247 lines
11 KiB
C++
247 lines
11 KiB
C++
#ifndef FIX50SP1_SECURITYSTATUS_H
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#define FIX50SP1_SECURITYSTATUS_H
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#include "Message.h"
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namespace FIX50SP1
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{
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class SecurityStatus : public Message
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{
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public:
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SecurityStatus() : Message(MsgType()) {}
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SecurityStatus(const FIX::Message& m) : Message(m) {}
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SecurityStatus(const Message& m) : Message(m) {}
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SecurityStatus(const SecurityStatus& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("f"); }
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FIELD_SET(*this, FIX::ApplID);
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FIELD_SET(*this, FIX::ApplSeqNum);
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FIELD_SET(*this, FIX::ApplLastSeqNum);
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FIELD_SET(*this, FIX::ApplResendFlag);
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FIELD_SET(*this, FIX::SecurityStatusReqID);
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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::ProductComplex);
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FIELD_SET(*this, FIX::SecurityGroup);
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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::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::MinPriceIncrementAmount);
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FIELD_SET(*this, FIX::UnitOfMeasure);
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FIELD_SET(*this, FIX::UnitOfMeasureQty);
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FIELD_SET(*this, FIX::PriceUnitOfMeasure);
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FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::SettlMethod);
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FIELD_SET(*this, FIX::ExerciseStyle);
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FIELD_SET(*this, FIX::OptPayAmount);
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FIELD_SET(*this, FIX::PriceQuoteMethod);
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FIELD_SET(*this, FIX::FuturesValuationMethod);
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FIELD_SET(*this, FIX::ListMethod);
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FIELD_SET(*this, FIX::CapPrice);
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FIELD_SET(*this, FIX::FloorPrice);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::FlexibleIndicator);
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FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
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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::DeliveryForm);
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FIELD_SET(*this, FIX::PctAtRisk);
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FIELD_SET(*this, FIX::NoUnderlyings);
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class NoUnderlyings: public FIX::Group
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{
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public:
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NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {}
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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::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::UnderlyingMaturityTime);
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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::UnderlyingUnitOfMeasureQty);
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FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
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FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::UnderlyingTimeUnit);
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FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
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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::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::UnderlyingSettlMethod);
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FIELD_SET(*this, FIX::UnderlyingPutOrCall);
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};
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FIELD_SET(*this, FIX::NoLegs);
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class NoLegs: public FIX::Group
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{
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public:
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NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,0)) {}
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FIELD_SET(*this, FIX::LegSymbol);
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FIELD_SET(*this, FIX::LegSymbolSfx);
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FIELD_SET(*this, FIX::LegSecurityID);
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FIELD_SET(*this, FIX::LegSecurityIDSource);
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FIELD_SET(*this, FIX::LegProduct);
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FIELD_SET(*this, FIX::LegCFICode);
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FIELD_SET(*this, FIX::LegSecurityType);
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FIELD_SET(*this, FIX::LegSecuritySubType);
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FIELD_SET(*this, FIX::LegMaturityMonthYear);
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FIELD_SET(*this, FIX::LegMaturityDate);
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FIELD_SET(*this, FIX::LegMaturityTime);
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FIELD_SET(*this, FIX::LegCouponPaymentDate);
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FIELD_SET(*this, FIX::LegIssueDate);
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FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::LegRepurchaseTerm);
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FIELD_SET(*this, FIX::LegRepurchaseRate);
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FIELD_SET(*this, FIX::LegFactor);
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FIELD_SET(*this, FIX::LegCreditRating);
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FIELD_SET(*this, FIX::LegInstrRegistry);
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FIELD_SET(*this, FIX::LegCountryOfIssue);
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FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LegLocaleOfIssue);
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FIELD_SET(*this, FIX::LegRedemptionDate);
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FIELD_SET(*this, FIX::LegStrikePrice);
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FIELD_SET(*this, FIX::LegStrikeCurrency);
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FIELD_SET(*this, FIX::LegOptAttribute);
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FIELD_SET(*this, FIX::LegContractMultiplier);
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FIELD_SET(*this, FIX::LegUnitOfMeasure);
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FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
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FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
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FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::LegTimeUnit);
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FIELD_SET(*this, FIX::LegExerciseStyle);
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FIELD_SET(*this, FIX::LegCouponRate);
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FIELD_SET(*this, FIX::LegSecurityExchange);
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FIELD_SET(*this, FIX::LegIssuer);
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FIELD_SET(*this, FIX::EncodedLegIssuerLen);
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FIELD_SET(*this, FIX::EncodedLegIssuer);
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FIELD_SET(*this, FIX::LegSecurityDesc);
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FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
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FIELD_SET(*this, FIX::LegRatioQty);
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FIELD_SET(*this, FIX::LegSide);
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FIELD_SET(*this, FIX::LegCurrency);
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FIELD_SET(*this, FIX::LegPool);
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FIELD_SET(*this, FIX::LegDatedDate);
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FIELD_SET(*this, FIX::LegContractSettlMonth);
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FIELD_SET(*this, FIX::LegInterestAccrualDate);
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FIELD_SET(*this, FIX::LegPutOrCall);
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FIELD_SET(*this, FIX::LegOptionRatio);
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};
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::MarketID);
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FIELD_SET(*this, FIX::MarketSegmentID);
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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::UnsolicitedIndicator);
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FIELD_SET(*this, FIX::SecurityTradingStatus);
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FIELD_SET(*this, FIX::SecurityTradingEvent);
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FIELD_SET(*this, FIX::FinancialStatus);
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FIELD_SET(*this, FIX::CorporateAction);
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FIELD_SET(*this, FIX::HaltReasonChar);
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FIELD_SET(*this, FIX::InViewOfCommon);
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FIELD_SET(*this, FIX::DueToRelated);
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FIELD_SET(*this, FIX::MDBookType);
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FIELD_SET(*this, FIX::MarketDepth);
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FIELD_SET(*this, FIX::BuyVolume);
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FIELD_SET(*this, FIX::SellVolume);
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FIELD_SET(*this, FIX::HighPx);
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FIELD_SET(*this, FIX::LowPx);
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FIELD_SET(*this, FIX::LastPx);
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::Adjustment);
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FIELD_SET(*this, FIX::FirstPx);
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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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};
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}
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#endif
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