#ifndef FIX50SP2_NEWORDERLIST_H #define FIX50SP2_NEWORDERLIST_H #include "Message.h" namespace FIX50SP2 { class NewOrderList : public Message { public: NewOrderList() : Message(MsgType()) {} NewOrderList(const FIX::Message& m) : Message(m) {} NewOrderList(const Message& m) : Message(m) {} NewOrderList(const NewOrderList& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("E"); } NewOrderList( const FIX::ListID& aListID, const FIX::BidType& aBidType, const FIX::TotNoOrders& aTotNoOrders ) : Message(MsgType()) { set(aListID); set(aBidType); set(aTotNoOrders); } FIELD_SET(*this, FIX::ListID); FIELD_SET(*this, FIX::BidID); FIELD_SET(*this, FIX::ClientBidID); FIELD_SET(*this, FIX::ProgRptReqs); FIELD_SET(*this, FIX::BidType); FIELD_SET(*this, FIX::ProgPeriodInterval); FIELD_SET(*this, FIX::CancellationRights); FIELD_SET(*this, FIX::MoneyLaunderingStatus); FIELD_SET(*this, FIX::RegistID); FIELD_SET(*this, FIX::ListExecInstType); FIELD_SET(*this, FIX::ListExecInst); FIELD_SET(*this, FIX::ContingencyType); FIELD_SET(*this, FIX::EncodedListExecInstLen); FIELD_SET(*this, FIX::EncodedListExecInst); FIELD_SET(*this, FIX::AllowableOneSidednessPct); FIELD_SET(*this, FIX::AllowableOneSidednessValue); FIELD_SET(*this, FIX::AllowableOneSidednessCurr); FIELD_SET(*this, FIX::TotNoOrders); FIELD_SET(*this, FIX::LastFragment); 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::NoOrders); class NoOrders: public FIX::Group { public: NoOrders() : FIX::Group(73,11,FIX::message_order(11,526,67,583,160,453,229,75,1,660,581,589,590,70,591,78,63,64,544,635,21,18,110,1089,1090,1138,1082,1083,1084,1085,1086,1087,1088,111,100,1133,386,81,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,711,140,54,401,114,60,232,854,38,152,516,468,469,40,423,44,1092,99,1100,1101,1102,1103,1104,1105,1106,1107,1108,1109,1110,1111,1112,1113,1114,218,220,221,222,662,663,699,761,235,236,701,696,697,698,15,376,377,23,117,1080,1081,59,168,432,126,427,12,13,479,497,528,529,1091,582,121,120,775,58,354,355,193,192,640,77,203,210,211,1094,835,836,837,838,840,1096,1097,1098,1099,388,389,841,842,843,844,846,847,957,848,849,494,0)) {} FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::SecondaryClOrdID); FIELD_SET(*this, FIX::ListSeqNo); FIELD_SET(*this, FIX::ClOrdLinkID); FIELD_SET(*this, FIX::SettlInstMode); 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::AllocID); FIELD_SET(*this, FIX::PreallocMethod); FIELD_SET(*this, FIX::NoAllocs); class NoAllocs: public FIX::Group { public: NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {} 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::CashMargin); FIELD_SET(*this, FIX::ClearingFeeIndicator); 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::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::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::PrevClosePx); FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::SideValueInd); FIELD_SET(*this, FIX::LocateReqd); FIELD_SET(*this, FIX::TransactTime); 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::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::SolicitedFlag); FIELD_SET(*this, FIX::IOIID); FIELD_SET(*this, FIX::QuoteID); FIELD_SET(*this, FIX::RefOrderID); FIELD_SET(*this, FIX::RefOrderIDSource); 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::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::SettlDate2); FIELD_SET(*this, FIX::OrderQty2); FIELD_SET(*this, FIX::Price2); FIELD_SET(*this, FIX::PositionEffect); FIELD_SET(*this, FIX::CoveredOrUncovered); 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::Designation); }; }; } #endif