1 #ifndef FIX50_COLLATERALINQUIRYACK_H 2 #define FIX50_COLLATERALINQUIRYACK_H 3 4 #include "Message.h" 5 6 namespace FIX50 7 { 8 9 class CollateralInquiryAck : public Message 10 { 11 public: CollateralInquiryAck()12 CollateralInquiryAck() : Message(MsgType()) {} CollateralInquiryAck(const FIX::Message & m)13 CollateralInquiryAck(const FIX::Message& m) : Message(m) {} CollateralInquiryAck(const Message & m)14 CollateralInquiryAck(const Message& m) : Message(m) {} CollateralInquiryAck(const CollateralInquiryAck & m)15 CollateralInquiryAck(const CollateralInquiryAck& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("BG"); } 17 CollateralInquiryAck(const FIX::CollInquiryID & aCollInquiryID,const FIX::CollInquiryStatus & aCollInquiryStatus)18 CollateralInquiryAck( 19 const FIX::CollInquiryID& aCollInquiryID, 20 const FIX::CollInquiryStatus& aCollInquiryStatus ) 21 : Message(MsgType()) 22 { 23 set(aCollInquiryID); 24 set(aCollInquiryStatus); 25 } 26 27 FIELD_SET(*this, FIX::CollInquiryID); 28 FIELD_SET(*this, FIX::CollInquiryStatus); 29 FIELD_SET(*this, FIX::CollInquiryResult); 30 FIELD_SET(*this, FIX::NoCollInquiryQualifier); 31 class NoCollInquiryQualifier: public FIX::Group 32 { 33 public: NoCollInquiryQualifier()34 NoCollInquiryQualifier() : FIX::Group(938,896,FIX::message_order(896,0)) {} 35 FIELD_SET(*this, FIX::CollInquiryQualifier); 36 }; 37 FIELD_SET(*this, FIX::TotNumReports); 38 FIELD_SET(*this, FIX::NoPartyIDs); 39 class NoPartyIDs: public FIX::Group 40 { 41 public: NoPartyIDs()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: NoPartySubIDs()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::AccountType); 57 FIELD_SET(*this, FIX::ClOrdID); 58 FIELD_SET(*this, FIX::OrderID); 59 FIELD_SET(*this, FIX::SecondaryOrderID); 60 FIELD_SET(*this, FIX::SecondaryClOrdID); 61 FIELD_SET(*this, FIX::NoExecs); 62 class NoExecs: public FIX::Group 63 { 64 public: NoExecs()65 NoExecs() : FIX::Group(124,17,FIX::message_order(17,0)) {} 66 FIELD_SET(*this, FIX::ExecID); 67 }; 68 FIELD_SET(*this, FIX::NoTrades); 69 class NoTrades: public FIX::Group 70 { 71 public: NoTrades()72 NoTrades() : FIX::Group(897,571,FIX::message_order(571,818,0)) {} 73 FIELD_SET(*this, FIX::TradeReportID); 74 FIELD_SET(*this, FIX::SecondaryTradeReportID); 75 }; 76 FIELD_SET(*this, FIX::Symbol); 77 FIELD_SET(*this, FIX::SymbolSfx); 78 FIELD_SET(*this, FIX::SecurityID); 79 FIELD_SET(*this, FIX::SecurityIDSource); 80 FIELD_SET(*this, FIX::NoSecurityAltID); 81 class NoSecurityAltID: public FIX::Group 82 { 83 public: NoSecurityAltID()84 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 85 FIELD_SET(*this, FIX::SecurityAltID); 86 FIELD_SET(*this, FIX::SecurityAltIDSource); 87 }; 88 FIELD_SET(*this, FIX::Product); 89 FIELD_SET(*this, FIX::CFICode); 90 FIELD_SET(*this, FIX::SecurityType); 91 FIELD_SET(*this, FIX::SecuritySubType); 92 FIELD_SET(*this, FIX::MaturityMonthYear); 93 FIELD_SET(*this, FIX::MaturityDate); 94 FIELD_SET(*this, FIX::MaturityTime); 95 FIELD_SET(*this, FIX::PutOrCall); 96 FIELD_SET(*this, FIX::SettleOnOpenFlag); 97 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 98 FIELD_SET(*this, FIX::SecurityStatus); 99 FIELD_SET(*this, FIX::CouponPaymentDate); 100 FIELD_SET(*this, FIX::IssueDate); 101 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 102 FIELD_SET(*this, FIX::RepurchaseTerm); 103 FIELD_SET(*this, FIX::RepurchaseRate); 104 FIELD_SET(*this, FIX::Factor); 105 FIELD_SET(*this, FIX::CreditRating); 106 FIELD_SET(*this, FIX::InstrRegistry); 107 FIELD_SET(*this, FIX::CountryOfIssue); 108 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 109 FIELD_SET(*this, FIX::LocaleOfIssue); 110 FIELD_SET(*this, FIX::RedemptionDate); 111 FIELD_SET(*this, FIX::StrikePrice); 112 FIELD_SET(*this, FIX::StrikeCurrency); 113 FIELD_SET(*this, FIX::StrikeMultiplier); 114 FIELD_SET(*this, FIX::StrikeValue); 115 FIELD_SET(*this, FIX::OptAttribute); 116 FIELD_SET(*this, FIX::ContractMultiplier); 117 FIELD_SET(*this, FIX::MinPriceIncrement); 118 FIELD_SET(*this, FIX::UnitOfMeasure); 119 FIELD_SET(*this, FIX::TimeUnit); 120 FIELD_SET(*this, FIX::CouponRate); 121 FIELD_SET(*this, FIX::SecurityExchange); 122 FIELD_SET(*this, FIX::PositionLimit); 123 FIELD_SET(*this, FIX::NTPositionLimit); 124 FIELD_SET(*this, FIX::Issuer); 125 FIELD_SET(*this, FIX::EncodedIssuerLen); 126 FIELD_SET(*this, FIX::EncodedIssuer); 127 FIELD_SET(*this, FIX::SecurityDesc); 128 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 129 FIELD_SET(*this, FIX::EncodedSecurityDesc); 130 FIELD_SET(*this, FIX::Pool); 131 FIELD_SET(*this, FIX::ContractSettlMonth); 132 FIELD_SET(*this, FIX::CPProgram); 133 FIELD_SET(*this, FIX::CPRegType); 134 FIELD_SET(*this, FIX::NoEvents); 135 class NoEvents: public FIX::Group 136 { 137 public: NoEvents()138 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 139 FIELD_SET(*this, FIX::EventType); 140 FIELD_SET(*this, FIX::EventDate); 141 FIELD_SET(*this, FIX::EventPx); 142 FIELD_SET(*this, FIX::EventText); 143 }; 144 FIELD_SET(*this, FIX::DatedDate); 145 FIELD_SET(*this, FIX::InterestAccrualDate); 146 FIELD_SET(*this, FIX::NoInstrumentParties); 147 class NoInstrumentParties: public FIX::Group 148 { 149 public: NoInstrumentParties()150 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 151 FIELD_SET(*this, FIX::InstrumentPartyID); 152 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 153 FIELD_SET(*this, FIX::InstrumentPartyRole); 154 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 155 class NoInstrumentPartySubIDs: public FIX::Group 156 { 157 public: NoInstrumentPartySubIDs()158 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 159 FIELD_SET(*this, FIX::InstrumentPartySubID); 160 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 161 }; 162 }; 163 FIELD_SET(*this, FIX::AgreementDesc); 164 FIELD_SET(*this, FIX::AgreementID); 165 FIELD_SET(*this, FIX::AgreementDate); 166 FIELD_SET(*this, FIX::AgreementCurrency); 167 FIELD_SET(*this, FIX::TerminationType); 168 FIELD_SET(*this, FIX::StartDate); 169 FIELD_SET(*this, FIX::EndDate); 170 FIELD_SET(*this, FIX::DeliveryType); 171 FIELD_SET(*this, FIX::MarginRatio); 172 FIELD_SET(*this, FIX::SettlDate); 173 FIELD_SET(*this, FIX::Quantity); 174 FIELD_SET(*this, FIX::QtyType); 175 FIELD_SET(*this, FIX::Currency); 176 FIELD_SET(*this, FIX::NoLegs); 177 class NoLegs: public FIX::Group 178 { 179 public: NoLegs()180 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,0)) {} 181 FIELD_SET(*this, FIX::LegSymbol); 182 FIELD_SET(*this, FIX::LegSymbolSfx); 183 FIELD_SET(*this, FIX::LegSecurityID); 184 FIELD_SET(*this, FIX::LegSecurityIDSource); 185 FIELD_SET(*this, FIX::NoLegSecurityAltID); 186 class NoLegSecurityAltID: public FIX::Group 187 { 188 public: NoLegSecurityAltID()189 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 190 FIELD_SET(*this, FIX::LegSecurityAltID); 191 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 192 }; 193 FIELD_SET(*this, FIX::LegProduct); 194 FIELD_SET(*this, FIX::LegCFICode); 195 FIELD_SET(*this, FIX::LegSecurityType); 196 FIELD_SET(*this, FIX::LegSecuritySubType); 197 FIELD_SET(*this, FIX::LegMaturityMonthYear); 198 FIELD_SET(*this, FIX::LegMaturityDate); 199 FIELD_SET(*this, FIX::LegCouponPaymentDate); 200 FIELD_SET(*this, FIX::LegIssueDate); 201 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 202 FIELD_SET(*this, FIX::LegRepurchaseTerm); 203 FIELD_SET(*this, FIX::LegRepurchaseRate); 204 FIELD_SET(*this, FIX::LegFactor); 205 FIELD_SET(*this, FIX::LegCreditRating); 206 FIELD_SET(*this, FIX::LegInstrRegistry); 207 FIELD_SET(*this, FIX::LegCountryOfIssue); 208 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 209 FIELD_SET(*this, FIX::LegLocaleOfIssue); 210 FIELD_SET(*this, FIX::LegRedemptionDate); 211 FIELD_SET(*this, FIX::LegStrikePrice); 212 FIELD_SET(*this, FIX::LegStrikeCurrency); 213 FIELD_SET(*this, FIX::LegOptAttribute); 214 FIELD_SET(*this, FIX::LegContractMultiplier); 215 FIELD_SET(*this, FIX::LegUnitOfMeasure); 216 FIELD_SET(*this, FIX::LegTimeUnit); 217 FIELD_SET(*this, FIX::LegCouponRate); 218 FIELD_SET(*this, FIX::LegSecurityExchange); 219 FIELD_SET(*this, FIX::LegIssuer); 220 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 221 FIELD_SET(*this, FIX::EncodedLegIssuer); 222 FIELD_SET(*this, FIX::LegSecurityDesc); 223 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 224 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 225 FIELD_SET(*this, FIX::LegRatioQty); 226 FIELD_SET(*this, FIX::LegSide); 227 FIELD_SET(*this, FIX::LegCurrency); 228 FIELD_SET(*this, FIX::LegPool); 229 FIELD_SET(*this, FIX::LegDatedDate); 230 FIELD_SET(*this, FIX::LegContractSettlMonth); 231 FIELD_SET(*this, FIX::LegInterestAccrualDate); 232 FIELD_SET(*this, FIX::LegOptionRatio); 233 }; 234 FIELD_SET(*this, FIX::NoUnderlyings); 235 class NoUnderlyings: public FIX::Group 236 { 237 public: NoUnderlyings()238 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)) {} 239 FIELD_SET(*this, FIX::UnderlyingSymbol); 240 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 241 FIELD_SET(*this, FIX::UnderlyingSecurityID); 242 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 243 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 244 class NoUnderlyingSecurityAltID: public FIX::Group 245 { 246 public: NoUnderlyingSecurityAltID()247 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 248 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 249 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 250 }; 251 FIELD_SET(*this, FIX::UnderlyingProduct); 252 FIELD_SET(*this, FIX::UnderlyingCFICode); 253 FIELD_SET(*this, FIX::UnderlyingSecurityType); 254 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 255 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 256 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 257 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 258 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 259 FIELD_SET(*this, FIX::UnderlyingIssueDate); 260 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 261 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 262 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 263 FIELD_SET(*this, FIX::UnderlyingFactor); 264 FIELD_SET(*this, FIX::UnderlyingCreditRating); 265 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 266 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 267 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 268 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 269 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 270 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 271 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 272 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 273 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 274 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 275 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 276 FIELD_SET(*this, FIX::UnderlyingCouponRate); 277 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 278 FIELD_SET(*this, FIX::UnderlyingIssuer); 279 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 280 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 281 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 282 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 283 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 284 FIELD_SET(*this, FIX::UnderlyingCPProgram); 285 FIELD_SET(*this, FIX::UnderlyingCPRegType); 286 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 287 FIELD_SET(*this, FIX::UnderlyingCurrency); 288 FIELD_SET(*this, FIX::UnderlyingQty); 289 FIELD_SET(*this, FIX::UnderlyingSettlementType); 290 FIELD_SET(*this, FIX::UnderlyingCashAmount); 291 FIELD_SET(*this, FIX::UnderlyingCashType); 292 FIELD_SET(*this, FIX::UnderlyingPx); 293 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 294 FIELD_SET(*this, FIX::UnderlyingEndPrice); 295 FIELD_SET(*this, FIX::UnderlyingStartValue); 296 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 297 FIELD_SET(*this, FIX::UnderlyingEndValue); 298 FIELD_SET(*this, FIX::NoUnderlyingStips); 299 class NoUnderlyingStips: public FIX::Group 300 { 301 public: NoUnderlyingStips()302 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 303 FIELD_SET(*this, FIX::UnderlyingStipType); 304 FIELD_SET(*this, FIX::UnderlyingStipValue); 305 }; 306 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 307 FIELD_SET(*this, FIX::UnderlyingFXRate); 308 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 309 FIELD_SET(*this, FIX::UnderlyingCapValue); 310 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 311 class NoUndlyInstrumentParties: public FIX::Group 312 { 313 public: NoUndlyInstrumentParties()314 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 315 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 316 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 317 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 318 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 319 class NoUndlyInstrumentPartySubIDs: public FIX::Group 320 { 321 public: NoUndlyInstrumentPartySubIDs()322 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 323 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 324 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 325 }; 326 }; 327 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 328 }; 329 FIELD_SET(*this, FIX::TradingSessionID); 330 FIELD_SET(*this, FIX::TradingSessionSubID); 331 FIELD_SET(*this, FIX::SettlSessID); 332 FIELD_SET(*this, FIX::SettlSessSubID); 333 FIELD_SET(*this, FIX::ClearingBusinessDate); 334 FIELD_SET(*this, FIX::ResponseTransportType); 335 FIELD_SET(*this, FIX::ResponseDestination); 336 FIELD_SET(*this, FIX::Text); 337 FIELD_SET(*this, FIX::EncodedTextLen); 338 FIELD_SET(*this, FIX::EncodedText); 339 }; 340 341 } 342 343 #endif 344