#ifndef FIX50_ALLOCATIONREPORT_H #define FIX50_ALLOCATIONREPORT_H #include "Message.h" namespace FIX50 { class AllocationReport : public Message { public: AllocationReport() : Message(MsgType()) {} AllocationReport(const FIX::Message& m) : Message(m) {} AllocationReport(const Message& m) : Message(m) {} AllocationReport(const AllocationReport& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("AS"); } AllocationReport( const FIX::AllocReportID& aAllocReportID, const FIX::AllocTransType& aAllocTransType, const FIX::AllocReportType& aAllocReportType, const FIX::AllocStatus& aAllocStatus, const FIX::Side& aSide, const FIX::Quantity& aQuantity, const FIX::AvgPx& aAvgPx, const FIX::TradeDate& aTradeDate ) : Message(MsgType()) { set(aAllocReportID); set(aAllocTransType); set(aAllocReportType); set(aAllocStatus); set(aSide); set(aQuantity); set(aAvgPx); set(aTradeDate); } FIELD_SET(*this, FIX::AllocReportID); FIELD_SET(*this, FIX::AllocID); FIELD_SET(*this, FIX::AllocTransType); FIELD_SET(*this, FIX::AllocReportRefID); FIELD_SET(*this, FIX::AllocCancReplaceReason); FIELD_SET(*this, FIX::SecondaryAllocID); FIELD_SET(*this, FIX::AllocReportType); FIELD_SET(*this, FIX::AllocStatus); FIELD_SET(*this, FIX::AllocRejCode); FIELD_SET(*this, FIX::RefAllocID); FIELD_SET(*this, FIX::AllocIntermedReqType); FIELD_SET(*this, FIX::AllocLinkID); FIELD_SET(*this, FIX::AllocLinkType); FIELD_SET(*this, FIX::BookingRefID); FIELD_SET(*this, FIX::ClearingBusinessDate); FIELD_SET(*this, FIX::TrdType); FIELD_SET(*this, FIX::TrdSubType); FIELD_SET(*this, FIX::MultiLegReportingType); FIELD_SET(*this, FIX::CustOrderCapacity); FIELD_SET(*this, FIX::TradeInputSource); FIELD_SET(*this, FIX::RndPx); FIELD_SET(*this, FIX::MessageEventSource); FIELD_SET(*this, FIX::TradeInputDevice); FIELD_SET(*this, FIX::AvgPxIndicator); FIELD_SET(*this, FIX::AllocNoOrdersType); FIELD_SET(*this, FIX::NoOrders); class NoOrders: public FIX::Group { public: NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,756,38,799,800,0)) {} FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::SecondaryOrderID); FIELD_SET(*this, FIX::SecondaryClOrdID); FIELD_SET(*this, FIX::ListID); 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::OrderQty); FIELD_SET(*this, FIX::OrderAvgPx); FIELD_SET(*this, FIX::OrderBookingQty); }; FIELD_SET(*this, FIX::NoExecs); class NoExecs: public FIX::Group { public: NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,527,31,669,29,1003,1041,0)) {} FIELD_SET(*this, FIX::LastQty); FIELD_SET(*this, FIX::ExecID); FIELD_SET(*this, FIX::SecondaryExecID); FIELD_SET(*this, FIX::LastPx); FIELD_SET(*this, FIX::LastParPx); FIELD_SET(*this, FIX::LastCapacity); FIELD_SET(*this, FIX::TradeID); FIELD_SET(*this, FIX::FirmTradeID); }; FIELD_SET(*this, FIX::PreviouslyReported); FIELD_SET(*this, FIX::ReversalIndicator); FIELD_SET(*this, FIX::MatchType); 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::MaturityTime); FIELD_SET(*this, FIX::PutOrCall); FIELD_SET(*this, FIX::SettleOnOpenFlag); FIELD_SET(*this, FIX::InstrmtAssignmentMethod); FIELD_SET(*this, FIX::SecurityStatus); 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::StrikeMultiplier); FIELD_SET(*this, FIX::StrikeValue); FIELD_SET(*this, FIX::OptAttribute); FIELD_SET(*this, FIX::ContractMultiplier); FIELD_SET(*this, FIX::MinPriceIncrement); FIELD_SET(*this, FIX::UnitOfMeasure); FIELD_SET(*this, FIX::TimeUnit); FIELD_SET(*this, FIX::CouponRate); FIELD_SET(*this, FIX::SecurityExchange); FIELD_SET(*this, FIX::PositionLimit); FIELD_SET(*this, FIX::NTPositionLimit); 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::DeliveryForm); FIELD_SET(*this, FIX::PctAtRisk); FIELD_SET(*this, FIX::AgreementDesc); FIELD_SET(*this, FIX::AgreementID); FIELD_SET(*this, FIX::AgreementDate); FIELD_SET(*this, FIX::AgreementCurrency); FIELD_SET(*this, FIX::TerminationType); FIELD_SET(*this, FIX::StartDate); FIELD_SET(*this, FIX::EndDate); FIELD_SET(*this, FIX::DeliveryType); FIELD_SET(*this, FIX::MarginRatio); FIELD_SET(*this, FIX::NoUnderlyings); class NoUnderlyings: public FIX::Group { public: NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {} 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::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::NoLegs); class NoLegs: public FIX::Group { public: NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,0)) {} 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::LegUnitOfMeasure); FIELD_SET(*this, FIX::LegTimeUnit); 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::LegOptionRatio); }; FIELD_SET(*this, FIX::Quantity); FIELD_SET(*this, FIX::QtyType); FIELD_SET(*this, FIX::LastMkt); FIELD_SET(*this, FIX::TradeOriginationDate); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); FIELD_SET(*this, FIX::PriceType); FIELD_SET(*this, FIX::AvgPx); FIELD_SET(*this, FIX::AvgParPx); FIELD_SET(*this, FIX::Spread); FIELD_SET(*this, FIX::BenchmarkCurveCurrency); FIELD_SET(*this, FIX::BenchmarkCurveName); FIELD_SET(*this, FIX::BenchmarkCurvePoint); FIELD_SET(*this, FIX::BenchmarkPrice); FIELD_SET(*this, FIX::BenchmarkPriceType); FIELD_SET(*this, FIX::BenchmarkSecurityID); FIELD_SET(*this, FIX::BenchmarkSecurityIDSource); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::AvgPxPrecision); 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::TradeDate); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::SettlType); FIELD_SET(*this, FIX::SettlDate); FIELD_SET(*this, FIX::BookingType); FIELD_SET(*this, FIX::GrossTradeAmt); FIELD_SET(*this, FIX::Concession); FIELD_SET(*this, FIX::TotalTakedown); FIELD_SET(*this, FIX::NetMoney); FIELD_SET(*this, FIX::PositionEffect); FIELD_SET(*this, FIX::AutoAcceptIndicator); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); FIELD_SET(*this, FIX::NumDaysInterest); FIELD_SET(*this, FIX::AccruedInterestRate); FIELD_SET(*this, FIX::AccruedInterestAmt); FIELD_SET(*this, FIX::TotalAccruedInterestAmt); FIELD_SET(*this, FIX::InterestAtMaturity); FIELD_SET(*this, FIX::EndAccruedInterestAmt); FIELD_SET(*this, FIX::StartCash); FIELD_SET(*this, FIX::EndCash); FIELD_SET(*this, FIX::LegalConfirm); FIELD_SET(*this, FIX::NoStipulations); class NoStipulations: public FIX::Group { public: NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} FIELD_SET(*this, FIX::StipulationType); FIELD_SET(*this, FIX::StipulationValue); }; FIELD_SET(*this, FIX::YieldType); FIELD_SET(*this, FIX::Yield); FIELD_SET(*this, FIX::YieldCalcDate); FIELD_SET(*this, FIX::YieldRedemptionDate); FIELD_SET(*this, FIX::YieldRedemptionPrice); FIELD_SET(*this, FIX::YieldRedemptionPriceType); FIELD_SET(*this, FIX::NoPosAmt); class NoPosAmt: public FIX::Group { public: NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,1055,0)) {} FIELD_SET(*this, FIX::PosAmtType); FIELD_SET(*this, FIX::PosAmt); FIELD_SET(*this, FIX::PositionCurrency); }; FIELD_SET(*this, FIX::TotNoAllocs); FIELD_SET(*this, FIX::LastFragment); FIELD_SET(*this, FIX::NoAllocs); class NoAllocs: public FIX::Group { public: NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,573,366,80,467,81,989,1002,993,1047,992,539,208,209,161,360,361,12,13,479,497,153,154,119,737,120,736,155,156,742,741,136,576,635,780,172,169,170,171,0)) {} FIELD_SET(*this, FIX::AllocAccount); FIELD_SET(*this, FIX::AllocAcctIDSource); FIELD_SET(*this, FIX::MatchStatus); FIELD_SET(*this, FIX::AllocPrice); FIELD_SET(*this, FIX::AllocQty); FIELD_SET(*this, FIX::IndividualAllocID); FIELD_SET(*this, FIX::ProcessCode); FIELD_SET(*this, FIX::SecondaryIndividualAllocID); FIELD_SET(*this, FIX::AllocMethod); FIELD_SET(*this, FIX::AllocCustomerCapacity); FIELD_SET(*this, FIX::AllocPositionEffect); FIELD_SET(*this, FIX::IndividualAllocType); 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::NotifyBrokerOfCredit); FIELD_SET(*this, FIX::AllocHandlInst); FIELD_SET(*this, FIX::AllocText); FIELD_SET(*this, FIX::EncodedAllocTextLen); FIELD_SET(*this, FIX::EncodedAllocText); FIELD_SET(*this, FIX::Commission); FIELD_SET(*this, FIX::CommType); FIELD_SET(*this, FIX::CommCurrency); FIELD_SET(*this, FIX::FundRenewWaiv); FIELD_SET(*this, FIX::AllocAvgPx); FIELD_SET(*this, FIX::AllocNetMoney); FIELD_SET(*this, FIX::SettlCurrAmt); FIELD_SET(*this, FIX::AllocSettlCurrAmt); FIELD_SET(*this, FIX::SettlCurrency); FIELD_SET(*this, FIX::AllocSettlCurrency); FIELD_SET(*this, FIX::SettlCurrFxRate); FIELD_SET(*this, FIX::SettlCurrFxRateCalc); FIELD_SET(*this, FIX::AllocAccruedInterestAmt); FIELD_SET(*this, FIX::AllocInterestAtMaturity); FIELD_SET(*this, FIX::NoMiscFees); class NoMiscFees: public FIX::Group { public: NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {} FIELD_SET(*this, FIX::MiscFeeAmt); FIELD_SET(*this, FIX::MiscFeeCurr); FIELD_SET(*this, FIX::MiscFeeType); FIELD_SET(*this, FIX::MiscFeeBasis); }; FIELD_SET(*this, FIX::NoClearingInstructions); class NoClearingInstructions: public FIX::Group { public: NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {} FIELD_SET(*this, FIX::ClearingInstruction); }; FIELD_SET(*this, FIX::ClearingFeeIndicator); FIELD_SET(*this, FIX::AllocSettlInstType); FIELD_SET(*this, FIX::SettlDeliveryType); FIELD_SET(*this, FIX::StandInstDbType); FIELD_SET(*this, FIX::StandInstDbName); FIELD_SET(*this, FIX::StandInstDbID); }; }; } #endif