98 lines
4.0 KiB
C++
98 lines
4.0 KiB
C++
#ifndef FIX50_DERIVATIVESECURITYLISTREQUEST_H
|
|
#define FIX50_DERIVATIVESECURITYLISTREQUEST_H
|
|
|
|
#include "Message.h"
|
|
|
|
namespace FIX50
|
|
{
|
|
|
|
class DerivativeSecurityListRequest : public Message
|
|
{
|
|
public:
|
|
DerivativeSecurityListRequest() : Message(MsgType()) {}
|
|
DerivativeSecurityListRequest(const FIX::Message& m) : Message(m) {}
|
|
DerivativeSecurityListRequest(const Message& m) : Message(m) {}
|
|
DerivativeSecurityListRequest(const DerivativeSecurityListRequest& m) : Message(m) {}
|
|
static FIX::MsgType MsgType() { return FIX::MsgType("z"); }
|
|
|
|
DerivativeSecurityListRequest(
|
|
const FIX::SecurityReqID& aSecurityReqID,
|
|
const FIX::SecurityListRequestType& aSecurityListRequestType )
|
|
: Message(MsgType())
|
|
{
|
|
set(aSecurityReqID);
|
|
set(aSecurityListRequestType);
|
|
}
|
|
|
|
FIELD_SET(*this, FIX::SecurityReqID);
|
|
FIELD_SET(*this, FIX::SecurityListRequestType);
|
|
FIELD_SET(*this, FIX::UnderlyingSymbol);
|
|
FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
|
|
FIELD_SET(*this, FIX::UnderlyingSecurityID);
|
|
FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
|
|
FIELD_SET(*this, FIX::UnderlyingProduct);
|
|
FIELD_SET(*this, FIX::UnderlyingCFICode);
|
|
FIELD_SET(*this, FIX::UnderlyingSecurityType);
|
|
FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
|
|
FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
|
|
FIELD_SET(*this, FIX::UnderlyingMaturityDate);
|
|
FIELD_SET(*this, FIX::UnderlyingPutOrCall);
|
|
FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
|
|
FIELD_SET(*this, FIX::UnderlyingIssueDate);
|
|
FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
|
|
FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
|
|
FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
|
|
FIELD_SET(*this, FIX::UnderlyingFactor);
|
|
FIELD_SET(*this, FIX::UnderlyingCreditRating);
|
|
FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
|
|
FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
|
|
FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
|
|
FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
|
|
FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
|
|
FIELD_SET(*this, FIX::UnderlyingStrikePrice);
|
|
FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
|
|
FIELD_SET(*this, FIX::UnderlyingOptAttribute);
|
|
FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
|
|
FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
|
|
FIELD_SET(*this, FIX::UnderlyingTimeUnit);
|
|
FIELD_SET(*this, FIX::UnderlyingCouponRate);
|
|
FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
|
|
FIELD_SET(*this, FIX::UnderlyingIssuer);
|
|
FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
|
|
FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
|
|
FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
|
|
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
|
|
FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
|
|
FIELD_SET(*this, FIX::UnderlyingCPProgram);
|
|
FIELD_SET(*this, FIX::UnderlyingCPRegType);
|
|
FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
|
|
FIELD_SET(*this, FIX::UnderlyingCurrency);
|
|
FIELD_SET(*this, FIX::UnderlyingQty);
|
|
FIELD_SET(*this, FIX::UnderlyingSettlementType);
|
|
FIELD_SET(*this, FIX::UnderlyingCashAmount);
|
|
FIELD_SET(*this, FIX::UnderlyingCashType);
|
|
FIELD_SET(*this, FIX::UnderlyingPx);
|
|
FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
|
|
FIELD_SET(*this, FIX::UnderlyingEndPrice);
|
|
FIELD_SET(*this, FIX::UnderlyingStartValue);
|
|
FIELD_SET(*this, FIX::UnderlyingCurrentValue);
|
|
FIELD_SET(*this, FIX::UnderlyingEndValue);
|
|
FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
|
|
FIELD_SET(*this, FIX::UnderlyingFXRate);
|
|
FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
|
|
FIELD_SET(*this, FIX::UnderlyingCapValue);
|
|
FIELD_SET(*this, FIX::UnderlyingSettlMethod);
|
|
FIELD_SET(*this, FIX::SecuritySubType);
|
|
FIELD_SET(*this, FIX::Currency);
|
|
FIELD_SET(*this, FIX::Text);
|
|
FIELD_SET(*this, FIX::EncodedTextLen);
|
|
FIELD_SET(*this, FIX::EncodedText);
|
|
FIELD_SET(*this, FIX::TradingSessionID);
|
|
FIELD_SET(*this, FIX::TradingSessionSubID);
|
|
FIELD_SET(*this, FIX::SubscriptionRequestType);
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|