1 #ifndef FIX50SP1_COLLATERALINQUIRYACK_H 2 #define FIX50SP1_COLLATERALINQUIRYACK_H 3 4 #include "Message.h" 5 6 namespace FIX50SP1 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::ProductComplex); 90 FIELD_SET(*this, FIX::SecurityGroup); 91 FIELD_SET(*this, FIX::CFICode); 92 FIELD_SET(*this, FIX::SecurityType); 93 FIELD_SET(*this, FIX::SecuritySubType); 94 FIELD_SET(*this, FIX::MaturityMonthYear); 95 FIELD_SET(*this, FIX::MaturityDate); 96 FIELD_SET(*this, FIX::MaturityTime); 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::MinPriceIncrementAmount); 120 FIELD_SET(*this, FIX::UnitOfMeasure); 121 FIELD_SET(*this, FIX::UnitOfMeasureQty); 122 FIELD_SET(*this, FIX::PriceUnitOfMeasure); 123 FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); 124 FIELD_SET(*this, FIX::SettlMethod); 125 FIELD_SET(*this, FIX::ExerciseStyle); 126 FIELD_SET(*this, FIX::OptPayAmount); 127 FIELD_SET(*this, FIX::PriceQuoteMethod); 128 FIELD_SET(*this, FIX::FuturesValuationMethod); 129 FIELD_SET(*this, FIX::ListMethod); 130 FIELD_SET(*this, FIX::CapPrice); 131 FIELD_SET(*this, FIX::FloorPrice); 132 FIELD_SET(*this, FIX::PutOrCall); 133 FIELD_SET(*this, FIX::FlexibleIndicator); 134 FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 135 FIELD_SET(*this, FIX::TimeUnit); 136 FIELD_SET(*this, FIX::CouponRate); 137 FIELD_SET(*this, FIX::SecurityExchange); 138 FIELD_SET(*this, FIX::PositionLimit); 139 FIELD_SET(*this, FIX::NTPositionLimit); 140 FIELD_SET(*this, FIX::Issuer); 141 FIELD_SET(*this, FIX::EncodedIssuerLen); 142 FIELD_SET(*this, FIX::EncodedIssuer); 143 FIELD_SET(*this, FIX::SecurityDesc); 144 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 145 FIELD_SET(*this, FIX::EncodedSecurityDesc); 146 FIELD_SET(*this, FIX::SecurityXMLLen); 147 FIELD_SET(*this, FIX::SecurityXML); 148 FIELD_SET(*this, FIX::SecurityXMLSchema); 149 FIELD_SET(*this, FIX::Pool); 150 FIELD_SET(*this, FIX::ContractSettlMonth); 151 FIELD_SET(*this, FIX::CPProgram); 152 FIELD_SET(*this, FIX::CPRegType); 153 FIELD_SET(*this, FIX::NoEvents); 154 class NoEvents: public FIX::Group 155 { 156 public: NoEvents()157 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} 158 FIELD_SET(*this, FIX::EventType); 159 FIELD_SET(*this, FIX::EventDate); 160 FIELD_SET(*this, FIX::EventTime); 161 FIELD_SET(*this, FIX::EventPx); 162 FIELD_SET(*this, FIX::EventText); 163 }; 164 FIELD_SET(*this, FIX::DatedDate); 165 FIELD_SET(*this, FIX::InterestAccrualDate); 166 FIELD_SET(*this, FIX::NoInstrumentParties); 167 class NoInstrumentParties: public FIX::Group 168 { 169 public: NoInstrumentParties()170 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 171 FIELD_SET(*this, FIX::InstrumentPartyID); 172 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 173 FIELD_SET(*this, FIX::InstrumentPartyRole); 174 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 175 class NoInstrumentPartySubIDs: public FIX::Group 176 { 177 public: NoInstrumentPartySubIDs()178 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 179 FIELD_SET(*this, FIX::InstrumentPartySubID); 180 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 181 }; 182 }; 183 FIELD_SET(*this, FIX::AgreementDesc); 184 FIELD_SET(*this, FIX::AgreementID); 185 FIELD_SET(*this, FIX::AgreementDate); 186 FIELD_SET(*this, FIX::AgreementCurrency); 187 FIELD_SET(*this, FIX::TerminationType); 188 FIELD_SET(*this, FIX::StartDate); 189 FIELD_SET(*this, FIX::EndDate); 190 FIELD_SET(*this, FIX::DeliveryType); 191 FIELD_SET(*this, FIX::MarginRatio); 192 FIELD_SET(*this, FIX::SettlDate); 193 FIELD_SET(*this, FIX::Quantity); 194 FIELD_SET(*this, FIX::QtyType); 195 FIELD_SET(*this, FIX::Currency); 196 FIELD_SET(*this, FIX::NoLegs); 197 class NoLegs: public FIX::Group 198 { 199 public: NoLegs()200 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,0)) {} 201 FIELD_SET(*this, FIX::LegSymbol); 202 FIELD_SET(*this, FIX::LegSymbolSfx); 203 FIELD_SET(*this, FIX::LegSecurityID); 204 FIELD_SET(*this, FIX::LegSecurityIDSource); 205 FIELD_SET(*this, FIX::NoLegSecurityAltID); 206 class NoLegSecurityAltID: public FIX::Group 207 { 208 public: NoLegSecurityAltID()209 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 210 FIELD_SET(*this, FIX::LegSecurityAltID); 211 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 212 }; 213 FIELD_SET(*this, FIX::LegProduct); 214 FIELD_SET(*this, FIX::LegCFICode); 215 FIELD_SET(*this, FIX::LegSecurityType); 216 FIELD_SET(*this, FIX::LegSecuritySubType); 217 FIELD_SET(*this, FIX::LegMaturityMonthYear); 218 FIELD_SET(*this, FIX::LegMaturityDate); 219 FIELD_SET(*this, FIX::LegMaturityTime); 220 FIELD_SET(*this, FIX::LegCouponPaymentDate); 221 FIELD_SET(*this, FIX::LegIssueDate); 222 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 223 FIELD_SET(*this, FIX::LegRepurchaseTerm); 224 FIELD_SET(*this, FIX::LegRepurchaseRate); 225 FIELD_SET(*this, FIX::LegFactor); 226 FIELD_SET(*this, FIX::LegCreditRating); 227 FIELD_SET(*this, FIX::LegInstrRegistry); 228 FIELD_SET(*this, FIX::LegCountryOfIssue); 229 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 230 FIELD_SET(*this, FIX::LegLocaleOfIssue); 231 FIELD_SET(*this, FIX::LegRedemptionDate); 232 FIELD_SET(*this, FIX::LegStrikePrice); 233 FIELD_SET(*this, FIX::LegStrikeCurrency); 234 FIELD_SET(*this, FIX::LegOptAttribute); 235 FIELD_SET(*this, FIX::LegContractMultiplier); 236 FIELD_SET(*this, FIX::LegUnitOfMeasure); 237 FIELD_SET(*this, FIX::LegUnitOfMeasureQty); 238 FIELD_SET(*this, FIX::LegPriceUnitOfMeasure); 239 FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty); 240 FIELD_SET(*this, FIX::LegTimeUnit); 241 FIELD_SET(*this, FIX::LegExerciseStyle); 242 FIELD_SET(*this, FIX::LegCouponRate); 243 FIELD_SET(*this, FIX::LegSecurityExchange); 244 FIELD_SET(*this, FIX::LegIssuer); 245 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 246 FIELD_SET(*this, FIX::EncodedLegIssuer); 247 FIELD_SET(*this, FIX::LegSecurityDesc); 248 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 249 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 250 FIELD_SET(*this, FIX::LegRatioQty); 251 FIELD_SET(*this, FIX::LegSide); 252 FIELD_SET(*this, FIX::LegCurrency); 253 FIELD_SET(*this, FIX::LegPool); 254 FIELD_SET(*this, FIX::LegDatedDate); 255 FIELD_SET(*this, FIX::LegContractSettlMonth); 256 FIELD_SET(*this, FIX::LegInterestAccrualDate); 257 FIELD_SET(*this, FIX::LegPutOrCall); 258 FIELD_SET(*this, FIX::LegOptionRatio); 259 }; 260 FIELD_SET(*this, FIX::NoUnderlyings); 261 class NoUnderlyings: public FIX::Group 262 { 263 public: NoUnderlyings()264 NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {} 265 FIELD_SET(*this, FIX::UnderlyingSymbol); 266 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 267 FIELD_SET(*this, FIX::UnderlyingSecurityID); 268 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 269 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 270 class NoUnderlyingSecurityAltID: public FIX::Group 271 { 272 public: NoUnderlyingSecurityAltID()273 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 274 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 275 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 276 }; 277 FIELD_SET(*this, FIX::UnderlyingProduct); 278 FIELD_SET(*this, FIX::UnderlyingCFICode); 279 FIELD_SET(*this, FIX::UnderlyingSecurityType); 280 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 281 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 282 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 283 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 284 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 285 FIELD_SET(*this, FIX::UnderlyingIssueDate); 286 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 287 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 288 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 289 FIELD_SET(*this, FIX::UnderlyingFactor); 290 FIELD_SET(*this, FIX::UnderlyingCreditRating); 291 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 292 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 293 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 294 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 295 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 296 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 297 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 298 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 299 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 300 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 301 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 302 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 303 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 304 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 305 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 306 FIELD_SET(*this, FIX::UnderlyingCouponRate); 307 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 308 FIELD_SET(*this, FIX::UnderlyingIssuer); 309 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 310 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 311 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 312 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 313 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 314 FIELD_SET(*this, FIX::UnderlyingCPProgram); 315 FIELD_SET(*this, FIX::UnderlyingCPRegType); 316 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 317 FIELD_SET(*this, FIX::UnderlyingCurrency); 318 FIELD_SET(*this, FIX::UnderlyingQty); 319 FIELD_SET(*this, FIX::UnderlyingSettlementType); 320 FIELD_SET(*this, FIX::UnderlyingCashAmount); 321 FIELD_SET(*this, FIX::UnderlyingCashType); 322 FIELD_SET(*this, FIX::UnderlyingPx); 323 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 324 FIELD_SET(*this, FIX::UnderlyingEndPrice); 325 FIELD_SET(*this, FIX::UnderlyingStartValue); 326 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 327 FIELD_SET(*this, FIX::UnderlyingEndValue); 328 FIELD_SET(*this, FIX::NoUnderlyingStips); 329 class NoUnderlyingStips: public FIX::Group 330 { 331 public: NoUnderlyingStips()332 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 333 FIELD_SET(*this, FIX::UnderlyingStipType); 334 FIELD_SET(*this, FIX::UnderlyingStipValue); 335 }; 336 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 337 FIELD_SET(*this, FIX::UnderlyingFXRate); 338 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 339 FIELD_SET(*this, FIX::UnderlyingCapValue); 340 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 341 class NoUndlyInstrumentParties: public FIX::Group 342 { 343 public: NoUndlyInstrumentParties()344 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 345 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 346 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 347 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 348 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 349 class NoUndlyInstrumentPartySubIDs: public FIX::Group 350 { 351 public: NoUndlyInstrumentPartySubIDs()352 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 353 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 354 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 355 }; 356 }; 357 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 358 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 359 }; 360 FIELD_SET(*this, FIX::TradingSessionID); 361 FIELD_SET(*this, FIX::TradingSessionSubID); 362 FIELD_SET(*this, FIX::SettlSessID); 363 FIELD_SET(*this, FIX::SettlSessSubID); 364 FIELD_SET(*this, FIX::ClearingBusinessDate); 365 FIELD_SET(*this, FIX::ResponseTransportType); 366 FIELD_SET(*this, FIX::ResponseDestination); 367 FIELD_SET(*this, FIX::Text); 368 FIELD_SET(*this, FIX::EncodedTextLen); 369 FIELD_SET(*this, FIX::EncodedText); 370 }; 371 372 } 373 374 #endif 375