136 lines
4.8 KiB
C++
136 lines
4.8 KiB
C++
#ifndef FIX50_ADJUSTEDPOSITIONREPORT_H
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#define FIX50_ADJUSTEDPOSITIONREPORT_H
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#include "Message.h"
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namespace FIX50
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{
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class AdjustedPositionReport : public Message
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{
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public:
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AdjustedPositionReport() : Message(MsgType()) {}
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AdjustedPositionReport(const FIX::Message& m) : Message(m) {}
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AdjustedPositionReport(const Message& m) : Message(m) {}
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AdjustedPositionReport(const AdjustedPositionReport& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("BL"); }
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AdjustedPositionReport(
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const FIX::PosMaintRptID& aPosMaintRptID,
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const FIX::ClearingBusinessDate& aClearingBusinessDate )
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: Message(MsgType())
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{
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set(aPosMaintRptID);
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set(aClearingBusinessDate);
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}
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FIELD_SET(*this, FIX::PosMaintRptID);
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FIELD_SET(*this, FIX::PosReqType);
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FIELD_SET(*this, FIX::ClearingBusinessDate);
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FIELD_SET(*this, FIX::SettlSessID);
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FIELD_SET(*this, FIX::PosMaintRptRefID);
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FIELD_SET(*this, FIX::NoPartyIDs);
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class NoPartyIDs: public FIX::Group
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{
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public:
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NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
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FIELD_SET(*this, FIX::PartyID);
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FIELD_SET(*this, FIX::PartyIDSource);
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FIELD_SET(*this, FIX::PartyRole);
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FIELD_SET(*this, FIX::NoPartySubIDs);
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class NoPartySubIDs: public FIX::Group
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{
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public:
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NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
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FIELD_SET(*this, FIX::PartySubID);
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FIELD_SET(*this, FIX::PartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::NoPositions);
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class NoPositions: public FIX::Group
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{
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public:
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NoPositions() : FIX::Group(702,703,FIX::message_order(703,704,705,706,976,539,0)) {}
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FIELD_SET(*this, FIX::PosType);
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FIELD_SET(*this, FIX::LongQty);
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FIELD_SET(*this, FIX::ShortQty);
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FIELD_SET(*this, FIX::PosQtyStatus);
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FIELD_SET(*this, FIX::QuantityDate);
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FIELD_SET(*this, FIX::NoNestedPartyIDs);
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class NoNestedPartyIDs: public FIX::Group
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{
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public:
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NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
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FIELD_SET(*this, FIX::NestedPartyID);
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FIELD_SET(*this, FIX::NestedPartyIDSource);
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FIELD_SET(*this, FIX::NestedPartyRole);
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FIELD_SET(*this, FIX::NoNestedPartySubIDs);
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class NoNestedPartySubIDs: public FIX::Group
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{
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public:
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NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
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FIELD_SET(*this, FIX::NestedPartySubID);
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FIELD_SET(*this, FIX::NestedPartySubIDType);
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};
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};
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};
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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::SecuritySubType);
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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::MaturityTime);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::SettleOnOpenFlag);
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FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
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FIELD_SET(*this, FIX::SecurityStatus);
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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::StrikeCurrency);
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FIELD_SET(*this, FIX::StrikeMultiplier);
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FIELD_SET(*this, FIX::StrikeValue);
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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::MinPriceIncrement);
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FIELD_SET(*this, FIX::UnitOfMeasure);
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FIELD_SET(*this, FIX::TimeUnit);
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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::PositionLimit);
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FIELD_SET(*this, FIX::NTPositionLimit);
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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::Pool);
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FIELD_SET(*this, FIX::ContractSettlMonth);
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FIELD_SET(*this, FIX::CPProgram);
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FIELD_SET(*this, FIX::CPRegType);
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FIELD_SET(*this, FIX::DatedDate);
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FIELD_SET(*this, FIX::InterestAccrualDate);
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FIELD_SET(*this, FIX::SettlPrice);
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FIELD_SET(*this, FIX::PriorSettlPrice);
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};
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}
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#endif
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