SecurityList.h 12 KB

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  1. #ifndef FIX50_SECURITYLIST_H
  2. #define FIX50_SECURITYLIST_H
  3. #include "Message.h"
  4. namespace FIX50
  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. FIELD_SET(*this, FIX::SecurityReportID);
  15. FIELD_SET(*this, FIX::ClearingBusinessDate);
  16. FIELD_SET(*this, FIX::SecurityReqID);
  17. FIELD_SET(*this, FIX::SecurityResponseID);
  18. FIELD_SET(*this, FIX::SecurityRequestResult);
  19. FIELD_SET(*this, FIX::TotNoRelatedSym);
  20. FIELD_SET(*this, FIX::LastFragment);
  21. FIELD_SET(*this, FIX::NoRelatedSym);
  22. class NoRelatedSym: public FIX::Group
  23. {
  24. public:
  25. NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,461,167,762,200,541,1079,201,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,996,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,668,869,913,914,915,918,788,916,917,919,898,711,15,232,555,218,220,221,222,662,663,699,761,235,236,701,696,697,698,561,562,336,625,827,58,354,355,0)) {}
  26. FIELD_SET(*this, FIX::Symbol);
  27. FIELD_SET(*this, FIX::SymbolSfx);
  28. FIELD_SET(*this, FIX::SecurityID);
  29. FIELD_SET(*this, FIX::SecurityIDSource);
  30. FIELD_SET(*this, FIX::Product);
  31. FIELD_SET(*this, FIX::CFICode);
  32. FIELD_SET(*this, FIX::SecurityType);
  33. FIELD_SET(*this, FIX::SecuritySubType);
  34. FIELD_SET(*this, FIX::MaturityMonthYear);
  35. FIELD_SET(*this, FIX::MaturityDate);
  36. FIELD_SET(*this, FIX::MaturityTime);
  37. FIELD_SET(*this, FIX::PutOrCall);
  38. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  39. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  40. FIELD_SET(*this, FIX::SecurityStatus);
  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::StrikeMultiplier);
  56. FIELD_SET(*this, FIX::StrikeValue);
  57. FIELD_SET(*this, FIX::OptAttribute);
  58. FIELD_SET(*this, FIX::ContractMultiplier);
  59. FIELD_SET(*this, FIX::MinPriceIncrement);
  60. FIELD_SET(*this, FIX::UnitOfMeasure);
  61. FIELD_SET(*this, FIX::TimeUnit);
  62. FIELD_SET(*this, FIX::CouponRate);
  63. FIELD_SET(*this, FIX::SecurityExchange);
  64. FIELD_SET(*this, FIX::PositionLimit);
  65. FIELD_SET(*this, FIX::NTPositionLimit);
  66. FIELD_SET(*this, FIX::Issuer);
  67. FIELD_SET(*this, FIX::EncodedIssuerLen);
  68. FIELD_SET(*this, FIX::EncodedIssuer);
  69. FIELD_SET(*this, FIX::SecurityDesc);
  70. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  71. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  72. FIELD_SET(*this, FIX::Pool);
  73. FIELD_SET(*this, FIX::ContractSettlMonth);
  74. FIELD_SET(*this, FIX::CPProgram);
  75. FIELD_SET(*this, FIX::CPRegType);
  76. FIELD_SET(*this, FIX::DatedDate);
  77. FIELD_SET(*this, FIX::InterestAccrualDate);
  78. FIELD_SET(*this, FIX::DeliveryForm);
  79. FIELD_SET(*this, FIX::PctAtRisk);
  80. FIELD_SET(*this, FIX::AgreementDesc);
  81. FIELD_SET(*this, FIX::AgreementID);
  82. FIELD_SET(*this, FIX::AgreementDate);
  83. FIELD_SET(*this, FIX::AgreementCurrency);
  84. FIELD_SET(*this, FIX::TerminationType);
  85. FIELD_SET(*this, FIX::StartDate);
  86. FIELD_SET(*this, FIX::EndDate);
  87. FIELD_SET(*this, FIX::DeliveryType);
  88. FIELD_SET(*this, FIX::MarginRatio);
  89. FIELD_SET(*this, FIX::NoUnderlyings);
  90. class NoUnderlyings: public FIX::Group
  91. {
  92. public:
  93. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {}
  94. FIELD_SET(*this, FIX::UnderlyingSymbol);
  95. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  96. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  97. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  98. FIELD_SET(*this, FIX::UnderlyingProduct);
  99. FIELD_SET(*this, FIX::UnderlyingCFICode);
  100. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  101. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  102. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  103. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  104. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  105. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  106. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  107. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  108. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  109. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  110. FIELD_SET(*this, FIX::UnderlyingFactor);
  111. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  112. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  113. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  114. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  115. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  116. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  117. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  118. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  119. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  120. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  121. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  122. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  123. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  124. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  125. FIELD_SET(*this, FIX::UnderlyingIssuer);
  126. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  127. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  128. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  129. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  130. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  131. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  132. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  133. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  134. FIELD_SET(*this, FIX::UnderlyingCurrency);
  135. FIELD_SET(*this, FIX::UnderlyingQty);
  136. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  137. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  138. FIELD_SET(*this, FIX::UnderlyingCashType);
  139. FIELD_SET(*this, FIX::UnderlyingPx);
  140. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  141. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  142. FIELD_SET(*this, FIX::UnderlyingStartValue);
  143. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  144. FIELD_SET(*this, FIX::UnderlyingEndValue);
  145. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  146. FIELD_SET(*this, FIX::UnderlyingFXRate);
  147. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  148. FIELD_SET(*this, FIX::UnderlyingCapValue);
  149. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  150. };
  151. FIELD_SET(*this, FIX::Currency);
  152. FIELD_SET(*this, FIX::NoStipulations);
  153. class NoStipulations: public FIX::Group
  154. {
  155. public:
  156. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  157. FIELD_SET(*this, FIX::StipulationType);
  158. FIELD_SET(*this, FIX::StipulationValue);
  159. };
  160. FIELD_SET(*this, FIX::NoLegs);
  161. class NoLegs: public FIX::Group
  162. {
  163. public:
  164. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,690,587,683,676,677,678,679,680,0)) {}
  165. FIELD_SET(*this, FIX::LegSymbol);
  166. FIELD_SET(*this, FIX::LegSymbolSfx);
  167. FIELD_SET(*this, FIX::LegSecurityID);
  168. FIELD_SET(*this, FIX::LegSecurityIDSource);
  169. FIELD_SET(*this, FIX::LegProduct);
  170. FIELD_SET(*this, FIX::LegCFICode);
  171. FIELD_SET(*this, FIX::LegSecurityType);
  172. FIELD_SET(*this, FIX::LegSecuritySubType);
  173. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  174. FIELD_SET(*this, FIX::LegMaturityDate);
  175. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  176. FIELD_SET(*this, FIX::LegIssueDate);
  177. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  178. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  179. FIELD_SET(*this, FIX::LegRepurchaseRate);
  180. FIELD_SET(*this, FIX::LegFactor);
  181. FIELD_SET(*this, FIX::LegCreditRating);
  182. FIELD_SET(*this, FIX::LegInstrRegistry);
  183. FIELD_SET(*this, FIX::LegCountryOfIssue);
  184. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  185. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  186. FIELD_SET(*this, FIX::LegRedemptionDate);
  187. FIELD_SET(*this, FIX::LegStrikePrice);
  188. FIELD_SET(*this, FIX::LegStrikeCurrency);
  189. FIELD_SET(*this, FIX::LegOptAttribute);
  190. FIELD_SET(*this, FIX::LegContractMultiplier);
  191. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  192. FIELD_SET(*this, FIX::LegTimeUnit);
  193. FIELD_SET(*this, FIX::LegCouponRate);
  194. FIELD_SET(*this, FIX::LegSecurityExchange);
  195. FIELD_SET(*this, FIX::LegIssuer);
  196. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  197. FIELD_SET(*this, FIX::EncodedLegIssuer);
  198. FIELD_SET(*this, FIX::LegSecurityDesc);
  199. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  200. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  201. FIELD_SET(*this, FIX::LegRatioQty);
  202. FIELD_SET(*this, FIX::LegSide);
  203. FIELD_SET(*this, FIX::LegCurrency);
  204. FIELD_SET(*this, FIX::LegPool);
  205. FIELD_SET(*this, FIX::LegDatedDate);
  206. FIELD_SET(*this, FIX::LegContractSettlMonth);
  207. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  208. FIELD_SET(*this, FIX::LegOptionRatio);
  209. FIELD_SET(*this, FIX::LegSwapType);
  210. FIELD_SET(*this, FIX::LegSettlType);
  211. FIELD_SET(*this, FIX::NoLegStipulations);
  212. class NoLegStipulations: public FIX::Group
  213. {
  214. public:
  215. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  216. FIELD_SET(*this, FIX::LegStipulationType);
  217. FIELD_SET(*this, FIX::LegStipulationValue);
  218. };
  219. FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency);
  220. FIELD_SET(*this, FIX::LegBenchmarkCurveName);
  221. FIELD_SET(*this, FIX::LegBenchmarkCurvePoint);
  222. FIELD_SET(*this, FIX::LegBenchmarkPrice);
  223. FIELD_SET(*this, FIX::LegBenchmarkPriceType);
  224. };
  225. FIELD_SET(*this, FIX::Spread);
  226. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  227. FIELD_SET(*this, FIX::BenchmarkCurveName);
  228. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  229. FIELD_SET(*this, FIX::BenchmarkPrice);
  230. FIELD_SET(*this, FIX::BenchmarkPriceType);
  231. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  232. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  233. FIELD_SET(*this, FIX::YieldType);
  234. FIELD_SET(*this, FIX::Yield);
  235. FIELD_SET(*this, FIX::YieldCalcDate);
  236. FIELD_SET(*this, FIX::YieldRedemptionDate);
  237. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  238. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  239. FIELD_SET(*this, FIX::RoundLot);
  240. FIELD_SET(*this, FIX::MinTradeVol);
  241. FIELD_SET(*this, FIX::TradingSessionID);
  242. FIELD_SET(*this, FIX::TradingSessionSubID);
  243. FIELD_SET(*this, FIX::ExpirationCycle);
  244. FIELD_SET(*this, FIX::Text);
  245. FIELD_SET(*this, FIX::EncodedTextLen);
  246. FIELD_SET(*this, FIX::EncodedText);
  247. };
  248. };
  249. }
  250. #endif