTSTRIKEPRICE_H
  3. #include "Message.h"
  4. namespace FIX44
  5. {
  6. class ListStrikePrice : public Message
  7. {
  8. public:
  9. ListStrikePrice() : Message(MsgType()) {}
  10. ListStrikePrice(const FIX::Message& m) : Message(m) {}
  11. ListStrikePrice(const Message& m) : Message(m) {}
  12. ListStrikePrice(const ListStrikePrice& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("m"); }
  14. ListStrikePrice(
  15. const FIX::ListID& aListID,
  16. const FIX::TotNoStrikes& aTotNoStrikes )
  17. : Message(MsgType())
  18. {
  19. set(aListID);
  20. set(aTotNoStrikes);
  21. }
  22. FIELD_SET(*this, FIX::ListID);
  23. FIELD_SET(*this, FIX::TotNoStrikes);
  24. FIELD_SET(*this, FIX::LastFragment);
  25. FIELD_SET(*this, FIX::NoStrikes);
  26. class NoStrikes: public FIX::Group
  27. {
  28. public:
  29. NoStrikes() : FIX::Group(428,55,FIX::message_order(55,65,48,22,460,461,167,762,200,541,201,224,225,239,226,227,228,255,543,470,471,472,240,202,947,206,231,223,207,106,348,349,107,350,351,691,667,875,876,873,874,0)) {}
  30. FIELD_SET(*this, FIX::Symbol);
  31. FIELD_SET(*this, FIX::SymbolSfx);
  32. FIELD_SET(*this, FIX::SecurityID);
  33. FIELD_SET(*this, FIX::SecurityIDSource);
  34. FIELD_SET(*this, FIX::Product);
  35. FIELD_SET(*this, FIX::CFICode);
  36. FIELD_SET(*this, FIX::SecurityType);
  37. FIELD_SET(*this, FIX::SecuritySubType);
  38. FIELD_SET(*this, FIX::MaturityMonthYear);
  39. FIELD_SET(*this, FIX::MaturityDate);
  40. FIELD_SET(*this, FIX::PutOrCall);
  41. FIELD_SET(*this, FIX::CouponPaymentDate);
  42. FIELD_SET(*this, FIX::IssueDate);
  43. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  44. FIELD_SET(*this, FIX::RepurchaseTerm);
  45. FIELD_SET(*this, FIX::RepurchaseRate);
  46. FIELD_SET(*this, FIX::Factor);
  47. FIELD_SET(*this, FIX::CreditRating);
  48. FIELD_SET(*this, FIX::InstrRegistry);
  49. FIELD_SET(*this, FIX::CountryOfIssue);
  50. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  51. FIELD_SET(*this, FIX::LocaleOfIssue);
  52. FIELD_SET(*this, FIX::RedemptionDate);
  53. FIELD_SET(*this, FIX::StrikePrice);
  54. FIELD_SET(*this, FIX::StrikeCurrency);
  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::Pool);
  66. FIELD_SET(*this, FIX::ContractSettlMonth);
  67. FIELD_SET(*this, FIX::CPProgram);
  68. FIELD_SET(*this, FIX::CPRegType);
  69. FIELD_SET(*this, FIX::DatedDate);
  70. FIELD_SET(*this, FIX::InterestAccrualDate);
  71. };
  72. FIELD_SET(*this, FIX::NoUnderlyings);
  73. class NoUnderlyings: public FIX::Group
  74. {
  75. public:
  76. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,140,11,526,54,44,15,58,354,355,0)) {}
  77. FIELD_SET(*this, FIX::UnderlyingSymbol);
  78. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  79. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  80. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  81. FIELD_SET(*this, FIX::UnderlyingProduct);
  82. FIELD_SET(*this, FIX::UnderlyingCFICode);
  83. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  84. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  85. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  86. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  87. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  88. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  89. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  90. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  91. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  92. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  93. FIELD_SET(*this, FIX::UnderlyingFactor);
  94. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  95. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  96. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  97. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  98. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  99. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  100. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  101. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  102. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  103. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  104. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  105. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  106. FIELD_SET(*this, FIX::UnderlyingIssuer);
  107. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  108. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  109. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  110. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  111. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  112. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  113. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  114. FIELD_SET(*this, FIX::UnderlyingCurrency);
  115. FIELD_SET(*this, FIX::UnderlyingQty);
  116. FIELD_SET(*this, FIX::UnderlyingPx);
  117. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  118. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  119. FIELD_SET(*this, FIX::UnderlyingStartValue);
  120. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  121. FIELD_SET(*this, FIX::UnderlyingEndValue);
  122. FIELD_SET(*this, FIX::PrevClosePx);
  123. FIELD_SET(*this, FIX::ClOrdID);
  124. FIELD_SET(*this, FIX::SecondaryClOrdID);
  125. FIELD_SET(*this, FIX::Side);
  126. FIELD_SET(*this, FIX::Price);
  127. FIELD_SET(*this, FIX::Currency);
  128. FIELD_SET(*this, FIX::Text);
  129. FIELD_SET(*this, FIX::EncodedTextLen);
  130. FIELD_SET(*this, FIX::EncodedText);
  131. };
  132. };
  133. }
  134. #endif