#ifndef FIX50SP1_NEWORDERCROSS_H #define FIX50SP1_NEWORDERCROSS_H #include "Message.h" namespace FIX50SP1 { class NewOrderCross : public Message { public: NewOrderCross() : Message(MsgType()) {} NewOrderCross(const FIX::Message& m) : Message(m) {} NewOrderCross(const Message& m) : Message(m) {} NewOrderCross(const NewOrderCross& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("s"); } NewOrderCross( const FIX::CrossID& aCrossID, const FIX::CrossType& aCrossType, const FIX::CrossPrioritization& aCrossPrioritization, const FIX::TransactTime& aTransactTime, const FIX::OrdType& aOrdType ) : Message(MsgType()) { set(aCrossID); set(aCrossType); set(aCrossPrioritization); set(aTransactTime); set(aOrdType); } FIELD_SET(*this, FIX::CrossID); FIELD_SET(*this, FIX::CrossType); FIELD_SET(*this, FIX::CrossPrioritization); FIELD_SET(*this, FIX::NoRootPartyIDs); class NoRootPartyIDs: public FIX::Group { public: NoRootPartyIDs() : FIX::Group(1116,1117,FIX::message_order(1117,1118,1119,1120,0)) {} FIELD_SET(*this, FIX::RootPartyID); FIELD_SET(*this, FIX::RootPartyIDSource); FIELD_SET(*this, FIX::RootPartyRole); FIELD_SET(*this, FIX::NoRootPartySubIDs); class NoRootPartySubIDs: public FIX::Group { public: NoRootPartySubIDs() : FIX::Group(1120,1121,FIX::message_order(1121,1122,0)) {} FIELD_SET(*this, FIX::RootPartySubID); FIELD_SET(*this, FIX::RootPartySubIDType); }; }; FIELD_SET(*this, FIX::NoSides); class NoSides: public FIX::Group { public: NoSides() : FIX::Group(552,54,FIX::message_order(54,41,11,526,583,453,229,75,1,660,581,589,590,591,70,78,854,38,152,516,468,469,12,13,479,497,528,529,1091,582,121,120,775,58,354,355,77,203,544,635,377,659,962,0)) {} FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::OrigClOrdID); 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(79,661,736,467,539,80,0)) {} 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::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::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::PreTradeAnonymity); 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::CashMargin); FIELD_SET(*this, FIX::ClearingFeeIndicator); FIELD_SET(*this, FIX::SolicitedFlag); FIELD_SET(*this, FIX::SideComplianceID); FIELD_SET(*this, FIX::SideTimeInForce); }; 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::OptPayAmount); FIELD_SET(*this, FIX::PriceQuoteMethod); FIELD_SET(*this, FIX::FuturesValuationMethod); 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::NoUnderlyings); class NoUnderlyings: public FIX::Group { public: NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {} 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::NoLegs); class NoLegs: public FIX::Group { public: NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,0)) {} 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::SettlType); FIELD_SET(*this, FIX::SettlDate); FIELD_SET(*this, FIX::HandlInst); FIELD_SET(*this, FIX::ExecInst); 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::ExDestination); FIELD_SET(*this, FIX::ExDestinationIDSource); 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::PrevClosePx); FIELD_SET(*this, FIX::LocateReqd); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::TransBkdTime); 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::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::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::Currency); FIELD_SET(*this, FIX::ComplianceID); 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::MaxShow); 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::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::CancellationRights); FIELD_SET(*this, FIX::MoneyLaunderingStatus); FIELD_SET(*this, FIX::RegistID); FIELD_SET(*this, FIX::Designation); }; } #endif