1 #ifndef FIX50SP1_SECURITYLISTUPDATEREPORT_H 2 #define FIX50SP1_SECURITYLISTUPDATEREPORT_H 3 4 #include "Message.h" 5 6 namespace FIX50SP1 7 { 8 9 class SecurityListUpdateReport : public Message 10 { 11 public: SecurityListUpdateReport()12 SecurityListUpdateReport() : Message(MsgType()) {} SecurityListUpdateReport(const FIX::Message & m)13 SecurityListUpdateReport(const FIX::Message& m) : Message(m) {} SecurityListUpdateReport(const Message & m)14 SecurityListUpdateReport(const Message& m) : Message(m) {} SecurityListUpdateReport(const SecurityListUpdateReport & m)15 SecurityListUpdateReport(const SecurityListUpdateReport& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("BK"); } 17 18 FIELD_SET(*this, FIX::ApplID); 19 FIELD_SET(*this, FIX::ApplSeqNum); 20 FIELD_SET(*this, FIX::ApplLastSeqNum); 21 FIELD_SET(*this, FIX::ApplResendFlag); 22 FIELD_SET(*this, FIX::SecurityReportID); 23 FIELD_SET(*this, FIX::SecurityReqID); 24 FIELD_SET(*this, FIX::SecurityResponseID); 25 FIELD_SET(*this, FIX::SecurityRequestResult); 26 FIELD_SET(*this, FIX::TotNoRelatedSym); 27 FIELD_SET(*this, FIX::ClearingBusinessDate); 28 FIELD_SET(*this, FIX::SecurityUpdateAction); 29 FIELD_SET(*this, FIX::CorporateAction); 30 FIELD_SET(*this, FIX::MarketID); 31 FIELD_SET(*this, FIX::MarketSegmentID); 32 FIELD_SET(*this, FIX::LastFragment); 33 FIELD_SET(*this, FIX::NoRelatedSym); 34 class NoRelatedSym: public FIX::Group 35 { 36 public: NoRelatedSym()37 NoRelatedSym() : FIX::Group(146,1324,FIX::message_order(1324,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,668,869,913,914,915,918,788,916,917,919,898,1201,711,15,232,555,218,220,221,222,662,663,699,761,235,236,701,696,697,698,58,354,355,0)) {} 38 FIELD_SET(*this, FIX::ListUpdateAction); 39 FIELD_SET(*this, FIX::Symbol); 40 FIELD_SET(*this, FIX::SymbolSfx); 41 FIELD_SET(*this, FIX::SecurityID); 42 FIELD_SET(*this, FIX::SecurityIDSource); 43 FIELD_SET(*this, FIX::NoSecurityAltID); 44 class NoSecurityAltID: public FIX::Group 45 { 46 public: NoSecurityAltID()47 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 48 FIELD_SET(*this, FIX::SecurityAltID); 49 FIELD_SET(*this, FIX::SecurityAltIDSource); 50 }; 51 FIELD_SET(*this, FIX::Product); 52 FIELD_SET(*this, FIX::ProductComplex); 53 FIELD_SET(*this, FIX::SecurityGroup); 54 FIELD_SET(*this, FIX::CFICode); 55 FIELD_SET(*this, FIX::SecurityType); 56 FIELD_SET(*this, FIX::SecuritySubType); 57 FIELD_SET(*this, FIX::MaturityMonthYear); 58 FIELD_SET(*this, FIX::MaturityDate); 59 FIELD_SET(*this, FIX::MaturityTime); 60 FIELD_SET(*this, FIX::SettleOnOpenFlag); 61 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 62 FIELD_SET(*this, FIX::SecurityStatus); 63 FIELD_SET(*this, FIX::CouponPaymentDate); 64 FIELD_SET(*this, FIX::IssueDate); 65 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 66 FIELD_SET(*this, FIX::RepurchaseTerm); 67 FIELD_SET(*this, FIX::RepurchaseRate); 68 FIELD_SET(*this, FIX::Factor); 69 FIELD_SET(*this, FIX::CreditRating); 70 FIELD_SET(*this, FIX::InstrRegistry); 71 FIELD_SET(*this, FIX::CountryOfIssue); 72 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 73 FIELD_SET(*this, FIX::LocaleOfIssue); 74 FIELD_SET(*this, FIX::RedemptionDate); 75 FIELD_SET(*this, FIX::StrikePrice); 76 FIELD_SET(*this, FIX::StrikeCurrency); 77 FIELD_SET(*this, FIX::StrikeMultiplier); 78 FIELD_SET(*this, FIX::StrikeValue); 79 FIELD_SET(*this, FIX::OptAttribute); 80 FIELD_SET(*this, FIX::ContractMultiplier); 81 FIELD_SET(*this, FIX::MinPriceIncrement); 82 FIELD_SET(*this, FIX::MinPriceIncrementAmount); 83 FIELD_SET(*this, FIX::UnitOfMeasure); 84 FIELD_SET(*this, FIX::UnitOfMeasureQty); 85 FIELD_SET(*this, FIX::PriceUnitOfMeasure); 86 FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); 87 FIELD_SET(*this, FIX::SettlMethod); 88 FIELD_SET(*this, FIX::ExerciseStyle); 89 FIELD_SET(*this, FIX::OptPayAmount); 90 FIELD_SET(*this, FIX::PriceQuoteMethod); 91 FIELD_SET(*this, FIX::FuturesValuationMethod); 92 FIELD_SET(*this, FIX::ListMethod); 93 FIELD_SET(*this, FIX::CapPrice); 94 FIELD_SET(*this, FIX::FloorPrice); 95 FIELD_SET(*this, FIX::PutOrCall); 96 FIELD_SET(*this, FIX::FlexibleIndicator); 97 FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 98 FIELD_SET(*this, FIX::TimeUnit); 99 FIELD_SET(*this, FIX::CouponRate); 100 FIELD_SET(*this, FIX::SecurityExchange); 101 FIELD_SET(*this, FIX::PositionLimit); 102 FIELD_SET(*this, FIX::NTPositionLimit); 103 FIELD_SET(*this, FIX::Issuer); 104 FIELD_SET(*this, FIX::EncodedIssuerLen); 105 FIELD_SET(*this, FIX::EncodedIssuer); 106 FIELD_SET(*this, FIX::SecurityDesc); 107 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 108 FIELD_SET(*this, FIX::EncodedSecurityDesc); 109 FIELD_SET(*this, FIX::SecurityXMLLen); 110 FIELD_SET(*this, FIX::SecurityXML); 111 FIELD_SET(*this, FIX::SecurityXMLSchema); 112 FIELD_SET(*this, FIX::Pool); 113 FIELD_SET(*this, FIX::ContractSettlMonth); 114 FIELD_SET(*this, FIX::CPProgram); 115 FIELD_SET(*this, FIX::CPRegType); 116 FIELD_SET(*this, FIX::NoEvents); 117 class NoEvents: public FIX::Group 118 { 119 public: NoEvents()120 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} 121 FIELD_SET(*this, FIX::EventType); 122 FIELD_SET(*this, FIX::EventDate); 123 FIELD_SET(*this, FIX::EventTime); 124 FIELD_SET(*this, FIX::EventPx); 125 FIELD_SET(*this, FIX::EventText); 126 }; 127 FIELD_SET(*this, FIX::DatedDate); 128 FIELD_SET(*this, FIX::InterestAccrualDate); 129 FIELD_SET(*this, FIX::NoInstrumentParties); 130 class NoInstrumentParties: public FIX::Group 131 { 132 public: NoInstrumentParties()133 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 134 FIELD_SET(*this, FIX::InstrumentPartyID); 135 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 136 FIELD_SET(*this, FIX::InstrumentPartyRole); 137 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 138 class NoInstrumentPartySubIDs: public FIX::Group 139 { 140 public: NoInstrumentPartySubIDs()141 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 142 FIELD_SET(*this, FIX::InstrumentPartySubID); 143 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 144 }; 145 }; 146 FIELD_SET(*this, FIX::DeliveryForm); 147 FIELD_SET(*this, FIX::PctAtRisk); 148 FIELD_SET(*this, FIX::NoInstrAttrib); 149 class NoInstrAttrib: public FIX::Group 150 { 151 public: NoInstrAttrib()152 NoInstrAttrib() : FIX::Group(870,871,FIX::message_order(871,872,0)) {} 153 FIELD_SET(*this, FIX::InstrAttribType); 154 FIELD_SET(*this, FIX::InstrAttribValue); 155 }; 156 FIELD_SET(*this, FIX::AgreementDesc); 157 FIELD_SET(*this, FIX::AgreementID); 158 FIELD_SET(*this, FIX::AgreementDate); 159 FIELD_SET(*this, FIX::AgreementCurrency); 160 FIELD_SET(*this, FIX::TerminationType); 161 FIELD_SET(*this, FIX::StartDate); 162 FIELD_SET(*this, FIX::EndDate); 163 FIELD_SET(*this, FIX::DeliveryType); 164 FIELD_SET(*this, FIX::MarginRatio); 165 FIELD_SET(*this, FIX::NoTickRules); 166 class NoTickRules: public FIX::Group 167 { 168 public: NoTickRules()169 NoTickRules() : FIX::Group(1205,1206,FIX::message_order(1206,1207,1208,1209,0)) {} 170 FIELD_SET(*this, FIX::StartTickPriceRange); 171 FIELD_SET(*this, FIX::EndTickPriceRange); 172 FIELD_SET(*this, FIX::TickIncrement); 173 FIELD_SET(*this, FIX::TickRuleType); 174 }; 175 FIELD_SET(*this, FIX::NoLotTypeRules); 176 class NoLotTypeRules: public FIX::Group 177 { 178 public: NoLotTypeRules()179 NoLotTypeRules() : FIX::Group(1234,1093,FIX::message_order(1093,1231,0)) {} 180 FIELD_SET(*this, FIX::LotType); 181 FIELD_SET(*this, FIX::MinLotSize); 182 }; 183 FIELD_SET(*this, FIX::PriceLimitType); 184 FIELD_SET(*this, FIX::LowLimitPrice); 185 FIELD_SET(*this, FIX::HighLimitPrice); 186 FIELD_SET(*this, FIX::TradingReferencePrice); 187 FIELD_SET(*this, FIX::ExpirationCycle); 188 FIELD_SET(*this, FIX::MinTradeVol); 189 FIELD_SET(*this, FIX::MaxTradeVol); 190 FIELD_SET(*this, FIX::MaxPriceVariation); 191 FIELD_SET(*this, FIX::ImpliedMarketIndicator); 192 FIELD_SET(*this, FIX::TradingCurrency); 193 FIELD_SET(*this, FIX::RoundLot); 194 FIELD_SET(*this, FIX::MultilegModel); 195 FIELD_SET(*this, FIX::MultilegPriceMethod); 196 FIELD_SET(*this, FIX::PriceType); 197 FIELD_SET(*this, FIX::NoTradingSessionRules); 198 class NoTradingSessionRules: public FIX::Group 199 { 200 public: NoTradingSessionRules()201 NoTradingSessionRules() : FIX::Group(1309,336,FIX::message_order(336,625,0)) {} 202 FIELD_SET(*this, FIX::TradingSessionID); 203 FIELD_SET(*this, FIX::TradingSessionSubID); 204 FIELD_SET(*this, FIX::NoOrdTypeRules); 205 class NoOrdTypeRules: public FIX::Group 206 { 207 public: NoOrdTypeRules()208 NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {} 209 FIELD_SET(*this, FIX::OrdType); 210 }; 211 FIELD_SET(*this, FIX::NoTimeInForceRules); 212 class NoTimeInForceRules: public FIX::Group 213 { 214 public: NoTimeInForceRules()215 NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {} 216 FIELD_SET(*this, FIX::TimeInForce); 217 }; 218 FIELD_SET(*this, FIX::NoExecInstRules); 219 class NoExecInstRules: public FIX::Group 220 { 221 public: NoExecInstRules()222 NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {} 223 FIELD_SET(*this, FIX::ExecInstValue); 224 }; 225 FIELD_SET(*this, FIX::NoMatchRules); 226 class NoMatchRules: public FIX::Group 227 { 228 public: NoMatchRules()229 NoMatchRules() : FIX::Group(1235,1142,FIX::message_order(1142,574,0)) {} 230 FIELD_SET(*this, FIX::MatchAlgorithm); 231 FIELD_SET(*this, FIX::MatchType); 232 }; 233 FIELD_SET(*this, FIX::NoMDFeedTypes); 234 class NoMDFeedTypes: public FIX::Group 235 { 236 public: NoMDFeedTypes()237 NoMDFeedTypes() : FIX::Group(1141,1022,FIX::message_order(1022,264,1021,0)) {} 238 FIELD_SET(*this, FIX::MDFeedType); 239 FIELD_SET(*this, FIX::MarketDepth); 240 FIELD_SET(*this, FIX::MDBookType); 241 }; 242 }; 243 FIELD_SET(*this, FIX::NoNestedInstrAttrib); 244 class NoNestedInstrAttrib: public FIX::Group 245 { 246 public: NoNestedInstrAttrib()247 NoNestedInstrAttrib() : FIX::Group(1312,1210,FIX::message_order(1210,1211,0)) {} 248 FIELD_SET(*this, FIX::NestedInstrAttribType); 249 FIELD_SET(*this, FIX::NestedInstrAttribValue); 250 }; 251 FIELD_SET(*this, FIX::NoStrikeRules); 252 class NoStrikeRules: public FIX::Group 253 { 254 public: NoStrikeRules()255 NoStrikeRules() : FIX::Group(1201,1223,FIX::message_order(1223,1202,1203,1204,1304,1236,0)) {} 256 FIELD_SET(*this, FIX::StrikeRuleID); 257 FIELD_SET(*this, FIX::StartStrikePxRange); 258 FIELD_SET(*this, FIX::EndStrikePxRange); 259 FIELD_SET(*this, FIX::StrikeIncrement); 260 FIELD_SET(*this, FIX::StrikeExerciseStyle); 261 FIELD_SET(*this, FIX::NoMaturityRules); 262 class NoMaturityRules: public FIX::Group 263 { 264 public: NoMaturityRules()265 NoMaturityRules() : FIX::Group(1236,1222,FIX::message_order(1222,1303,1302,1241,1226,1229,0)) {} 266 FIELD_SET(*this, FIX::MaturityRuleID); 267 FIELD_SET(*this, FIX::MaturityMonthYearFormat); 268 FIELD_SET(*this, FIX::MaturityMonthYearIncrementUnits); 269 FIELD_SET(*this, FIX::StartMaturityMonthYear); 270 FIELD_SET(*this, FIX::EndMaturityMonthYear); 271 FIELD_SET(*this, FIX::MaturityMonthYearIncrement); 272 }; 273 }; 274 FIELD_SET(*this, FIX::NoUnderlyings); 275 class NoUnderlyings: public FIX::Group 276 { 277 public: NoUnderlyings()278 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)) {} 279 FIELD_SET(*this, FIX::UnderlyingSymbol); 280 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 281 FIELD_SET(*this, FIX::UnderlyingSecurityID); 282 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 283 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 284 class NoUnderlyingSecurityAltID: public FIX::Group 285 { 286 public: NoUnderlyingSecurityAltID()287 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 288 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 289 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 290 }; 291 FIELD_SET(*this, FIX::UnderlyingProduct); 292 FIELD_SET(*this, FIX::UnderlyingCFICode); 293 FIELD_SET(*this, FIX::UnderlyingSecurityType); 294 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 295 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 296 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 297 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 298 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 299 FIELD_SET(*this, FIX::UnderlyingIssueDate); 300 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 301 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 302 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 303 FIELD_SET(*this, FIX::UnderlyingFactor); 304 FIELD_SET(*this, FIX::UnderlyingCreditRating); 305 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 306 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 307 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 308 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 309 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 310 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 311 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 312 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 313 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 314 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 315 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 316 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 317 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 318 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 319 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 320 FIELD_SET(*this, FIX::UnderlyingCouponRate); 321 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 322 FIELD_SET(*this, FIX::UnderlyingIssuer); 323 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 324 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 325 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 326 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 327 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 328 FIELD_SET(*this, FIX::UnderlyingCPProgram); 329 FIELD_SET(*this, FIX::UnderlyingCPRegType); 330 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 331 FIELD_SET(*this, FIX::UnderlyingCurrency); 332 FIELD_SET(*this, FIX::UnderlyingQty); 333 FIELD_SET(*this, FIX::UnderlyingSettlementType); 334 FIELD_SET(*this, FIX::UnderlyingCashAmount); 335 FIELD_SET(*this, FIX::UnderlyingCashType); 336 FIELD_SET(*this, FIX::UnderlyingPx); 337 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 338 FIELD_SET(*this, FIX::UnderlyingEndPrice); 339 FIELD_SET(*this, FIX::UnderlyingStartValue); 340 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 341 FIELD_SET(*this, FIX::UnderlyingEndValue); 342 FIELD_SET(*this, FIX::NoUnderlyingStips); 343 class NoUnderlyingStips: public FIX::Group 344 { 345 public: NoUnderlyingStips()346 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 347 FIELD_SET(*this, FIX::UnderlyingStipType); 348 FIELD_SET(*this, FIX::UnderlyingStipValue); 349 }; 350 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 351 FIELD_SET(*this, FIX::UnderlyingFXRate); 352 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 353 FIELD_SET(*this, FIX::UnderlyingCapValue); 354 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 355 class NoUndlyInstrumentParties: public FIX::Group 356 { 357 public: NoUndlyInstrumentParties()358 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 359 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 360 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 361 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 362 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 363 class NoUndlyInstrumentPartySubIDs: public FIX::Group 364 { 365 public: NoUndlyInstrumentPartySubIDs()366 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 367 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 368 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 369 }; 370 }; 371 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 372 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 373 }; 374 FIELD_SET(*this, FIX::Currency); 375 FIELD_SET(*this, FIX::NoStipulations); 376 class NoStipulations: public FIX::Group 377 { 378 public: NoStipulations()379 NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} 380 FIELD_SET(*this, FIX::StipulationType); 381 FIELD_SET(*this, FIX::StipulationValue); 382 }; 383 FIELD_SET(*this, FIX::NoLegs); 384 class NoLegs: public FIX::Group 385 { 386 public: NoLegs()387 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,690,587,683,676,677,678,679,680,0)) {} 388 FIELD_SET(*this, FIX::LegSymbol); 389 FIELD_SET(*this, FIX::LegSymbolSfx); 390 FIELD_SET(*this, FIX::LegSecurityID); 391 FIELD_SET(*this, FIX::LegSecurityIDSource); 392 FIELD_SET(*this, FIX::NoLegSecurityAltID); 393 class NoLegSecurityAltID: public FIX::Group 394 { 395 public: NoLegSecurityAltID()396 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 397 FIELD_SET(*this, FIX::LegSecurityAltID); 398 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 399 }; 400 FIELD_SET(*this, FIX::LegProduct); 401 FIELD_SET(*this, FIX::LegCFICode); 402 FIELD_SET(*this, FIX::LegSecurityType); 403 FIELD_SET(*this, FIX::LegSecuritySubType); 404 FIELD_SET(*this, FIX::LegMaturityMonthYear); 405 FIELD_SET(*this, FIX::LegMaturityDate); 406 FIELD_SET(*this, FIX::LegMaturityTime); 407 FIELD_SET(*this, FIX::LegCouponPaymentDate); 408 FIELD_SET(*this, FIX::LegIssueDate); 409 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 410 FIELD_SET(*this, FIX::LegRepurchaseTerm); 411 FIELD_SET(*this, FIX::LegRepurchaseRate); 412 FIELD_SET(*this, FIX::LegFactor); 413 FIELD_SET(*this, FIX::LegCreditRating); 414 FIELD_SET(*this, FIX::LegInstrRegistry); 415 FIELD_SET(*this, FIX::LegCountryOfIssue); 416 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 417 FIELD_SET(*this, FIX::LegLocaleOfIssue); 418 FIELD_SET(*this, FIX::LegRedemptionDate); 419 FIELD_SET(*this, FIX::LegStrikePrice); 420 FIELD_SET(*this, FIX::LegStrikeCurrency); 421 FIELD_SET(*this, FIX::LegOptAttribute); 422 FIELD_SET(*this, FIX::LegContractMultiplier); 423 FIELD_SET(*this, FIX::LegUnitOfMeasure); 424 FIELD_SET(*this, FIX::LegUnitOfMeasureQty); 425 FIELD_SET(*this, FIX::LegPriceUnitOfMeasure); 426 FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty); 427 FIELD_SET(*this, FIX::LegTimeUnit); 428 FIELD_SET(*this, FIX::LegExerciseStyle); 429 FIELD_SET(*this, FIX::LegCouponRate); 430 FIELD_SET(*this, FIX::LegSecurityExchange); 431 FIELD_SET(*this, FIX::LegIssuer); 432 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 433 FIELD_SET(*this, FIX::EncodedLegIssuer); 434 FIELD_SET(*this, FIX::LegSecurityDesc); 435 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 436 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 437 FIELD_SET(*this, FIX::LegRatioQty); 438 FIELD_SET(*this, FIX::LegSide); 439 FIELD_SET(*this, FIX::LegCurrency); 440 FIELD_SET(*this, FIX::LegPool); 441 FIELD_SET(*this, FIX::LegDatedDate); 442 FIELD_SET(*this, FIX::LegContractSettlMonth); 443 FIELD_SET(*this, FIX::LegInterestAccrualDate); 444 FIELD_SET(*this, FIX::LegPutOrCall); 445 FIELD_SET(*this, FIX::LegOptionRatio); 446 FIELD_SET(*this, FIX::LegSwapType); 447 FIELD_SET(*this, FIX::LegSettlType); 448 FIELD_SET(*this, FIX::NoLegStipulations); 449 class NoLegStipulations: public FIX::Group 450 { 451 public: NoLegStipulations()452 NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {} 453 FIELD_SET(*this, FIX::LegStipulationType); 454 FIELD_SET(*this, FIX::LegStipulationValue); 455 }; 456 FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency); 457 FIELD_SET(*this, FIX::LegBenchmarkCurveName); 458 FIELD_SET(*this, FIX::LegBenchmarkCurvePoint); 459 FIELD_SET(*this, FIX::LegBenchmarkPrice); 460 FIELD_SET(*this, FIX::LegBenchmarkPriceType); 461 }; 462 FIELD_SET(*this, FIX::Spread); 463 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 464 FIELD_SET(*this, FIX::BenchmarkCurveName); 465 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 466 FIELD_SET(*this, FIX::BenchmarkPrice); 467 FIELD_SET(*this, FIX::BenchmarkPriceType); 468 FIELD_SET(*this, FIX::BenchmarkSecurityID); 469 FIELD_SET(*this, FIX::BenchmarkSecurityIDSource); 470 FIELD_SET(*this, FIX::YieldType); 471 FIELD_SET(*this, FIX::Yield); 472 FIELD_SET(*this, FIX::YieldCalcDate); 473 FIELD_SET(*this, FIX::YieldRedemptionDate); 474 FIELD_SET(*this, FIX::YieldRedemptionPrice); 475 FIELD_SET(*this, FIX::YieldRedemptionPriceType); 476 FIELD_SET(*this, FIX::Text); 477 FIELD_SET(*this, FIX::EncodedTextLen); 478 FIELD_SET(*this, FIX::EncodedText); 479 }; 480 }; 481 482 } 483 484 #endif 485