#ifndef FIX50SP1_TRADECAPTUREREPORT_H #define FIX50SP1_TRADECAPTUREREPORT_H #include "Message.h" namespace FIX50SP1 { 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::LastQty& aLastQty, const FIX::LastPx& aLastPx ) : Message(MsgType()) { set(aLastQty); set(aLastPx); } FIELD_SET(*this, FIX::ApplID); FIELD_SET(*this, FIX::ApplSeqNum); FIELD_SET(*this, FIX::ApplLastSeqNum); FIELD_SET(*this, FIX::ApplResendFlag); FIELD_SET(*this, FIX::TradeReportID); FIELD_SET(*this, FIX::TradeID); FIELD_SET(*this, FIX::SecondaryTradeID); FIELD_SET(*this, FIX::FirmTradeID); FIELD_SET(*this, FIX::SecondaryFirmTradeID); FIELD_SET(*this, FIX::TradeReportTransType); FIELD_SET(*this, FIX::TradeReportType); FIELD_SET(*this, FIX::TrdRptStatus); FIELD_SET(*this, FIX::TradeRequestID); FIELD_SET(*this, FIX::TrdType); FIELD_SET(*this, FIX::TrdSubType); FIELD_SET(*this, FIX::SecondaryTrdType); FIELD_SET(*this, FIX::TradeHandlingInstr); FIELD_SET(*this, FIX::OrigTradeHandlingInstr); FIELD_SET(*this, FIX::OrigTradeDate); FIELD_SET(*this, FIX::OrigTradeID); FIELD_SET(*this, FIX::OrigSecondaryTradeID); FIELD_SET(*this, FIX::TransferReason); FIELD_SET(*this, FIX::ExecType); FIELD_SET(*this, FIX::TotNumTradeReports); FIELD_SET(*this, FIX::LastRptRequested); FIELD_SET(*this, FIX::UnsolicitedIndicator); FIELD_SET(*this, FIX::SubscriptionRequestType); FIELD_SET(*this, FIX::TradeReportRefID); FIELD_SET(*this, FIX::SecondaryTradeReportRefID); FIELD_SET(*this, FIX::SecondaryTradeReportID); FIELD_SET(*this, FIX::TradeLinkID); FIELD_SET(*this, FIX::TrdMatchID); FIELD_SET(*this, FIX::ExecID); FIELD_SET(*this, FIX::OrdStatus); FIELD_SET(*this, FIX::SecondaryExecID); FIELD_SET(*this, FIX::ExecRestatementReason); FIELD_SET(*this, FIX::PreviouslyReported); FIELD_SET(*this, FIX::PriceType); 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::AsOfIndicator); FIELD_SET(*this, FIX::SettlSessID); FIELD_SET(*this, FIX::SettlSessSubID); 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::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::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::QtyType); 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::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::UnderlyingTradingSessionID); FIELD_SET(*this, FIX::UnderlyingTradingSessionSubID); FIELD_SET(*this, FIX::LastQty); FIELD_SET(*this, FIX::LastPx); FIELD_SET(*this, FIX::CalculatedCcyLastQty); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::SettlCurrency); FIELD_SET(*this, FIX::LastParPx); FIELD_SET(*this, FIX::LastSpotRate); FIELD_SET(*this, FIX::LastForwardPoints); FIELD_SET(*this, FIX::LastSwapPoints); FIELD_SET(*this, FIX::LastMkt); FIELD_SET(*this, FIX::TradeDate); FIELD_SET(*this, FIX::ClearingBusinessDate); FIELD_SET(*this, FIX::AvgPx); 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::AvgPxIndicator); 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::MultiLegReportingType); FIELD_SET(*this, FIX::TradeLegRefID); FIELD_SET(*this, FIX::NoLegs); class NoLegs: public FIX::Group { public: NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,687,690,990,1152,683,564,565,539,654,587,588,637,675,1073,1074,1075,1379,1381,1383,1384,1418,1342,0)) {} 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::LegQty); FIELD_SET(*this, FIX::LegSwapType); FIELD_SET(*this, FIX::LegReportID); FIELD_SET(*this, FIX::LegNumber); 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::LegPositionEffect); FIELD_SET(*this, FIX::LegCoveredOrUncovered); 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::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::NoOfLegUnderlyings); class NoOfLegUnderlyings: public FIX::Group { public: NoOfLegUnderlyings() : FIX::Group(1342,1330,FIX::message_order(1330,1331,1332,1333,1344,1337,1338,1339,1345,1405,1340,1391,1343,1341,1392,0)) {} FIELD_SET(*this, FIX::UnderlyingLegSymbol); FIELD_SET(*this, FIX::UnderlyingLegSymbolSfx); FIELD_SET(*this, FIX::UnderlyingLegSecurityID); FIELD_SET(*this, FIX::UnderlyingLegSecurityIDSource); FIELD_SET(*this, FIX::UnderlyingLegCFICode); FIELD_SET(*this, FIX::UnderlyingLegSecurityType); FIELD_SET(*this, FIX::UnderlyingLegSecuritySubType); FIELD_SET(*this, FIX::UnderlyingLegMaturityMonthYear); FIELD_SET(*this, FIX::UnderlyingLegMaturityDate); FIELD_SET(*this, FIX::UnderlyingLegMaturityTime); FIELD_SET(*this, FIX::UnderlyingLegStrikePrice); FIELD_SET(*this, FIX::UnderlyingLegOptAttribute); FIELD_SET(*this, FIX::UnderlyingLegPutOrCall); FIELD_SET(*this, FIX::UnderlyingLegSecurityExchange); FIELD_SET(*this, FIX::UnderlyingLegSecurityDesc); }; }; FIELD_SET(*this, FIX::TransactTime); 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::SettlType); FIELD_SET(*this, FIX::SettlDate); FIELD_SET(*this, FIX::UnderlyingSettlementDate); FIELD_SET(*this, FIX::MatchStatus); FIELD_SET(*this, FIX::MatchType); FIELD_SET(*this, FIX::OrderCategory); FIELD_SET(*this, FIX::NoSides); class NoSides: public FIX::Group { public: NoSides() : FIX::Group(552,54,FIX::message_order(54,37,198,11,19,526,66,1009,1005,1006,1007,83,1008,430,1154,1155,453,1,660,581,81,1093,575,576,578,579,821,376,377,528,529,582,40,18,483,336,625,943,12,13,479,497,157,230,158,159,738,920,921,922,238,237,118,119,155,156,77,58,354,355,752,518,232,136,825,826,591,70,78,1016,1158,1072,1057,1139,0)) {} FIELD_SET(*this, FIX::Side); FIELD_SET(*this, FIX::OrderID); FIELD_SET(*this, FIX::SecondaryOrderID); FIELD_SET(*this, FIX::ClOrdID); FIELD_SET(*this, FIX::ExecRefID); FIELD_SET(*this, FIX::SecondaryClOrdID); FIELD_SET(*this, FIX::ListID); FIELD_SET(*this, FIX::SideQty); FIELD_SET(*this, FIX::SideTradeReportID); FIELD_SET(*this, FIX::SideFillStationCd); FIELD_SET(*this, FIX::SideReasonCd); FIELD_SET(*this, FIX::RptSeq); FIELD_SET(*this, FIX::SideTrdSubTyp); FIELD_SET(*this, FIX::NetGrossInd); FIELD_SET(*this, FIX::SideCurrency); FIELD_SET(*this, FIX::SideSettlCurrency); 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::Account); FIELD_SET(*this, FIX::AcctIDSource); FIELD_SET(*this, FIX::AccountType); FIELD_SET(*this, FIX::ProcessCode); FIELD_SET(*this, FIX::LotType); FIELD_SET(*this, FIX::OddLot); 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::TradeInputSource); FIELD_SET(*this, FIX::TradeInputDevice); FIELD_SET(*this, FIX::OrderInputDevice); 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::OrdType); FIELD_SET(*this, FIX::ExecInst); FIELD_SET(*this, FIX::TransBkdTime); FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); FIELD_SET(*this, FIX::TimeBracket); FIELD_SET(*this, FIX::Commission); FIELD_SET(*this, FIX::CommType); FIELD_SET(*this, FIX::CommCurrency); FIELD_SET(*this, FIX::FundRenewWaiv); 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::Concession); FIELD_SET(*this, FIX::TotalTakedown); FIELD_SET(*this, FIX::NetMoney); FIELD_SET(*this, FIX::SettlCurrAmt); 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::SideMultiLegReportingType); 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::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::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::ExchangeRule); FIELD_SET(*this, FIX::TradeAllocIndicator); 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(79,661,736,467,756,80,993,1002,989,1136,0)) {} FIELD_SET(*this, FIX::AllocAccount); FIELD_SET(*this, FIX::AllocAcctIDSource); FIELD_SET(*this, FIX::AllocSettlCurrency); FIELD_SET(*this, FIX::IndividualAllocID); FIELD_SET(*this, FIX::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::AllocQty); FIELD_SET(*this, FIX::AllocCustomerCapacity); FIELD_SET(*this, FIX::AllocMethod); FIELD_SET(*this, FIX::SecondaryIndividualAllocID); FIELD_SET(*this, FIX::AllocClearingFeeIndicator); }; FIELD_SET(*this, FIX::NoSideTrdRegTS); class NoSideTrdRegTS: public FIX::Group { public: NoSideTrdRegTS() : FIX::Group(1016,1012,FIX::message_order(1012,1013,1014,0)) {} FIELD_SET(*this, FIX::SideTrdRegTimestamp); FIELD_SET(*this, FIX::SideTrdRegTimestampType); FIELD_SET(*this, FIX::SideTrdRegTimestampSrc); }; FIELD_SET(*this, FIX::NoSettlDetails); class NoSettlDetails: public FIX::Group { public: NoSettlDetails() : FIX::Group(1158,1164,FIX::message_order(1164,781,0)) {} FIELD_SET(*this, FIX::SettlObligSource); FIELD_SET(*this, FIX::NoSettlPartyIDs); class NoSettlPartyIDs: public FIX::Group { public: NoSettlPartyIDs() : FIX::Group(781,782,FIX::message_order(782,783,784,801,0)) {} FIELD_SET(*this, FIX::SettlPartyID); FIELD_SET(*this, FIX::SettlPartyIDSource); FIELD_SET(*this, FIX::SettlPartyRole); FIELD_SET(*this, FIX::NoSettlPartySubIDs); class NoSettlPartySubIDs: public FIX::Group { public: NoSettlPartySubIDs() : FIX::Group(801,785,FIX::message_order(785,786,0)) {} FIELD_SET(*this, FIX::SettlPartySubID); FIELD_SET(*this, FIX::SettlPartySubIDType); }; }; }; FIELD_SET(*this, FIX::SideGrossTradeAmt); FIELD_SET(*this, FIX::AggressorIndicator); FIELD_SET(*this, FIX::ExchangeSpecialInstructions); }; FIELD_SET(*this, FIX::Volatility); FIELD_SET(*this, FIX::DividendYield); FIELD_SET(*this, FIX::RiskFreeRate); FIELD_SET(*this, FIX::CurrencyRatio); FIELD_SET(*this, FIX::CopyMsgIndicator); FIELD_SET(*this, FIX::NoTrdRepIndicators); class NoTrdRepIndicators: public FIX::Group { public: NoTrdRepIndicators() : FIX::Group(1387,1388,FIX::message_order(1388,1389,0)) {} FIELD_SET(*this, FIX::TrdRepPartyRole); FIELD_SET(*this, FIX::TrdRepIndicator); }; FIELD_SET(*this, FIX::PublishTrdIndicator); FIELD_SET(*this, FIX::TradePublishIndicator); FIELD_SET(*this, FIX::ShortSaleReason); FIELD_SET(*this, FIX::TierCode); FIELD_SET(*this, FIX::MessageEventSource); FIELD_SET(*this, FIX::LastUpdateTime); FIELD_SET(*this, FIX::RndPx); FIELD_SET(*this, FIX::TZTransactTime); FIELD_SET(*this, FIX::ReportedPxDiff); FIELD_SET(*this, FIX::GrossTradeAmt); FIELD_SET(*this, FIX::RejectText); FIELD_SET(*this, FIX::FeeMultiplier); }; } #endif