PositionMaintenanceReport.h 15 KB

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  1. #ifndef FIX50SP2_POSITIONMAINTENANCEREPORT_H
  2. #define FIX50SP2_POSITIONMAINTENANCEREPORT_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class PositionMaintenanceReport : public Message
  7. {
  8. public:
  9. PositionMaintenanceReport() : Message(MsgType()) {}
  10. PositionMaintenanceReport(const FIX::Message& m) : Message(m) {}
  11. PositionMaintenanceReport(const Message& m) : Message(m) {}
  12. PositionMaintenanceReport(const PositionMaintenanceReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AM"); }
  14. PositionMaintenanceReport(
  15. const FIX::PosMaintRptID& aPosMaintRptID,
  16. const FIX::PosTransType& aPosTransType,
  17. const FIX::PosMaintAction& aPosMaintAction,
  18. const FIX::PosMaintStatus& aPosMaintStatus,
  19. const FIX::ClearingBusinessDate& aClearingBusinessDate )
  20. : Message(MsgType())
  21. {
  22. set(aPosMaintRptID);
  23. set(aPosTransType);
  24. set(aPosMaintAction);
  25. set(aPosMaintStatus);
  26. set(aClearingBusinessDate);
  27. }
  28. FIELD_SET(*this, FIX::PosMaintRptID);
  29. FIELD_SET(*this, FIX::PosTransType);
  30. FIELD_SET(*this, FIX::PosReqID);
  31. FIELD_SET(*this, FIX::PosMaintAction);
  32. FIELD_SET(*this, FIX::OrigPosReqRefID);
  33. FIELD_SET(*this, FIX::PosMaintStatus);
  34. FIELD_SET(*this, FIX::PosMaintResult);
  35. FIELD_SET(*this, FIX::ClearingBusinessDate);
  36. FIELD_SET(*this, FIX::SettlSessID);
  37. FIELD_SET(*this, FIX::SettlSessSubID);
  38. FIELD_SET(*this, FIX::NoPartyIDs);
  39. class NoPartyIDs: public FIX::Group
  40. {
  41. public:
  42. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  43. FIELD_SET(*this, FIX::PartyID);
  44. FIELD_SET(*this, FIX::PartyIDSource);
  45. FIELD_SET(*this, FIX::PartyRole);
  46. FIELD_SET(*this, FIX::NoPartySubIDs);
  47. class NoPartySubIDs: public FIX::Group
  48. {
  49. public:
  50. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  51. FIELD_SET(*this, FIX::PartySubID);
  52. FIELD_SET(*this, FIX::PartySubIDType);
  53. };
  54. };
  55. FIELD_SET(*this, FIX::Account);
  56. FIELD_SET(*this, FIX::AcctIDSource);
  57. FIELD_SET(*this, FIX::AccountType);
  58. FIELD_SET(*this, FIX::PosMaintRptRefID);
  59. FIELD_SET(*this, FIX::Symbol);
  60. FIELD_SET(*this, FIX::SymbolSfx);
  61. FIELD_SET(*this, FIX::SecurityID);
  62. FIELD_SET(*this, FIX::SecurityIDSource);
  63. FIELD_SET(*this, FIX::Product);
  64. FIELD_SET(*this, FIX::ProductComplex);
  65. FIELD_SET(*this, FIX::SecurityGroup);
  66. FIELD_SET(*this, FIX::CFICode);
  67. FIELD_SET(*this, FIX::SecurityType);
  68. FIELD_SET(*this, FIX::SecuritySubType);
  69. FIELD_SET(*this, FIX::MaturityMonthYear);
  70. FIELD_SET(*this, FIX::MaturityDate);
  71. FIELD_SET(*this, FIX::MaturityTime);
  72. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  73. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  74. FIELD_SET(*this, FIX::SecurityStatus);
  75. FIELD_SET(*this, FIX::CouponPaymentDate);
  76. FIELD_SET(*this, FIX::IssueDate);
  77. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  78. FIELD_SET(*this, FIX::RepurchaseTerm);
  79. FIELD_SET(*this, FIX::RepurchaseRate);
  80. FIELD_SET(*this, FIX::Factor);
  81. FIELD_SET(*this, FIX::CreditRating);
  82. FIELD_SET(*this, FIX::InstrRegistry);
  83. FIELD_SET(*this, FIX::CountryOfIssue);
  84. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  85. FIELD_SET(*this, FIX::LocaleOfIssue);
  86. FIELD_SET(*this, FIX::RedemptionDate);
  87. FIELD_SET(*this, FIX::StrikePrice);
  88. FIELD_SET(*this, FIX::StrikeCurrency);
  89. FIELD_SET(*this, FIX::StrikeMultiplier);
  90. FIELD_SET(*this, FIX::StrikeValue);
  91. FIELD_SET(*this, FIX::OptAttribute);
  92. FIELD_SET(*this, FIX::ContractMultiplier);
  93. FIELD_SET(*this, FIX::MinPriceIncrement);
  94. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  95. FIELD_SET(*this, FIX::UnitOfMeasure);
  96. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  97. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  98. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  99. FIELD_SET(*this, FIX::SettlMethod);
  100. FIELD_SET(*this, FIX::ExerciseStyle);
  101. FIELD_SET(*this, FIX::OptPayoutAmount);
  102. FIELD_SET(*this, FIX::PriceQuoteMethod);
  103. FIELD_SET(*this, FIX::ValuationMethod);
  104. FIELD_SET(*this, FIX::ListMethod);
  105. FIELD_SET(*this, FIX::CapPrice);
  106. FIELD_SET(*this, FIX::FloorPrice);
  107. FIELD_SET(*this, FIX::PutOrCall);
  108. FIELD_SET(*this, FIX::FlexibleIndicator);
  109. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  110. FIELD_SET(*this, FIX::TimeUnit);
  111. FIELD_SET(*this, FIX::CouponRate);
  112. FIELD_SET(*this, FIX::SecurityExchange);
  113. FIELD_SET(*this, FIX::PositionLimit);
  114. FIELD_SET(*this, FIX::NTPositionLimit);
  115. FIELD_SET(*this, FIX::Issuer);
  116. FIELD_SET(*this, FIX::EncodedIssuerLen);
  117. FIELD_SET(*this, FIX::EncodedIssuer);
  118. FIELD_SET(*this, FIX::SecurityDesc);
  119. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  120. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  121. FIELD_SET(*this, FIX::Pool);
  122. FIELD_SET(*this, FIX::ContractSettlMonth);
  123. FIELD_SET(*this, FIX::CPProgram);
  124. FIELD_SET(*this, FIX::CPRegType);
  125. FIELD_SET(*this, FIX::DatedDate);
  126. FIELD_SET(*this, FIX::InterestAccrualDate);
  127. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  128. FIELD_SET(*this, FIX::FlowScheduleType);
  129. FIELD_SET(*this, FIX::RestructuringType);
  130. FIELD_SET(*this, FIX::Seniority);
  131. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  132. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  133. FIELD_SET(*this, FIX::AttachmentPoint);
  134. FIELD_SET(*this, FIX::DetachmentPoint);
  135. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  136. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  137. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  138. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  139. FIELD_SET(*this, FIX::OptPayoutType);
  140. FIELD_SET(*this, FIX::Currency);
  141. FIELD_SET(*this, FIX::SettlCurrency);
  142. FIELD_SET(*this, FIX::ContraryInstructionIndicator);
  143. FIELD_SET(*this, FIX::PriorSpreadIndicator);
  144. FIELD_SET(*this, FIX::NoLegs);
  145. class NoLegs: public FIX::Group
  146. {
  147. public:
  148. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {}
  149. FIELD_SET(*this, FIX::LegSymbol);
  150. FIELD_SET(*this, FIX::LegSymbolSfx);
  151. FIELD_SET(*this, FIX::LegSecurityID);
  152. FIELD_SET(*this, FIX::LegSecurityIDSource);
  153. FIELD_SET(*this, FIX::LegProduct);
  154. FIELD_SET(*this, FIX::LegCFICode);
  155. FIELD_SET(*this, FIX::LegSecurityType);
  156. FIELD_SET(*this, FIX::LegSecuritySubType);
  157. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  158. FIELD_SET(*this, FIX::LegMaturityDate);
  159. FIELD_SET(*this, FIX::LegMaturityTime);
  160. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  161. FIELD_SET(*this, FIX::LegIssueDate);
  162. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  163. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  164. FIELD_SET(*this, FIX::LegRepurchaseRate);
  165. FIELD_SET(*this, FIX::LegFactor);
  166. FIELD_SET(*this, FIX::LegCreditRating);
  167. FIELD_SET(*this, FIX::LegInstrRegistry);
  168. FIELD_SET(*this, FIX::LegCountryOfIssue);
  169. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  170. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  171. FIELD_SET(*this, FIX::LegRedemptionDate);
  172. FIELD_SET(*this, FIX::LegStrikePrice);
  173. FIELD_SET(*this, FIX::LegStrikeCurrency);
  174. FIELD_SET(*this, FIX::LegOptAttribute);
  175. FIELD_SET(*this, FIX::LegContractMultiplier);
  176. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  177. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  178. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  179. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  180. FIELD_SET(*this, FIX::LegTimeUnit);
  181. FIELD_SET(*this, FIX::LegExerciseStyle);
  182. FIELD_SET(*this, FIX::LegCouponRate);
  183. FIELD_SET(*this, FIX::LegSecurityExchange);
  184. FIELD_SET(*this, FIX::LegIssuer);
  185. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  186. FIELD_SET(*this, FIX::EncodedLegIssuer);
  187. FIELD_SET(*this, FIX::LegSecurityDesc);
  188. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  189. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  190. FIELD_SET(*this, FIX::LegRatioQty);
  191. FIELD_SET(*this, FIX::LegSide);
  192. FIELD_SET(*this, FIX::LegCurrency);
  193. FIELD_SET(*this, FIX::LegPool);
  194. FIELD_SET(*this, FIX::LegDatedDate);
  195. FIELD_SET(*this, FIX::LegContractSettlMonth);
  196. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  197. FIELD_SET(*this, FIX::LegPutOrCall);
  198. FIELD_SET(*this, FIX::LegOptionRatio);
  199. FIELD_SET(*this, FIX::LegContractMultiplierUnit);
  200. FIELD_SET(*this, FIX::LegFlowScheduleType);
  201. };
  202. FIELD_SET(*this, FIX::NoUnderlyings);
  203. class NoUnderlyings: public FIX::Group
  204. {
  205. public:
  206. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {}
  207. FIELD_SET(*this, FIX::UnderlyingSymbol);
  208. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  209. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  210. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  211. FIELD_SET(*this, FIX::UnderlyingProduct);
  212. FIELD_SET(*this, FIX::UnderlyingCFICode);
  213. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  214. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  215. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  216. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  217. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  218. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  219. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  220. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  221. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  222. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  223. FIELD_SET(*this, FIX::UnderlyingFactor);
  224. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  225. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  226. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  227. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  228. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  229. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  230. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  231. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  232. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  233. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  234. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  235. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  236. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  237. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  238. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  239. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  240. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  241. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  242. FIELD_SET(*this, FIX::UnderlyingIssuer);
  243. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  244. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  245. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  246. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  247. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  248. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  249. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  250. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  251. FIELD_SET(*this, FIX::UnderlyingCurrency);
  252. FIELD_SET(*this, FIX::UnderlyingQty);
  253. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  254. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  255. FIELD_SET(*this, FIX::UnderlyingCashType);
  256. FIELD_SET(*this, FIX::UnderlyingPx);
  257. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  258. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  259. FIELD_SET(*this, FIX::UnderlyingStartValue);
  260. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  261. FIELD_SET(*this, FIX::UnderlyingEndValue);
  262. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  263. FIELD_SET(*this, FIX::UnderlyingFXRate);
  264. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  265. FIELD_SET(*this, FIX::UnderlyingCapValue);
  266. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  267. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  268. FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
  269. FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
  270. FIELD_SET(*this, FIX::UnderlyingRestructuringType);
  271. FIELD_SET(*this, FIX::UnderlyingSeniority);
  272. FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
  273. FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
  274. FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
  275. FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
  276. };
  277. FIELD_SET(*this, FIX::NoTradingSessions);
  278. class NoTradingSessions: public FIX::Group
  279. {
  280. public:
  281. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
  282. FIELD_SET(*this, FIX::TradingSessionID);
  283. FIELD_SET(*this, FIX::TradingSessionSubID);
  284. };
  285. FIELD_SET(*this, FIX::TransactTime);
  286. FIELD_SET(*this, FIX::NoPositions);
  287. class NoPositions: public FIX::Group
  288. {
  289. public:
  290. NoPositions() : FIX::Group(702,703,FIX::message_order(703,704,705,706,976,539,0)) {}
  291. FIELD_SET(*this, FIX::PosType);
  292. FIELD_SET(*this, FIX::LongQty);
  293. FIELD_SET(*this, FIX::ShortQty);
  294. FIELD_SET(*this, FIX::PosQtyStatus);
  295. FIELD_SET(*this, FIX::QuantityDate);
  296. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  297. class NoNestedPartyIDs: public FIX::Group
  298. {
  299. public:
  300. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  301. FIELD_SET(*this, FIX::NestedPartyID);
  302. FIELD_SET(*this, FIX::NestedPartyIDSource);
  303. FIELD_SET(*this, FIX::NestedPartyRole);
  304. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  305. class NoNestedPartySubIDs: public FIX::Group
  306. {
  307. public:
  308. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  309. FIELD_SET(*this, FIX::NestedPartySubID);
  310. FIELD_SET(*this, FIX::NestedPartySubIDType);
  311. };
  312. };
  313. };
  314. FIELD_SET(*this, FIX::NoPosAmt);
  315. class NoPosAmt: public FIX::Group
  316. {
  317. public:
  318. NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,1055,0)) {}
  319. FIELD_SET(*this, FIX::PosAmtType);
  320. FIELD_SET(*this, FIX::PosAmt);
  321. FIELD_SET(*this, FIX::PositionCurrency);
  322. };
  323. FIELD_SET(*this, FIX::AdjustmentType);
  324. FIELD_SET(*this, FIX::ThresholdAmount);
  325. FIELD_SET(*this, FIX::Text);
  326. FIELD_SET(*this, FIX::EncodedTextLen);
  327. FIELD_SET(*this, FIX::EncodedText);
  328. };
  329. }
  330. #endif