ExecutionReport.h 18 KB

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  1. #ifndef FIX44_EXECUTIONREPORT_H
  2. #define FIX44_EXECUTIONREPORT_H
  3. #include "Message.h"
  4. namespace FIX44
  5. {
  6. class ExecutionReport : public Message
  7. {
  8. public:
  9. ExecutionReport() : Message(MsgType()) {}
  10. ExecutionReport(const FIX::Message& m) : Message(m) {}
  11. ExecutionReport(const Message& m) : Message(m) {}
  12. ExecutionReport(const ExecutionReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("8"); }
  14. ExecutionReport(
  15. const FIX::OrderID& aOrderID,
  16. const FIX::ExecID& aExecID,
  17. const FIX::ExecType& aExecType,
  18. const FIX::OrdStatus& aOrdStatus,
  19. const FIX::Side& aSide,
  20. const FIX::LeavesQty& aLeavesQty,
  21. const FIX::CumQty& aCumQty,
  22. const FIX::AvgPx& aAvgPx )
  23. : Message(MsgType())
  24. {
  25. set(aOrderID);
  26. set(aExecID);
  27. set(aExecType);
  28. set(aOrdStatus);
  29. set(aSide);
  30. set(aLeavesQty);
  31. set(aCumQty);
  32. set(aAvgPx);
  33. }
  34. FIELD_SET(*this, FIX::OrderID);
  35. FIELD_SET(*this, FIX::SecondaryOrderID);
  36. FIELD_SET(*this, FIX::SecondaryClOrdID);
  37. FIELD_SET(*this, FIX::SecondaryExecID);
  38. FIELD_SET(*this, FIX::ClOrdID);
  39. FIELD_SET(*this, FIX::OrigClOrdID);
  40. FIELD_SET(*this, FIX::ClOrdLinkID);
  41. FIELD_SET(*this, FIX::QuoteRespID);
  42. FIELD_SET(*this, FIX::OrdStatusReqID);
  43. FIELD_SET(*this, FIX::MassStatusReqID);
  44. FIELD_SET(*this, FIX::TotNumReports);
  45. FIELD_SET(*this, FIX::LastRptRequested);
  46. FIELD_SET(*this, FIX::NoPartyIDs);
  47. class NoPartyIDs: public FIX::Group
  48. {
  49. public:
  50. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  51. FIELD_SET(*this, FIX::PartyID);
  52. FIELD_SET(*this, FIX::PartyIDSource);
  53. FIELD_SET(*this, FIX::PartyRole);
  54. FIELD_SET(*this, FIX::NoPartySubIDs);
  55. class NoPartySubIDs: public FIX::Group
  56. {
  57. public:
  58. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  59. FIELD_SET(*this, FIX::PartySubID);
  60. FIELD_SET(*this, FIX::PartySubIDType);
  61. };
  62. };
  63. FIELD_SET(*this, FIX::TradeOriginationDate);
  64. FIELD_SET(*this, FIX::NoContraBrokers);
  65. class NoContraBrokers: public FIX::Group
  66. {
  67. public:
  68. NoContraBrokers() : FIX::Group(382,375,FIX::message_order(375,337,437,438,655,0)) {}
  69. FIELD_SET(*this, FIX::ContraBroker);
  70. FIELD_SET(*this, FIX::ContraTrader);
  71. FIELD_SET(*this, FIX::ContraTradeQty);
  72. FIELD_SET(*this, FIX::ContraTradeTime);
  73. FIELD_SET(*this, FIX::ContraLegRefID);
  74. };
  75. FIELD_SET(*this, FIX::ListID);
  76. FIELD_SET(*this, FIX::CrossID);
  77. FIELD_SET(*this, FIX::OrigCrossID);
  78. FIELD_SET(*this, FIX::CrossType);
  79. FIELD_SET(*this, FIX::ExecID);
  80. FIELD_SET(*this, FIX::ExecRefID);
  81. FIELD_SET(*this, FIX::ExecType);
  82. FIELD_SET(*this, FIX::OrdStatus);
  83. FIELD_SET(*this, FIX::WorkingIndicator);
  84. FIELD_SET(*this, FIX::OrdRejReason);
  85. FIELD_SET(*this, FIX::ExecRestatementReason);
  86. FIELD_SET(*this, FIX::Account);
  87. FIELD_SET(*this, FIX::AcctIDSource);
  88. FIELD_SET(*this, FIX::AccountType);
  89. FIELD_SET(*this, FIX::DayBookingInst);
  90. FIELD_SET(*this, FIX::BookingUnit);
  91. FIELD_SET(*this, FIX::PreallocMethod);
  92. FIELD_SET(*this, FIX::SettlType);
  93. FIELD_SET(*this, FIX::SettlDate);
  94. FIELD_SET(*this, FIX::CashMargin);
  95. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  96. FIELD_SET(*this, FIX::Symbol);
  97. FIELD_SET(*this, FIX::SymbolSfx);
  98. FIELD_SET(*this, FIX::SecurityID);
  99. FIELD_SET(*this, FIX::SecurityIDSource);
  100. FIELD_SET(*this, FIX::Product);
  101. FIELD_SET(*this, FIX::CFICode);
  102. FIELD_SET(*this, FIX::SecurityType);
  103. FIELD_SET(*this, FIX::SecuritySubType);
  104. FIELD_SET(*this, FIX::MaturityMonthYear);
  105. FIELD_SET(*this, FIX::MaturityDate);
  106. FIELD_SET(*this, FIX::PutOrCall);
  107. FIELD_SET(*this, FIX::CouponPaymentDate);
  108. FIELD_SET(*this, FIX::IssueDate);
  109. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  110. FIELD_SET(*this, FIX::RepurchaseTerm);
  111. FIELD_SET(*this, FIX::RepurchaseRate);
  112. FIELD_SET(*this, FIX::Factor);
  113. FIELD_SET(*this, FIX::CreditRating);
  114. FIELD_SET(*this, FIX::InstrRegistry);
  115. FIELD_SET(*this, FIX::CountryOfIssue);
  116. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  117. FIELD_SET(*this, FIX::LocaleOfIssue);
  118. FIELD_SET(*this, FIX::RedemptionDate);
  119. FIELD_SET(*this, FIX::StrikePrice);
  120. FIELD_SET(*this, FIX::StrikeCurrency);
  121. FIELD_SET(*this, FIX::OptAttribute);
  122. FIELD_SET(*this, FIX::ContractMultiplier);
  123. FIELD_SET(*this, FIX::CouponRate);
  124. FIELD_SET(*this, FIX::SecurityExchange);
  125. FIELD_SET(*this, FIX::Issuer);
  126. FIELD_SET(*this, FIX::EncodedIssuerLen);
  127. FIELD_SET(*this, FIX::EncodedIssuer);
  128. FIELD_SET(*this, FIX::SecurityDesc);
  129. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  130. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  131. FIELD_SET(*this, FIX::Pool);
  132. FIELD_SET(*this, FIX::ContractSettlMonth);
  133. FIELD_SET(*this, FIX::CPProgram);
  134. FIELD_SET(*this, FIX::CPRegType);
  135. FIELD_SET(*this, FIX::DatedDate);
  136. FIELD_SET(*this, FIX::InterestAccrualDate);
  137. FIELD_SET(*this, FIX::AgreementDesc);
  138. FIELD_SET(*this, FIX::AgreementID);
  139. FIELD_SET(*this, FIX::AgreementDate);
  140. FIELD_SET(*this, FIX::AgreementCurrency);
  141. FIELD_SET(*this, FIX::TerminationType);
  142. FIELD_SET(*this, FIX::StartDate);
  143. FIELD_SET(*this, FIX::EndDate);
  144. FIELD_SET(*this, FIX::DeliveryType);
  145. FIELD_SET(*this, FIX::MarginRatio);
  146. FIELD_SET(*this, FIX::NoUnderlyings);
  147. class NoUnderlyings: public FIX::Group
  148. {
  149. public:
  150. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {}
  151. FIELD_SET(*this, FIX::UnderlyingSymbol);
  152. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  153. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  154. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  155. FIELD_SET(*this, FIX::UnderlyingProduct);
  156. FIELD_SET(*this, FIX::UnderlyingCFICode);
  157. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  158. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  159. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  160. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  161. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  162. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  163. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  164. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  165. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  166. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  167. FIELD_SET(*this, FIX::UnderlyingFactor);
  168. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  169. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  170. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  171. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  172. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  173. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  174. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  175. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  176. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  177. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  178. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  179. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  180. FIELD_SET(*this, FIX::UnderlyingIssuer);
  181. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  182. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  183. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  184. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  185. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  186. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  187. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  188. FIELD_SET(*this, FIX::UnderlyingCurrency);
  189. FIELD_SET(*this, FIX::UnderlyingQty);
  190. FIELD_SET(*this, FIX::UnderlyingPx);
  191. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  192. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  193. FIELD_SET(*this, FIX::UnderlyingStartValue);
  194. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  195. FIELD_SET(*this, FIX::UnderlyingEndValue);
  196. };
  197. FIELD_SET(*this, FIX::Side);
  198. FIELD_SET(*this, FIX::NoStipulations);
  199. class NoStipulations: public FIX::Group
  200. {
  201. public:
  202. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  203. FIELD_SET(*this, FIX::StipulationType);
  204. FIELD_SET(*this, FIX::StipulationValue);
  205. };
  206. FIELD_SET(*this, FIX::QtyType);
  207. FIELD_SET(*this, FIX::OrderQty);
  208. FIELD_SET(*this, FIX::CashOrderQty);
  209. FIELD_SET(*this, FIX::OrderPercent);
  210. FIELD_SET(*this, FIX::RoundingDirection);
  211. FIELD_SET(*this, FIX::RoundingModulus);
  212. FIELD_SET(*this, FIX::OrdType);
  213. FIELD_SET(*this, FIX::PriceType);
  214. FIELD_SET(*this, FIX::Price);
  215. FIELD_SET(*this, FIX::StopPx);
  216. FIELD_SET(*this, FIX::PegOffsetValue);
  217. FIELD_SET(*this, FIX::PegMoveType);
  218. FIELD_SET(*this, FIX::PegOffsetType);
  219. FIELD_SET(*this, FIX::PegLimitType);
  220. FIELD_SET(*this, FIX::PegRoundDirection);
  221. FIELD_SET(*this, FIX::PegScope);
  222. FIELD_SET(*this, FIX::DiscretionInst);
  223. FIELD_SET(*this, FIX::DiscretionOffsetValue);
  224. FIELD_SET(*this, FIX::DiscretionMoveType);
  225. FIELD_SET(*this, FIX::DiscretionOffsetType);
  226. FIELD_SET(*this, FIX::DiscretionLimitType);
  227. FIELD_SET(*this, FIX::DiscretionRoundDirection);
  228. FIELD_SET(*this, FIX::DiscretionScope);
  229. FIELD_SET(*this, FIX::PeggedPrice);
  230. FIELD_SET(*this, FIX::DiscretionPrice);
  231. FIELD_SET(*this, FIX::TargetStrategy);
  232. FIELD_SET(*this, FIX::TargetStrategyParameters);
  233. FIELD_SET(*this, FIX::ParticipationRate);
  234. FIELD_SET(*this, FIX::TargetStrategyPerformance);
  235. FIELD_SET(*this, FIX::Currency);
  236. FIELD_SET(*this, FIX::ComplianceID);
  237. FIELD_SET(*this, FIX::SolicitedFlag);
  238. FIELD_SET(*this, FIX::TimeInForce);
  239. FIELD_SET(*this, FIX::EffectiveTime);
  240. FIELD_SET(*this, FIX::ExpireDate);
  241. FIELD_SET(*this, FIX::ExpireTime);
  242. FIELD_SET(*this, FIX::ExecInst);
  243. FIELD_SET(*this, FIX::OrderCapacity);
  244. FIELD_SET(*this, FIX::OrderRestrictions);
  245. FIELD_SET(*this, FIX::CustOrderCapacity);
  246. FIELD_SET(*this, FIX::LastQty);
  247. FIELD_SET(*this, FIX::UnderlyingLastQty);
  248. FIELD_SET(*this, FIX::LastPx);
  249. FIELD_SET(*this, FIX::UnderlyingLastPx);
  250. FIELD_SET(*this, FIX::LastParPx);
  251. FIELD_SET(*this, FIX::LastSpotRate);
  252. FIELD_SET(*this, FIX::LastForwardPoints);
  253. FIELD_SET(*this, FIX::LastMkt);
  254. FIELD_SET(*this, FIX::TradingSessionID);
  255. FIELD_SET(*this, FIX::TradingSessionSubID);
  256. FIELD_SET(*this, FIX::TimeBracket);
  257. FIELD_SET(*this, FIX::LastCapacity);
  258. FIELD_SET(*this, FIX::LeavesQty);
  259. FIELD_SET(*this, FIX::CumQty);
  260. FIELD_SET(*this, FIX::AvgPx);
  261. FIELD_SET(*this, FIX::DayOrderQty);
  262. FIELD_SET(*this, FIX::DayCumQty);
  263. FIELD_SET(*this, FIX::DayAvgPx);
  264. FIELD_SET(*this, FIX::GTBookingInst);
  265. FIELD_SET(*this, FIX::TradeDate);
  266. FIELD_SET(*this, FIX::TransactTime);
  267. FIELD_SET(*this, FIX::ReportToExch);
  268. FIELD_SET(*this, FIX::Commission);
  269. FIELD_SET(*this, FIX::CommType);
  270. FIELD_SET(*this, FIX::CommCurrency);
  271. FIELD_SET(*this, FIX::FundRenewWaiv);
  272. FIELD_SET(*this, FIX::Spread);
  273. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  274. FIELD_SET(*this, FIX::BenchmarkCurveName);
  275. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  276. FIELD_SET(*this, FIX::BenchmarkPrice);
  277. FIELD_SET(*this, FIX::BenchmarkPriceType);
  278. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  279. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  280. FIELD_SET(*this, FIX::YieldType);
  281. FIELD_SET(*this, FIX::Yield);
  282. FIELD_SET(*this, FIX::YieldCalcDate);
  283. FIELD_SET(*this, FIX::YieldRedemptionDate);
  284. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  285. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  286. FIELD_SET(*this, FIX::GrossTradeAmt);
  287. FIELD_SET(*this, FIX::NumDaysInterest);
  288. FIELD_SET(*this, FIX::ExDate);
  289. FIELD_SET(*this, FIX::AccruedInterestRate);
  290. FIELD_SET(*this, FIX::AccruedInterestAmt);
  291. FIELD_SET(*this, FIX::InterestAtMaturity);
  292. FIELD_SET(*this, FIX::EndAccruedInterestAmt);
  293. FIELD_SET(*this, FIX::StartCash);
  294. FIELD_SET(*this, FIX::EndCash);
  295. FIELD_SET(*this, FIX::TradedFlatSwitch);
  296. FIELD_SET(*this, FIX::BasisFeatureDate);
  297. FIELD_SET(*this, FIX::BasisFeaturePrice);
  298. FIELD_SET(*this, FIX::Concession);
  299. FIELD_SET(*this, FIX::TotalTakedown);
  300. FIELD_SET(*this, FIX::NetMoney);
  301. FIELD_SET(*this, FIX::SettlCurrAmt);
  302. FIELD_SET(*this, FIX::SettlCurrency);
  303. FIELD_SET(*this, FIX::SettlCurrFxRate);
  304. FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
  305. FIELD_SET(*this, FIX::HandlInst);
  306. FIELD_SET(*this, FIX::MinQty);
  307. FIELD_SET(*this, FIX::MaxFloor);
  308. FIELD_SET(*this, FIX::PositionEffect);
  309. FIELD_SET(*this, FIX::MaxShow);
  310. FIELD_SET(*this, FIX::BookingType);
  311. FIELD_SET(*this, FIX::Text);
  312. FIELD_SET(*this, FIX::EncodedTextLen);
  313. FIELD_SET(*this, FIX::EncodedText);
  314. FIELD_SET(*this, FIX::SettlDate2);
  315. FIELD_SET(*this, FIX::OrderQty2);
  316. FIELD_SET(*this, FIX::LastForwardPoints2);
  317. FIELD_SET(*this, FIX::MultiLegReportingType);
  318. FIELD_SET(*this, FIX::CancellationRights);
  319. FIELD_SET(*this, FIX::MoneyLaunderingStatus);
  320. FIELD_SET(*this, FIX::RegistID);
  321. FIELD_SET(*this, FIX::Designation);
  322. FIELD_SET(*this, FIX::TransBkdTime);
  323. FIELD_SET(*this, FIX::ExecValuationPoint);
  324. FIELD_SET(*this, FIX::ExecPriceType);
  325. FIELD_SET(*this, FIX::ExecPriceAdjustment);
  326. FIELD_SET(*this, FIX::PriorityIndicator);
  327. FIELD_SET(*this, FIX::PriceImprovement);
  328. FIELD_SET(*this, FIX::LastLiquidityInd);
  329. FIELD_SET(*this, FIX::NoContAmts);
  330. class NoContAmts: public FIX::Group
  331. {
  332. public:
  333. NoContAmts() : FIX::Group(518,519,FIX::message_order(519,520,521,0)) {}
  334. FIELD_SET(*this, FIX::ContAmtType);
  335. FIELD_SET(*this, FIX::ContAmtValue);
  336. FIELD_SET(*this, FIX::ContAmtCurr);
  337. };
  338. FIELD_SET(*this, FIX::NoLegs);
  339. class NoLegs: public FIX::Group
  340. {
  341. public:
  342. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,687,690,683,564,565,539,654,566,587,588,637,0)) {}
  343. FIELD_SET(*this, FIX::LegSymbol);
  344. FIELD_SET(*this, FIX::LegSymbolSfx);
  345. FIELD_SET(*this, FIX::LegSecurityID);
  346. FIELD_SET(*this, FIX::LegSecurityIDSource);
  347. FIELD_SET(*this, FIX::LegProduct);
  348. FIELD_SET(*this, FIX::LegCFICode);
  349. FIELD_SET(*this, FIX::LegSecurityType);
  350. FIELD_SET(*this, FIX::LegSecuritySubType);
  351. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  352. FIELD_SET(*this, FIX::LegMaturityDate);
  353. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  354. FIELD_SET(*this, FIX::LegIssueDate);
  355. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  356. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  357. FIELD_SET(*this, FIX::LegRepurchaseRate);
  358. FIELD_SET(*this, FIX::LegFactor);
  359. FIELD_SET(*this, FIX::LegCreditRating);
  360. FIELD_SET(*this, FIX::LegInstrRegistry);
  361. FIELD_SET(*this, FIX::LegCountryOfIssue);
  362. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  363. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  364. FIELD_SET(*this, FIX::LegRedemptionDate);
  365. FIELD_SET(*this, FIX::LegStrikePrice);
  366. FIELD_SET(*this, FIX::LegStrikeCurrency);
  367. FIELD_SET(*this, FIX::LegOptAttribute);
  368. FIELD_SET(*this, FIX::LegContractMultiplier);
  369. FIELD_SET(*this, FIX::LegCouponRate);
  370. FIELD_SET(*this, FIX::LegSecurityExchange);
  371. FIELD_SET(*this, FIX::LegIssuer);
  372. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  373. FIELD_SET(*this, FIX::EncodedLegIssuer);
  374. FIELD_SET(*this, FIX::LegSecurityDesc);
  375. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  376. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  377. FIELD_SET(*this, FIX::LegRatioQty);
  378. FIELD_SET(*this, FIX::LegSide);
  379. FIELD_SET(*this, FIX::LegCurrency);
  380. FIELD_SET(*this, FIX::LegPool);
  381. FIELD_SET(*this, FIX::LegDatedDate);
  382. FIELD_SET(*this, FIX::LegContractSettlMonth);
  383. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  384. FIELD_SET(*this, FIX::LegQty);
  385. FIELD_SET(*this, FIX::LegSwapType);
  386. FIELD_SET(*this, FIX::NoLegStipulations);
  387. class NoLegStipulations: public FIX::Group
  388. {
  389. public:
  390. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  391. FIELD_SET(*this, FIX::LegStipulationType);
  392. FIELD_SET(*this, FIX::LegStipulationValue);
  393. };
  394. FIELD_SET(*this, FIX::LegPositionEffect);
  395. FIELD_SET(*this, FIX::LegCoveredOrUncovered);
  396. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  397. class NoNestedPartyIDs: public FIX::Group
  398. {
  399. public:
  400. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  401. FIELD_SET(*this, FIX::NestedPartyID);
  402. FIELD_SET(*this, FIX::NestedPartyIDSource);
  403. FIELD_SET(*this, FIX::NestedPartyRole);
  404. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  405. class NoNestedPartySubIDs: public FIX::Group
  406. {
  407. public:
  408. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  409. FIELD_SET(*this, FIX::NestedPartySubID);
  410. FIELD_SET(*this, FIX::NestedPartySubIDType);
  411. };
  412. };
  413. FIELD_SET(*this, FIX::LegRefID);
  414. FIELD_SET(*this, FIX::LegPrice);
  415. FIELD_SET(*this, FIX::LegSettlType);
  416. FIELD_SET(*this, FIX::LegSettlDate);
  417. FIELD_SET(*this, FIX::LegLastPx);
  418. };
  419. FIELD_SET(*this, FIX::CopyMsgIndicator);
  420. FIELD_SET(*this, FIX::NoMiscFees);
  421. class NoMiscFees: public FIX::Group
  422. {
  423. public:
  424. NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
  425. FIELD_SET(*this, FIX::MiscFeeAmt);
  426. FIELD_SET(*this, FIX::MiscFeeCurr);
  427. FIELD_SET(*this, FIX::MiscFeeType);
  428. FIELD_SET(*this, FIX::MiscFeeBasis);
  429. };
  430. };
  431. }
  432. #endif