1 #ifndef FIX50SP2_SECURITYLIST_H 2 #define FIX50SP2_SECURITYLIST_H 3 4 #include "Message.h" 5 6 namespace FIX50SP2 7 { 8 9 class SecurityList : public Message 10 { 11 public: SecurityList()12 SecurityList() : Message(MsgType()) {} SecurityList(const FIX::Message & m)13 SecurityList(const FIX::Message& m) : Message(m) {} SecurityList(const Message & m)14 SecurityList(const Message& m) : Message(m) {} SecurityList(const SecurityList & m)15 SecurityList(const SecurityList& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("y"); } 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::ClearingBusinessDate); 24 FIELD_SET(*this, FIX::SecurityReqID); 25 FIELD_SET(*this, FIX::SecurityResponseID); 26 FIELD_SET(*this, FIX::SecurityRequestResult); 27 FIELD_SET(*this, FIX::TotNoRelatedSym); 28 FIELD_SET(*this, FIX::MarketID); 29 FIELD_SET(*this, FIX::MarketSegmentID); 30 FIELD_SET(*this, FIX::LastFragment); 31 FIELD_SET(*this, FIX::NoRelatedSym); 32 class NoRelatedSym: public FIX::Group 33 { 34 public: NoRelatedSym()35 NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,668,869,913,914,915,918,788,916,917,919,898,1201,711,15,232,555,218,220,221,222,662,663,699,761,235,236,701,696,697,698,58,354,355,1504,0)) {} 36 FIELD_SET(*this, FIX::Symbol); 37 FIELD_SET(*this, FIX::SymbolSfx); 38 FIELD_SET(*this, FIX::SecurityID); 39 FIELD_SET(*this, FIX::SecurityIDSource); 40 FIELD_SET(*this, FIX::NoSecurityAltID); 41 class NoSecurityAltID: public FIX::Group 42 { 43 public: NoSecurityAltID()44 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 45 FIELD_SET(*this, FIX::SecurityAltID); 46 FIELD_SET(*this, FIX::SecurityAltIDSource); 47 }; 48 FIELD_SET(*this, FIX::Product); 49 FIELD_SET(*this, FIX::ProductComplex); 50 FIELD_SET(*this, FIX::SecurityGroup); 51 FIELD_SET(*this, FIX::CFICode); 52 FIELD_SET(*this, FIX::SecurityType); 53 FIELD_SET(*this, FIX::SecuritySubType); 54 FIELD_SET(*this, FIX::MaturityMonthYear); 55 FIELD_SET(*this, FIX::MaturityDate); 56 FIELD_SET(*this, FIX::MaturityTime); 57 FIELD_SET(*this, FIX::SettleOnOpenFlag); 58 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 59 FIELD_SET(*this, FIX::SecurityStatus); 60 FIELD_SET(*this, FIX::CouponPaymentDate); 61 FIELD_SET(*this, FIX::IssueDate); 62 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 63 FIELD_SET(*this, FIX::RepurchaseTerm); 64 FIELD_SET(*this, FIX::RepurchaseRate); 65 FIELD_SET(*this, FIX::Factor); 66 FIELD_SET(*this, FIX::CreditRating); 67 FIELD_SET(*this, FIX::InstrRegistry); 68 FIELD_SET(*this, FIX::CountryOfIssue); 69 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 70 FIELD_SET(*this, FIX::LocaleOfIssue); 71 FIELD_SET(*this, FIX::RedemptionDate); 72 FIELD_SET(*this, FIX::StrikePrice); 73 FIELD_SET(*this, FIX::StrikeCurrency); 74 FIELD_SET(*this, FIX::StrikeMultiplier); 75 FIELD_SET(*this, FIX::StrikeValue); 76 FIELD_SET(*this, FIX::OptAttribute); 77 FIELD_SET(*this, FIX::ContractMultiplier); 78 FIELD_SET(*this, FIX::MinPriceIncrement); 79 FIELD_SET(*this, FIX::MinPriceIncrementAmount); 80 FIELD_SET(*this, FIX::UnitOfMeasure); 81 FIELD_SET(*this, FIX::UnitOfMeasureQty); 82 FIELD_SET(*this, FIX::PriceUnitOfMeasure); 83 FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); 84 FIELD_SET(*this, FIX::SettlMethod); 85 FIELD_SET(*this, FIX::ExerciseStyle); 86 FIELD_SET(*this, FIX::OptPayoutAmount); 87 FIELD_SET(*this, FIX::PriceQuoteMethod); 88 FIELD_SET(*this, FIX::ValuationMethod); 89 FIELD_SET(*this, FIX::ListMethod); 90 FIELD_SET(*this, FIX::CapPrice); 91 FIELD_SET(*this, FIX::FloorPrice); 92 FIELD_SET(*this, FIX::PutOrCall); 93 FIELD_SET(*this, FIX::FlexibleIndicator); 94 FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 95 FIELD_SET(*this, FIX::TimeUnit); 96 FIELD_SET(*this, FIX::CouponRate); 97 FIELD_SET(*this, FIX::SecurityExchange); 98 FIELD_SET(*this, FIX::PositionLimit); 99 FIELD_SET(*this, FIX::NTPositionLimit); 100 FIELD_SET(*this, FIX::Issuer); 101 FIELD_SET(*this, FIX::EncodedIssuerLen); 102 FIELD_SET(*this, FIX::EncodedIssuer); 103 FIELD_SET(*this, FIX::SecurityDesc); 104 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 105 FIELD_SET(*this, FIX::EncodedSecurityDesc); 106 FIELD_SET(*this, FIX::SecurityXMLLen); 107 FIELD_SET(*this, FIX::SecurityXML); 108 FIELD_SET(*this, FIX::SecurityXMLSchema); 109 FIELD_SET(*this, FIX::Pool); 110 FIELD_SET(*this, FIX::ContractSettlMonth); 111 FIELD_SET(*this, FIX::CPProgram); 112 FIELD_SET(*this, FIX::CPRegType); 113 FIELD_SET(*this, FIX::NoEvents); 114 class NoEvents: public FIX::Group 115 { 116 public: NoEvents()117 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} 118 FIELD_SET(*this, FIX::EventType); 119 FIELD_SET(*this, FIX::EventDate); 120 FIELD_SET(*this, FIX::EventTime); 121 FIELD_SET(*this, FIX::EventPx); 122 FIELD_SET(*this, FIX::EventText); 123 }; 124 FIELD_SET(*this, FIX::DatedDate); 125 FIELD_SET(*this, FIX::InterestAccrualDate); 126 FIELD_SET(*this, FIX::NoInstrumentParties); 127 class NoInstrumentParties: public FIX::Group 128 { 129 public: NoInstrumentParties()130 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 131 FIELD_SET(*this, FIX::InstrumentPartyID); 132 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 133 FIELD_SET(*this, FIX::InstrumentPartyRole); 134 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 135 class NoInstrumentPartySubIDs: public FIX::Group 136 { 137 public: NoInstrumentPartySubIDs()138 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 139 FIELD_SET(*this, FIX::InstrumentPartySubID); 140 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 141 }; 142 }; 143 FIELD_SET(*this, FIX::ContractMultiplierUnit); 144 FIELD_SET(*this, FIX::FlowScheduleType); 145 FIELD_SET(*this, FIX::RestructuringType); 146 FIELD_SET(*this, FIX::Seniority); 147 FIELD_SET(*this, FIX::NotionalPercentageOutstanding); 148 FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding); 149 FIELD_SET(*this, FIX::AttachmentPoint); 150 FIELD_SET(*this, FIX::DetachmentPoint); 151 FIELD_SET(*this, FIX::StrikePriceDeterminationMethod); 152 FIELD_SET(*this, FIX::StrikePriceBoundaryMethod); 153 FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision); 154 FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod); 155 FIELD_SET(*this, FIX::OptPayoutType); 156 FIELD_SET(*this, FIX::NoComplexEvents); 157 class NoComplexEvents: public FIX::Group 158 { 159 public: NoComplexEvents()160 NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {} 161 FIELD_SET(*this, FIX::ComplexEventType); 162 FIELD_SET(*this, FIX::ComplexOptPayoutAmount); 163 FIELD_SET(*this, FIX::ComplexEventPrice); 164 FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod); 165 FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision); 166 FIELD_SET(*this, FIX::ComplexEventPriceTimeType); 167 FIELD_SET(*this, FIX::ComplexEventCondition); 168 FIELD_SET(*this, FIX::NoComplexEventDates); 169 class NoComplexEventDates: public FIX::Group 170 { 171 public: NoComplexEventDates()172 NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {} 173 FIELD_SET(*this, FIX::ComplexEventStartDate); 174 FIELD_SET(*this, FIX::ComplexEventEndDate); 175 FIELD_SET(*this, FIX::NoComplexEventTimes); 176 class NoComplexEventTimes: public FIX::Group 177 { 178 public: NoComplexEventTimes()179 NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {} 180 FIELD_SET(*this, FIX::ComplexEventStartTime); 181 FIELD_SET(*this, FIX::ComplexEventEndTime); 182 }; 183 }; 184 }; 185 FIELD_SET(*this, FIX::DeliveryForm); 186 FIELD_SET(*this, FIX::PctAtRisk); 187 FIELD_SET(*this, FIX::NoInstrAttrib); 188 class NoInstrAttrib: public FIX::Group 189 { 190 public: NoInstrAttrib()191 NoInstrAttrib() : FIX::Group(870,871,FIX::message_order(871,872,0)) {} 192 FIELD_SET(*this, FIX::InstrAttribType); 193 FIELD_SET(*this, FIX::InstrAttribValue); 194 }; 195 FIELD_SET(*this, FIX::AgreementDesc); 196 FIELD_SET(*this, FIX::AgreementID); 197 FIELD_SET(*this, FIX::AgreementDate); 198 FIELD_SET(*this, FIX::AgreementCurrency); 199 FIELD_SET(*this, FIX::TerminationType); 200 FIELD_SET(*this, FIX::StartDate); 201 FIELD_SET(*this, FIX::EndDate); 202 FIELD_SET(*this, FIX::DeliveryType); 203 FIELD_SET(*this, FIX::MarginRatio); 204 FIELD_SET(*this, FIX::NoTickRules); 205 class NoTickRules: public FIX::Group 206 { 207 public: NoTickRules()208 NoTickRules() : FIX::Group(1205,1206,FIX::message_order(1206,1207,1208,1209,0)) {} 209 FIELD_SET(*this, FIX::StartTickPriceRange); 210 FIELD_SET(*this, FIX::EndTickPriceRange); 211 FIELD_SET(*this, FIX::TickIncrement); 212 FIELD_SET(*this, FIX::TickRuleType); 213 }; 214 FIELD_SET(*this, FIX::NoLotTypeRules); 215 class NoLotTypeRules: public FIX::Group 216 { 217 public: NoLotTypeRules()218 NoLotTypeRules() : FIX::Group(1234,1093,FIX::message_order(1093,1231,0)) {} 219 FIELD_SET(*this, FIX::LotType); 220 FIELD_SET(*this, FIX::MinLotSize); 221 }; 222 FIELD_SET(*this, FIX::PriceLimitType); 223 FIELD_SET(*this, FIX::LowLimitPrice); 224 FIELD_SET(*this, FIX::HighLimitPrice); 225 FIELD_SET(*this, FIX::TradingReferencePrice); 226 FIELD_SET(*this, FIX::ExpirationCycle); 227 FIELD_SET(*this, FIX::MinTradeVol); 228 FIELD_SET(*this, FIX::MaxTradeVol); 229 FIELD_SET(*this, FIX::MaxPriceVariation); 230 FIELD_SET(*this, FIX::ImpliedMarketIndicator); 231 FIELD_SET(*this, FIX::TradingCurrency); 232 FIELD_SET(*this, FIX::RoundLot); 233 FIELD_SET(*this, FIX::MultilegModel); 234 FIELD_SET(*this, FIX::MultilegPriceMethod); 235 FIELD_SET(*this, FIX::PriceType); 236 FIELD_SET(*this, FIX::NoTradingSessionRules); 237 class NoTradingSessionRules: public FIX::Group 238 { 239 public: NoTradingSessionRules()240 NoTradingSessionRules() : FIX::Group(1309,336,FIX::message_order(336,625,0)) {} 241 FIELD_SET(*this, FIX::TradingSessionID); 242 FIELD_SET(*this, FIX::TradingSessionSubID); 243 FIELD_SET(*this, FIX::NoOrdTypeRules); 244 class NoOrdTypeRules: public FIX::Group 245 { 246 public: NoOrdTypeRules()247 NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {} 248 FIELD_SET(*this, FIX::OrdType); 249 }; 250 FIELD_SET(*this, FIX::NoTimeInForceRules); 251 class NoTimeInForceRules: public FIX::Group 252 { 253 public: NoTimeInForceRules()254 NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {} 255 FIELD_SET(*this, FIX::TimeInForce); 256 }; 257 FIELD_SET(*this, FIX::NoExecInstRules); 258 class NoExecInstRules: public FIX::Group 259 { 260 public: NoExecInstRules()261 NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {} 262 FIELD_SET(*this, FIX::ExecInstValue); 263 }; 264 FIELD_SET(*this, FIX::NoMatchRules); 265 class NoMatchRules: public FIX::Group 266 { 267 public: NoMatchRules()268 NoMatchRules() : FIX::Group(1235,1142,FIX::message_order(1142,574,0)) {} 269 FIELD_SET(*this, FIX::MatchAlgorithm); 270 FIELD_SET(*this, FIX::MatchType); 271 }; 272 FIELD_SET(*this, FIX::NoMDFeedTypes); 273 class NoMDFeedTypes: public FIX::Group 274 { 275 public: NoMDFeedTypes()276 NoMDFeedTypes() : FIX::Group(1141,1022,FIX::message_order(1022,264,1021,0)) {} 277 FIELD_SET(*this, FIX::MDFeedType); 278 FIELD_SET(*this, FIX::MarketDepth); 279 FIELD_SET(*this, FIX::MDBookType); 280 }; 281 }; 282 FIELD_SET(*this, FIX::NoNestedInstrAttrib); 283 class NoNestedInstrAttrib: public FIX::Group 284 { 285 public: NoNestedInstrAttrib()286 NoNestedInstrAttrib() : FIX::Group(1312,1210,FIX::message_order(1210,1211,0)) {} 287 FIELD_SET(*this, FIX::NestedInstrAttribType); 288 FIELD_SET(*this, FIX::NestedInstrAttribValue); 289 }; 290 FIELD_SET(*this, FIX::NoStrikeRules); 291 class NoStrikeRules: public FIX::Group 292 { 293 public: NoStrikeRules()294 NoStrikeRules() : FIX::Group(1201,1223,FIX::message_order(1223,1202,1203,1204,1304,1236,0)) {} 295 FIELD_SET(*this, FIX::StrikeRuleID); 296 FIELD_SET(*this, FIX::StartStrikePxRange); 297 FIELD_SET(*this, FIX::EndStrikePxRange); 298 FIELD_SET(*this, FIX::StrikeIncrement); 299 FIELD_SET(*this, FIX::StrikeExerciseStyle); 300 FIELD_SET(*this, FIX::NoMaturityRules); 301 class NoMaturityRules: public FIX::Group 302 { 303 public: NoMaturityRules()304 NoMaturityRules() : FIX::Group(1236,1222,FIX::message_order(1222,1303,1302,1241,1226,1229,0)) {} 305 FIELD_SET(*this, FIX::MaturityRuleID); 306 FIELD_SET(*this, FIX::MaturityMonthYearFormat); 307 FIELD_SET(*this, FIX::MaturityMonthYearIncrementUnits); 308 FIELD_SET(*this, FIX::StartMaturityMonthYear); 309 FIELD_SET(*this, FIX::EndMaturityMonthYear); 310 FIELD_SET(*this, FIX::MaturityMonthYearIncrement); 311 }; 312 }; 313 FIELD_SET(*this, FIX::NoUnderlyings); 314 class NoUnderlyings: public FIX::Group 315 { 316 public: NoUnderlyings()317 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)) {} 318 FIELD_SET(*this, FIX::UnderlyingSymbol); 319 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 320 FIELD_SET(*this, FIX::UnderlyingSecurityID); 321 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 322 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 323 class NoUnderlyingSecurityAltID: public FIX::Group 324 { 325 public: NoUnderlyingSecurityAltID()326 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 327 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 328 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 329 }; 330 FIELD_SET(*this, FIX::UnderlyingProduct); 331 FIELD_SET(*this, FIX::UnderlyingCFICode); 332 FIELD_SET(*this, FIX::UnderlyingSecurityType); 333 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 334 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 335 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 336 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 337 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 338 FIELD_SET(*this, FIX::UnderlyingIssueDate); 339 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 340 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 341 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 342 FIELD_SET(*this, FIX::UnderlyingFactor); 343 FIELD_SET(*this, FIX::UnderlyingCreditRating); 344 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 345 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 346 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 347 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 348 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 349 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 350 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 351 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 352 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 353 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 354 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 355 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 356 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 357 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 358 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 359 FIELD_SET(*this, FIX::UnderlyingCouponRate); 360 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 361 FIELD_SET(*this, FIX::UnderlyingIssuer); 362 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 363 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 364 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 365 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 366 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 367 FIELD_SET(*this, FIX::UnderlyingCPProgram); 368 FIELD_SET(*this, FIX::UnderlyingCPRegType); 369 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 370 FIELD_SET(*this, FIX::UnderlyingCurrency); 371 FIELD_SET(*this, FIX::UnderlyingQty); 372 FIELD_SET(*this, FIX::UnderlyingSettlementType); 373 FIELD_SET(*this, FIX::UnderlyingCashAmount); 374 FIELD_SET(*this, FIX::UnderlyingCashType); 375 FIELD_SET(*this, FIX::UnderlyingPx); 376 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 377 FIELD_SET(*this, FIX::UnderlyingEndPrice); 378 FIELD_SET(*this, FIX::UnderlyingStartValue); 379 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 380 FIELD_SET(*this, FIX::UnderlyingEndValue); 381 FIELD_SET(*this, FIX::NoUnderlyingStips); 382 class NoUnderlyingStips: public FIX::Group 383 { 384 public: NoUnderlyingStips()385 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 386 FIELD_SET(*this, FIX::UnderlyingStipType); 387 FIELD_SET(*this, FIX::UnderlyingStipValue); 388 }; 389 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 390 FIELD_SET(*this, FIX::UnderlyingFXRate); 391 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 392 FIELD_SET(*this, FIX::UnderlyingCapValue); 393 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 394 class NoUndlyInstrumentParties: public FIX::Group 395 { 396 public: NoUndlyInstrumentParties()397 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 398 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyID); 399 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource); 400 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole); 401 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 402 class NoUndlyInstrumentPartySubIDs: public FIX::Group 403 { 404 public: NoUndlyInstrumentPartySubIDs()405 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 406 FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubID); 407 FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType); 408 }; 409 }; 410 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 411 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 412 FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit); 413 FIELD_SET(*this, FIX::UnderlyingFlowScheduleType); 414 FIELD_SET(*this, FIX::UnderlyingRestructuringType); 415 FIELD_SET(*this, FIX::UnderlyingSeniority); 416 FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding); 417 FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding); 418 FIELD_SET(*this, FIX::UnderlyingAttachmentPoint); 419 FIELD_SET(*this, FIX::UnderlyingDetachmentPoint); 420 }; 421 FIELD_SET(*this, FIX::Currency); 422 FIELD_SET(*this, FIX::NoStipulations); 423 class NoStipulations: public FIX::Group 424 { 425 public: NoStipulations()426 NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} 427 FIELD_SET(*this, FIX::StipulationType); 428 FIELD_SET(*this, FIX::StipulationValue); 429 }; 430 FIELD_SET(*this, FIX::NoLegs); 431 class NoLegs: public FIX::Group 432 { 433 public: NoLegs()434 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,690,587,683,676,677,678,679,680,0)) {} 435 FIELD_SET(*this, FIX::LegSymbol); 436 FIELD_SET(*this, FIX::LegSymbolSfx); 437 FIELD_SET(*this, FIX::LegSecurityID); 438 FIELD_SET(*this, FIX::LegSecurityIDSource); 439 FIELD_SET(*this, FIX::NoLegSecurityAltID); 440 class NoLegSecurityAltID: public FIX::Group 441 { 442 public: NoLegSecurityAltID()443 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 444 FIELD_SET(*this, FIX::LegSecurityAltID); 445 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 446 }; 447 FIELD_SET(*this, FIX::LegProduct); 448 FIELD_SET(*this, FIX::LegCFICode); 449 FIELD_SET(*this, FIX::LegSecurityType); 450 FIELD_SET(*this, FIX::LegSecuritySubType); 451 FIELD_SET(*this, FIX::LegMaturityMonthYear); 452 FIELD_SET(*this, FIX::LegMaturityDate); 453 FIELD_SET(*this, FIX::LegMaturityTime); 454 FIELD_SET(*this, FIX::LegCouponPaymentDate); 455 FIELD_SET(*this, FIX::LegIssueDate); 456 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 457 FIELD_SET(*this, FIX::LegRepurchaseTerm); 458 FIELD_SET(*this, FIX::LegRepurchaseRate); 459 FIELD_SET(*this, FIX::LegFactor); 460 FIELD_SET(*this, FIX::LegCreditRating); 461 FIELD_SET(*this, FIX::LegInstrRegistry); 462 FIELD_SET(*this, FIX::LegCountryOfIssue); 463 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 464 FIELD_SET(*this, FIX::LegLocaleOfIssue); 465 FIELD_SET(*this, FIX::LegRedemptionDate); 466 FIELD_SET(*this, FIX::LegStrikePrice); 467 FIELD_SET(*this, FIX::LegStrikeCurrency); 468 FIELD_SET(*this, FIX::LegOptAttribute); 469 FIELD_SET(*this, FIX::LegContractMultiplier); 470 FIELD_SET(*this, FIX::LegUnitOfMeasure); 471 FIELD_SET(*this, FIX::LegUnitOfMeasureQty); 472 FIELD_SET(*this, FIX::LegPriceUnitOfMeasure); 473 FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty); 474 FIELD_SET(*this, FIX::LegTimeUnit); 475 FIELD_SET(*this, FIX::LegExerciseStyle); 476 FIELD_SET(*this, FIX::LegCouponRate); 477 FIELD_SET(*this, FIX::LegSecurityExchange); 478 FIELD_SET(*this, FIX::LegIssuer); 479 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 480 FIELD_SET(*this, FIX::EncodedLegIssuer); 481 FIELD_SET(*this, FIX::LegSecurityDesc); 482 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 483 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 484 FIELD_SET(*this, FIX::LegRatioQty); 485 FIELD_SET(*this, FIX::LegSide); 486 FIELD_SET(*this, FIX::LegCurrency); 487 FIELD_SET(*this, FIX::LegPool); 488 FIELD_SET(*this, FIX::LegDatedDate); 489 FIELD_SET(*this, FIX::LegContractSettlMonth); 490 FIELD_SET(*this, FIX::LegInterestAccrualDate); 491 FIELD_SET(*this, FIX::LegPutOrCall); 492 FIELD_SET(*this, FIX::LegOptionRatio); 493 FIELD_SET(*this, FIX::LegContractMultiplierUnit); 494 FIELD_SET(*this, FIX::LegFlowScheduleType); 495 FIELD_SET(*this, FIX::LegSwapType); 496 FIELD_SET(*this, FIX::LegSettlType); 497 FIELD_SET(*this, FIX::NoLegStipulations); 498 class NoLegStipulations: public FIX::Group 499 { 500 public: NoLegStipulations()501 NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {} 502 FIELD_SET(*this, FIX::LegStipulationType); 503 FIELD_SET(*this, FIX::LegStipulationValue); 504 }; 505 FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency); 506 FIELD_SET(*this, FIX::LegBenchmarkCurveName); 507 FIELD_SET(*this, FIX::LegBenchmarkCurvePoint); 508 FIELD_SET(*this, FIX::LegBenchmarkPrice); 509 FIELD_SET(*this, FIX::LegBenchmarkPriceType); 510 }; 511 FIELD_SET(*this, FIX::Spread); 512 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 513 FIELD_SET(*this, FIX::BenchmarkCurveName); 514 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 515 FIELD_SET(*this, FIX::BenchmarkPrice); 516 FIELD_SET(*this, FIX::BenchmarkPriceType); 517 FIELD_SET(*this, FIX::BenchmarkSecurityID); 518 FIELD_SET(*this, FIX::BenchmarkSecurityIDSource); 519 FIELD_SET(*this, FIX::YieldType); 520 FIELD_SET(*this, FIX::Yield); 521 FIELD_SET(*this, FIX::YieldCalcDate); 522 FIELD_SET(*this, FIX::YieldRedemptionDate); 523 FIELD_SET(*this, FIX::YieldRedemptionPrice); 524 FIELD_SET(*this, FIX::YieldRedemptionPriceType); 525 FIELD_SET(*this, FIX::Text); 526 FIELD_SET(*this, FIX::EncodedTextLen); 527 FIELD_SET(*this, FIX::EncodedText); 528 FIELD_SET(*this, FIX::RelSymTransactTime); 529 }; 530 FIELD_SET(*this, FIX::SecurityListID); 531 FIELD_SET(*this, FIX::SecurityListRefID); 532 FIELD_SET(*this, FIX::SecurityListDesc); 533 FIELD_SET(*this, FIX::EncodedSecurityListDescLen); 534 FIELD_SET(*this, FIX::EncodedSecurityListDesc); 535 FIELD_SET(*this, FIX::SecurityListType); 536 FIELD_SET(*this, FIX::SecurityListTypeSource); 537 FIELD_SET(*this, FIX::TransactTime); 538 }; 539 540 } 541 542 #endif 543