Files
externals/linux/include/quickfix/fix50/AdjustedPositionReport.h
John Colvin fc1ae2e5cb Upgrade linux quickfix
WARNING: This is NOT an official release.  As of 12/10/21 20:23, the
latest release of the quickfix lib (1.15.1) does not support c++17
(the FIX::Application class has fns with dynamic exceptions).  This
commit upgrades to a more recent (unreleased) build which supports
c++17.
2021-12-12 15:56:55 -05:00

171 lines
6.1 KiB
C++

#ifndef FIX50_ADJUSTEDPOSITIONREPORT_H
#define FIX50_ADJUSTEDPOSITIONREPORT_H
#include "Message.h"
namespace FIX50
{
class AdjustedPositionReport : public Message
{
public:
AdjustedPositionReport() : Message(MsgType()) {}
AdjustedPositionReport(const FIX::Message& m) : Message(m) {}
AdjustedPositionReport(const Message& m) : Message(m) {}
AdjustedPositionReport(const AdjustedPositionReport& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("BL"); }
AdjustedPositionReport(
const FIX::PosMaintRptID& aPosMaintRptID,
const FIX::ClearingBusinessDate& aClearingBusinessDate )
: Message(MsgType())
{
set(aPosMaintRptID);
set(aClearingBusinessDate);
}
FIELD_SET(*this, FIX::PosMaintRptID);
FIELD_SET(*this, FIX::PosReqType);
FIELD_SET(*this, FIX::ClearingBusinessDate);
FIELD_SET(*this, FIX::SettlSessID);
FIELD_SET(*this, FIX::PosMaintRptRefID);
FIELD_SET(*this, FIX::NoPartyIDs);
class NoPartyIDs: public FIX::Group
{
public:
NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
FIELD_SET(*this, FIX::PartyID);
FIELD_SET(*this, FIX::PartyIDSource);
FIELD_SET(*this, FIX::PartyRole);
FIELD_SET(*this, FIX::NoPartySubIDs);
class NoPartySubIDs: public FIX::Group
{
public:
NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
FIELD_SET(*this, FIX::PartySubID);
FIELD_SET(*this, FIX::PartySubIDType);
};
};
FIELD_SET(*this, FIX::NoPositions);
class NoPositions: public FIX::Group
{
public:
NoPositions() : FIX::Group(702,703,FIX::message_order(703,704,705,706,976,539,0)) {}
FIELD_SET(*this, FIX::PosType);
FIELD_SET(*this, FIX::LongQty);
FIELD_SET(*this, FIX::ShortQty);
FIELD_SET(*this, FIX::PosQtyStatus);
FIELD_SET(*this, FIX::QuantityDate);
FIELD_SET(*this, FIX::NoNestedPartyIDs);
class NoNestedPartyIDs: public FIX::Group
{
public:
NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
FIELD_SET(*this, FIX::NestedPartyID);
FIELD_SET(*this, FIX::NestedPartyIDSource);
FIELD_SET(*this, FIX::NestedPartyRole);
FIELD_SET(*this, FIX::NoNestedPartySubIDs);
class NoNestedPartySubIDs: public FIX::Group
{
public:
NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
FIELD_SET(*this, FIX::NestedPartySubID);
FIELD_SET(*this, FIX::NestedPartySubIDType);
};
};
};
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::SecurityIDSource);
FIELD_SET(*this, FIX::NoSecurityAltID);
class NoSecurityAltID: public FIX::Group
{
public:
NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
FIELD_SET(*this, FIX::SecurityAltID);
FIELD_SET(*this, FIX::SecurityAltIDSource);
};
FIELD_SET(*this, FIX::Product);
FIELD_SET(*this, FIX::CFICode);
FIELD_SET(*this, FIX::SecurityType);
FIELD_SET(*this, FIX::SecuritySubType);
FIELD_SET(*this, FIX::MaturityMonthYear);
FIELD_SET(*this, FIX::MaturityDate);
FIELD_SET(*this, FIX::MaturityTime);
FIELD_SET(*this, FIX::PutOrCall);
FIELD_SET(*this, FIX::SettleOnOpenFlag);
FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
FIELD_SET(*this, FIX::SecurityStatus);
FIELD_SET(*this, FIX::CouponPaymentDate);
FIELD_SET(*this, FIX::IssueDate);
FIELD_SET(*this, FIX::RepoCollateralSecurityType);
FIELD_SET(*this, FIX::RepurchaseTerm);
FIELD_SET(*this, FIX::RepurchaseRate);
FIELD_SET(*this, FIX::Factor);
FIELD_SET(*this, FIX::CreditRating);
FIELD_SET(*this, FIX::InstrRegistry);
FIELD_SET(*this, FIX::CountryOfIssue);
FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LocaleOfIssue);
FIELD_SET(*this, FIX::RedemptionDate);
FIELD_SET(*this, FIX::StrikePrice);
FIELD_SET(*this, FIX::StrikeCurrency);
FIELD_SET(*this, FIX::StrikeMultiplier);
FIELD_SET(*this, FIX::StrikeValue);
FIELD_SET(*this, FIX::OptAttribute);
FIELD_SET(*this, FIX::ContractMultiplier);
FIELD_SET(*this, FIX::MinPriceIncrement);
FIELD_SET(*this, FIX::UnitOfMeasure);
FIELD_SET(*this, FIX::TimeUnit);
FIELD_SET(*this, FIX::CouponRate);
FIELD_SET(*this, FIX::SecurityExchange);
FIELD_SET(*this, FIX::PositionLimit);
FIELD_SET(*this, FIX::NTPositionLimit);
FIELD_SET(*this, FIX::Issuer);
FIELD_SET(*this, FIX::EncodedIssuerLen);
FIELD_SET(*this, FIX::EncodedIssuer);
FIELD_SET(*this, FIX::SecurityDesc);
FIELD_SET(*this, FIX::EncodedSecurityDescLen);
FIELD_SET(*this, FIX::EncodedSecurityDesc);
FIELD_SET(*this, FIX::Pool);
FIELD_SET(*this, FIX::ContractSettlMonth);
FIELD_SET(*this, FIX::CPProgram);
FIELD_SET(*this, FIX::CPRegType);
FIELD_SET(*this, FIX::NoEvents);
class NoEvents: public FIX::Group
{
public:
NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {}
FIELD_SET(*this, FIX::EventType);
FIELD_SET(*this, FIX::EventDate);
FIELD_SET(*this, FIX::EventPx);
FIELD_SET(*this, FIX::EventText);
};
FIELD_SET(*this, FIX::DatedDate);
FIELD_SET(*this, FIX::InterestAccrualDate);
FIELD_SET(*this, FIX::NoInstrumentParties);
class NoInstrumentParties: public FIX::Group
{
public:
NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {}
FIELD_SET(*this, FIX::InstrumentPartyID);
FIELD_SET(*this, FIX::InstrumentPartyIDSource);
FIELD_SET(*this, FIX::InstrumentPartyRole);
FIELD_SET(*this, FIX::NoInstrumentPartySubIDs);
class NoInstrumentPartySubIDs: public FIX::Group
{
public:
NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {}
FIELD_SET(*this, FIX::InstrumentPartySubID);
FIELD_SET(*this, FIX::InstrumentPartySubIDType);
};
};
FIELD_SET(*this, FIX::SettlPrice);
FIELD_SET(*this, FIX::PriorSettlPrice);
};
}
#endif