67 lines
2.1 KiB
C++
67 lines
2.1 KiB
C++
#ifndef FIX42_LISTSTRIKEPRICE_H
|
|
#define FIX42_LISTSTRIKEPRICE_H
|
|
|
|
#include "Message.h"
|
|
|
|
namespace FIX42
|
|
{
|
|
|
|
class ListStrikePrice : public Message
|
|
{
|
|
public:
|
|
ListStrikePrice() : Message(MsgType()) {}
|
|
ListStrikePrice(const FIX::Message& m) : Message(m) {}
|
|
ListStrikePrice(const Message& m) : Message(m) {}
|
|
ListStrikePrice(const ListStrikePrice& m) : Message(m) {}
|
|
static FIX::MsgType MsgType() { return FIX::MsgType("m"); }
|
|
|
|
ListStrikePrice(
|
|
const FIX::ListID& aListID,
|
|
const FIX::TotNoStrikes& aTotNoStrikes )
|
|
: Message(MsgType())
|
|
{
|
|
set(aListID);
|
|
set(aTotNoStrikes);
|
|
}
|
|
|
|
FIELD_SET(*this, FIX::ListID);
|
|
FIELD_SET(*this, FIX::TotNoStrikes);
|
|
FIELD_SET(*this, FIX::NoStrikes);
|
|
class NoStrikes: public FIX::Group
|
|
{
|
|
public:
|
|
NoStrikes() : FIX::Group(428,55,FIX::message_order(55,65,48,22,167,200,205,201,202,206,231,223,207,106,348,349,107,350,351,140,11,54,44,15,58,354,355,0)) {}
|
|
FIELD_SET(*this, FIX::Symbol);
|
|
FIELD_SET(*this, FIX::SymbolSfx);
|
|
FIELD_SET(*this, FIX::SecurityID);
|
|
FIELD_SET(*this, FIX::IDSource);
|
|
FIELD_SET(*this, FIX::SecurityType);
|
|
FIELD_SET(*this, FIX::MaturityMonthYear);
|
|
FIELD_SET(*this, FIX::MaturityDay);
|
|
FIELD_SET(*this, FIX::PutOrCall);
|
|
FIELD_SET(*this, FIX::StrikePrice);
|
|
FIELD_SET(*this, FIX::OptAttribute);
|
|
FIELD_SET(*this, FIX::ContractMultiplier);
|
|
FIELD_SET(*this, FIX::CouponRate);
|
|
FIELD_SET(*this, FIX::SecurityExchange);
|
|
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::PrevClosePx);
|
|
FIELD_SET(*this, FIX::ClOrdID);
|
|
FIELD_SET(*this, FIX::Side);
|
|
FIELD_SET(*this, FIX::Price);
|
|
FIELD_SET(*this, FIX::Currency);
|
|
FIELD_SET(*this, FIX::Text);
|
|
FIELD_SET(*this, FIX::EncodedTextLen);
|
|
FIELD_SET(*this, FIX::EncodedText);
|
|
};
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|