John Colvin
fc1ae2e5cb
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.
131 lines
5.4 KiB
C++
131 lines
5.4 KiB
C++
#ifndef FIX50_DERIVATIVESECURITYLISTREQUEST_H
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#define FIX50_DERIVATIVESECURITYLISTREQUEST_H
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#include "Message.h"
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namespace FIX50
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{
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class DerivativeSecurityListRequest : public Message
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{
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public:
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DerivativeSecurityListRequest() : Message(MsgType()) {}
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DerivativeSecurityListRequest(const FIX::Message& m) : Message(m) {}
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DerivativeSecurityListRequest(const Message& m) : Message(m) {}
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DerivativeSecurityListRequest(const DerivativeSecurityListRequest& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("z"); }
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DerivativeSecurityListRequest(
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const FIX::SecurityReqID& aSecurityReqID,
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const FIX::SecurityListRequestType& aSecurityListRequestType )
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: Message(MsgType())
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{
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set(aSecurityReqID);
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set(aSecurityListRequestType);
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}
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FIELD_SET(*this, FIX::SecurityReqID);
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FIELD_SET(*this, FIX::SecurityListRequestType);
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FIELD_SET(*this, FIX::UnderlyingSymbol);
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FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
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FIELD_SET(*this, FIX::UnderlyingSecurityID);
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FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
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FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
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class NoUnderlyingSecurityAltID: public FIX::Group
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{
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public:
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NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
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FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
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FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::UnderlyingProduct);
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FIELD_SET(*this, FIX::UnderlyingCFICode);
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FIELD_SET(*this, FIX::UnderlyingSecurityType);
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FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
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FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
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FIELD_SET(*this, FIX::UnderlyingMaturityDate);
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FIELD_SET(*this, FIX::UnderlyingPutOrCall);
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FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
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FIELD_SET(*this, FIX::UnderlyingIssueDate);
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FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
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FIELD_SET(*this, FIX::UnderlyingFactor);
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FIELD_SET(*this, FIX::UnderlyingCreditRating);
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FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
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FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
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FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
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FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
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FIELD_SET(*this, FIX::UnderlyingStrikePrice);
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FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
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FIELD_SET(*this, FIX::UnderlyingOptAttribute);
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FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
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FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
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FIELD_SET(*this, FIX::UnderlyingTimeUnit);
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FIELD_SET(*this, FIX::UnderlyingCouponRate);
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FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
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FIELD_SET(*this, FIX::UnderlyingIssuer);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
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FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::UnderlyingCPProgram);
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FIELD_SET(*this, FIX::UnderlyingCPRegType);
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FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
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FIELD_SET(*this, FIX::UnderlyingCurrency);
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FIELD_SET(*this, FIX::UnderlyingQty);
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FIELD_SET(*this, FIX::UnderlyingSettlementType);
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FIELD_SET(*this, FIX::UnderlyingCashAmount);
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FIELD_SET(*this, FIX::UnderlyingCashType);
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FIELD_SET(*this, FIX::UnderlyingPx);
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FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
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FIELD_SET(*this, FIX::UnderlyingEndPrice);
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FIELD_SET(*this, FIX::UnderlyingStartValue);
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FIELD_SET(*this, FIX::UnderlyingCurrentValue);
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FIELD_SET(*this, FIX::UnderlyingEndValue);
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FIELD_SET(*this, FIX::NoUnderlyingStips);
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class NoUnderlyingStips: public FIX::Group
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{
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public:
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NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {}
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FIELD_SET(*this, FIX::UnderlyingStipType);
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FIELD_SET(*this, FIX::UnderlyingStipValue);
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};
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FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
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FIELD_SET(*this, FIX::UnderlyingFXRate);
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FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
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FIELD_SET(*this, FIX::UnderlyingCapValue);
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FIELD_SET(*this, FIX::NoUndlyInstrumentParties);
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class NoUndlyInstrumentParties: public FIX::Group
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{
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public:
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NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {}
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FIELD_SET(*this, FIX::UndlyInstrumentPartyID);
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FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource);
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FIELD_SET(*this, FIX::UndlyInstrumentPartyRole);
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FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs);
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class NoUndlyInstrumentPartySubIDs: public FIX::Group
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{
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public:
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NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {}
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FIELD_SET(*this, FIX::UndlyInstrumentPartySubID);
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FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::UnderlyingSettlMethod);
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FIELD_SET(*this, FIX::SecuritySubType);
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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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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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FIELD_SET(*this, FIX::SubscriptionRequestType);
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};
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}
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#endif
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