SecurityListUpdateReport.h 16 KB

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  1. #ifndef FIX50SP2_SECURITYLISTUPDATEREPORT_H
  2. #define FIX50SP2_SECURITYLISTUPDATEREPORT_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class SecurityListUpdateReport : public Message
  7. {
  8. public:
  9. SecurityListUpdateReport() : Message(MsgType()) {}
  10. SecurityListUpdateReport(const FIX::Message& m) : Message(m) {}
  11. SecurityListUpdateReport(const Message& m) : Message(m) {}
  12. SecurityListUpdateReport(const SecurityListUpdateReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("BK"); }
  14. FIELD_SET(*this, FIX::ApplID);
  15. FIELD_SET(*this, FIX::ApplSeqNum);
  16. FIELD_SET(*this, FIX::ApplLastSeqNum);
  17. FIELD_SET(*this, FIX::ApplResendFlag);
  18. FIELD_SET(*this, FIX::SecurityReportID);
  19. FIELD_SET(*this, FIX::SecurityReqID);
  20. FIELD_SET(*this, FIX::SecurityResponseID);
  21. FIELD_SET(*this, FIX::SecurityRequestResult);
  22. FIELD_SET(*this, FIX::TotNoRelatedSym);
  23. FIELD_SET(*this, FIX::ClearingBusinessDate);
  24. FIELD_SET(*this, FIX::SecurityUpdateAction);
  25. FIELD_SET(*this, FIX::CorporateAction);
  26. FIELD_SET(*this, FIX::MarketID);
  27. FIELD_SET(*this, FIX::MarketSegmentID);
  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(146,1324,FIX::message_order(1324,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,668,869,913,914,915,918,788,916,917,919,898,1201,711,15,232,555,218,220,221,222,662,663,699,761,235,236,701,696,697,698,58,354,355,1504,0)) {}
  34. FIELD_SET(*this, FIX::ListUpdateAction);
  35. FIELD_SET(*this, FIX::Symbol);
  36. FIELD_SET(*this, FIX::SymbolSfx);
  37. FIELD_SET(*this, FIX::SecurityID);
  38. FIELD_SET(*this, FIX::SecurityIDSource);
  39. FIELD_SET(*this, FIX::Product);
  40. FIELD_SET(*this, FIX::ProductComplex);
  41. FIELD_SET(*this, FIX::SecurityGroup);
  42. FIELD_SET(*this, FIX::CFICode);
  43. FIELD_SET(*this, FIX::SecurityType);
  44. FIELD_SET(*this, FIX::SecuritySubType);
  45. FIELD_SET(*this, FIX::MaturityMonthYear);
  46. FIELD_SET(*this, FIX::MaturityDate);
  47. FIELD_SET(*this, FIX::MaturityTime);
  48. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  49. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  50. FIELD_SET(*this, FIX::SecurityStatus);
  51. FIELD_SET(*this, FIX::CouponPaymentDate);
  52. FIELD_SET(*this, FIX::IssueDate);
  53. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  54. FIELD_SET(*this, FIX::RepurchaseTerm);
  55. FIELD_SET(*this, FIX::RepurchaseRate);
  56. FIELD_SET(*this, FIX::Factor);
  57. FIELD_SET(*this, FIX::CreditRating);
  58. FIELD_SET(*this, FIX::InstrRegistry);
  59. FIELD_SET(*this, FIX::CountryOfIssue);
  60. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  61. FIELD_SET(*this, FIX::LocaleOfIssue);
  62. FIELD_SET(*this, FIX::RedemptionDate);
  63. FIELD_SET(*this, FIX::StrikePrice);
  64. FIELD_SET(*this, FIX::StrikeCurrency);
  65. FIELD_SET(*this, FIX::StrikeMultiplier);
  66. FIELD_SET(*this, FIX::StrikeValue);
  67. FIELD_SET(*this, FIX::OptAttribute);
  68. FIELD_SET(*this, FIX::ContractMultiplier);
  69. FIELD_SET(*this, FIX::MinPriceIncrement);
  70. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  71. FIELD_SET(*this, FIX::UnitOfMeasure);
  72. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  73. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  74. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  75. FIELD_SET(*this, FIX::SettlMethod);
  76. FIELD_SET(*this, FIX::ExerciseStyle);
  77. FIELD_SET(*this, FIX::OptPayoutAmount);
  78. FIELD_SET(*this, FIX::PriceQuoteMethod);
  79. FIELD_SET(*this, FIX::ValuationMethod);
  80. FIELD_SET(*this, FIX::ListMethod);
  81. FIELD_SET(*this, FIX::CapPrice);
  82. FIELD_SET(*this, FIX::FloorPrice);
  83. FIELD_SET(*this, FIX::PutOrCall);
  84. FIELD_SET(*this, FIX::FlexibleIndicator);
  85. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  86. FIELD_SET(*this, FIX::TimeUnit);
  87. FIELD_SET(*this, FIX::CouponRate);
  88. FIELD_SET(*this, FIX::SecurityExchange);
  89. FIELD_SET(*this, FIX::PositionLimit);
  90. FIELD_SET(*this, FIX::NTPositionLimit);
  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::ContractMultiplierUnit);
  104. FIELD_SET(*this, FIX::FlowScheduleType);
  105. FIELD_SET(*this, FIX::RestructuringType);
  106. FIELD_SET(*this, FIX::Seniority);
  107. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  108. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  109. FIELD_SET(*this, FIX::AttachmentPoint);
  110. FIELD_SET(*this, FIX::DetachmentPoint);
  111. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  112. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  113. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  114. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  115. FIELD_SET(*this, FIX::OptPayoutType);
  116. FIELD_SET(*this, FIX::DeliveryForm);
  117. FIELD_SET(*this, FIX::PctAtRisk);
  118. FIELD_SET(*this, FIX::AgreementDesc);
  119. FIELD_SET(*this, FIX::AgreementID);
  120. FIELD_SET(*this, FIX::AgreementDate);
  121. FIELD_SET(*this, FIX::AgreementCurrency);
  122. FIELD_SET(*this, FIX::TerminationType);
  123. FIELD_SET(*this, FIX::StartDate);
  124. FIELD_SET(*this, FIX::EndDate);
  125. FIELD_SET(*this, FIX::DeliveryType);
  126. FIELD_SET(*this, FIX::MarginRatio);
  127. FIELD_SET(*this, FIX::NoStrikeRules);
  128. class NoStrikeRules: public FIX::Group
  129. {
  130. public:
  131. NoStrikeRules() : FIX::Group(1201,1223,FIX::message_order(1223,1202,1203,1204,1304,1236,0)) {}
  132. FIELD_SET(*this, FIX::StrikeRuleID);
  133. FIELD_SET(*this, FIX::StartStrikePxRange);
  134. FIELD_SET(*this, FIX::EndStrikePxRange);
  135. FIELD_SET(*this, FIX::StrikeIncrement);
  136. FIELD_SET(*this, FIX::StrikeExerciseStyle);
  137. FIELD_SET(*this, FIX::NoMaturityRules);
  138. class NoMaturityRules: public FIX::Group
  139. {
  140. public:
  141. NoMaturityRules() : FIX::Group(1236,1222,FIX::message_order(1222,1303,1302,1241,1226,1229,0)) {}
  142. FIELD_SET(*this, FIX::MaturityRuleID);
  143. FIELD_SET(*this, FIX::MaturityMonthYearFormat);
  144. FIELD_SET(*this, FIX::MaturityMonthYearIncrementUnits);
  145. FIELD_SET(*this, FIX::StartMaturityMonthYear);
  146. FIELD_SET(*this, FIX::EndMaturityMonthYear);
  147. FIELD_SET(*this, FIX::MaturityMonthYearIncrement);
  148. };
  149. };
  150. FIELD_SET(*this, FIX::NoUnderlyings);
  151. class NoUnderlyings: public FIX::Group
  152. {
  153. public:
  154. 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)) {}
  155. FIELD_SET(*this, FIX::UnderlyingSymbol);
  156. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  157. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  158. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  159. FIELD_SET(*this, FIX::UnderlyingProduct);
  160. FIELD_SET(*this, FIX::UnderlyingCFICode);
  161. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  162. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  163. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  164. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  165. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  166. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  167. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  168. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  169. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  170. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  171. FIELD_SET(*this, FIX::UnderlyingFactor);
  172. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  173. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  174. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  175. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  176. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  177. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  178. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  179. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  180. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  181. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  182. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  183. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  184. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  185. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  186. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  187. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  188. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  189. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  190. FIELD_SET(*this, FIX::UnderlyingIssuer);
  191. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  192. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  193. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  194. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  195. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  196. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  197. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  198. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  199. FIELD_SET(*this, FIX::UnderlyingCurrency);
  200. FIELD_SET(*this, FIX::UnderlyingQty);
  201. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  202. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  203. FIELD_SET(*this, FIX::UnderlyingCashType);
  204. FIELD_SET(*this, FIX::UnderlyingPx);
  205. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  206. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  207. FIELD_SET(*this, FIX::UnderlyingStartValue);
  208. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  209. FIELD_SET(*this, FIX::UnderlyingEndValue);
  210. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  211. FIELD_SET(*this, FIX::UnderlyingFXRate);
  212. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  213. FIELD_SET(*this, FIX::UnderlyingCapValue);
  214. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  215. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  216. FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
  217. FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
  218. FIELD_SET(*this, FIX::UnderlyingRestructuringType);
  219. FIELD_SET(*this, FIX::UnderlyingSeniority);
  220. FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
  221. FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
  222. FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
  223. FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
  224. };
  225. FIELD_SET(*this, FIX::Currency);
  226. FIELD_SET(*this, FIX::NoStipulations);
  227. class NoStipulations: public FIX::Group
  228. {
  229. public:
  230. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  231. FIELD_SET(*this, FIX::StipulationType);
  232. FIELD_SET(*this, FIX::StipulationValue);
  233. };
  234. FIELD_SET(*this, FIX::NoLegs);
  235. class NoLegs: public FIX::Group
  236. {
  237. public:
  238. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,690,587,683,676,677,678,679,680,0)) {}
  239. FIELD_SET(*this, FIX::LegSymbol);
  240. FIELD_SET(*this, FIX::LegSymbolSfx);
  241. FIELD_SET(*this, FIX::LegSecurityID);
  242. FIELD_SET(*this, FIX::LegSecurityIDSource);
  243. FIELD_SET(*this, FIX::LegProduct);
  244. FIELD_SET(*this, FIX::LegCFICode);
  245. FIELD_SET(*this, FIX::LegSecurityType);
  246. FIELD_SET(*this, FIX::LegSecuritySubType);
  247. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  248. FIELD_SET(*this, FIX::LegMaturityDate);
  249. FIELD_SET(*this, FIX::LegMaturityTime);
  250. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  251. FIELD_SET(*this, FIX::LegIssueDate);
  252. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  253. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  254. FIELD_SET(*this, FIX::LegRepurchaseRate);
  255. FIELD_SET(*this, FIX::LegFactor);
  256. FIELD_SET(*this, FIX::LegCreditRating);
  257. FIELD_SET(*this, FIX::LegInstrRegistry);
  258. FIELD_SET(*this, FIX::LegCountryOfIssue);
  259. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  260. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  261. FIELD_SET(*this, FIX::LegRedemptionDate);
  262. FIELD_SET(*this, FIX::LegStrikePrice);
  263. FIELD_SET(*this, FIX::LegStrikeCurrency);
  264. FIELD_SET(*this, FIX::LegOptAttribute);
  265. FIELD_SET(*this, FIX::LegContractMultiplier);
  266. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  267. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  268. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  269. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  270. FIELD_SET(*this, FIX::LegTimeUnit);
  271. FIELD_SET(*this, FIX::LegExerciseStyle);
  272. FIELD_SET(*this, FIX::LegCouponRate);
  273. FIELD_SET(*this, FIX::LegSecurityExchange);
  274. FIELD_SET(*this, FIX::LegIssuer);
  275. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  276. FIELD_SET(*this, FIX::EncodedLegIssuer);
  277. FIELD_SET(*this, FIX::LegSecurityDesc);
  278. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  279. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  280. FIELD_SET(*this, FIX::LegRatioQty);
  281. FIELD_SET(*this, FIX::LegSide);
  282. FIELD_SET(*this, FIX::LegCurrency);
  283. FIELD_SET(*this, FIX::LegPool);
  284. FIELD_SET(*this, FIX::LegDatedDate);
  285. FIELD_SET(*this, FIX::LegContractSettlMonth);
  286. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  287. FIELD_SET(*this, FIX::LegPutOrCall);
  288. FIELD_SET(*this, FIX::LegOptionRatio);
  289. FIELD_SET(*this, FIX::LegContractMultiplierUnit);
  290. FIELD_SET(*this, FIX::LegFlowScheduleType);
  291. FIELD_SET(*this, FIX::LegSwapType);
  292. FIELD_SET(*this, FIX::LegSettlType);
  293. FIELD_SET(*this, FIX::NoLegStipulations);
  294. class NoLegStipulations: public FIX::Group
  295. {
  296. public:
  297. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  298. FIELD_SET(*this, FIX::LegStipulationType);
  299. FIELD_SET(*this, FIX::LegStipulationValue);
  300. };
  301. FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency);
  302. FIELD_SET(*this, FIX::LegBenchmarkCurveName);
  303. FIELD_SET(*this, FIX::LegBenchmarkCurvePoint);
  304. FIELD_SET(*this, FIX::LegBenchmarkPrice);
  305. FIELD_SET(*this, FIX::LegBenchmarkPriceType);
  306. };
  307. FIELD_SET(*this, FIX::Spread);
  308. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  309. FIELD_SET(*this, FIX::BenchmarkCurveName);
  310. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  311. FIELD_SET(*this, FIX::BenchmarkPrice);
  312. FIELD_SET(*this, FIX::BenchmarkPriceType);
  313. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  314. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  315. FIELD_SET(*this, FIX::YieldType);
  316. FIELD_SET(*this, FIX::Yield);
  317. FIELD_SET(*this, FIX::YieldCalcDate);
  318. FIELD_SET(*this, FIX::YieldRedemptionDate);
  319. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  320. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  321. FIELD_SET(*this, FIX::Text);
  322. FIELD_SET(*this, FIX::EncodedTextLen);
  323. FIELD_SET(*this, FIX::EncodedText);
  324. FIELD_SET(*this, FIX::RelSymTransactTime);
  325. };
  326. FIELD_SET(*this, FIX::SecurityListID);
  327. FIELD_SET(*this, FIX::SecurityListRefID);
  328. FIELD_SET(*this, FIX::SecurityListDesc);
  329. FIELD_SET(*this, FIX::EncodedSecurityListDescLen);
  330. FIELD_SET(*this, FIX::EncodedSecurityListDesc);
  331. FIELD_SET(*this, FIX::SecurityListType);
  332. FIELD_SET(*this, FIX::SecurityListTypeSource);
  333. FIELD_SET(*this, FIX::TransactTime);
  334. };
  335. }
  336. #endif