1 #ifndef FIX50SP2_DERIVATIVESECURITYLISTUPDATEREPORT_H 2 #define FIX50SP2_DERIVATIVESECURITYLISTUPDATEREPORT_H 3 4 #include "Message.h" 5 6 namespace FIX50SP2 7 { 8 9 class DerivativeSecurityListUpdateReport : public Message 10 { 11 public: DerivativeSecurityListUpdateReport()12 DerivativeSecurityListUpdateReport() : Message(MsgType()) {} DerivativeSecurityListUpdateReport(const FIX::Message & m)13 DerivativeSecurityListUpdateReport(const FIX::Message& m) : Message(m) {} DerivativeSecurityListUpdateReport(const Message & m)14 DerivativeSecurityListUpdateReport(const Message& m) : Message(m) {} DerivativeSecurityListUpdateReport(const DerivativeSecurityListUpdateReport & m)15 DerivativeSecurityListUpdateReport(const DerivativeSecurityListUpdateReport& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("BR"); } 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::SecurityReqID); 23 FIELD_SET(*this, FIX::SecurityResponseID); 24 FIELD_SET(*this, FIX::SecurityRequestResult); 25 FIELD_SET(*this, FIX::SecurityUpdateAction); 26 FIELD_SET(*this, FIX::UnderlyingSymbol); 27 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 28 FIELD_SET(*this, FIX::UnderlyingSecurityID); 29 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 30 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 31 class NoUnderlyingSecurityAltID: public FIX::Group 32 { 33 public: NoUnderlyingSecurityAltID()34 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 35 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 36 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 37 }; 38 FIELD_SET(*this, FIX::UnderlyingProduct); 39 FIELD_SET(*this, FIX::UnderlyingCFICode); 40 FIELD_SET(*this, FIX::UnderlyingSecurityType); 41 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 42 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 43 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 44 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 45 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 46 FIELD_SET(*this, FIX::UnderlyingIssueDate); 47 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 48 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 49 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 50 FIELD_SET(*this, FIX::UnderlyingFactor); 51 FIELD_SET(*this, FIX::UnderlyingCreditRating); 52 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 53 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 54 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 55 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 56 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 57 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 58 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 59 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 60 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 61 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 62 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 63 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 64 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 65 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 66 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 67 FIELD_SET(*this, FIX::UnderlyingCouponRate); 68 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 69 FIELD_SET(*this, FIX::UnderlyingIssuer); 70 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 71 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 72 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 73 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 74 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 75 FIELD_SET(*this, FIX::UnderlyingCPProgram); 76 FIELD_SET(*this, FIX::UnderlyingCPRegType); 77 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 78 FIELD_SET(*this, FIX::UnderlyingCurrency); 79 FIELD_SET(*this, FIX::UnderlyingQty); 80 FIELD_SET(*this, FIX::UnderlyingSettlementType); 81 FIELD_SET(*this, FIX::UnderlyingCashAmount); 82 FIELD_SET(*this, FIX::UnderlyingCashType); 83 FIELD_SET(*this, FIX::UnderlyingPx); 84 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 85 FIELD_SET(*this, FIX::UnderlyingEndPrice); 86 FIELD_SET(*this, FIX::UnderlyingStartValue); 87 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 88 FIELD_SET(*this, FIX::UnderlyingEndValue); 89 FIELD_SET(*this, FIX::NoUnderlyingStips); 90 class NoUnderlyingStips: public FIX::Group 91 { 92 public: NoUnderlyingStips()93 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 94 FIELD_SET(*this, FIX::UnderlyingStipType); 95 FIELD_SET(*this, FIX::UnderlyingStipValue); 96 }; 97 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 98 FIELD_SET(*this, FIX::UnderlyingFXRate); 99 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 100 FIELD_SET(*this, FIX::UnderlyingCapValue); 101 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 102 class NoUndlyInstrumentParties: public FIX::Group 103 { 104 public: NoUndlyInstrumentParties()105 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 106 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyID); 107 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource); 108 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole); 109 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 110 class NoUndlyInstrumentPartySubIDs: public FIX::Group 111 { 112 public: NoUndlyInstrumentPartySubIDs()113 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 114 FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubID); 115 FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType); 116 }; 117 }; 118 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 119 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 120 FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit); 121 FIELD_SET(*this, FIX::UnderlyingFlowScheduleType); 122 FIELD_SET(*this, FIX::UnderlyingRestructuringType); 123 FIELD_SET(*this, FIX::UnderlyingSeniority); 124 FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding); 125 FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding); 126 FIELD_SET(*this, FIX::UnderlyingAttachmentPoint); 127 FIELD_SET(*this, FIX::UnderlyingDetachmentPoint); 128 FIELD_SET(*this, FIX::DerivativeSymbol); 129 FIELD_SET(*this, FIX::DerivativeSymbolSfx); 130 FIELD_SET(*this, FIX::DerivativeSecurityID); 131 FIELD_SET(*this, FIX::DerivativeSecurityIDSource); 132 FIELD_SET(*this, FIX::NoDerivativeSecurityAltID); 133 class NoDerivativeSecurityAltID: public FIX::Group 134 { 135 public: NoDerivativeSecurityAltID()136 NoDerivativeSecurityAltID() : FIX::Group(1218,1219,FIX::message_order(1219,1220,0)) {} 137 FIELD_SET(*this, FIX::DerivativeSecurityAltID); 138 FIELD_SET(*this, FIX::DerivativeSecurityAltIDSource); 139 }; 140 FIELD_SET(*this, FIX::DerivativeProduct); 141 FIELD_SET(*this, FIX::DerivativeProductComplex); 142 FIELD_SET(*this, FIX::DerivFlexProductEligibilityIndicator); 143 FIELD_SET(*this, FIX::DerivativeSecurityGroup); 144 FIELD_SET(*this, FIX::DerivativeCFICode); 145 FIELD_SET(*this, FIX::DerivativeSecurityType); 146 FIELD_SET(*this, FIX::DerivativeSecuritySubType); 147 FIELD_SET(*this, FIX::DerivativeMaturityMonthYear); 148 FIELD_SET(*this, FIX::DerivativeMaturityDate); 149 FIELD_SET(*this, FIX::DerivativeMaturityTime); 150 FIELD_SET(*this, FIX::DerivativeSettleOnOpenFlag); 151 FIELD_SET(*this, FIX::DerivativeInstrmtAssignmentMethod); 152 FIELD_SET(*this, FIX::DerivativeSecurityStatus); 153 FIELD_SET(*this, FIX::DerivativeIssueDate); 154 FIELD_SET(*this, FIX::DerivativeInstrRegistry); 155 FIELD_SET(*this, FIX::DerivativeCountryOfIssue); 156 FIELD_SET(*this, FIX::DerivativeStateOrProvinceOfIssue); 157 FIELD_SET(*this, FIX::DerivativeLocaleOfIssue); 158 FIELD_SET(*this, FIX::DerivativeStrikePrice); 159 FIELD_SET(*this, FIX::DerivativeStrikeCurrency); 160 FIELD_SET(*this, FIX::DerivativeStrikeMultiplier); 161 FIELD_SET(*this, FIX::DerivativeStrikeValue); 162 FIELD_SET(*this, FIX::DerivativeOptAttribute); 163 FIELD_SET(*this, FIX::DerivativeContractMultiplier); 164 FIELD_SET(*this, FIX::DerivativeMinPriceIncrement); 165 FIELD_SET(*this, FIX::DerivativeMinPriceIncrementAmount); 166 FIELD_SET(*this, FIX::DerivativeUnitOfMeasure); 167 FIELD_SET(*this, FIX::DerivativeUnitOfMeasureQty); 168 FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasure); 169 FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasureQty); 170 FIELD_SET(*this, FIX::DerivativeSettlMethod); 171 FIELD_SET(*this, FIX::DerivativePriceQuoteMethod); 172 FIELD_SET(*this, FIX::DerivativeValuationMethod); 173 FIELD_SET(*this, FIX::DerivativeListMethod); 174 FIELD_SET(*this, FIX::DerivativeCapPrice); 175 FIELD_SET(*this, FIX::DerivativeFloorPrice); 176 FIELD_SET(*this, FIX::DerivativePutOrCall); 177 FIELD_SET(*this, FIX::DerivativeExerciseStyle); 178 FIELD_SET(*this, FIX::DerivativeOptPayAmount); 179 FIELD_SET(*this, FIX::DerivativeTimeUnit); 180 FIELD_SET(*this, FIX::DerivativeSecurityExchange); 181 FIELD_SET(*this, FIX::DerivativePositionLimit); 182 FIELD_SET(*this, FIX::DerivativeNTPositionLimit); 183 FIELD_SET(*this, FIX::DerivativeIssuer); 184 FIELD_SET(*this, FIX::DerivativeEncodedIssuerLen); 185 FIELD_SET(*this, FIX::DerivativeEncodedIssuer); 186 FIELD_SET(*this, FIX::DerivativeSecurityDesc); 187 FIELD_SET(*this, FIX::DerivativeEncodedSecurityDescLen); 188 FIELD_SET(*this, FIX::DerivativeEncodedSecurityDesc); 189 FIELD_SET(*this, FIX::DerivativeSecurityXMLLen); 190 FIELD_SET(*this, FIX::DerivativeSecurityXML); 191 FIELD_SET(*this, FIX::DerivativeSecurityXMLSchema); 192 FIELD_SET(*this, FIX::DerivativeContractSettlMonth); 193 FIELD_SET(*this, FIX::NoDerivativeEvents); 194 class NoDerivativeEvents: public FIX::Group 195 { 196 public: NoDerivativeEvents()197 NoDerivativeEvents() : FIX::Group(1286,1287,FIX::message_order(1287,1288,1289,1290,1291,0)) {} 198 FIELD_SET(*this, FIX::DerivativeEventType); 199 FIELD_SET(*this, FIX::DerivativeEventDate); 200 FIELD_SET(*this, FIX::DerivativeEventTime); 201 FIELD_SET(*this, FIX::DerivativeEventPx); 202 FIELD_SET(*this, FIX::DerivativeEventText); 203 }; 204 FIELD_SET(*this, FIX::NoDerivativeInstrumentParties); 205 class NoDerivativeInstrumentParties: public FIX::Group 206 { 207 public: NoDerivativeInstrumentParties()208 NoDerivativeInstrumentParties() : FIX::Group(1292,1293,FIX::message_order(1293,1294,1295,1296,0)) {} 209 FIELD_SET(*this, FIX::DerivativeInstrumentPartyID); 210 FIELD_SET(*this, FIX::DerivativeInstrumentPartyIDSource); 211 FIELD_SET(*this, FIX::DerivativeInstrumentPartyRole); 212 FIELD_SET(*this, FIX::NoDerivativeInstrumentPartySubIDs); 213 class NoDerivativeInstrumentPartySubIDs: public FIX::Group 214 { 215 public: NoDerivativeInstrumentPartySubIDs()216 NoDerivativeInstrumentPartySubIDs() : FIX::Group(1296,1297,FIX::message_order(1297,1298,0)) {} 217 FIELD_SET(*this, FIX::DerivativeInstrumentPartySubID); 218 FIELD_SET(*this, FIX::DerivativeInstrumentPartySubIDType); 219 }; 220 }; 221 FIELD_SET(*this, FIX::DerivativeContractMultiplierUnit); 222 FIELD_SET(*this, FIX::DerivativeFlowScheduleType); 223 FIELD_SET(*this, FIX::NoDerivativeInstrAttrib); 224 class NoDerivativeInstrAttrib: public FIX::Group 225 { 226 public: NoDerivativeInstrAttrib()227 NoDerivativeInstrAttrib() : FIX::Group(1311,1313,FIX::message_order(1313,1314,0)) {} 228 FIELD_SET(*this, FIX::DerivativeInstrAttribType); 229 FIELD_SET(*this, FIX::DerivativeInstrAttribValue); 230 }; 231 FIELD_SET(*this, FIX::NoMarketSegments); 232 class NoMarketSegments: public FIX::Group 233 { 234 public: NoMarketSegments()235 NoMarketSegments() : FIX::Group(1310,1301,FIX::message_order(1301,1300,1201,0)) {} 236 FIELD_SET(*this, FIX::MarketID); 237 FIELD_SET(*this, FIX::MarketSegmentID); 238 FIELD_SET(*this, FIX::NoTickRules); 239 class NoTickRules: public FIX::Group 240 { 241 public: NoTickRules()242 NoTickRules() : FIX::Group(1205,1206,FIX::message_order(1206,1207,1208,1209,0)) {} 243 FIELD_SET(*this, FIX::StartTickPriceRange); 244 FIELD_SET(*this, FIX::EndTickPriceRange); 245 FIELD_SET(*this, FIX::TickIncrement); 246 FIELD_SET(*this, FIX::TickRuleType); 247 }; 248 FIELD_SET(*this, FIX::NoLotTypeRules); 249 class NoLotTypeRules: public FIX::Group 250 { 251 public: NoLotTypeRules()252 NoLotTypeRules() : FIX::Group(1234,1093,FIX::message_order(1093,1231,0)) {} 253 FIELD_SET(*this, FIX::LotType); 254 FIELD_SET(*this, FIX::MinLotSize); 255 }; 256 FIELD_SET(*this, FIX::PriceLimitType); 257 FIELD_SET(*this, FIX::LowLimitPrice); 258 FIELD_SET(*this, FIX::HighLimitPrice); 259 FIELD_SET(*this, FIX::TradingReferencePrice); 260 FIELD_SET(*this, FIX::ExpirationCycle); 261 FIELD_SET(*this, FIX::MinTradeVol); 262 FIELD_SET(*this, FIX::MaxTradeVol); 263 FIELD_SET(*this, FIX::MaxPriceVariation); 264 FIELD_SET(*this, FIX::ImpliedMarketIndicator); 265 FIELD_SET(*this, FIX::TradingCurrency); 266 FIELD_SET(*this, FIX::RoundLot); 267 FIELD_SET(*this, FIX::MultilegModel); 268 FIELD_SET(*this, FIX::MultilegPriceMethod); 269 FIELD_SET(*this, FIX::PriceType); 270 FIELD_SET(*this, FIX::NoTradingSessionRules); 271 class NoTradingSessionRules: public FIX::Group 272 { 273 public: NoTradingSessionRules()274 NoTradingSessionRules() : FIX::Group(1309,336,FIX::message_order(336,625,0)) {} 275 FIELD_SET(*this, FIX::TradingSessionID); 276 FIELD_SET(*this, FIX::TradingSessionSubID); 277 FIELD_SET(*this, FIX::NoOrdTypeRules); 278 class NoOrdTypeRules: public FIX::Group 279 { 280 public: NoOrdTypeRules()281 NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {} 282 FIELD_SET(*this, FIX::OrdType); 283 }; 284 FIELD_SET(*this, FIX::NoTimeInForceRules); 285 class NoTimeInForceRules: public FIX::Group 286 { 287 public: NoTimeInForceRules()288 NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {} 289 FIELD_SET(*this, FIX::TimeInForce); 290 }; 291 FIELD_SET(*this, FIX::NoExecInstRules); 292 class NoExecInstRules: public FIX::Group 293 { 294 public: NoExecInstRules()295 NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {} 296 FIELD_SET(*this, FIX::ExecInstValue); 297 }; 298 FIELD_SET(*this, FIX::NoMatchRules); 299 class NoMatchRules: public FIX::Group 300 { 301 public: NoMatchRules()302 NoMatchRules() : FIX::Group(1235,1142,FIX::message_order(1142,574,0)) {} 303 FIELD_SET(*this, FIX::MatchAlgorithm); 304 FIELD_SET(*this, FIX::MatchType); 305 }; 306 FIELD_SET(*this, FIX::NoMDFeedTypes); 307 class NoMDFeedTypes: public FIX::Group 308 { 309 public: NoMDFeedTypes()310 NoMDFeedTypes() : FIX::Group(1141,1022,FIX::message_order(1022,264,1021,0)) {} 311 FIELD_SET(*this, FIX::MDFeedType); 312 FIELD_SET(*this, FIX::MarketDepth); 313 FIELD_SET(*this, FIX::MDBookType); 314 }; 315 }; 316 FIELD_SET(*this, FIX::NoNestedInstrAttrib); 317 class NoNestedInstrAttrib: public FIX::Group 318 { 319 public: NoNestedInstrAttrib()320 NoNestedInstrAttrib() : FIX::Group(1312,1210,FIX::message_order(1210,1211,0)) {} 321 FIELD_SET(*this, FIX::NestedInstrAttribType); 322 FIELD_SET(*this, FIX::NestedInstrAttribValue); 323 }; 324 FIELD_SET(*this, FIX::NoStrikeRules); 325 class NoStrikeRules: public FIX::Group 326 { 327 public: NoStrikeRules()328 NoStrikeRules() : FIX::Group(1201,1223,FIX::message_order(1223,1202,1203,1204,1304,1236,0)) {} 329 FIELD_SET(*this, FIX::StrikeRuleID); 330 FIELD_SET(*this, FIX::StartStrikePxRange); 331 FIELD_SET(*this, FIX::EndStrikePxRange); 332 FIELD_SET(*this, FIX::StrikeIncrement); 333 FIELD_SET(*this, FIX::StrikeExerciseStyle); 334 FIELD_SET(*this, FIX::NoMaturityRules); 335 class NoMaturityRules: public FIX::Group 336 { 337 public: NoMaturityRules()338 NoMaturityRules() : FIX::Group(1236,1222,FIX::message_order(1222,1303,1302,1241,1226,1229,0)) {} 339 FIELD_SET(*this, FIX::MaturityRuleID); 340 FIELD_SET(*this, FIX::MaturityMonthYearFormat); 341 FIELD_SET(*this, FIX::MaturityMonthYearIncrementUnits); 342 FIELD_SET(*this, FIX::StartMaturityMonthYear); 343 FIELD_SET(*this, FIX::EndMaturityMonthYear); 344 FIELD_SET(*this, FIX::MaturityMonthYearIncrement); 345 }; 346 }; 347 }; 348 FIELD_SET(*this, FIX::TotNoRelatedSym); 349 FIELD_SET(*this, FIX::LastFragment); 350 FIELD_SET(*this, FIX::NoRelatedSym); 351 class NoRelatedSym: public FIX::Group 352 { 353 public: NoRelatedSym()354 NoRelatedSym() : FIX::Group(146,1324,FIX::message_order(1324,292,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,668,869,1305,1221,1230,1240,15,555,58,354,355,1504,0)) {} 355 FIELD_SET(*this, FIX::ListUpdateAction); 356 FIELD_SET(*this, FIX::CorporateAction); 357 FIELD_SET(*this, FIX::Symbol); 358 FIELD_SET(*this, FIX::SymbolSfx); 359 FIELD_SET(*this, FIX::SecurityID); 360 FIELD_SET(*this, FIX::SecurityIDSource); 361 FIELD_SET(*this, FIX::NoSecurityAltID); 362 class NoSecurityAltID: public FIX::Group 363 { 364 public: NoSecurityAltID()365 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 366 FIELD_SET(*this, FIX::SecurityAltID); 367 FIELD_SET(*this, FIX::SecurityAltIDSource); 368 }; 369 FIELD_SET(*this, FIX::Product); 370 FIELD_SET(*this, FIX::ProductComplex); 371 FIELD_SET(*this, FIX::SecurityGroup); 372 FIELD_SET(*this, FIX::CFICode); 373 FIELD_SET(*this, FIX::SecurityType); 374 FIELD_SET(*this, FIX::SecuritySubType); 375 FIELD_SET(*this, FIX::MaturityMonthYear); 376 FIELD_SET(*this, FIX::MaturityDate); 377 FIELD_SET(*this, FIX::MaturityTime); 378 FIELD_SET(*this, FIX::SettleOnOpenFlag); 379 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 380 FIELD_SET(*this, FIX::SecurityStatus); 381 FIELD_SET(*this, FIX::CouponPaymentDate); 382 FIELD_SET(*this, FIX::IssueDate); 383 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 384 FIELD_SET(*this, FIX::RepurchaseTerm); 385 FIELD_SET(*this, FIX::RepurchaseRate); 386 FIELD_SET(*this, FIX::Factor); 387 FIELD_SET(*this, FIX::CreditRating); 388 FIELD_SET(*this, FIX::InstrRegistry); 389 FIELD_SET(*this, FIX::CountryOfIssue); 390 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 391 FIELD_SET(*this, FIX::LocaleOfIssue); 392 FIELD_SET(*this, FIX::RedemptionDate); 393 FIELD_SET(*this, FIX::StrikePrice); 394 FIELD_SET(*this, FIX::StrikeCurrency); 395 FIELD_SET(*this, FIX::StrikeMultiplier); 396 FIELD_SET(*this, FIX::StrikeValue); 397 FIELD_SET(*this, FIX::OptAttribute); 398 FIELD_SET(*this, FIX::ContractMultiplier); 399 FIELD_SET(*this, FIX::MinPriceIncrement); 400 FIELD_SET(*this, FIX::MinPriceIncrementAmount); 401 FIELD_SET(*this, FIX::UnitOfMeasure); 402 FIELD_SET(*this, FIX::UnitOfMeasureQty); 403 FIELD_SET(*this, FIX::PriceUnitOfMeasure); 404 FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); 405 FIELD_SET(*this, FIX::SettlMethod); 406 FIELD_SET(*this, FIX::ExerciseStyle); 407 FIELD_SET(*this, FIX::OptPayoutAmount); 408 FIELD_SET(*this, FIX::PriceQuoteMethod); 409 FIELD_SET(*this, FIX::ValuationMethod); 410 FIELD_SET(*this, FIX::ListMethod); 411 FIELD_SET(*this, FIX::CapPrice); 412 FIELD_SET(*this, FIX::FloorPrice); 413 FIELD_SET(*this, FIX::PutOrCall); 414 FIELD_SET(*this, FIX::FlexibleIndicator); 415 FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 416 FIELD_SET(*this, FIX::TimeUnit); 417 FIELD_SET(*this, FIX::CouponRate); 418 FIELD_SET(*this, FIX::SecurityExchange); 419 FIELD_SET(*this, FIX::PositionLimit); 420 FIELD_SET(*this, FIX::NTPositionLimit); 421 FIELD_SET(*this, FIX::Issuer); 422 FIELD_SET(*this, FIX::EncodedIssuerLen); 423 FIELD_SET(*this, FIX::EncodedIssuer); 424 FIELD_SET(*this, FIX::SecurityDesc); 425 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 426 FIELD_SET(*this, FIX::EncodedSecurityDesc); 427 FIELD_SET(*this, FIX::SecurityXMLLen); 428 FIELD_SET(*this, FIX::SecurityXML); 429 FIELD_SET(*this, FIX::SecurityXMLSchema); 430 FIELD_SET(*this, FIX::Pool); 431 FIELD_SET(*this, FIX::ContractSettlMonth); 432 FIELD_SET(*this, FIX::CPProgram); 433 FIELD_SET(*this, FIX::CPRegType); 434 FIELD_SET(*this, FIX::NoEvents); 435 class NoEvents: public FIX::Group 436 { 437 public: NoEvents()438 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} 439 FIELD_SET(*this, FIX::EventType); 440 FIELD_SET(*this, FIX::EventDate); 441 FIELD_SET(*this, FIX::EventTime); 442 FIELD_SET(*this, FIX::EventPx); 443 FIELD_SET(*this, FIX::EventText); 444 }; 445 FIELD_SET(*this, FIX::DatedDate); 446 FIELD_SET(*this, FIX::InterestAccrualDate); 447 FIELD_SET(*this, FIX::NoInstrumentParties); 448 class NoInstrumentParties: public FIX::Group 449 { 450 public: NoInstrumentParties()451 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 452 FIELD_SET(*this, FIX::InstrumentPartyID); 453 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 454 FIELD_SET(*this, FIX::InstrumentPartyRole); 455 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 456 class NoInstrumentPartySubIDs: public FIX::Group 457 { 458 public: NoInstrumentPartySubIDs()459 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 460 FIELD_SET(*this, FIX::InstrumentPartySubID); 461 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 462 }; 463 }; 464 FIELD_SET(*this, FIX::ContractMultiplierUnit); 465 FIELD_SET(*this, FIX::FlowScheduleType); 466 FIELD_SET(*this, FIX::RestructuringType); 467 FIELD_SET(*this, FIX::Seniority); 468 FIELD_SET(*this, FIX::NotionalPercentageOutstanding); 469 FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding); 470 FIELD_SET(*this, FIX::AttachmentPoint); 471 FIELD_SET(*this, FIX::DetachmentPoint); 472 FIELD_SET(*this, FIX::StrikePriceDeterminationMethod); 473 FIELD_SET(*this, FIX::StrikePriceBoundaryMethod); 474 FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision); 475 FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod); 476 FIELD_SET(*this, FIX::OptPayoutType); 477 FIELD_SET(*this, FIX::NoComplexEvents); 478 class NoComplexEvents: public FIX::Group 479 { 480 public: NoComplexEvents()481 NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {} 482 FIELD_SET(*this, FIX::ComplexEventType); 483 FIELD_SET(*this, FIX::ComplexOptPayoutAmount); 484 FIELD_SET(*this, FIX::ComplexEventPrice); 485 FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod); 486 FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision); 487 FIELD_SET(*this, FIX::ComplexEventPriceTimeType); 488 FIELD_SET(*this, FIX::ComplexEventCondition); 489 FIELD_SET(*this, FIX::NoComplexEventDates); 490 class NoComplexEventDates: public FIX::Group 491 { 492 public: NoComplexEventDates()493 NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {} 494 FIELD_SET(*this, FIX::ComplexEventStartDate); 495 FIELD_SET(*this, FIX::ComplexEventEndDate); 496 FIELD_SET(*this, FIX::NoComplexEventTimes); 497 class NoComplexEventTimes: public FIX::Group 498 { 499 public: NoComplexEventTimes()500 NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {} 501 FIELD_SET(*this, FIX::ComplexEventStartTime); 502 FIELD_SET(*this, FIX::ComplexEventEndTime); 503 }; 504 }; 505 }; 506 FIELD_SET(*this, FIX::DeliveryForm); 507 FIELD_SET(*this, FIX::PctAtRisk); 508 FIELD_SET(*this, FIX::NoInstrAttrib); 509 class NoInstrAttrib: public FIX::Group 510 { 511 public: NoInstrAttrib()512 NoInstrAttrib() : FIX::Group(870,871,FIX::message_order(871,872,0)) {} 513 FIELD_SET(*this, FIX::InstrAttribType); 514 FIELD_SET(*this, FIX::InstrAttribValue); 515 }; 516 FIELD_SET(*this, FIX::SecondaryPriceLimitType); 517 FIELD_SET(*this, FIX::SecondaryLowLimitPrice); 518 FIELD_SET(*this, FIX::SecondaryHighLimitPrice); 519 FIELD_SET(*this, FIX::SecondaryTradingReferencePrice); 520 FIELD_SET(*this, FIX::Currency); 521 FIELD_SET(*this, FIX::NoLegs); 522 class NoLegs: public FIX::Group 523 { 524 public: NoLegs()525 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {} 526 FIELD_SET(*this, FIX::LegSymbol); 527 FIELD_SET(*this, FIX::LegSymbolSfx); 528 FIELD_SET(*this, FIX::LegSecurityID); 529 FIELD_SET(*this, FIX::LegSecurityIDSource); 530 FIELD_SET(*this, FIX::NoLegSecurityAltID); 531 class NoLegSecurityAltID: public FIX::Group 532 { 533 public: NoLegSecurityAltID()534 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 535 FIELD_SET(*this, FIX::LegSecurityAltID); 536 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 537 }; 538 FIELD_SET(*this, FIX::LegProduct); 539 FIELD_SET(*this, FIX::LegCFICode); 540 FIELD_SET(*this, FIX::LegSecurityType); 541 FIELD_SET(*this, FIX::LegSecuritySubType); 542 FIELD_SET(*this, FIX::LegMaturityMonthYear); 543 FIELD_SET(*this, FIX::LegMaturityDate); 544 FIELD_SET(*this, FIX::LegMaturityTime); 545 FIELD_SET(*this, FIX::LegCouponPaymentDate); 546 FIELD_SET(*this, FIX::LegIssueDate); 547 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 548 FIELD_SET(*this, FIX::LegRepurchaseTerm); 549 FIELD_SET(*this, FIX::LegRepurchaseRate); 550 FIELD_SET(*this, FIX::LegFactor); 551 FIELD_SET(*this, FIX::LegCreditRating); 552 FIELD_SET(*this, FIX::LegInstrRegistry); 553 FIELD_SET(*this, FIX::LegCountryOfIssue); 554 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 555 FIELD_SET(*this, FIX::LegLocaleOfIssue); 556 FIELD_SET(*this, FIX::LegRedemptionDate); 557 FIELD_SET(*this, FIX::LegStrikePrice); 558 FIELD_SET(*this, FIX::LegStrikeCurrency); 559 FIELD_SET(*this, FIX::LegOptAttribute); 560 FIELD_SET(*this, FIX::LegContractMultiplier); 561 FIELD_SET(*this, FIX::LegUnitOfMeasure); 562 FIELD_SET(*this, FIX::LegUnitOfMeasureQty); 563 FIELD_SET(*this, FIX::LegPriceUnitOfMeasure); 564 FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty); 565 FIELD_SET(*this, FIX::LegTimeUnit); 566 FIELD_SET(*this, FIX::LegExerciseStyle); 567 FIELD_SET(*this, FIX::LegCouponRate); 568 FIELD_SET(*this, FIX::LegSecurityExchange); 569 FIELD_SET(*this, FIX::LegIssuer); 570 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 571 FIELD_SET(*this, FIX::EncodedLegIssuer); 572 FIELD_SET(*this, FIX::LegSecurityDesc); 573 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 574 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 575 FIELD_SET(*this, FIX::LegRatioQty); 576 FIELD_SET(*this, FIX::LegSide); 577 FIELD_SET(*this, FIX::LegCurrency); 578 FIELD_SET(*this, FIX::LegPool); 579 FIELD_SET(*this, FIX::LegDatedDate); 580 FIELD_SET(*this, FIX::LegContractSettlMonth); 581 FIELD_SET(*this, FIX::LegInterestAccrualDate); 582 FIELD_SET(*this, FIX::LegPutOrCall); 583 FIELD_SET(*this, FIX::LegOptionRatio); 584 FIELD_SET(*this, FIX::LegContractMultiplierUnit); 585 FIELD_SET(*this, FIX::LegFlowScheduleType); 586 }; 587 FIELD_SET(*this, FIX::Text); 588 FIELD_SET(*this, FIX::EncodedTextLen); 589 FIELD_SET(*this, FIX::EncodedText); 590 FIELD_SET(*this, FIX::RelSymTransactTime); 591 }; 592 FIELD_SET(*this, FIX::TransactTime); 593 }; 594 595 } 596 597 #endif 598