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