141 lines
5.6 KiB
C++
141 lines
5.6 KiB
C++
#ifndef FIX43_SECURITYLIST_H
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#define FIX43_SECURITYLIST_H
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#include "Message.h"
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namespace FIX43
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{
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class SecurityList : public Message
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{
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public:
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SecurityList() : Message(MsgType()) {}
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SecurityList(const FIX::Message& m) : Message(m) {}
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SecurityList(const Message& m) : Message(m) {}
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SecurityList(const SecurityList& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("y"); }
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SecurityList(
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const FIX::SecurityReqID& aSecurityReqID,
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const FIX::SecurityResponseID& aSecurityResponseID,
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const FIX::SecurityRequestResult& aSecurityRequestResult )
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: Message(MsgType())
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{
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set(aSecurityReqID);
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set(aSecurityResponseID);
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set(aSecurityRequestResult);
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}
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FIELD_SET(*this, FIX::SecurityReqID);
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FIELD_SET(*this, FIX::SecurityResponseID);
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FIELD_SET(*this, FIX::SecurityRequestResult);
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FIELD_SET(*this, FIX::TotalNumSecurities);
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FIELD_SET(*this, FIX::NoRelatedSym);
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class NoRelatedSym: public FIX::Group
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{
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public:
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NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,454,460,461,167,200,541,224,225,239,226,227,228,255,543,470,471,472,240,202,206,231,223,207,106,348,349,107,350,351,15,555,561,562,336,625,58,354,355,0)) {}
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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::Currency);
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FIELD_SET(*this, FIX::RoundLot);
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FIELD_SET(*this, FIX::MinTradeVol);
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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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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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FIELD_SET(*this, FIX::NoLegs);
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class NoLegs: public FIX::Group
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{
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public:
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NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,604,607,608,609,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,613,614,615,616,617,618,619,620,621,622,623,624,556,0)) {}
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FIELD_SET(*this, FIX::LegSymbol);
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FIELD_SET(*this, FIX::LegSymbolSfx);
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FIELD_SET(*this, FIX::LegSecurityID);
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FIELD_SET(*this, FIX::LegSecurityIDSource);
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FIELD_SET(*this, FIX::LegProduct);
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FIELD_SET(*this, FIX::LegCFICode);
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FIELD_SET(*this, FIX::LegSecurityType);
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FIELD_SET(*this, FIX::LegMaturityMonthYear);
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FIELD_SET(*this, FIX::LegMaturityDate);
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FIELD_SET(*this, FIX::LegCouponPaymentDate);
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FIELD_SET(*this, FIX::LegIssueDate);
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FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::LegRepurchaseTerm);
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FIELD_SET(*this, FIX::LegRepurchaseRate);
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FIELD_SET(*this, FIX::LegFactor);
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FIELD_SET(*this, FIX::LegCreditRating);
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FIELD_SET(*this, FIX::LegInstrRegistry);
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FIELD_SET(*this, FIX::LegCountryOfIssue);
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FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LegLocaleOfIssue);
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FIELD_SET(*this, FIX::LegRedemptionDate);
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FIELD_SET(*this, FIX::LegStrikePrice);
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FIELD_SET(*this, FIX::LegOptAttribute);
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FIELD_SET(*this, FIX::LegContractMultiplier);
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FIELD_SET(*this, FIX::LegCouponRate);
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FIELD_SET(*this, FIX::LegSecurityExchange);
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FIELD_SET(*this, FIX::LegIssuer);
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FIELD_SET(*this, FIX::EncodedLegIssuerLen);
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FIELD_SET(*this, FIX::EncodedLegIssuer);
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FIELD_SET(*this, FIX::LegSecurityDesc);
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FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
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FIELD_SET(*this, FIX::LegRatioQty);
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FIELD_SET(*this, FIX::LegSide);
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FIELD_SET(*this, FIX::NoLegSecurityAltID);
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class NoLegSecurityAltID: public FIX::Group
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{
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public:
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NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {}
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FIELD_SET(*this, FIX::LegSecurityAltID);
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FIELD_SET(*this, FIX::LegSecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::LegCurrency);
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};
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};
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};
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}
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#endif
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