tickserver/api/gofix/include/quickfix/fix44/TradeCaptureReportAck.h

#ifndef FIX44_TRADECAPTUREREPORTACK_H
#define FIX44_TRADECAPTUREREPORTACK_H

#include "Message.h"

namespace FIX44
{

  class TradeCaptureReportAck : public Message
  {
  public:
    TradeCaptureReportAck() : Message(MsgType()) {}
    TradeCaptureReportAck(const FIX::Message& m) : Message(m) {}
    TradeCaptureReportAck(const Message& m) : Message(m) {}
    TradeCaptureReportAck(const TradeCaptureReportAck& m) : Message(m) {}
    static FIX::MsgType MsgType() { return FIX::MsgType("AR"); }

    TradeCaptureReportAck(
      const FIX::TradeReportID& aTradeReportID,
      const FIX::ExecType& aExecType )
    : Message(MsgType())
    {
      set(aTradeReportID);
      set(aExecType);
    }

    FIELD_SET(*this, FIX::TradeReportID);
    FIELD_SET(*this, FIX::TradeReportTransType);
    FIELD_SET(*this, FIX::TradeReportType);
    FIELD_SET(*this, FIX::TrdType);
    FIELD_SET(*this, FIX::TrdSubType);
    FIELD_SET(*this, FIX::SecondaryTrdType);
    FIELD_SET(*this, FIX::TransferReason);
    FIELD_SET(*this, FIX::ExecType);
    FIELD_SET(*this, FIX::TradeReportRefID);
    FIELD_SET(*this, FIX::SecondaryTradeReportRefID);
    FIELD_SET(*this, FIX::TrdRptStatus);
    FIELD_SET(*this, FIX::TradeReportRejectReason);
    FIELD_SET(*this, FIX::SecondaryTradeReportID);
    FIELD_SET(*this, FIX::SubscriptionRequestType);
    FIELD_SET(*this, FIX::TradeLinkID);
    FIELD_SET(*this, FIX::TrdMatchID);
    FIELD_SET(*this, FIX::ExecID);
    FIELD_SET(*this, FIX::SecondaryExecID);
    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::SecuritySubType);
    FIELD_SET(*this, FIX::MaturityMonthYear);
    FIELD_SET(*this, FIX::MaturityDate);
    FIELD_SET(*this, FIX::PutOrCall);
    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::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::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::TransactTime);
    FIELD_SET(*this, FIX::NoTrdRegTimestamps);
    class NoTrdRegTimestamps: public FIX::Group
    {
    public:
    NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,0)) {}
      FIELD_SET(*this, FIX::TrdRegTimestamp);
      FIELD_SET(*this, FIX::TrdRegTimestampType);
      FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
    };
    FIELD_SET(*this, FIX::ResponseTransportType);
    FIELD_SET(*this, FIX::ResponseDestination);
    FIELD_SET(*this, FIX::Text);
    FIELD_SET(*this, FIX::EncodedTextLen);
    FIELD_SET(*this, FIX::EncodedText);
    FIELD_SET(*this, FIX::NoLegs);
    class NoLegs: public FIX::Group
    {
    public:
    NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,687,690,683,564,565,539,654,566,587,588,637,0)) {}
      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::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::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::LegQty);
      FIELD_SET(*this, FIX::LegSwapType);
      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::LegPrice);
      FIELD_SET(*this, FIX::LegSettlType);
      FIELD_SET(*this, FIX::LegSettlDate);
      FIELD_SET(*this, FIX::LegLastPx);
    };
    FIELD_SET(*this, FIX::ClearingFeeIndicator);
    FIELD_SET(*this, FIX::OrderCapacity);
    FIELD_SET(*this, FIX::OrderRestrictions);
    FIELD_SET(*this, FIX::CustOrderCapacity);
    FIELD_SET(*this, FIX::Account);
    FIELD_SET(*this, FIX::AcctIDSource);
    FIELD_SET(*this, FIX::AccountType);
    FIELD_SET(*this, FIX::PositionEffect);
    FIELD_SET(*this, FIX::PreallocMethod);
    FIELD_SET(*this, FIX::NoAllocs);
    class NoAllocs: public FIX::Group
    {
    public:
    NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,756,80,0)) {}
      FIELD_SET(*this, FIX::AllocAccount);
      FIELD_SET(*this, FIX::AllocAcctIDSource);
      FIELD_SET(*this, FIX::AllocSettlCurrency);
      FIELD_SET(*this, FIX::IndividualAllocID);
      FIELD_SET(*this, FIX::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);
    };
  };

}

#endif