TradeCaptureReport.h 18 KB

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  1. #ifndef FIX44_TRADECAPTUREREPORT_H
  2. #define FIX44_TRADECAPTUREREPORT_H
  3. #include "Message.h"
  4. namespace FIX44
  5. {
  6. class TradeCaptureReport : public Message
  7. {
  8. public:
  9. TradeCaptureReport() : Message(MsgType()) {}
  10. TradeCaptureReport(const FIX::Message& m) : Message(m) {}
  11. TradeCaptureReport(const Message& m) : Message(m) {}
  12. TradeCaptureReport(const TradeCaptureReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AE"); }
  14. TradeCaptureReport(
  15. const FIX::TradeReportID& aTradeReportID,
  16. const FIX::PreviouslyReported& aPreviouslyReported,
  17. const FIX::LastQty& aLastQty,
  18. const FIX::LastPx& aLastPx,
  19. const FIX::TradeDate& aTradeDate,
  20. const FIX::TransactTime& aTransactTime )
  21. : Message(MsgType())
  22. {
  23. set(aTradeReportID);
  24. set(aPreviouslyReported);
  25. set(aLastQty);
  26. set(aLastPx);
  27. set(aTradeDate);
  28. set(aTransactTime);
  29. }
  30. FIELD_SET(*this, FIX::TradeReportID);
  31. FIELD_SET(*this, FIX::TradeReportTransType);
  32. FIELD_SET(*this, FIX::TradeReportType);
  33. FIELD_SET(*this, FIX::TradeRequestID);
  34. FIELD_SET(*this, FIX::TrdType);
  35. FIELD_SET(*this, FIX::TrdSubType);
  36. FIELD_SET(*this, FIX::SecondaryTrdType);
  37. FIELD_SET(*this, FIX::TransferReason);
  38. FIELD_SET(*this, FIX::ExecType);
  39. FIELD_SET(*this, FIX::TotNumTradeReports);
  40. FIELD_SET(*this, FIX::LastRptRequested);
  41. FIELD_SET(*this, FIX::UnsolicitedIndicator);
  42. FIELD_SET(*this, FIX::SubscriptionRequestType);
  43. FIELD_SET(*this, FIX::TradeReportRefID);
  44. FIELD_SET(*this, FIX::SecondaryTradeReportRefID);
  45. FIELD_SET(*this, FIX::SecondaryTradeReportID);
  46. FIELD_SET(*this, FIX::TradeLinkID);
  47. FIELD_SET(*this, FIX::TrdMatchID);
  48. FIELD_SET(*this, FIX::ExecID);
  49. FIELD_SET(*this, FIX::OrdStatus);
  50. FIELD_SET(*this, FIX::SecondaryExecID);
  51. FIELD_SET(*this, FIX::ExecRestatementReason);
  52. FIELD_SET(*this, FIX::PreviouslyReported);
  53. FIELD_SET(*this, FIX::PriceType);
  54. FIELD_SET(*this, FIX::Symbol);
  55. FIELD_SET(*this, FIX::SymbolSfx);
  56. FIELD_SET(*this, FIX::SecurityID);
  57. FIELD_SET(*this, FIX::SecurityIDSource);
  58. FIELD_SET(*this, FIX::Product);
  59. FIELD_SET(*this, FIX::CFICode);
  60. FIELD_SET(*this, FIX::SecurityType);
  61. FIELD_SET(*this, FIX::SecuritySubType);
  62. FIELD_SET(*this, FIX::MaturityMonthYear);
  63. FIELD_SET(*this, FIX::MaturityDate);
  64. FIELD_SET(*this, FIX::PutOrCall);
  65. FIELD_SET(*this, FIX::CouponPaymentDate);
  66. FIELD_SET(*this, FIX::IssueDate);
  67. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  68. FIELD_SET(*this, FIX::RepurchaseTerm);
  69. FIELD_SET(*this, FIX::RepurchaseRate);
  70. FIELD_SET(*this, FIX::Factor);
  71. FIELD_SET(*this, FIX::CreditRating);
  72. FIELD_SET(*this, FIX::InstrRegistry);
  73. FIELD_SET(*this, FIX::CountryOfIssue);
  74. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  75. FIELD_SET(*this, FIX::LocaleOfIssue);
  76. FIELD_SET(*this, FIX::RedemptionDate);
  77. FIELD_SET(*this, FIX::StrikePrice);
  78. FIELD_SET(*this, FIX::StrikeCurrency);
  79. FIELD_SET(*this, FIX::OptAttribute);
  80. FIELD_SET(*this, FIX::ContractMultiplier);
  81. FIELD_SET(*this, FIX::CouponRate);
  82. FIELD_SET(*this, FIX::SecurityExchange);
  83. FIELD_SET(*this, FIX::Issuer);
  84. FIELD_SET(*this, FIX::EncodedIssuerLen);
  85. FIELD_SET(*this, FIX::EncodedIssuer);
  86. FIELD_SET(*this, FIX::SecurityDesc);
  87. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  88. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  89. FIELD_SET(*this, FIX::Pool);
  90. FIELD_SET(*this, FIX::ContractSettlMonth);
  91. FIELD_SET(*this, FIX::CPProgram);
  92. FIELD_SET(*this, FIX::CPRegType);
  93. FIELD_SET(*this, FIX::DatedDate);
  94. FIELD_SET(*this, FIX::InterestAccrualDate);
  95. FIELD_SET(*this, FIX::AgreementDesc);
  96. FIELD_SET(*this, FIX::AgreementID);
  97. FIELD_SET(*this, FIX::AgreementDate);
  98. FIELD_SET(*this, FIX::AgreementCurrency);
  99. FIELD_SET(*this, FIX::TerminationType);
  100. FIELD_SET(*this, FIX::StartDate);
  101. FIELD_SET(*this, FIX::EndDate);
  102. FIELD_SET(*this, FIX::DeliveryType);
  103. FIELD_SET(*this, FIX::MarginRatio);
  104. FIELD_SET(*this, FIX::OrderQty);
  105. FIELD_SET(*this, FIX::CashOrderQty);
  106. FIELD_SET(*this, FIX::OrderPercent);
  107. FIELD_SET(*this, FIX::RoundingDirection);
  108. FIELD_SET(*this, FIX::RoundingModulus);
  109. FIELD_SET(*this, FIX::QtyType);
  110. FIELD_SET(*this, FIX::YieldType);
  111. FIELD_SET(*this, FIX::Yield);
  112. FIELD_SET(*this, FIX::YieldCalcDate);
  113. FIELD_SET(*this, FIX::YieldRedemptionDate);
  114. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  115. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  116. FIELD_SET(*this, FIX::NoUnderlyings);
  117. class NoUnderlyings: public FIX::Group
  118. {
  119. public:
  120. 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)) {}
  121. FIELD_SET(*this, FIX::UnderlyingSymbol);
  122. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  123. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  124. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  125. FIELD_SET(*this, FIX::UnderlyingProduct);
  126. FIELD_SET(*this, FIX::UnderlyingCFICode);
  127. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  128. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  129. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  130. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  131. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  132. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  133. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  134. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  135. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  136. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  137. FIELD_SET(*this, FIX::UnderlyingFactor);
  138. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  139. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  140. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  141. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  142. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  143. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  144. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  145. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  146. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  147. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  148. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  149. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  150. FIELD_SET(*this, FIX::UnderlyingIssuer);
  151. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  152. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  153. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  154. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  155. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  156. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  157. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  158. FIELD_SET(*this, FIX::UnderlyingCurrency);
  159. FIELD_SET(*this, FIX::UnderlyingQty);
  160. FIELD_SET(*this, FIX::UnderlyingPx);
  161. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  162. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  163. FIELD_SET(*this, FIX::UnderlyingStartValue);
  164. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  165. FIELD_SET(*this, FIX::UnderlyingEndValue);
  166. };
  167. FIELD_SET(*this, FIX::UnderlyingTradingSessionID);
  168. FIELD_SET(*this, FIX::UnderlyingTradingSessionSubID);
  169. FIELD_SET(*this, FIX::LastQty);
  170. FIELD_SET(*this, FIX::LastPx);
  171. FIELD_SET(*this, FIX::LastParPx);
  172. FIELD_SET(*this, FIX::LastSpotRate);
  173. FIELD_SET(*this, FIX::LastForwardPoints);
  174. FIELD_SET(*this, FIX::LastMkt);
  175. FIELD_SET(*this, FIX::TradeDate);
  176. FIELD_SET(*this, FIX::ClearingBusinessDate);
  177. FIELD_SET(*this, FIX::AvgPx);
  178. FIELD_SET(*this, FIX::Spread);
  179. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  180. FIELD_SET(*this, FIX::BenchmarkCurveName);
  181. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  182. FIELD_SET(*this, FIX::BenchmarkPrice);
  183. FIELD_SET(*this, FIX::BenchmarkPriceType);
  184. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  185. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  186. FIELD_SET(*this, FIX::AvgPxIndicator);
  187. FIELD_SET(*this, FIX::NoPosAmt);
  188. class NoPosAmt: public FIX::Group
  189. {
  190. public:
  191. NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,0)) {}
  192. FIELD_SET(*this, FIX::PosAmtType);
  193. FIELD_SET(*this, FIX::PosAmt);
  194. };
  195. FIELD_SET(*this, FIX::MultiLegReportingType);
  196. FIELD_SET(*this, FIX::TradeLegRefID);
  197. FIELD_SET(*this, FIX::NoLegs);
  198. class NoLegs: public FIX::Group
  199. {
  200. public:
  201. 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)) {}
  202. FIELD_SET(*this, FIX::LegSymbol);
  203. FIELD_SET(*this, FIX::LegSymbolSfx);
  204. FIELD_SET(*this, FIX::LegSecurityID);
  205. FIELD_SET(*this, FIX::LegSecurityIDSource);
  206. FIELD_SET(*this, FIX::LegProduct);
  207. FIELD_SET(*this, FIX::LegCFICode);
  208. FIELD_SET(*this, FIX::LegSecurityType);
  209. FIELD_SET(*this, FIX::LegSecuritySubType);
  210. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  211. FIELD_SET(*this, FIX::LegMaturityDate);
  212. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  213. FIELD_SET(*this, FIX::LegIssueDate);
  214. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  215. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  216. FIELD_SET(*this, FIX::LegRepurchaseRate);
  217. FIELD_SET(*this, FIX::LegFactor);
  218. FIELD_SET(*this, FIX::LegCreditRating);
  219. FIELD_SET(*this, FIX::LegInstrRegistry);
  220. FIELD_SET(*this, FIX::LegCountryOfIssue);
  221. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  222. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  223. FIELD_SET(*this, FIX::LegRedemptionDate);
  224. FIELD_SET(*this, FIX::LegStrikePrice);
  225. FIELD_SET(*this, FIX::LegStrikeCurrency);
  226. FIELD_SET(*this, FIX::LegOptAttribute);
  227. FIELD_SET(*this, FIX::LegContractMultiplier);
  228. FIELD_SET(*this, FIX::LegCouponRate);
  229. FIELD_SET(*this, FIX::LegSecurityExchange);
  230. FIELD_SET(*this, FIX::LegIssuer);
  231. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  232. FIELD_SET(*this, FIX::EncodedLegIssuer);
  233. FIELD_SET(*this, FIX::LegSecurityDesc);
  234. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  235. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  236. FIELD_SET(*this, FIX::LegRatioQty);
  237. FIELD_SET(*this, FIX::LegSide);
  238. FIELD_SET(*this, FIX::LegCurrency);
  239. FIELD_SET(*this, FIX::LegPool);
  240. FIELD_SET(*this, FIX::LegDatedDate);
  241. FIELD_SET(*this, FIX::LegContractSettlMonth);
  242. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  243. FIELD_SET(*this, FIX::LegQty);
  244. FIELD_SET(*this, FIX::LegSwapType);
  245. FIELD_SET(*this, FIX::NoLegStipulations);
  246. class NoLegStipulations: public FIX::Group
  247. {
  248. public:
  249. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  250. FIELD_SET(*this, FIX::LegStipulationType);
  251. FIELD_SET(*this, FIX::LegStipulationValue);
  252. };
  253. FIELD_SET(*this, FIX::LegPositionEffect);
  254. FIELD_SET(*this, FIX::LegCoveredOrUncovered);
  255. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  256. class NoNestedPartyIDs: public FIX::Group
  257. {
  258. public:
  259. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  260. FIELD_SET(*this, FIX::NestedPartyID);
  261. FIELD_SET(*this, FIX::NestedPartyIDSource);
  262. FIELD_SET(*this, FIX::NestedPartyRole);
  263. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  264. class NoNestedPartySubIDs: public FIX::Group
  265. {
  266. public:
  267. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  268. FIELD_SET(*this, FIX::NestedPartySubID);
  269. FIELD_SET(*this, FIX::NestedPartySubIDType);
  270. };
  271. };
  272. FIELD_SET(*this, FIX::LegRefID);
  273. FIELD_SET(*this, FIX::LegPrice);
  274. FIELD_SET(*this, FIX::LegSettlType);
  275. FIELD_SET(*this, FIX::LegSettlDate);
  276. FIELD_SET(*this, FIX::LegLastPx);
  277. };
  278. FIELD_SET(*this, FIX::TransactTime);
  279. FIELD_SET(*this, FIX::NoTrdRegTimestamps);
  280. class NoTrdRegTimestamps: public FIX::Group
  281. {
  282. public:
  283. NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,0)) {}
  284. FIELD_SET(*this, FIX::TrdRegTimestamp);
  285. FIELD_SET(*this, FIX::TrdRegTimestampType);
  286. FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
  287. };
  288. FIELD_SET(*this, FIX::SettlType);
  289. FIELD_SET(*this, FIX::SettlDate);
  290. FIELD_SET(*this, FIX::MatchStatus);
  291. FIELD_SET(*this, FIX::MatchType);
  292. FIELD_SET(*this, FIX::NoSides);
  293. class NoSides: public FIX::Group
  294. {
  295. public:
  296. NoSides() : FIX::Group(552,54,FIX::message_order(54,37,198,11,526,66,453,1,660,581,81,575,576,578,579,821,15,376,377,528,529,582,40,18,483,336,625,943,12,13,479,497,381,157,230,158,159,738,920,921,922,238,237,118,119,120,155,156,77,58,354,355,752,518,232,136,825,826,591,70,78,0)) {}
  297. FIELD_SET(*this, FIX::Side);
  298. FIELD_SET(*this, FIX::OrderID);
  299. FIELD_SET(*this, FIX::SecondaryOrderID);
  300. FIELD_SET(*this, FIX::ClOrdID);
  301. FIELD_SET(*this, FIX::SecondaryClOrdID);
  302. FIELD_SET(*this, FIX::ListID);
  303. FIELD_SET(*this, FIX::NoPartyIDs);
  304. class NoPartyIDs: public FIX::Group
  305. {
  306. public:
  307. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  308. FIELD_SET(*this, FIX::PartyID);
  309. FIELD_SET(*this, FIX::PartyIDSource);
  310. FIELD_SET(*this, FIX::PartyRole);
  311. FIELD_SET(*this, FIX::NoPartySubIDs);
  312. class NoPartySubIDs: public FIX::Group
  313. {
  314. public:
  315. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  316. FIELD_SET(*this, FIX::PartySubID);
  317. FIELD_SET(*this, FIX::PartySubIDType);
  318. };
  319. };
  320. FIELD_SET(*this, FIX::Account);
  321. FIELD_SET(*this, FIX::AcctIDSource);
  322. FIELD_SET(*this, FIX::AccountType);
  323. FIELD_SET(*this, FIX::ProcessCode);
  324. FIELD_SET(*this, FIX::OddLot);
  325. FIELD_SET(*this, FIX::NoClearingInstructions);
  326. class NoClearingInstructions: public FIX::Group
  327. {
  328. public:
  329. NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {}
  330. FIELD_SET(*this, FIX::ClearingInstruction);
  331. };
  332. FIELD_SET(*this, FIX::TradeInputSource);
  333. FIELD_SET(*this, FIX::TradeInputDevice);
  334. FIELD_SET(*this, FIX::OrderInputDevice);
  335. FIELD_SET(*this, FIX::Currency);
  336. FIELD_SET(*this, FIX::ComplianceID);
  337. FIELD_SET(*this, FIX::SolicitedFlag);
  338. FIELD_SET(*this, FIX::OrderCapacity);
  339. FIELD_SET(*this, FIX::OrderRestrictions);
  340. FIELD_SET(*this, FIX::CustOrderCapacity);
  341. FIELD_SET(*this, FIX::OrdType);
  342. FIELD_SET(*this, FIX::ExecInst);
  343. FIELD_SET(*this, FIX::TransBkdTime);
  344. FIELD_SET(*this, FIX::TradingSessionID);
  345. FIELD_SET(*this, FIX::TradingSessionSubID);
  346. FIELD_SET(*this, FIX::TimeBracket);
  347. FIELD_SET(*this, FIX::Commission);
  348. FIELD_SET(*this, FIX::CommType);
  349. FIELD_SET(*this, FIX::CommCurrency);
  350. FIELD_SET(*this, FIX::FundRenewWaiv);
  351. FIELD_SET(*this, FIX::GrossTradeAmt);
  352. FIELD_SET(*this, FIX::NumDaysInterest);
  353. FIELD_SET(*this, FIX::ExDate);
  354. FIELD_SET(*this, FIX::AccruedInterestRate);
  355. FIELD_SET(*this, FIX::AccruedInterestAmt);
  356. FIELD_SET(*this, FIX::InterestAtMaturity);
  357. FIELD_SET(*this, FIX::EndAccruedInterestAmt);
  358. FIELD_SET(*this, FIX::StartCash);
  359. FIELD_SET(*this, FIX::EndCash);
  360. FIELD_SET(*this, FIX::Concession);
  361. FIELD_SET(*this, FIX::TotalTakedown);
  362. FIELD_SET(*this, FIX::NetMoney);
  363. FIELD_SET(*this, FIX::SettlCurrAmt);
  364. FIELD_SET(*this, FIX::SettlCurrency);
  365. FIELD_SET(*this, FIX::SettlCurrFxRate);
  366. FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
  367. FIELD_SET(*this, FIX::PositionEffect);
  368. FIELD_SET(*this, FIX::Text);
  369. FIELD_SET(*this, FIX::EncodedTextLen);
  370. FIELD_SET(*this, FIX::EncodedText);
  371. FIELD_SET(*this, FIX::SideMultiLegReportingType);
  372. FIELD_SET(*this, FIX::NoContAmts);
  373. class NoContAmts: public FIX::Group
  374. {
  375. public:
  376. NoContAmts() : FIX::Group(518,519,FIX::message_order(519,520,521,0)) {}
  377. FIELD_SET(*this, FIX::ContAmtType);
  378. FIELD_SET(*this, FIX::ContAmtValue);
  379. FIELD_SET(*this, FIX::ContAmtCurr);
  380. };
  381. FIELD_SET(*this, FIX::NoStipulations);
  382. class NoStipulations: public FIX::Group
  383. {
  384. public:
  385. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  386. FIELD_SET(*this, FIX::StipulationType);
  387. FIELD_SET(*this, FIX::StipulationValue);
  388. };
  389. FIELD_SET(*this, FIX::NoMiscFees);
  390. class NoMiscFees: public FIX::Group
  391. {
  392. public:
  393. NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
  394. FIELD_SET(*this, FIX::MiscFeeAmt);
  395. FIELD_SET(*this, FIX::MiscFeeCurr);
  396. FIELD_SET(*this, FIX::MiscFeeType);
  397. FIELD_SET(*this, FIX::MiscFeeBasis);
  398. };
  399. FIELD_SET(*this, FIX::ExchangeRule);
  400. FIELD_SET(*this, FIX::TradeAllocIndicator);
  401. FIELD_SET(*this, FIX::PreallocMethod);
  402. FIELD_SET(*this, FIX::AllocID);
  403. FIELD_SET(*this, FIX::NoAllocs);
  404. class NoAllocs: public FIX::Group
  405. {
  406. public:
  407. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,756,80,0)) {}
  408. FIELD_SET(*this, FIX::AllocAccount);
  409. FIELD_SET(*this, FIX::AllocAcctIDSource);
  410. FIELD_SET(*this, FIX::AllocSettlCurrency);
  411. FIELD_SET(*this, FIX::IndividualAllocID);
  412. FIELD_SET(*this, FIX::NoNested2PartyIDs);
  413. class NoNested2PartyIDs: public FIX::Group
  414. {
  415. public:
  416. NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
  417. FIELD_SET(*this, FIX::Nested2PartyID);
  418. FIELD_SET(*this, FIX::Nested2PartyIDSource);
  419. FIELD_SET(*this, FIX::Nested2PartyRole);
  420. FIELD_SET(*this, FIX::NoNested2PartySubIDs);
  421. class NoNested2PartySubIDs: public FIX::Group
  422. {
  423. public:
  424. NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
  425. FIELD_SET(*this, FIX::Nested2PartySubID);
  426. FIELD_SET(*this, FIX::Nested2PartySubIDType);
  427. };
  428. };
  429. FIELD_SET(*this, FIX::AllocQty);
  430. };
  431. };
  432. FIELD_SET(*this, FIX::CopyMsgIndicator);
  433. FIELD_SET(*this, FIX::PublishTrdIndicator);
  434. FIELD_SET(*this, FIX::ShortSaleReason);
  435. };
  436. }
  437. #endif