1 #ifndef FIX50_DERIVATIVESECURITYLISTREQUEST_H 2 #define FIX50_DERIVATIVESECURITYLISTREQUEST_H 3 4 #include "Message.h" 5 6 namespace FIX50 7 { 8 9 class DerivativeSecurityListRequest : public Message 10 { 11 public: DerivativeSecurityListRequest()12 DerivativeSecurityListRequest() : Message(MsgType()) {} DerivativeSecurityListRequest(const FIX::Message & m)13 DerivativeSecurityListRequest(const FIX::Message& m) : Message(m) {} DerivativeSecurityListRequest(const Message & m)14 DerivativeSecurityListRequest(const Message& m) : Message(m) {} DerivativeSecurityListRequest(const DerivativeSecurityListRequest & m)15 DerivativeSecurityListRequest(const DerivativeSecurityListRequest& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("z"); } 17 DerivativeSecurityListRequest(const FIX::SecurityReqID & aSecurityReqID,const FIX::SecurityListRequestType & aSecurityListRequestType)18 DerivativeSecurityListRequest( 19 const FIX::SecurityReqID& aSecurityReqID, 20 const FIX::SecurityListRequestType& aSecurityListRequestType ) 21 : Message(MsgType()) 22 { 23 set(aSecurityReqID); 24 set(aSecurityListRequestType); 25 } 26 27 FIELD_SET(*this, FIX::SecurityReqID); 28 FIELD_SET(*this, FIX::SecurityListRequestType); 29 FIELD_SET(*this, FIX::UnderlyingSymbol); 30 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 31 FIELD_SET(*this, FIX::UnderlyingSecurityID); 32 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 33 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 34 class NoUnderlyingSecurityAltID: public FIX::Group 35 { 36 public: NoUnderlyingSecurityAltID()37 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 38 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 39 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 40 }; 41 FIELD_SET(*this, FIX::UnderlyingProduct); 42 FIELD_SET(*this, FIX::UnderlyingCFICode); 43 FIELD_SET(*this, FIX::UnderlyingSecurityType); 44 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 45 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 46 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 47 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 48 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 49 FIELD_SET(*this, FIX::UnderlyingIssueDate); 50 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 51 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 52 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 53 FIELD_SET(*this, FIX::UnderlyingFactor); 54 FIELD_SET(*this, FIX::UnderlyingCreditRating); 55 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 56 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 57 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 58 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 59 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 60 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 61 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 62 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 63 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 64 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 65 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 66 FIELD_SET(*this, FIX::UnderlyingCouponRate); 67 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 68 FIELD_SET(*this, FIX::UnderlyingIssuer); 69 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 70 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 71 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 72 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 73 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 74 FIELD_SET(*this, FIX::UnderlyingCPProgram); 75 FIELD_SET(*this, FIX::UnderlyingCPRegType); 76 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 77 FIELD_SET(*this, FIX::UnderlyingCurrency); 78 FIELD_SET(*this, FIX::UnderlyingQty); 79 FIELD_SET(*this, FIX::UnderlyingSettlementType); 80 FIELD_SET(*this, FIX::UnderlyingCashAmount); 81 FIELD_SET(*this, FIX::UnderlyingCashType); 82 FIELD_SET(*this, FIX::UnderlyingPx); 83 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 84 FIELD_SET(*this, FIX::UnderlyingEndPrice); 85 FIELD_SET(*this, FIX::UnderlyingStartValue); 86 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 87 FIELD_SET(*this, FIX::UnderlyingEndValue); 88 FIELD_SET(*this, FIX::NoUnderlyingStips); 89 class NoUnderlyingStips: public FIX::Group 90 { 91 public: NoUnderlyingStips()92 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 93 FIELD_SET(*this, FIX::UnderlyingStipType); 94 FIELD_SET(*this, FIX::UnderlyingStipValue); 95 }; 96 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 97 FIELD_SET(*this, FIX::UnderlyingFXRate); 98 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 99 FIELD_SET(*this, FIX::UnderlyingCapValue); 100 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 101 class NoUndlyInstrumentParties: public FIX::Group 102 { 103 public: NoUndlyInstrumentParties()104 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 105 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 106 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 107 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 108 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 109 class NoUndlyInstrumentPartySubIDs: public FIX::Group 110 { 111 public: NoUndlyInstrumentPartySubIDs()112 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 113 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 114 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 115 }; 116 }; 117 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 118 FIELD_SET(*this, FIX::SecuritySubType); 119 FIELD_SET(*this, FIX::Currency); 120 FIELD_SET(*this, FIX::Text); 121 FIELD_SET(*this, FIX::EncodedTextLen); 122 FIELD_SET(*this, FIX::EncodedText); 123 FIELD_SET(*this, FIX::TradingSessionID); 124 FIELD_SET(*this, FIX::TradingSessionSubID); 125 FIELD_SET(*this, FIX::SubscriptionRequestType); 126 }; 127 128 } 129 130 #endif 131