89 lines
3.1 KiB
C++
89 lines
3.1 KiB
C++
#ifndef FIX43_LISTSTRIKEPRICE_H
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#define FIX43_LISTSTRIKEPRICE_H
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#include "Message.h"
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namespace FIX43
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{
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class ListStrikePrice : public Message
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{
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public:
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ListStrikePrice() : Message(MsgType()) {}
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ListStrikePrice(const FIX::Message& m) : Message(m) {}
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ListStrikePrice(const Message& m) : Message(m) {}
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ListStrikePrice(const ListStrikePrice& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("m"); }
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ListStrikePrice(
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const FIX::ListID& aListID,
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const FIX::TotNoStrikes& aTotNoStrikes )
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: Message(MsgType())
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{
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set(aListID);
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set(aTotNoStrikes);
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}
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FIELD_SET(*this, FIX::ListID);
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FIELD_SET(*this, FIX::TotNoStrikes);
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FIELD_SET(*this, FIX::NoStrikes);
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class NoStrikes: public FIX::Group
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{
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public:
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NoStrikes() : FIX::Group(428,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,140,11,526,54,44,15,58,354,355,0)) {}
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FIELD_SET(*this, FIX::Symbol);
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FIELD_SET(*this, FIX::SymbolSfx);
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FIELD_SET(*this, FIX::SecurityID);
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FIELD_SET(*this, FIX::SecurityIDSource);
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FIELD_SET(*this, FIX::Product);
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FIELD_SET(*this, FIX::CFICode);
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FIELD_SET(*this, FIX::SecurityType);
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FIELD_SET(*this, FIX::MaturityMonthYear);
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FIELD_SET(*this, FIX::MaturityDate);
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FIELD_SET(*this, FIX::CouponPaymentDate);
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FIELD_SET(*this, FIX::IssueDate);
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FIELD_SET(*this, FIX::RepoCollateralSecurityType);
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FIELD_SET(*this, FIX::RepurchaseTerm);
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FIELD_SET(*this, FIX::RepurchaseRate);
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FIELD_SET(*this, FIX::Factor);
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FIELD_SET(*this, FIX::CreditRating);
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FIELD_SET(*this, FIX::InstrRegistry);
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FIELD_SET(*this, FIX::CountryOfIssue);
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FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LocaleOfIssue);
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FIELD_SET(*this, FIX::RedemptionDate);
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FIELD_SET(*this, FIX::StrikePrice);
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FIELD_SET(*this, FIX::OptAttribute);
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FIELD_SET(*this, FIX::ContractMultiplier);
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FIELD_SET(*this, FIX::CouponRate);
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FIELD_SET(*this, FIX::SecurityExchange);
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FIELD_SET(*this, FIX::Issuer);
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FIELD_SET(*this, FIX::EncodedIssuerLen);
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FIELD_SET(*this, FIX::EncodedIssuer);
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FIELD_SET(*this, FIX::SecurityDesc);
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FIELD_SET(*this, FIX::EncodedSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedSecurityDesc);
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FIELD_SET(*this, FIX::NoSecurityAltID);
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class NoSecurityAltID: public FIX::Group
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{
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public:
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NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
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FIELD_SET(*this, FIX::SecurityAltID);
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FIELD_SET(*this, FIX::SecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::PrevClosePx);
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FIELD_SET(*this, FIX::ClOrdID);
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FIELD_SET(*this, FIX::SecondaryClOrdID);
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FIELD_SET(*this, FIX::Side);
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FIELD_SET(*this, FIX::Price);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::Text);
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FIELD_SET(*this, FIX::EncodedTextLen);
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FIELD_SET(*this, FIX::EncodedText);
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};
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};
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}
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#endif
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