SecurityList.h 11 KB

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  1. #ifndef FIX44_SECURITYLIST_H
  2. #define FIX44_SECURITYLIST_H
  3. #include "Message.h"
  4. namespace FIX44
  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::TotNoRelatedSym);
  28. FIELD_SET(*this, FIX::LastFragment);
  29. FIELD_SET(*this, FIX::NoRelatedSym);
  30. class NoRelatedSym: public FIX::Group
  31. {
  32. public:
  33. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,461,167,762,200,541,201,224,225,239,226,227,228,255,543,470,471,472,240,202,947,206,231,223,207,106,348,349,107,350,351,691,667,875,876,873,874,668,869,913,914,915,918,788,916,917,919,898,711,15,232,555,218,220,221,222,662,663,699,761,235,236,701,696,697,698,561,562,336,625,827,58,354,355,0)) {}
  34. FIELD_SET(*this, FIX::Symbol);
  35. FIELD_SET(*this, FIX::SymbolSfx);
  36. FIELD_SET(*this, FIX::SecurityID);
  37. FIELD_SET(*this, FIX::SecurityIDSource);
  38. FIELD_SET(*this, FIX::Product);
  39. FIELD_SET(*this, FIX::CFICode);
  40. FIELD_SET(*this, FIX::SecurityType);
  41. FIELD_SET(*this, FIX::SecuritySubType);
  42. FIELD_SET(*this, FIX::MaturityMonthYear);
  43. FIELD_SET(*this, FIX::MaturityDate);
  44. FIELD_SET(*this, FIX::PutOrCall);
  45. FIELD_SET(*this, FIX::CouponPaymentDate);
  46. FIELD_SET(*this, FIX::IssueDate);
  47. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  48. FIELD_SET(*this, FIX::RepurchaseTerm);
  49. FIELD_SET(*this, FIX::RepurchaseRate);
  50. FIELD_SET(*this, FIX::Factor);
  51. FIELD_SET(*this, FIX::CreditRating);
  52. FIELD_SET(*this, FIX::InstrRegistry);
  53. FIELD_SET(*this, FIX::CountryOfIssue);
  54. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  55. FIELD_SET(*this, FIX::LocaleOfIssue);
  56. FIELD_SET(*this, FIX::RedemptionDate);
  57. FIELD_SET(*this, FIX::StrikePrice);
  58. FIELD_SET(*this, FIX::StrikeCurrency);
  59. FIELD_SET(*this, FIX::OptAttribute);
  60. FIELD_SET(*this, FIX::ContractMultiplier);
  61. FIELD_SET(*this, FIX::CouponRate);
  62. FIELD_SET(*this, FIX::SecurityExchange);
  63. FIELD_SET(*this, FIX::Issuer);
  64. FIELD_SET(*this, FIX::EncodedIssuerLen);
  65. FIELD_SET(*this, FIX::EncodedIssuer);
  66. FIELD_SET(*this, FIX::SecurityDesc);
  67. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  68. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  69. FIELD_SET(*this, FIX::Pool);
  70. FIELD_SET(*this, FIX::ContractSettlMonth);
  71. FIELD_SET(*this, FIX::CPProgram);
  72. FIELD_SET(*this, FIX::CPRegType);
  73. FIELD_SET(*this, FIX::DatedDate);
  74. FIELD_SET(*this, FIX::InterestAccrualDate);
  75. FIELD_SET(*this, FIX::DeliveryForm);
  76. FIELD_SET(*this, FIX::PctAtRisk);
  77. FIELD_SET(*this, FIX::AgreementDesc);
  78. FIELD_SET(*this, FIX::AgreementID);
  79. FIELD_SET(*this, FIX::AgreementDate);
  80. FIELD_SET(*this, FIX::AgreementCurrency);
  81. FIELD_SET(*this, FIX::TerminationType);
  82. FIELD_SET(*this, FIX::StartDate);
  83. FIELD_SET(*this, FIX::EndDate);
  84. FIELD_SET(*this, FIX::DeliveryType);
  85. FIELD_SET(*this, FIX::MarginRatio);
  86. FIELD_SET(*this, FIX::NoUnderlyings);
  87. class NoUnderlyings: public FIX::Group
  88. {
  89. public:
  90. 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)) {}
  91. FIELD_SET(*this, FIX::UnderlyingSymbol);
  92. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  93. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  94. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  95. FIELD_SET(*this, FIX::UnderlyingProduct);
  96. FIELD_SET(*this, FIX::UnderlyingCFICode);
  97. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  98. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  99. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  100. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  101. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  102. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  103. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  104. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  105. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  106. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  107. FIELD_SET(*this, FIX::UnderlyingFactor);
  108. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  109. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  110. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  111. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  112. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  113. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  114. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  115. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  116. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  117. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  118. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  119. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  120. FIELD_SET(*this, FIX::UnderlyingIssuer);
  121. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  122. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  123. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  124. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  125. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  126. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  127. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  128. FIELD_SET(*this, FIX::UnderlyingCurrency);
  129. FIELD_SET(*this, FIX::UnderlyingQty);
  130. FIELD_SET(*this, FIX::UnderlyingPx);
  131. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  132. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  133. FIELD_SET(*this, FIX::UnderlyingStartValue);
  134. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  135. FIELD_SET(*this, FIX::UnderlyingEndValue);
  136. };
  137. FIELD_SET(*this, FIX::Currency);
  138. FIELD_SET(*this, FIX::NoStipulations);
  139. class NoStipulations: public FIX::Group
  140. {
  141. public:
  142. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  143. FIELD_SET(*this, FIX::StipulationType);
  144. FIELD_SET(*this, FIX::StipulationValue);
  145. };
  146. FIELD_SET(*this, FIX::NoLegs);
  147. class NoLegs: public FIX::Group
  148. {
  149. public:
  150. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,690,587,683,676,677,678,679,680,0)) {}
  151. FIELD_SET(*this, FIX::LegSymbol);
  152. FIELD_SET(*this, FIX::LegSymbolSfx);
  153. FIELD_SET(*this, FIX::LegSecurityID);
  154. FIELD_SET(*this, FIX::LegSecurityIDSource);
  155. FIELD_SET(*this, FIX::LegProduct);
  156. FIELD_SET(*this, FIX::LegCFICode);
  157. FIELD_SET(*this, FIX::LegSecurityType);
  158. FIELD_SET(*this, FIX::LegSecuritySubType);
  159. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  160. FIELD_SET(*this, FIX::LegMaturityDate);
  161. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  162. FIELD_SET(*this, FIX::LegIssueDate);
  163. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  164. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  165. FIELD_SET(*this, FIX::LegRepurchaseRate);
  166. FIELD_SET(*this, FIX::LegFactor);
  167. FIELD_SET(*this, FIX::LegCreditRating);
  168. FIELD_SET(*this, FIX::LegInstrRegistry);
  169. FIELD_SET(*this, FIX::LegCountryOfIssue);
  170. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  171. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  172. FIELD_SET(*this, FIX::LegRedemptionDate);
  173. FIELD_SET(*this, FIX::LegStrikePrice);
  174. FIELD_SET(*this, FIX::LegStrikeCurrency);
  175. FIELD_SET(*this, FIX::LegOptAttribute);
  176. FIELD_SET(*this, FIX::LegContractMultiplier);
  177. FIELD_SET(*this, FIX::LegCouponRate);
  178. FIELD_SET(*this, FIX::LegSecurityExchange);
  179. FIELD_SET(*this, FIX::LegIssuer);
  180. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  181. FIELD_SET(*this, FIX::EncodedLegIssuer);
  182. FIELD_SET(*this, FIX::LegSecurityDesc);
  183. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  184. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  185. FIELD_SET(*this, FIX::LegRatioQty);
  186. FIELD_SET(*this, FIX::LegSide);
  187. FIELD_SET(*this, FIX::LegCurrency);
  188. FIELD_SET(*this, FIX::LegPool);
  189. FIELD_SET(*this, FIX::LegDatedDate);
  190. FIELD_SET(*this, FIX::LegContractSettlMonth);
  191. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  192. FIELD_SET(*this, FIX::LegSwapType);
  193. FIELD_SET(*this, FIX::LegSettlType);
  194. FIELD_SET(*this, FIX::NoLegStipulations);
  195. class NoLegStipulations: public FIX::Group
  196. {
  197. public:
  198. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  199. FIELD_SET(*this, FIX::LegStipulationType);
  200. FIELD_SET(*this, FIX::LegStipulationValue);
  201. };
  202. FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency);
  203. FIELD_SET(*this, FIX::LegBenchmarkCurveName);
  204. FIELD_SET(*this, FIX::LegBenchmarkCurvePoint);
  205. FIELD_SET(*this, FIX::LegBenchmarkPrice);
  206. FIELD_SET(*this, FIX::LegBenchmarkPriceType);
  207. };
  208. FIELD_SET(*this, FIX::Spread);
  209. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  210. FIELD_SET(*this, FIX::BenchmarkCurveName);
  211. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  212. FIELD_SET(*this, FIX::BenchmarkPrice);
  213. FIELD_SET(*this, FIX::BenchmarkPriceType);
  214. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  215. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  216. FIELD_SET(*this, FIX::YieldType);
  217. FIELD_SET(*this, FIX::Yield);
  218. FIELD_SET(*this, FIX::YieldCalcDate);
  219. FIELD_SET(*this, FIX::YieldRedemptionDate);
  220. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  221. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  222. FIELD_SET(*this, FIX::RoundLot);
  223. FIELD_SET(*this, FIX::MinTradeVol);
  224. FIELD_SET(*this, FIX::TradingSessionID);
  225. FIELD_SET(*this, FIX::TradingSessionSubID);
  226. FIELD_SET(*this, FIX::ExpirationCycle);
  227. FIELD_SET(*this, FIX::Text);
  228. FIELD_SET(*this, FIX::EncodedTextLen);
  229. FIELD_SET(*this, FIX::EncodedText);
  230. };
  231. };
  232. }
  233. #endif