1 #ifndef FIX50SP2_LISTSTRIKEPRICE_H
2 #define FIX50SP2_LISTSTRIKEPRICE_H
3 
4 #include "Message.h"
5 
6 namespace FIX50SP2
7 {
8 
9   class ListStrikePrice : public Message
10   {
11   public:
ListStrikePrice()12     ListStrikePrice() : Message(MsgType()) {}
ListStrikePrice(const FIX::Message & m)13     ListStrikePrice(const FIX::Message& m) : Message(m) {}
ListStrikePrice(const Message & m)14     ListStrikePrice(const Message& m) : Message(m) {}
ListStrikePrice(const ListStrikePrice & m)15     ListStrikePrice(const ListStrikePrice& m) : Message(m) {}
MsgType()16     static FIX::MsgType MsgType() { return FIX::MsgType("m"); }
17 
ListStrikePrice(const FIX::ListID & aListID,const FIX::TotNoStrikes & aTotNoStrikes)18     ListStrikePrice(
19       const FIX::ListID& aListID,
20       const FIX::TotNoStrikes& aTotNoStrikes )
21     : Message(MsgType())
22     {
23       set(aListID);
24       set(aTotNoStrikes);
25     }
26 
27     FIELD_SET(*this, FIX::ListID);
28     FIELD_SET(*this, FIX::TotNoStrikes);
29     FIELD_SET(*this, FIX::LastFragment);
30     FIELD_SET(*this, FIX::NoStrikes);
31     class NoStrikes: public FIX::Group
32     {
33     public:
NoStrikes()34     NoStrikes() : FIX::Group(428,55,FIX::message_order(55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,711,140,11,526,54,44,15,58,354,355,0)) {}
35       FIELD_SET(*this, FIX::Symbol);
36       FIELD_SET(*this, FIX::SymbolSfx);
37       FIELD_SET(*this, FIX::SecurityID);
38       FIELD_SET(*this, FIX::SecurityIDSource);
39       FIELD_SET(*this, FIX::NoSecurityAltID);
40       class NoSecurityAltID: public FIX::Group
41       {
42       public:
NoSecurityAltID()43       NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
44         FIELD_SET(*this, FIX::SecurityAltID);
45         FIELD_SET(*this, FIX::SecurityAltIDSource);
46       };
47       FIELD_SET(*this, FIX::Product);
48       FIELD_SET(*this, FIX::ProductComplex);
49       FIELD_SET(*this, FIX::SecurityGroup);
50       FIELD_SET(*this, FIX::CFICode);
51       FIELD_SET(*this, FIX::SecurityType);
52       FIELD_SET(*this, FIX::SecuritySubType);
53       FIELD_SET(*this, FIX::MaturityMonthYear);
54       FIELD_SET(*this, FIX::MaturityDate);
55       FIELD_SET(*this, FIX::MaturityTime);
56       FIELD_SET(*this, FIX::SettleOnOpenFlag);
57       FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
58       FIELD_SET(*this, FIX::SecurityStatus);
59       FIELD_SET(*this, FIX::CouponPaymentDate);
60       FIELD_SET(*this, FIX::IssueDate);
61       FIELD_SET(*this, FIX::RepoCollateralSecurityType);
62       FIELD_SET(*this, FIX::RepurchaseTerm);
63       FIELD_SET(*this, FIX::RepurchaseRate);
64       FIELD_SET(*this, FIX::Factor);
65       FIELD_SET(*this, FIX::CreditRating);
66       FIELD_SET(*this, FIX::InstrRegistry);
67       FIELD_SET(*this, FIX::CountryOfIssue);
68       FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
69       FIELD_SET(*this, FIX::LocaleOfIssue);
70       FIELD_SET(*this, FIX::RedemptionDate);
71       FIELD_SET(*this, FIX::StrikePrice);
72       FIELD_SET(*this, FIX::StrikeCurrency);
73       FIELD_SET(*this, FIX::StrikeMultiplier);
74       FIELD_SET(*this, FIX::StrikeValue);
75       FIELD_SET(*this, FIX::OptAttribute);
76       FIELD_SET(*this, FIX::ContractMultiplier);
77       FIELD_SET(*this, FIX::MinPriceIncrement);
78       FIELD_SET(*this, FIX::MinPriceIncrementAmount);
79       FIELD_SET(*this, FIX::UnitOfMeasure);
80       FIELD_SET(*this, FIX::UnitOfMeasureQty);
81       FIELD_SET(*this, FIX::PriceUnitOfMeasure);
82       FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
83       FIELD_SET(*this, FIX::SettlMethod);
84       FIELD_SET(*this, FIX::ExerciseStyle);
85       FIELD_SET(*this, FIX::OptPayoutAmount);
86       FIELD_SET(*this, FIX::PriceQuoteMethod);
87       FIELD_SET(*this, FIX::ValuationMethod);
88       FIELD_SET(*this, FIX::ListMethod);
89       FIELD_SET(*this, FIX::CapPrice);
90       FIELD_SET(*this, FIX::FloorPrice);
91       FIELD_SET(*this, FIX::PutOrCall);
92       FIELD_SET(*this, FIX::FlexibleIndicator);
93       FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
94       FIELD_SET(*this, FIX::TimeUnit);
95       FIELD_SET(*this, FIX::CouponRate);
96       FIELD_SET(*this, FIX::SecurityExchange);
97       FIELD_SET(*this, FIX::PositionLimit);
98       FIELD_SET(*this, FIX::NTPositionLimit);
99       FIELD_SET(*this, FIX::Issuer);
100       FIELD_SET(*this, FIX::EncodedIssuerLen);
101       FIELD_SET(*this, FIX::EncodedIssuer);
102       FIELD_SET(*this, FIX::SecurityDesc);
103       FIELD_SET(*this, FIX::EncodedSecurityDescLen);
104       FIELD_SET(*this, FIX::EncodedSecurityDesc);
105       FIELD_SET(*this, FIX::SecurityXMLLen);
106       FIELD_SET(*this, FIX::SecurityXML);
107       FIELD_SET(*this, FIX::SecurityXMLSchema);
108       FIELD_SET(*this, FIX::Pool);
109       FIELD_SET(*this, FIX::ContractSettlMonth);
110       FIELD_SET(*this, FIX::CPProgram);
111       FIELD_SET(*this, FIX::CPRegType);
112       FIELD_SET(*this, FIX::NoEvents);
113       class NoEvents: public FIX::Group
114       {
115       public:
NoEvents()116       NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {}
117         FIELD_SET(*this, FIX::EventType);
118         FIELD_SET(*this, FIX::EventDate);
119         FIELD_SET(*this, FIX::EventTime);
120         FIELD_SET(*this, FIX::EventPx);
121         FIELD_SET(*this, FIX::EventText);
122       };
123       FIELD_SET(*this, FIX::DatedDate);
124       FIELD_SET(*this, FIX::InterestAccrualDate);
125       FIELD_SET(*this, FIX::NoInstrumentParties);
126       class NoInstrumentParties: public FIX::Group
127       {
128       public:
NoInstrumentParties()129       NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {}
130         FIELD_SET(*this, FIX::InstrumentPartyID);
131         FIELD_SET(*this, FIX::InstrumentPartyIDSource);
132         FIELD_SET(*this, FIX::InstrumentPartyRole);
133         FIELD_SET(*this, FIX::NoInstrumentPartySubIDs);
134         class NoInstrumentPartySubIDs: public FIX::Group
135         {
136         public:
NoInstrumentPartySubIDs()137         NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {}
138           FIELD_SET(*this, FIX::InstrumentPartySubID);
139           FIELD_SET(*this, FIX::InstrumentPartySubIDType);
140         };
141       };
142       FIELD_SET(*this, FIX::ContractMultiplierUnit);
143       FIELD_SET(*this, FIX::FlowScheduleType);
144       FIELD_SET(*this, FIX::RestructuringType);
145       FIELD_SET(*this, FIX::Seniority);
146       FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
147       FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
148       FIELD_SET(*this, FIX::AttachmentPoint);
149       FIELD_SET(*this, FIX::DetachmentPoint);
150       FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
151       FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
152       FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
153       FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
154       FIELD_SET(*this, FIX::OptPayoutType);
155       FIELD_SET(*this, FIX::NoComplexEvents);
156       class NoComplexEvents: public FIX::Group
157       {
158       public:
NoComplexEvents()159       NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {}
160         FIELD_SET(*this, FIX::ComplexEventType);
161         FIELD_SET(*this, FIX::ComplexOptPayoutAmount);
162         FIELD_SET(*this, FIX::ComplexEventPrice);
163         FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod);
164         FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision);
165         FIELD_SET(*this, FIX::ComplexEventPriceTimeType);
166         FIELD_SET(*this, FIX::ComplexEventCondition);
167         FIELD_SET(*this, FIX::NoComplexEventDates);
168         class NoComplexEventDates: public FIX::Group
169         {
170         public:
NoComplexEventDates()171         NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {}
172           FIELD_SET(*this, FIX::ComplexEventStartDate);
173           FIELD_SET(*this, FIX::ComplexEventEndDate);
174           FIELD_SET(*this, FIX::NoComplexEventTimes);
175           class NoComplexEventTimes: public FIX::Group
176           {
177           public:
NoComplexEventTimes()178           NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {}
179             FIELD_SET(*this, FIX::ComplexEventStartTime);
180             FIELD_SET(*this, FIX::ComplexEventEndTime);
181           };
182         };
183       };
184       FIELD_SET(*this, FIX::NoUnderlyings);
185       class NoUnderlyings: public FIX::Group
186       {
187       public:
NoUnderlyings()188       NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {}
189         FIELD_SET(*this, FIX::UnderlyingSymbol);
190         FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
191         FIELD_SET(*this, FIX::UnderlyingSecurityID);
192         FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
193         FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
194         class NoUnderlyingSecurityAltID: public FIX::Group
195         {
196         public:
NoUnderlyingSecurityAltID()197         NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
198           FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
199           FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
200         };
201         FIELD_SET(*this, FIX::UnderlyingProduct);
202         FIELD_SET(*this, FIX::UnderlyingCFICode);
203         FIELD_SET(*this, FIX::UnderlyingSecurityType);
204         FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
205         FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
206         FIELD_SET(*this, FIX::UnderlyingMaturityDate);
207         FIELD_SET(*this, FIX::UnderlyingMaturityTime);
208         FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
209         FIELD_SET(*this, FIX::UnderlyingIssueDate);
210         FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
211         FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
212         FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
213         FIELD_SET(*this, FIX::UnderlyingFactor);
214         FIELD_SET(*this, FIX::UnderlyingCreditRating);
215         FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
216         FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
217         FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
218         FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
219         FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
220         FIELD_SET(*this, FIX::UnderlyingStrikePrice);
221         FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
222         FIELD_SET(*this, FIX::UnderlyingOptAttribute);
223         FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
224         FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
225         FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
226         FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
227         FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
228         FIELD_SET(*this, FIX::UnderlyingTimeUnit);
229         FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
230         FIELD_SET(*this, FIX::UnderlyingCouponRate);
231         FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
232         FIELD_SET(*this, FIX::UnderlyingIssuer);
233         FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
234         FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
235         FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
236         FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
237         FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
238         FIELD_SET(*this, FIX::UnderlyingCPProgram);
239         FIELD_SET(*this, FIX::UnderlyingCPRegType);
240         FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
241         FIELD_SET(*this, FIX::UnderlyingCurrency);
242         FIELD_SET(*this, FIX::UnderlyingQty);
243         FIELD_SET(*this, FIX::UnderlyingSettlementType);
244         FIELD_SET(*this, FIX::UnderlyingCashAmount);
245         FIELD_SET(*this, FIX::UnderlyingCashType);
246         FIELD_SET(*this, FIX::UnderlyingPx);
247         FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
248         FIELD_SET(*this, FIX::UnderlyingEndPrice);
249         FIELD_SET(*this, FIX::UnderlyingStartValue);
250         FIELD_SET(*this, FIX::UnderlyingCurrentValue);
251         FIELD_SET(*this, FIX::UnderlyingEndValue);
252         FIELD_SET(*this, FIX::NoUnderlyingStips);
253         class NoUnderlyingStips: public FIX::Group
254         {
255         public:
NoUnderlyingStips()256         NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {}
257           FIELD_SET(*this, FIX::UnderlyingStipType);
258           FIELD_SET(*this, FIX::UnderlyingStipValue);
259         };
260         FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
261         FIELD_SET(*this, FIX::UnderlyingFXRate);
262         FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
263         FIELD_SET(*this, FIX::UnderlyingCapValue);
264         FIELD_SET(*this, FIX::NoUndlyInstrumentParties);
265         class NoUndlyInstrumentParties: public FIX::Group
266         {
267         public:
NoUndlyInstrumentParties()268         NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {}
269           FIELD_SET(*this, FIX::UnderlyingInstrumentPartyID);
270           FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource);
271           FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole);
272           FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs);
273           class NoUndlyInstrumentPartySubIDs: public FIX::Group
274           {
275           public:
NoUndlyInstrumentPartySubIDs()276           NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {}
277             FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubID);
278             FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType);
279           };
280         };
281         FIELD_SET(*this, FIX::UnderlyingSettlMethod);
282         FIELD_SET(*this, FIX::UnderlyingPutOrCall);
283         FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
284         FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
285         FIELD_SET(*this, FIX::UnderlyingRestructuringType);
286         FIELD_SET(*this, FIX::UnderlyingSeniority);
287         FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
288         FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
289         FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
290         FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
291       };
292       FIELD_SET(*this, FIX::PrevClosePx);
293       FIELD_SET(*this, FIX::ClOrdID);
294       FIELD_SET(*this, FIX::SecondaryClOrdID);
295       FIELD_SET(*this, FIX::Side);
296       FIELD_SET(*this, FIX::Price);
297       FIELD_SET(*this, FIX::Currency);
298       FIELD_SET(*this, FIX::Text);
299       FIELD_SET(*this, FIX::EncodedTextLen);
300       FIELD_SET(*this, FIX::EncodedText);
301     };
302   };
303 
304 }
305 
306 #endif
307