#ifndef FIX43_TRADECAPTUREREPORT_H #define FIX43_TRADECAPTUREREPORT_H #include "Message.h" namespace FIX43 { class TradeCaptureReport : public Message { public: TradeCaptureReport() : Message(MsgType()) {} TradeCaptureReport(const FIX::Message& m) : Message(m) {} TradeCaptureReport(const Message& m) : Message(m) {} TradeCaptureReport(const TradeCaptureReport& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("AE"); } TradeCaptureReport( const FIX::TradeReportID& aTradeReportID, const FIX::ExecType& aExecType, const FIX::PreviouslyReported& aPreviouslyReported, const FIX::LastQty& aLastQty, const FIX::LastPx& aLastPx, const FIX::TradeDate& aTradeDate, const FIX::TransactTime& aTransactTime ) : Message(MsgType()) { set(aTradeReportID); set(aExecType); set(aPreviouslyReported); set(aLastQty); set(aLastPx); set(aTradeDate); set(aTransactTime); } FIELD_SET(*this, FIX::TradeReportID); FIELD_SET(*this, FIX::TradeReportTransType); FIELD_SET(*this, FIX::TradeRequestID); FIELD_SET(*this, FIX::ExecType); FIELD_SET(*this, FIX::TradeReportRefID); FIELD_SET(*this, FIX::ExecID); FIELD_SET(*this, FIX::SecondaryExecID); FIELD_SET(*this, FIX::ExecRestatementReason); FIELD_SET(*this, FIX::PreviouslyReported); 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::MaturityMonthYear); FIELD_SET(*this, FIX::MaturityDate); 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::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::NoSecurityAltID); class NoSecurityAltID: public FIX::Group { public: NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} FIELD_SET(*this, FIX::SecurityAltID); FIELD_SET(*this, FIX::SecurityAltIDSource); }; 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::LastQty); FIELD_SET(*this, FIX::LastPx); FIELD_SET(*this, FIX::LastSpotRate); FIELD_SET(*this, FIX::LastForwardPoints); FIELD_SET(*this, FIX::LastMkt); FIELD_SET(*this, FIX::TradeDate); FIELD_SET(*this, FIX::TransactTime); FIELD_SET(*this, FIX::SettlmntTyp); FIELD_SET(*this, FIX::FutSettDate); FIELD_SET(*this, FIX::MatchStatus); FIELD_SET(*this, FIX::MatchType); FIELD_SET(*this, FIX::NoSides); class NoSides: public FIX::Group { public: NoSides() : FIX::Group(552,54,FIX::message_order(54,37,198,11,453,1,581,81,575,576,635,578,579,15,376,377,528,529,582,483,336,625,12,13,479,497,381,157,230,158,159,238,237,118,119,120,155,156,77,58,354,355,442,518,136,0)) {} FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::SecondaryOrderID); FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::NoPartyIDs); class NoPartyIDs: public FIX::Group { public: NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {} FIELD_SET(*this, FIX::PartyID); FIELD_SET(*this, FIX::PartyIDSource); FIELD_SET(*this, FIX::PartyRole); FIELD_SET(*this, FIX::PartySubID); }; FIELD_SET(*this, FIX::Account); FIELD_SET(*this, FIX::AccountType); FIELD_SET(*this, FIX::ProcessCode); FIELD_SET(*this, FIX::OddLot); FIELD_SET(*this, FIX::ClearingFeeIndicator); FIELD_SET(*this, FIX::TradeInputSource); FIELD_SET(*this, FIX::TradeInputDevice); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::ComplianceID); FIELD_SET(*this, FIX::SolicitedFlag); FIELD_SET(*this, FIX::OrderCapacity); FIELD_SET(*this, FIX::OrderRestrictions); FIELD_SET(*this, FIX::CustOrderCapacity); FIELD_SET(*this, FIX::TransBkdTime); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); FIELD_SET(*this, FIX::Commission); FIELD_SET(*this, FIX::CommType); FIELD_SET(*this, FIX::CommCurrency); FIELD_SET(*this, FIX::FundRenewWaiv); 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::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::PositionEffect); FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); FIELD_SET(*this, FIX::MultiLegReportingType); 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::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::NoMiscFees); class NoMiscFees: public FIX::Group { public: NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,0)) {} FIELD_SET(*this, FIX::MiscFeeAmt); FIELD_SET(*this, FIX::MiscFeeCurr); FIELD_SET(*this, FIX::MiscFeeType); }; }; }; } #endif