1 #ifndef FIX50_ADJUSTEDPOSITIONREPORT_H 2 #define FIX50_ADJUSTEDPOSITIONREPORT_H 3 4 #include "Message.h" 5 6 namespace FIX50 7 { 8 9 class AdjustedPositionReport : public Message 10 { 11 public: AdjustedPositionReport()12 AdjustedPositionReport() : Message(MsgType()) {} AdjustedPositionReport(const FIX::Message & m)13 AdjustedPositionReport(const FIX::Message& m) : Message(m) {} AdjustedPositionReport(const Message & m)14 AdjustedPositionReport(const Message& m) : Message(m) {} AdjustedPositionReport(const AdjustedPositionReport & m)15 AdjustedPositionReport(const AdjustedPositionReport& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("BL"); } 17 AdjustedPositionReport(const FIX::PosMaintRptID & aPosMaintRptID,const FIX::ClearingBusinessDate & aClearingBusinessDate)18 AdjustedPositionReport( 19 const FIX::PosMaintRptID& aPosMaintRptID, 20 const FIX::ClearingBusinessDate& aClearingBusinessDate ) 21 : Message(MsgType()) 22 { 23 set(aPosMaintRptID); 24 set(aClearingBusinessDate); 25 } 26 27 FIELD_SET(*this, FIX::PosMaintRptID); 28 FIELD_SET(*this, FIX::PosReqType); 29 FIELD_SET(*this, FIX::ClearingBusinessDate); 30 FIELD_SET(*this, FIX::SettlSessID); 31 FIELD_SET(*this, FIX::PosMaintRptRefID); 32 FIELD_SET(*this, FIX::NoPartyIDs); 33 class NoPartyIDs: public FIX::Group 34 { 35 public: NoPartyIDs()36 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 37 FIELD_SET(*this, FIX::PartyID); 38 FIELD_SET(*this, FIX::PartyIDSource); 39 FIELD_SET(*this, FIX::PartyRole); 40 FIELD_SET(*this, FIX::NoPartySubIDs); 41 class NoPartySubIDs: public FIX::Group 42 { 43 public: NoPartySubIDs()44 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 45 FIELD_SET(*this, FIX::PartySubID); 46 FIELD_SET(*this, FIX::PartySubIDType); 47 }; 48 }; 49 FIELD_SET(*this, FIX::NoPositions); 50 class NoPositions: public FIX::Group 51 { 52 public: NoPositions()53 NoPositions() : FIX::Group(702,703,FIX::message_order(703,704,705,706,976,539,0)) {} 54 FIELD_SET(*this, FIX::PosType); 55 FIELD_SET(*this, FIX::LongQty); 56 FIELD_SET(*this, FIX::ShortQty); 57 FIELD_SET(*this, FIX::PosQtyStatus); 58 FIELD_SET(*this, FIX::QuantityDate); 59 FIELD_SET(*this, FIX::NoNestedPartyIDs); 60 class NoNestedPartyIDs: public FIX::Group 61 { 62 public: NoNestedPartyIDs()63 NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {} 64 FIELD_SET(*this, FIX::NestedPartyID); 65 FIELD_SET(*this, FIX::NestedPartyIDSource); 66 FIELD_SET(*this, FIX::NestedPartyRole); 67 FIELD_SET(*this, FIX::NoNestedPartySubIDs); 68 class NoNestedPartySubIDs: public FIX::Group 69 { 70 public: NoNestedPartySubIDs()71 NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {} 72 FIELD_SET(*this, FIX::NestedPartySubID); 73 FIELD_SET(*this, FIX::NestedPartySubIDType); 74 }; 75 }; 76 }; 77 FIELD_SET(*this, FIX::Symbol); 78 FIELD_SET(*this, FIX::SymbolSfx); 79 FIELD_SET(*this, FIX::SecurityID); 80 FIELD_SET(*this, FIX::SecurityIDSource); 81 FIELD_SET(*this, FIX::NoSecurityAltID); 82 class NoSecurityAltID: public FIX::Group 83 { 84 public: NoSecurityAltID()85 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 86 FIELD_SET(*this, FIX::SecurityAltID); 87 FIELD_SET(*this, FIX::SecurityAltIDSource); 88 }; 89 FIELD_SET(*this, FIX::Product); 90 FIELD_SET(*this, FIX::CFICode); 91 FIELD_SET(*this, FIX::SecurityType); 92 FIELD_SET(*this, FIX::SecuritySubType); 93 FIELD_SET(*this, FIX::MaturityMonthYear); 94 FIELD_SET(*this, FIX::MaturityDate); 95 FIELD_SET(*this, FIX::MaturityTime); 96 FIELD_SET(*this, FIX::PutOrCall); 97 FIELD_SET(*this, FIX::SettleOnOpenFlag); 98 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 99 FIELD_SET(*this, FIX::SecurityStatus); 100 FIELD_SET(*this, FIX::CouponPaymentDate); 101 FIELD_SET(*this, FIX::IssueDate); 102 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 103 FIELD_SET(*this, FIX::RepurchaseTerm); 104 FIELD_SET(*this, FIX::RepurchaseRate); 105 FIELD_SET(*this, FIX::Factor); 106 FIELD_SET(*this, FIX::CreditRating); 107 FIELD_SET(*this, FIX::InstrRegistry); 108 FIELD_SET(*this, FIX::CountryOfIssue); 109 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 110 FIELD_SET(*this, FIX::LocaleOfIssue); 111 FIELD_SET(*this, FIX::RedemptionDate); 112 FIELD_SET(*this, FIX::StrikePrice); 113 FIELD_SET(*this, FIX::StrikeCurrency); 114 FIELD_SET(*this, FIX::StrikeMultiplier); 115 FIELD_SET(*this, FIX::StrikeValue); 116 FIELD_SET(*this, FIX::OptAttribute); 117 FIELD_SET(*this, FIX::ContractMultiplier); 118 FIELD_SET(*this, FIX::MinPriceIncrement); 119 FIELD_SET(*this, FIX::UnitOfMeasure); 120 FIELD_SET(*this, FIX::TimeUnit); 121 FIELD_SET(*this, FIX::CouponRate); 122 FIELD_SET(*this, FIX::SecurityExchange); 123 FIELD_SET(*this, FIX::PositionLimit); 124 FIELD_SET(*this, FIX::NTPositionLimit); 125 FIELD_SET(*this, FIX::Issuer); 126 FIELD_SET(*this, FIX::EncodedIssuerLen); 127 FIELD_SET(*this, FIX::EncodedIssuer); 128 FIELD_SET(*this, FIX::SecurityDesc); 129 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 130 FIELD_SET(*this, FIX::EncodedSecurityDesc); 131 FIELD_SET(*this, FIX::Pool); 132 FIELD_SET(*this, FIX::ContractSettlMonth); 133 FIELD_SET(*this, FIX::CPProgram); 134 FIELD_SET(*this, FIX::CPRegType); 135 FIELD_SET(*this, FIX::NoEvents); 136 class NoEvents: public FIX::Group 137 { 138 public: NoEvents()139 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 140 FIELD_SET(*this, FIX::EventType); 141 FIELD_SET(*this, FIX::EventDate); 142 FIELD_SET(*this, FIX::EventPx); 143 FIELD_SET(*this, FIX::EventText); 144 }; 145 FIELD_SET(*this, FIX::DatedDate); 146 FIELD_SET(*this, FIX::InterestAccrualDate); 147 FIELD_SET(*this, FIX::NoInstrumentParties); 148 class NoInstrumentParties: public FIX::Group 149 { 150 public: NoInstrumentParties()151 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 152 FIELD_SET(*this, FIX::InstrumentPartyID); 153 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 154 FIELD_SET(*this, FIX::InstrumentPartyRole); 155 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 156 class NoInstrumentPartySubIDs: public FIX::Group 157 { 158 public: NoInstrumentPartySubIDs()159 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 160 FIELD_SET(*this, FIX::InstrumentPartySubID); 161 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 162 }; 163 }; 164 FIELD_SET(*this, FIX::SettlPrice); 165 FIELD_SET(*this, FIX::PriorSettlPrice); 166 }; 167 168 } 169 170 #endif 171