#ifndef FIX50SP2_EXECUTIONREPORT_H #define FIX50SP2_EXECUTIONREPORT_H #include "Message.h" namespace FIX50SP2 { class ExecutionReport : public Message { public: ExecutionReport() : Message(MsgType()) {} ExecutionReport(const FIX::Message& m) : Message(m) {} ExecutionReport(const Message& m) : Message(m) {} ExecutionReport(const ExecutionReport& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("8"); } ExecutionReport( const FIX::OrderID& aOrderID, const FIX::ExecID& aExecID, const FIX::ExecType& aExecType, const FIX::OrdStatus& aOrdStatus, const FIX::Side& aSide, const FIX::LeavesQty& aLeavesQty, const FIX::CumQty& aCumQty ) : Message(MsgType()) { set(aOrderID); set(aExecID); set(aExecType); set(aOrdStatus); set(aSide); set(aLeavesQty); set(aCumQty); } FIELD_SET(*this, FIX::ApplID); FIELD_SET(*this, FIX::ApplSeqNum); FIELD_SET(*this, FIX::ApplLastSeqNum); FIELD_SET(*this, FIX::ApplResendFlag); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::SecondaryOrderID); FIELD_SET(*this, FIX::SecondaryClOrdID); FIELD_SET(*this, FIX::SecondaryExecID); FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::OrigClOrdID); FIELD_SET(*this, FIX::ClOrdLinkID); FIELD_SET(*this, FIX::QuoteRespID); FIELD_SET(*this, FIX::OrdStatusReqID); FIELD_SET(*this, FIX::MassStatusReqID); FIELD_SET(*this, FIX::HostCrossID); FIELD_SET(*this, FIX::TotNumReports); FIELD_SET(*this, FIX::LastRptRequested); 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::NoContraBrokers); class NoContraBrokers: public FIX::Group { public: NoContraBrokers() : FIX::Group(382,375,FIX::message_order(375,337,437,438,655,0)) {} FIELD_SET(*this, FIX::ContraBroker); FIELD_SET(*this, FIX::ContraTrader); FIELD_SET(*this, FIX::ContraTradeQty); FIELD_SET(*this, FIX::ContraTradeTime); FIELD_SET(*this, FIX::ContraLegRefID); }; FIELD_SET(*this, FIX::ListID); FIELD_SET(*this, FIX::CrossID); FIELD_SET(*this, FIX::OrigCrossID); FIELD_SET(*this, FIX::CrossType); FIELD_SET(*this, FIX::TrdMatchID); FIELD_SET(*this, FIX::ExecID); FIELD_SET(*this, FIX::ExecRefID); FIELD_SET(*this, FIX::ExecType); FIELD_SET(*this, FIX::OrdStatus); FIELD_SET(*this, FIX::WorkingIndicator); FIELD_SET(*this, FIX::OrdRejReason); FIELD_SET(*this, FIX::ExecRestatementReason); 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(79,661,736,467,539,80,0)) {} FIELD_SET(*this, FIX::AllocAccount); FIELD_SET(*this, FIX::AllocAcctIDSource); FIELD_SET(*this, FIX::AllocSettlCurrency); FIELD_SET(*this, FIX::IndividualAllocID); FIELD_SET(*this, FIX::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::AllocQty); }; FIELD_SET(*this, FIX::SettlType); FIELD_SET(*this, FIX::SettlDate); FIELD_SET(*this, FIX::MatchType); FIELD_SET(*this, FIX::OrderCategory); FIELD_SET(*this, FIX::CashMargin); FIELD_SET(*this, FIX::ClearingFeeIndicator); 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::ProductComplex); FIELD_SET(*this, FIX::SecurityGroup); 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::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::MinPriceIncrementAmount); FIELD_SET(*this, FIX::UnitOfMeasure); FIELD_SET(*this, FIX::UnitOfMeasureQty); FIELD_SET(*this, FIX::PriceUnitOfMeasure); FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); FIELD_SET(*this, FIX::SettlMethod); FIELD_SET(*this, FIX::ExerciseStyle); FIELD_SET(*this, FIX::OptPayoutAmount); FIELD_SET(*this, FIX::PriceQuoteMethod); FIELD_SET(*this, FIX::ValuationMethod); FIELD_SET(*this, FIX::ListMethod); FIELD_SET(*this, FIX::CapPrice); FIELD_SET(*this, FIX::FloorPrice); FIELD_SET(*this, FIX::PutOrCall); FIELD_SET(*this, FIX::FlexibleIndicator); FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 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::ContractMultiplierUnit); FIELD_SET(*this, FIX::FlowScheduleType); FIELD_SET(*this, FIX::RestructuringType); FIELD_SET(*this, FIX::Seniority); FIELD_SET(*this, FIX::NotionalPercentageOutstanding); FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding); FIELD_SET(*this, FIX::AttachmentPoint); FIELD_SET(*this, FIX::DetachmentPoint); FIELD_SET(*this, FIX::StrikePriceDeterminationMethod); FIELD_SET(*this, FIX::StrikePriceBoundaryMethod); FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision); FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod); FIELD_SET(*this, FIX::OptPayoutType); 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(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {} 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::UnderlyingMaturityTime); 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::UnderlyingUnitOfMeasureQty); FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); FIELD_SET(*this, FIX::UnderlyingTimeUnit); FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 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::UnderlyingPutOrCall); FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit); FIELD_SET(*this, FIX::UnderlyingFlowScheduleType); FIELD_SET(*this, FIX::UnderlyingRestructuringType); FIELD_SET(*this, FIX::UnderlyingSeniority); FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding); FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding); FIELD_SET(*this, FIX::UnderlyingAttachmentPoint); FIELD_SET(*this, FIX::UnderlyingDetachmentPoint); }; FIELD_SET(*this, FIX::Side); 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::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::LotType); FIELD_SET(*this, FIX::OrdType); FIELD_SET(*this, FIX::PriceType); FIELD_SET(*this, FIX::Price); FIELD_SET(*this, FIX::PriceProtectionScope); FIELD_SET(*this, FIX::StopPx); FIELD_SET(*this, FIX::TriggerType); FIELD_SET(*this, FIX::TriggerAction); FIELD_SET(*this, FIX::TriggerPrice); FIELD_SET(*this, FIX::TriggerSymbol); FIELD_SET(*this, FIX::TriggerSecurityID); FIELD_SET(*this, FIX::TriggerSecurityIDSource); FIELD_SET(*this, FIX::TriggerSecurityDesc); FIELD_SET(*this, FIX::TriggerPriceType); FIELD_SET(*this, FIX::TriggerPriceTypeScope); FIELD_SET(*this, FIX::TriggerPriceDirection); FIELD_SET(*this, FIX::TriggerNewPrice); FIELD_SET(*this, FIX::TriggerOrderType); FIELD_SET(*this, FIX::TriggerNewQty); FIELD_SET(*this, FIX::TriggerTradingSessionID); FIELD_SET(*this, FIX::TriggerTradingSessionSubID); FIELD_SET(*this, FIX::PegOffsetValue); FIELD_SET(*this, FIX::PegPriceType); 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::PegSecurityIDSource); FIELD_SET(*this, FIX::PegSecurityID); FIELD_SET(*this, FIX::PegSymbol); FIELD_SET(*this, FIX::PegSecurityDesc); 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::PeggedPrice); FIELD_SET(*this, FIX::PeggedRefPrice); FIELD_SET(*this, FIX::DiscretionPrice); FIELD_SET(*this, FIX::TargetStrategy); FIELD_SET(*this, FIX::NoStrategyParameters); class NoStrategyParameters: public FIX::Group { public: NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {} FIELD_SET(*this, FIX::StrategyParameterName); FIELD_SET(*this, FIX::StrategyParameterType); FIELD_SET(*this, FIX::StrategyParameterValue); }; FIELD_SET(*this, FIX::TargetStrategyParameters); FIELD_SET(*this, FIX::ParticipationRate); FIELD_SET(*this, FIX::TargetStrategyPerformance); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::ComplianceID); FIELD_SET(*this, FIX::SolicitedFlag); FIELD_SET(*this, FIX::TimeInForce); FIELD_SET(*this, FIX::EffectiveTime); FIELD_SET(*this, FIX::ExpireDate); FIELD_SET(*this, FIX::ExpireTime); FIELD_SET(*this, FIX::ExecInst); FIELD_SET(*this, FIX::AggressorIndicator); FIELD_SET(*this, FIX::OrderCapacity); FIELD_SET(*this, FIX::OrderRestrictions); FIELD_SET(*this, FIX::PreTradeAnonymity); FIELD_SET(*this, FIX::CustOrderCapacity); FIELD_SET(*this, FIX::LastQty); FIELD_SET(*this, FIX::CalculatedCcyLastQty); FIELD_SET(*this, FIX::LastSwapPoints); FIELD_SET(*this, FIX::UnderlyingLastQty); FIELD_SET(*this, FIX::LastPx); FIELD_SET(*this, FIX::UnderlyingLastPx); FIELD_SET(*this, FIX::LastParPx); FIELD_SET(*this, FIX::LastSpotRate); FIELD_SET(*this, FIX::LastForwardPoints); FIELD_SET(*this, FIX::LastMkt); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); FIELD_SET(*this, FIX::TimeBracket); FIELD_SET(*this, FIX::LastCapacity); FIELD_SET(*this, FIX::LeavesQty); FIELD_SET(*this, FIX::CumQty); FIELD_SET(*this, FIX::AvgPx); FIELD_SET(*this, FIX::DayOrderQty); FIELD_SET(*this, FIX::DayCumQty); FIELD_SET(*this, FIX::DayAvgPx); FIELD_SET(*this, FIX::TotNoFills); FIELD_SET(*this, FIX::LastFragment); FIELD_SET(*this, FIX::NoFills); class NoFills: public FIX::Group { public: NoFills() : FIX::Group(1362,1363,FIX::message_order(1363,1364,1365,1414,1443,0)) {} FIELD_SET(*this, FIX::FillExecID); FIELD_SET(*this, FIX::FillPx); FIELD_SET(*this, FIX::FillQty); FIELD_SET(*this, FIX::NoNested4PartyIDs); class NoNested4PartyIDs: public FIX::Group { public: NoNested4PartyIDs() : FIX::Group(1414,1415,FIX::message_order(1415,1416,1417,1413,0)) {} FIELD_SET(*this, FIX::Nested4PartyID); FIELD_SET(*this, FIX::Nested4PartyIDSource); FIELD_SET(*this, FIX::Nested4PartyRole); FIELD_SET(*this, FIX::NoNested4PartySubIDs); class NoNested4PartySubIDs: public FIX::Group { public: NoNested4PartySubIDs() : FIX::Group(1413,1412,FIX::message_order(1412,1411,0)) {} FIELD_SET(*this, FIX::Nested4PartySubID); FIELD_SET(*this, FIX::Nested4PartySubIDType); }; }; FIELD_SET(*this, FIX::FillLiquidityInd); }; FIELD_SET(*this, FIX::GTBookingInst); FIELD_SET(*this, FIX::TradeDate); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::ReportToExch); FIELD_SET(*this, FIX::Commission); FIELD_SET(*this, FIX::CommType); FIELD_SET(*this, FIX::CommCurrency); FIELD_SET(*this, FIX::FundRenewWaiv); 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::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::GrossTradeAmt); FIELD_SET(*this, FIX::NumDaysInterest); FIELD_SET(*this, FIX::ExDate); FIELD_SET(*this, FIX::AccruedInterestRate); FIELD_SET(*this, FIX::AccruedInterestAmt); FIELD_SET(*this, FIX::InterestAtMaturity); FIELD_SET(*this, FIX::EndAccruedInterestAmt); FIELD_SET(*this, FIX::StartCash); FIELD_SET(*this, FIX::EndCash); FIELD_SET(*this, FIX::TradedFlatSwitch); FIELD_SET(*this, FIX::BasisFeatureDate); FIELD_SET(*this, FIX::BasisFeaturePrice); FIELD_SET(*this, FIX::Concession); FIELD_SET(*this, FIX::TotalTakedown); FIELD_SET(*this, FIX::NetMoney); FIELD_SET(*this, FIX::SettlCurrAmt); FIELD_SET(*this, FIX::SettlCurrency); FIELD_SET(*this, FIX::SettlCurrFxRate); FIELD_SET(*this, FIX::SettlCurrFxRateCalc); FIELD_SET(*this, FIX::HandlInst); FIELD_SET(*this, FIX::MinQty); FIELD_SET(*this, FIX::MatchIncrement); FIELD_SET(*this, FIX::MaxPriceLevels); FIELD_SET(*this, FIX::DisplayQty); FIELD_SET(*this, FIX::SecondaryDisplayQty); FIELD_SET(*this, FIX::DisplayWhen); FIELD_SET(*this, FIX::DisplayMethod); FIELD_SET(*this, FIX::DisplayLowQty); FIELD_SET(*this, FIX::DisplayHighQty); FIELD_SET(*this, FIX::DisplayMinIncr); FIELD_SET(*this, FIX::RefreshQty); FIELD_SET(*this, FIX::MaxFloor); FIELD_SET(*this, FIX::PositionEffect); FIELD_SET(*this, FIX::MaxShow); FIELD_SET(*this, FIX::BookingType); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); FIELD_SET(*this, FIX::SettlDate2); FIELD_SET(*this, FIX::OrderQty2); FIELD_SET(*this, FIX::LastForwardPoints2); FIELD_SET(*this, FIX::MultiLegReportingType); FIELD_SET(*this, FIX::CancellationRights); FIELD_SET(*this, FIX::MoneyLaunderingStatus); FIELD_SET(*this, FIX::RegistID); FIELD_SET(*this, FIX::Designation); FIELD_SET(*this, FIX::TransBkdTime); FIELD_SET(*this, FIX::ExecValuationPoint); FIELD_SET(*this, FIX::ExecPriceType); FIELD_SET(*this, FIX::ExecPriceAdjustment); FIELD_SET(*this, FIX::PriorityIndicator); FIELD_SET(*this, FIX::PriceImprovement); FIELD_SET(*this, FIX::LastLiquidityInd); FIELD_SET(*this, FIX::NoContAmts); class NoContAmts: public FIX::Group { public: NoContAmts() : FIX::Group(518,519,FIX::message_order(519,520,521,0)) {} FIELD_SET(*this, FIX::ContAmtType); FIELD_SET(*this, FIX::ContAmtValue); FIELD_SET(*this, FIX::ContAmtCurr); }; FIELD_SET(*this, FIX::NoLegs); class NoLegs: public FIX::Group { public: NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,687,685,690,683,1366,670,564,565,948,654,587,588,637,675,1073,1074,1075,1379,1381,1383,1384,1418,0)) {} 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::LegMaturityTime); 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::LegUnitOfMeasureQty); FIELD_SET(*this, FIX::LegPriceUnitOfMeasure); FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty); FIELD_SET(*this, FIX::LegTimeUnit); FIELD_SET(*this, FIX::LegExerciseStyle); 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::LegPutOrCall); FIELD_SET(*this, FIX::LegOptionRatio); FIELD_SET(*this, FIX::LegContractMultiplierUnit); FIELD_SET(*this, FIX::LegFlowScheduleType); FIELD_SET(*this, FIX::LegQty); FIELD_SET(*this, FIX::LegOrderQty); 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::LegAllocID); FIELD_SET(*this, FIX::NoLegAllocs); class NoLegAllocs: public FIX::Group { public: NoLegAllocs() : FIX::Group(670,671,FIX::message_order(671,672,756,673,674,1367,0)) {} 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::LegAllocSettlCurrency); }; FIELD_SET(*this, FIX::LegPositionEffect); FIELD_SET(*this, FIX::LegCoveredOrUncovered); 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::LegRefID); FIELD_SET(*this, FIX::LegSettlType); FIELD_SET(*this, FIX::LegSettlDate); FIELD_SET(*this, FIX::LegLastPx); FIELD_SET(*this, FIX::LegSettlCurrency); FIELD_SET(*this, FIX::LegLastForwardPoints); FIELD_SET(*this, FIX::LegCalculatedCcyLastQty); FIELD_SET(*this, FIX::LegGrossTradeAmt); FIELD_SET(*this, FIX::LegVolatility); FIELD_SET(*this, FIX::LegDividendYield); FIELD_SET(*this, FIX::LegCurrencyRatio); FIELD_SET(*this, FIX::LegExecInst); FIELD_SET(*this, FIX::LegLastQty); }; FIELD_SET(*this, FIX::CopyMsgIndicator); 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::DividendYield); FIELD_SET(*this, FIX::ManualOrderIndicator); FIELD_SET(*this, FIX::CustDirectedOrder); FIELD_SET(*this, FIX::ReceivedDeptID); FIELD_SET(*this, FIX::CustOrderHandlingInst); FIELD_SET(*this, FIX::OrderHandlingInstSource); FIELD_SET(*this, FIX::NoTrdRegTimestamps); class NoTrdRegTimestamps: public FIX::Group { public: NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {} FIELD_SET(*this, FIX::TrdRegTimestamp); FIELD_SET(*this, FIX::TrdRegTimestampType); FIELD_SET(*this, FIX::TrdRegTimestampOrigin); FIELD_SET(*this, FIX::DeskType); FIELD_SET(*this, FIX::DeskTypeSource); FIELD_SET(*this, FIX::DeskOrderHandlingInst); }; FIELD_SET(*this, FIX::Volatility); FIELD_SET(*this, FIX::TimeToExpiration); FIELD_SET(*this, FIX::RiskFreeRate); FIELD_SET(*this, FIX::PriceDelta); FIELD_SET(*this, FIX::NoRateSources); class NoRateSources: public FIX::Group { public: NoRateSources() : FIX::Group(1445,1446,FIX::message_order(1446,1447,1448,0)) {} FIELD_SET(*this, FIX::RateSource); FIELD_SET(*this, FIX::RateSourceType); FIELD_SET(*this, FIX::ReferencePage); }; }; } #endif