/usr/include/quickfix/fix50/SecurityDefinition.h is in libquickfix-dev 1.13.3+dfsg-4.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 | #ifndef FIX50_SECURITYDEFINITION_H
#define FIX50_SECURITYDEFINITION_H
#include "Message.h"
namespace FIX50
{
class SecurityDefinition : public Message
{
public:
SecurityDefinition() : Message(MsgType()) {}
SecurityDefinition(const FIX::Message& m) : Message(m) {}
SecurityDefinition(const Message& m) : Message(m) {}
SecurityDefinition(const SecurityDefinition& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("d"); }
FIELD_SET(*this, FIX::SecurityReqID);
FIELD_SET(*this, FIX::SecurityResponseID);
FIELD_SET(*this, FIX::SecurityResponseType);
FIELD_SET(*this, FIX::Symbol);
FIELD_SET(*this, FIX::SymbolSfx);
FIELD_SET(*this, FIX::SecurityID);
FIELD_SET(*this, FIX::SecurityIDSource);
FIELD_SET(*this, FIX::Product);
FIELD_SET(*this, FIX::CFICode);
FIELD_SET(*this, FIX::SecurityType);
FIELD_SET(*this, FIX::SecuritySubType);
FIELD_SET(*this, FIX::MaturityMonthYear);
FIELD_SET(*this, FIX::MaturityDate);
FIELD_SET(*this, FIX::CouponPaymentDate);
FIELD_SET(*this, FIX::IssueDate);
FIELD_SET(*this, FIX::RepoCollateralSecurityType);
FIELD_SET(*this, FIX::RepurchaseTerm);
FIELD_SET(*this, FIX::RepurchaseRate);
FIELD_SET(*this, FIX::Factor);
FIELD_SET(*this, FIX::CreditRating);
FIELD_SET(*this, FIX::InstrRegistry);
FIELD_SET(*this, FIX::CountryOfIssue);
FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LocaleOfIssue);
FIELD_SET(*this, FIX::RedemptionDate);
FIELD_SET(*this, FIX::StrikePrice);
FIELD_SET(*this, FIX::StrikeCurrency);
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::Pool);
FIELD_SET(*this, FIX::ContractSettlMonth);
FIELD_SET(*this, FIX::CPProgram);
FIELD_SET(*this, FIX::CPRegType);
FIELD_SET(*this, FIX::DatedDate);
FIELD_SET(*this, FIX::InterestAccrualDate);
FIELD_SET(*this, FIX::SecurityStatus);
FIELD_SET(*this, FIX::SettleOnOpenFlag);
FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
FIELD_SET(*this, FIX::StrikeMultiplier);
FIELD_SET(*this, FIX::StrikeValue);
FIELD_SET(*this, FIX::MinPriceIncrement);
FIELD_SET(*this, FIX::PositionLimit);
FIELD_SET(*this, FIX::NTPositionLimit);
FIELD_SET(*this, FIX::UnitOfMeasure);
FIELD_SET(*this, FIX::TimeUnit);
FIELD_SET(*this, FIX::MaturityTime);
FIELD_SET(*this, FIX::DeliveryForm);
FIELD_SET(*this, FIX::PctAtRisk);
FIELD_SET(*this, FIX::NoUnderlyings);
class NoUnderlyings: public FIX::Group
{
public:
NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,972,975,973,974,998,1000,1038,1039,1044,1045,1046,0)) {}
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::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::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::UnderlyingCurrency);
FIELD_SET(*this, FIX::UnderlyingQty);
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::UnderlyingAllocationPercent);
FIELD_SET(*this, FIX::UnderlyingSettlementType);
FIELD_SET(*this, FIX::UnderlyingCashAmount);
FIELD_SET(*this, FIX::UnderlyingCashType);
FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
FIELD_SET(*this, FIX::UnderlyingTimeUnit);
FIELD_SET(*this, FIX::UnderlyingCapValue);
FIELD_SET(*this, FIX::UnderlyingSettlMethod);
FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
FIELD_SET(*this, FIX::UnderlyingFXRate);
FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
};
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::TradingSessionID);
FIELD_SET(*this, FIX::TradingSessionSubID);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
FIELD_SET(*this, FIX::NoLegs);
class NoLegs: public FIX::Group
{
public:
NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,999,1001,0)) {}
FIELD_SET(*this, FIX::LegSymbol);
FIELD_SET(*this, FIX::LegSymbolSfx);
FIELD_SET(*this, FIX::LegSecurityID);
FIELD_SET(*this, FIX::LegSecurityIDSource);
FIELD_SET(*this, FIX::LegProduct);
FIELD_SET(*this, FIX::LegCFICode);
FIELD_SET(*this, FIX::LegSecurityType);
FIELD_SET(*this, FIX::LegSecuritySubType);
FIELD_SET(*this, FIX::LegMaturityMonthYear);
FIELD_SET(*this, FIX::LegMaturityDate);
FIELD_SET(*this, FIX::LegCouponPaymentDate);
FIELD_SET(*this, FIX::LegIssueDate);
FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
FIELD_SET(*this, FIX::LegRepurchaseTerm);
FIELD_SET(*this, FIX::LegRepurchaseRate);
FIELD_SET(*this, FIX::LegFactor);
FIELD_SET(*this, FIX::LegCreditRating);
FIELD_SET(*this, FIX::LegInstrRegistry);
FIELD_SET(*this, FIX::LegCountryOfIssue);
FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
FIELD_SET(*this, FIX::LegLocaleOfIssue);
FIELD_SET(*this, FIX::LegRedemptionDate);
FIELD_SET(*this, FIX::LegStrikePrice);
FIELD_SET(*this, FIX::LegStrikeCurrency);
FIELD_SET(*this, FIX::LegOptAttribute);
FIELD_SET(*this, FIX::LegContractMultiplier);
FIELD_SET(*this, FIX::LegCouponRate);
FIELD_SET(*this, FIX::LegSecurityExchange);
FIELD_SET(*this, FIX::LegIssuer);
FIELD_SET(*this, FIX::EncodedLegIssuerLen);
FIELD_SET(*this, FIX::EncodedLegIssuer);
FIELD_SET(*this, FIX::LegSecurityDesc);
FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
FIELD_SET(*this, FIX::LegRatioQty);
FIELD_SET(*this, FIX::LegSide);
FIELD_SET(*this, FIX::LegCurrency);
FIELD_SET(*this, FIX::LegPool);
FIELD_SET(*this, FIX::LegDatedDate);
FIELD_SET(*this, FIX::LegContractSettlMonth);
FIELD_SET(*this, FIX::LegInterestAccrualDate);
FIELD_SET(*this, FIX::LegUnitOfMeasure);
FIELD_SET(*this, FIX::LegTimeUnit);
};
FIELD_SET(*this, FIX::ExpirationCycle);
FIELD_SET(*this, FIX::RoundLot);
FIELD_SET(*this, FIX::MinTradeVol);
FIELD_SET(*this, FIX::SecurityReportID);
FIELD_SET(*this, FIX::ClearingBusinessDate);
class ClearingBusinessDate: public FIX::Group
{
public:
ClearingBusinessDate() : FIX::Group(715,1017,FIX::message_order(1017,566,0)) {}
FIELD_SET(*this, FIX::LegOptionRatio);
FIELD_SET(*this, FIX::LegPrice);
};
};
}
#endif
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