#ifndef FIX44_NEWORDERMULTILEG_H #define FIX44_NEWORDERMULTILEG_H #include "Message.h" namespace FIX44 { class NewOrderMultileg : public Message { public: NewOrderMultileg() : Message(MsgType()) {} NewOrderMultileg(const FIX::Message& m) : Message(m) {} NewOrderMultileg(const Message& m) : Message(m) {} NewOrderMultileg(const NewOrderMultileg& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("AB"); } NewOrderMultileg( const FIX::ClOrdID& aClOrdID, const FIX::Side& aSide, const FIX::TransactTime& aTransactTime, const FIX::OrdType& aOrdType ) : Message(MsgType()) { set(aClOrdID); set(aSide); set(aTransactTime); set(aOrdType); } FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::SecondaryClOrdID); FIELD_SET(*this, FIX::ClOrdLinkID); FIELD_SET(*this, FIX::NoPartyIDs); class NoPartyIDs: public FIX::Group { public: NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} FIELD_SET(*this, FIX::PartyID); FIELD_SET(*this, FIX::PartyIDSource); FIELD_SET(*this, FIX::PartyRole); FIELD_SET(*this, FIX::NoPartySubIDs); class NoPartySubIDs: public FIX::Group { public: NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} FIELD_SET(*this, FIX::PartySubID); FIELD_SET(*this, FIX::PartySubIDType); }; }; FIELD_SET(*this, FIX::TradeOriginationDate); FIELD_SET(*this, FIX::TradeDate); FIELD_SET(*this, FIX::Account); FIELD_SET(*this, FIX::AcctIDSource); FIELD_SET(*this, FIX::AccountType); FIELD_SET(*this, FIX::DayBookingInst); FIELD_SET(*this, FIX::BookingUnit); FIELD_SET(*this, FIX::PreallocMethod); FIELD_SET(*this, FIX::AllocID); FIELD_SET(*this, FIX::NoAllocs); class NoAllocs: public FIX::Group { public: NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,948,80,0)) {} FIELD_SET(*this, FIX::AllocAccount); FIELD_SET(*this, FIX::AllocAcctIDSource); FIELD_SET(*this, FIX::AllocSettlCurrency); FIELD_SET(*this, FIX::IndividualAllocID); FIELD_SET(*this, FIX::NoNested3PartyIDs); class NoNested3PartyIDs: public FIX::Group { public: NoNested3PartyIDs() : FIX::Group(948,949,FIX::message_order(949,950,951,952,0)) {} FIELD_SET(*this, FIX::Nested3PartyID); FIELD_SET(*this, FIX::Nested3PartyIDSource); FIELD_SET(*this, FIX::Nested3PartyRole); FIELD_SET(*this, FIX::NoNested3PartySubIDs); class NoNested3PartySubIDs: public FIX::Group { public: NoNested3PartySubIDs() : FIX::Group(952,953,FIX::message_order(953,954,0)) {} FIELD_SET(*this, FIX::Nested3PartySubID); FIELD_SET(*this, FIX::Nested3PartySubIDType); }; }; FIELD_SET(*this, FIX::AllocQty); }; FIELD_SET(*this, FIX::SettlType); FIELD_SET(*this, FIX::SettlDate); FIELD_SET(*this, FIX::CashMargin); FIELD_SET(*this, FIX::ClearingFeeIndicator); FIELD_SET(*this, FIX::HandlInst); FIELD_SET(*this, FIX::ExecInst); FIELD_SET(*this, FIX::MinQty); FIELD_SET(*this, FIX::MaxFloor); FIELD_SET(*this, FIX::ExDestination); FIELD_SET(*this, FIX::NoTradingSessions); class NoTradingSessions: public FIX::Group { public: NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {} FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); }; FIELD_SET(*this, FIX::ProcessCode); FIELD_SET(*this, FIX::Side); 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::PutOrCall); 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::NoUnderlyings); class NoUnderlyings: public FIX::Group { public: NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {} 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::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::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::PrevClosePx); FIELD_SET(*this, FIX::NoLegs); class NoLegs: public FIX::Group { public: NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,687,690,683,670,564,565,539,654,566,587,588,0)) {} 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::LegQty); FIELD_SET(*this, FIX::LegSwapType); FIELD_SET(*this, FIX::NoLegStipulations); class NoLegStipulations: public FIX::Group { public: NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {} FIELD_SET(*this, FIX::LegStipulationType); FIELD_SET(*this, FIX::LegStipulationValue); }; FIELD_SET(*this, FIX::NoLegAllocs); class NoLegAllocs: public FIX::Group { public: NoLegAllocs() : FIX::Group(670,671,FIX::message_order(671,672,756,673,674,675,0)) {} FIELD_SET(*this, FIX::LegAllocAccount); FIELD_SET(*this, FIX::LegIndividualAllocID); FIELD_SET(*this, FIX::NoNested2PartyIDs); class NoNested2PartyIDs: public FIX::Group { public: NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {} FIELD_SET(*this, FIX::Nested2PartyID); FIELD_SET(*this, FIX::Nested2PartyIDSource); FIELD_SET(*this, FIX::Nested2PartyRole); FIELD_SET(*this, FIX::NoNested2PartySubIDs); class NoNested2PartySubIDs: public FIX::Group { public: NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {} FIELD_SET(*this, FIX::Nested2PartySubID); FIELD_SET(*this, FIX::Nested2PartySubIDType); }; }; FIELD_SET(*this, FIX::LegAllocQty); FIELD_SET(*this, FIX::LegAllocAcctIDSource); FIELD_SET(*this, FIX::LegSettlCurrency); }; FIELD_SET(*this, FIX::LegPositionEffect); FIELD_SET(*this, FIX::LegCoveredOrUncovered); FIELD_SET(*this, FIX::NoNestedPartyIDs); class NoNestedPartyIDs: public FIX::Group { public: NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {} FIELD_SET(*this, FIX::NestedPartyID); FIELD_SET(*this, FIX::NestedPartyIDSource); FIELD_SET(*this, FIX::NestedPartyRole); FIELD_SET(*this, FIX::NoNestedPartySubIDs); class NoNestedPartySubIDs: public FIX::Group { public: NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {} FIELD_SET(*this, FIX::NestedPartySubID); FIELD_SET(*this, FIX::NestedPartySubIDType); }; }; FIELD_SET(*this, FIX::LegRefID); FIELD_SET(*this, FIX::LegPrice); FIELD_SET(*this, FIX::LegSettlType); FIELD_SET(*this, FIX::LegSettlDate); }; FIELD_SET(*this, FIX::LocateReqd); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::QtyType); FIELD_SET(*this, FIX::OrderQty); FIELD_SET(*this, FIX::CashOrderQty); FIELD_SET(*this, FIX::OrderPercent); FIELD_SET(*this, FIX::RoundingDirection); FIELD_SET(*this, FIX::RoundingModulus); FIELD_SET(*this, FIX::OrdType); FIELD_SET(*this, FIX::PriceType); FIELD_SET(*this, FIX::Price); FIELD_SET(*this, FIX::StopPx); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::ComplianceID); FIELD_SET(*this, FIX::SolicitedFlag); FIELD_SET(*this, FIX::IOIID); FIELD_SET(*this, FIX::QuoteID); FIELD_SET(*this, FIX::TimeInForce); FIELD_SET(*this, FIX::EffectiveTime); FIELD_SET(*this, FIX::ExpireDate); FIELD_SET(*this, FIX::ExpireTime); FIELD_SET(*this, FIX::GTBookingInst); FIELD_SET(*this, FIX::Commission); FIELD_SET(*this, FIX::CommType); FIELD_SET(*this, FIX::CommCurrency); FIELD_SET(*this, FIX::FundRenewWaiv); FIELD_SET(*this, FIX::OrderCapacity); FIELD_SET(*this, FIX::OrderRestrictions); FIELD_SET(*this, FIX::CustOrderCapacity); FIELD_SET(*this, FIX::ForexReq); FIELD_SET(*this, FIX::SettlCurrency); FIELD_SET(*this, FIX::BookingType); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); FIELD_SET(*this, FIX::PositionEffect); FIELD_SET(*this, FIX::CoveredOrUncovered); FIELD_SET(*this, FIX::MaxShow); FIELD_SET(*this, FIX::PegOffsetValue); FIELD_SET(*this, FIX::PegMoveType); FIELD_SET(*this, FIX::PegOffsetType); FIELD_SET(*this, FIX::PegLimitType); FIELD_SET(*this, FIX::PegRoundDirection); FIELD_SET(*this, FIX::PegScope); FIELD_SET(*this, FIX::DiscretionInst); FIELD_SET(*this, FIX::DiscretionOffsetValue); FIELD_SET(*this, FIX::DiscretionMoveType); FIELD_SET(*this, FIX::DiscretionOffsetType); FIELD_SET(*this, FIX::DiscretionLimitType); FIELD_SET(*this, FIX::DiscretionRoundDirection); FIELD_SET(*this, FIX::DiscretionScope); FIELD_SET(*this, FIX::TargetStrategy); FIELD_SET(*this, FIX::TargetStrategyParameters); FIELD_SET(*this, FIX::ParticipationRate); FIELD_SET(*this, FIX::CancellationRights); FIELD_SET(*this, FIX::MoneyLaunderingStatus); FIELD_SET(*this, FIX::RegistID); FIELD_SET(*this, FIX::Designation); FIELD_SET(*this, FIX::MultiLegRptTypeReq); }; } #endif