#ifndef FIX44_TRADECAPTUREREPORTACK_H #define FIX44_TRADECAPTUREREPORTACK_H #include "Message.h" namespace FIX44 { class TradeCaptureReportAck : public Message { public: TradeCaptureReportAck() : Message(MsgType()) {} TradeCaptureReportAck(const FIX::Message& m) : Message(m) {} TradeCaptureReportAck(const Message& m) : Message(m) {} TradeCaptureReportAck(const TradeCaptureReportAck& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("AR"); } TradeCaptureReportAck( const FIX::TradeReportID& aTradeReportID, const FIX::ExecType& aExecType ) : Message(MsgType()) { set(aTradeReportID); set(aExecType); } FIELD_SET(*this, FIX::TradeReportID); FIELD_SET(*this, FIX::TradeReportTransType); FIELD_SET(*this, FIX::TradeReportType); FIELD_SET(*this, FIX::TrdType); FIELD_SET(*this, FIX::TrdSubType); FIELD_SET(*this, FIX::SecondaryTrdType); FIELD_SET(*this, FIX::TransferReason); FIELD_SET(*this, FIX::ExecType); FIELD_SET(*this, FIX::TradeReportRefID); FIELD_SET(*this, FIX::SecondaryTradeReportRefID); FIELD_SET(*this, FIX::TrdRptStatus); FIELD_SET(*this, FIX::TradeReportRejectReason); FIELD_SET(*this, FIX::SecondaryTradeReportID); FIELD_SET(*this, FIX::SubscriptionRequestType); FIELD_SET(*this, FIX::TradeLinkID); FIELD_SET(*this, FIX::TrdMatchID); FIELD_SET(*this, FIX::ExecID); FIELD_SET(*this, FIX::SecondaryExecID); 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::TransactTime); FIELD_SET(*this, FIX::NoTrdRegTimestamps); class NoTrdRegTimestamps: public FIX::Group { public: NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,0)) {} FIELD_SET(*this, FIX::TrdRegTimestamp); FIELD_SET(*this, FIX::TrdRegTimestampType); FIELD_SET(*this, FIX::TrdRegTimestampOrigin); }; FIELD_SET(*this, FIX::ResponseTransportType); FIELD_SET(*this, FIX::ResponseDestination); 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(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,687,690,683,564,565,539,654,566,587,588,637,0)) {} 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::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::LegLastPx); }; FIELD_SET(*this, FIX::ClearingFeeIndicator); FIELD_SET(*this, FIX::OrderCapacity); FIELD_SET(*this, FIX::OrderRestrictions); FIELD_SET(*this, FIX::CustOrderCapacity); FIELD_SET(*this, FIX::Account); FIELD_SET(*this, FIX::AcctIDSource); FIELD_SET(*this, FIX::AccountType); FIELD_SET(*this, FIX::PositionEffect); FIELD_SET(*this, FIX::PreallocMethod); FIELD_SET(*this, FIX::NoAllocs); class NoAllocs: public FIX::Group { public: NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,756,80,0)) {} FIELD_SET(*this, FIX::AllocAccount); FIELD_SET(*this, FIX::AllocAcctIDSource); FIELD_SET(*this, FIX::AllocSettlCurrency); FIELD_SET(*this, FIX::IndividualAllocID); FIELD_SET(*this, FIX::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::AllocQty); }; }; } #endif