ExecutionReport.h 22 KB

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  1. #ifndef FIX50_EXECUTIONREPORT_H
  2. #define FIX50_EXECUTIONREPORT_H
  3. #include "Message.h"
  4. namespace FIX50
  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. : Message(MsgType())
  23. {
  24. set(aOrderID);
  25. set(aExecID);
  26. set(aExecType);
  27. set(aOrdStatus);
  28. set(aSide);
  29. set(aLeavesQty);
  30. set(aCumQty);
  31. }
  32. FIELD_SET(*this, FIX::OrderID);
  33. FIELD_SET(*this, FIX::SecondaryOrderID);
  34. FIELD_SET(*this, FIX::SecondaryClOrdID);
  35. FIELD_SET(*this, FIX::SecondaryExecID);
  36. FIELD_SET(*this, FIX::ClOrdID);
  37. FIELD_SET(*this, FIX::OrigClOrdID);
  38. FIELD_SET(*this, FIX::ClOrdLinkID);
  39. FIELD_SET(*this, FIX::QuoteRespID);
  40. FIELD_SET(*this, FIX::OrdStatusReqID);
  41. FIELD_SET(*this, FIX::MassStatusReqID);
  42. FIELD_SET(*this, FIX::HostCrossID);
  43. FIELD_SET(*this, FIX::TotNumReports);
  44. FIELD_SET(*this, FIX::LastRptRequested);
  45. FIELD_SET(*this, FIX::NoPartyIDs);
  46. class NoPartyIDs: public FIX::Group
  47. {
  48. public:
  49. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  50. FIELD_SET(*this, FIX::PartyID);
  51. FIELD_SET(*this, FIX::PartyIDSource);
  52. FIELD_SET(*this, FIX::PartyRole);
  53. FIELD_SET(*this, FIX::NoPartySubIDs);
  54. class NoPartySubIDs: public FIX::Group
  55. {
  56. public:
  57. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  58. FIELD_SET(*this, FIX::PartySubID);
  59. FIELD_SET(*this, FIX::PartySubIDType);
  60. };
  61. };
  62. FIELD_SET(*this, FIX::TradeOriginationDate);
  63. FIELD_SET(*this, FIX::NoContraBrokers);
  64. class NoContraBrokers: public FIX::Group
  65. {
  66. public:
  67. NoContraBrokers() : FIX::Group(382,375,FIX::message_order(375,337,437,438,655,0)) {}
  68. FIELD_SET(*this, FIX::ContraBroker);
  69. FIELD_SET(*this, FIX::ContraTrader);
  70. FIELD_SET(*this, FIX::ContraTradeQty);
  71. FIELD_SET(*this, FIX::ContraTradeTime);
  72. FIELD_SET(*this, FIX::ContraLegRefID);
  73. };
  74. FIELD_SET(*this, FIX::ListID);
  75. FIELD_SET(*this, FIX::CrossID);
  76. FIELD_SET(*this, FIX::OrigCrossID);
  77. FIELD_SET(*this, FIX::CrossType);
  78. FIELD_SET(*this, FIX::ExecID);
  79. FIELD_SET(*this, FIX::ExecRefID);
  80. FIELD_SET(*this, FIX::ExecType);
  81. FIELD_SET(*this, FIX::OrdStatus);
  82. FIELD_SET(*this, FIX::WorkingIndicator);
  83. FIELD_SET(*this, FIX::OrdRejReason);
  84. FIELD_SET(*this, FIX::ExecRestatementReason);
  85. FIELD_SET(*this, FIX::Account);
  86. FIELD_SET(*this, FIX::AcctIDSource);
  87. FIELD_SET(*this, FIX::AccountType);
  88. FIELD_SET(*this, FIX::DayBookingInst);
  89. FIELD_SET(*this, FIX::BookingUnit);
  90. FIELD_SET(*this, FIX::PreallocMethod);
  91. FIELD_SET(*this, FIX::SettlType);
  92. FIELD_SET(*this, FIX::SettlDate);
  93. FIELD_SET(*this, FIX::MatchType);
  94. FIELD_SET(*this, FIX::OrderCategory);
  95. FIELD_SET(*this, FIX::CashMargin);
  96. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  97. FIELD_SET(*this, FIX::Symbol);
  98. FIELD_SET(*this, FIX::SymbolSfx);
  99. FIELD_SET(*this, FIX::SecurityID);
  100. FIELD_SET(*this, FIX::SecurityIDSource);
  101. FIELD_SET(*this, FIX::Product);
  102. FIELD_SET(*this, FIX::CFICode);
  103. FIELD_SET(*this, FIX::SecurityType);
  104. FIELD_SET(*this, FIX::SecuritySubType);
  105. FIELD_SET(*this, FIX::MaturityMonthYear);
  106. FIELD_SET(*this, FIX::MaturityDate);
  107. FIELD_SET(*this, FIX::MaturityTime);
  108. FIELD_SET(*this, FIX::PutOrCall);
  109. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  110. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  111. FIELD_SET(*this, FIX::SecurityStatus);
  112. FIELD_SET(*this, FIX::CouponPaymentDate);
  113. FIELD_SET(*this, FIX::IssueDate);
  114. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  115. FIELD_SET(*this, FIX::RepurchaseTerm);
  116. FIELD_SET(*this, FIX::RepurchaseRate);
  117. FIELD_SET(*this, FIX::Factor);
  118. FIELD_SET(*this, FIX::CreditRating);
  119. FIELD_SET(*this, FIX::InstrRegistry);
  120. FIELD_SET(*this, FIX::CountryOfIssue);
  121. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  122. FIELD_SET(*this, FIX::LocaleOfIssue);
  123. FIELD_SET(*this, FIX::RedemptionDate);
  124. FIELD_SET(*this, FIX::StrikePrice);
  125. FIELD_SET(*this, FIX::StrikeCurrency);
  126. FIELD_SET(*this, FIX::StrikeMultiplier);
  127. FIELD_SET(*this, FIX::StrikeValue);
  128. FIELD_SET(*this, FIX::OptAttribute);
  129. FIELD_SET(*this, FIX::ContractMultiplier);
  130. FIELD_SET(*this, FIX::MinPriceIncrement);
  131. FIELD_SET(*this, FIX::UnitOfMeasure);
  132. FIELD_SET(*this, FIX::TimeUnit);
  133. FIELD_SET(*this, FIX::CouponRate);
  134. FIELD_SET(*this, FIX::SecurityExchange);
  135. FIELD_SET(*this, FIX::PositionLimit);
  136. FIELD_SET(*this, FIX::NTPositionLimit);
  137. FIELD_SET(*this, FIX::Issuer);
  138. FIELD_SET(*this, FIX::EncodedIssuerLen);
  139. FIELD_SET(*this, FIX::EncodedIssuer);
  140. FIELD_SET(*this, FIX::SecurityDesc);
  141. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  142. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  143. FIELD_SET(*this, FIX::Pool);
  144. FIELD_SET(*this, FIX::ContractSettlMonth);
  145. FIELD_SET(*this, FIX::CPProgram);
  146. FIELD_SET(*this, FIX::CPRegType);
  147. FIELD_SET(*this, FIX::DatedDate);
  148. FIELD_SET(*this, FIX::InterestAccrualDate);
  149. FIELD_SET(*this, FIX::AgreementDesc);
  150. FIELD_SET(*this, FIX::AgreementID);
  151. FIELD_SET(*this, FIX::AgreementDate);
  152. FIELD_SET(*this, FIX::AgreementCurrency);
  153. FIELD_SET(*this, FIX::TerminationType);
  154. FIELD_SET(*this, FIX::StartDate);
  155. FIELD_SET(*this, FIX::EndDate);
  156. FIELD_SET(*this, FIX::DeliveryType);
  157. FIELD_SET(*this, FIX::MarginRatio);
  158. FIELD_SET(*this, FIX::NoUnderlyings);
  159. class NoUnderlyings: public FIX::Group
  160. {
  161. public:
  162. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {}
  163. FIELD_SET(*this, FIX::UnderlyingSymbol);
  164. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  165. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  166. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  167. FIELD_SET(*this, FIX::UnderlyingProduct);
  168. FIELD_SET(*this, FIX::UnderlyingCFICode);
  169. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  170. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  171. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  172. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  173. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  174. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  175. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  176. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  177. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  178. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  179. FIELD_SET(*this, FIX::UnderlyingFactor);
  180. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  181. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  182. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  183. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  184. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  185. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  186. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  187. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  188. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  189. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  190. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  191. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  192. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  193. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  194. FIELD_SET(*this, FIX::UnderlyingIssuer);
  195. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  196. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  197. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  198. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  199. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  200. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  201. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  202. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  203. FIELD_SET(*this, FIX::UnderlyingCurrency);
  204. FIELD_SET(*this, FIX::UnderlyingQty);
  205. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  206. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  207. FIELD_SET(*this, FIX::UnderlyingCashType);
  208. FIELD_SET(*this, FIX::UnderlyingPx);
  209. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  210. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  211. FIELD_SET(*this, FIX::UnderlyingStartValue);
  212. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  213. FIELD_SET(*this, FIX::UnderlyingEndValue);
  214. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  215. FIELD_SET(*this, FIX::UnderlyingFXRate);
  216. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  217. FIELD_SET(*this, FIX::UnderlyingCapValue);
  218. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  219. };
  220. FIELD_SET(*this, FIX::Side);
  221. FIELD_SET(*this, FIX::NoStipulations);
  222. class NoStipulations: public FIX::Group
  223. {
  224. public:
  225. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  226. FIELD_SET(*this, FIX::StipulationType);
  227. FIELD_SET(*this, FIX::StipulationValue);
  228. };
  229. FIELD_SET(*this, FIX::QtyType);
  230. FIELD_SET(*this, FIX::OrderQty);
  231. FIELD_SET(*this, FIX::CashOrderQty);
  232. FIELD_SET(*this, FIX::OrderPercent);
  233. FIELD_SET(*this, FIX::RoundingDirection);
  234. FIELD_SET(*this, FIX::RoundingModulus);
  235. FIELD_SET(*this, FIX::LotType);
  236. FIELD_SET(*this, FIX::OrdType);
  237. FIELD_SET(*this, FIX::PriceType);
  238. FIELD_SET(*this, FIX::Price);
  239. FIELD_SET(*this, FIX::PriceProtectionScope);
  240. FIELD_SET(*this, FIX::StopPx);
  241. FIELD_SET(*this, FIX::TriggerType);
  242. FIELD_SET(*this, FIX::TriggerAction);
  243. FIELD_SET(*this, FIX::TriggerPrice);
  244. FIELD_SET(*this, FIX::TriggerSymbol);
  245. FIELD_SET(*this, FIX::TriggerSecurityID);
  246. FIELD_SET(*this, FIX::TriggerSecurityIDSource);
  247. FIELD_SET(*this, FIX::TriggerSecurityDesc);
  248. FIELD_SET(*this, FIX::TriggerPriceType);
  249. FIELD_SET(*this, FIX::TriggerPriceTypeScope);
  250. FIELD_SET(*this, FIX::TriggerPriceDirection);
  251. FIELD_SET(*this, FIX::TriggerNewPrice);
  252. FIELD_SET(*this, FIX::TriggerOrderType);
  253. FIELD_SET(*this, FIX::TriggerNewQty);
  254. FIELD_SET(*this, FIX::TriggerTradingSessionID);
  255. FIELD_SET(*this, FIX::TriggerTradingSessionSubID);
  256. FIELD_SET(*this, FIX::PegOffsetValue);
  257. FIELD_SET(*this, FIX::PegPriceType);
  258. FIELD_SET(*this, FIX::PegMoveType);
  259. FIELD_SET(*this, FIX::PegOffsetType);
  260. FIELD_SET(*this, FIX::PegLimitType);
  261. FIELD_SET(*this, FIX::PegRoundDirection);
  262. FIELD_SET(*this, FIX::PegScope);
  263. FIELD_SET(*this, FIX::PegSecurityIDSource);
  264. FIELD_SET(*this, FIX::PegSecurityID);
  265. FIELD_SET(*this, FIX::PegSymbol);
  266. FIELD_SET(*this, FIX::PegSecurityDesc);
  267. FIELD_SET(*this, FIX::DiscretionInst);
  268. FIELD_SET(*this, FIX::DiscretionOffsetValue);
  269. FIELD_SET(*this, FIX::DiscretionMoveType);
  270. FIELD_SET(*this, FIX::DiscretionOffsetType);
  271. FIELD_SET(*this, FIX::DiscretionLimitType);
  272. FIELD_SET(*this, FIX::DiscretionRoundDirection);
  273. FIELD_SET(*this, FIX::DiscretionScope);
  274. FIELD_SET(*this, FIX::PeggedPrice);
  275. FIELD_SET(*this, FIX::PeggedRefPrice);
  276. FIELD_SET(*this, FIX::DiscretionPrice);
  277. FIELD_SET(*this, FIX::TargetStrategy);
  278. FIELD_SET(*this, FIX::NoStrategyParameters);
  279. class NoStrategyParameters: public FIX::Group
  280. {
  281. public:
  282. NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {}
  283. FIELD_SET(*this, FIX::StrategyParameterName);
  284. FIELD_SET(*this, FIX::StrategyParameterType);
  285. FIELD_SET(*this, FIX::StrategyParameterValue);
  286. };
  287. FIELD_SET(*this, FIX::TargetStrategyParameters);
  288. FIELD_SET(*this, FIX::ParticipationRate);
  289. FIELD_SET(*this, FIX::TargetStrategyPerformance);
  290. FIELD_SET(*this, FIX::Currency);
  291. FIELD_SET(*this, FIX::ComplianceID);
  292. FIELD_SET(*this, FIX::SolicitedFlag);
  293. FIELD_SET(*this, FIX::TimeInForce);
  294. FIELD_SET(*this, FIX::EffectiveTime);
  295. FIELD_SET(*this, FIX::ExpireDate);
  296. FIELD_SET(*this, FIX::ExpireTime);
  297. FIELD_SET(*this, FIX::ExecInst);
  298. FIELD_SET(*this, FIX::AggressorIndicator);
  299. FIELD_SET(*this, FIX::OrderCapacity);
  300. FIELD_SET(*this, FIX::OrderRestrictions);
  301. FIELD_SET(*this, FIX::PreTradeAnonymity);
  302. FIELD_SET(*this, FIX::CustOrderCapacity);
  303. FIELD_SET(*this, FIX::LastQty);
  304. FIELD_SET(*this, FIX::CalculatedCcyLastQty);
  305. FIELD_SET(*this, FIX::LastSwapPoints);
  306. FIELD_SET(*this, FIX::UnderlyingLastQty);
  307. FIELD_SET(*this, FIX::LastPx);
  308. FIELD_SET(*this, FIX::UnderlyingLastPx);
  309. FIELD_SET(*this, FIX::LastParPx);
  310. FIELD_SET(*this, FIX::LastSpotRate);
  311. FIELD_SET(*this, FIX::LastForwardPoints);
  312. FIELD_SET(*this, FIX::LastMkt);
  313. FIELD_SET(*this, FIX::TradingSessionID);
  314. FIELD_SET(*this, FIX::TradingSessionSubID);
  315. FIELD_SET(*this, FIX::TimeBracket);
  316. FIELD_SET(*this, FIX::LastCapacity);
  317. FIELD_SET(*this, FIX::LeavesQty);
  318. FIELD_SET(*this, FIX::CumQty);
  319. FIELD_SET(*this, FIX::AvgPx);
  320. FIELD_SET(*this, FIX::DayOrderQty);
  321. FIELD_SET(*this, FIX::DayCumQty);
  322. FIELD_SET(*this, FIX::DayAvgPx);
  323. FIELD_SET(*this, FIX::GTBookingInst);
  324. FIELD_SET(*this, FIX::TradeDate);
  325. FIELD_SET(*this, FIX::TransactTime);
  326. FIELD_SET(*this, FIX::ReportToExch);
  327. FIELD_SET(*this, FIX::Commission);
  328. FIELD_SET(*this, FIX::CommType);
  329. FIELD_SET(*this, FIX::CommCurrency);
  330. FIELD_SET(*this, FIX::FundRenewWaiv);
  331. FIELD_SET(*this, FIX::Spread);
  332. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  333. FIELD_SET(*this, FIX::BenchmarkCurveName);
  334. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  335. FIELD_SET(*this, FIX::BenchmarkPrice);
  336. FIELD_SET(*this, FIX::BenchmarkPriceType);
  337. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  338. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  339. FIELD_SET(*this, FIX::YieldType);
  340. FIELD_SET(*this, FIX::Yield);
  341. FIELD_SET(*this, FIX::YieldCalcDate);
  342. FIELD_SET(*this, FIX::YieldRedemptionDate);
  343. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  344. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  345. FIELD_SET(*this, FIX::GrossTradeAmt);
  346. FIELD_SET(*this, FIX::NumDaysInterest);
  347. FIELD_SET(*this, FIX::ExDate);
  348. FIELD_SET(*this, FIX::AccruedInterestRate);
  349. FIELD_SET(*this, FIX::AccruedInterestAmt);
  350. FIELD_SET(*this, FIX::InterestAtMaturity);
  351. FIELD_SET(*this, FIX::EndAccruedInterestAmt);
  352. FIELD_SET(*this, FIX::StartCash);
  353. FIELD_SET(*this, FIX::EndCash);
  354. FIELD_SET(*this, FIX::TradedFlatSwitch);
  355. FIELD_SET(*this, FIX::BasisFeatureDate);
  356. FIELD_SET(*this, FIX::BasisFeaturePrice);
  357. FIELD_SET(*this, FIX::Concession);
  358. FIELD_SET(*this, FIX::TotalTakedown);
  359. FIELD_SET(*this, FIX::NetMoney);
  360. FIELD_SET(*this, FIX::SettlCurrAmt);
  361. FIELD_SET(*this, FIX::SettlCurrency);
  362. FIELD_SET(*this, FIX::SettlCurrFxRate);
  363. FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
  364. FIELD_SET(*this, FIX::HandlInst);
  365. FIELD_SET(*this, FIX::MinQty);
  366. FIELD_SET(*this, FIX::MatchIncrement);
  367. FIELD_SET(*this, FIX::MaxPriceLevels);
  368. FIELD_SET(*this, FIX::DisplayQty);
  369. FIELD_SET(*this, FIX::SecondaryDisplayQty);
  370. FIELD_SET(*this, FIX::DisplayWhen);
  371. FIELD_SET(*this, FIX::DisplayMethod);
  372. FIELD_SET(*this, FIX::DisplayLowQty);
  373. FIELD_SET(*this, FIX::DisplayHighQty);
  374. FIELD_SET(*this, FIX::DisplayMinIncr);
  375. FIELD_SET(*this, FIX::RefreshQty);
  376. FIELD_SET(*this, FIX::MaxFloor);
  377. FIELD_SET(*this, FIX::PositionEffect);
  378. FIELD_SET(*this, FIX::MaxShow);
  379. FIELD_SET(*this, FIX::BookingType);
  380. FIELD_SET(*this, FIX::Text);
  381. FIELD_SET(*this, FIX::EncodedTextLen);
  382. FIELD_SET(*this, FIX::EncodedText);
  383. FIELD_SET(*this, FIX::SettlDate2);
  384. FIELD_SET(*this, FIX::OrderQty2);
  385. FIELD_SET(*this, FIX::LastForwardPoints2);
  386. FIELD_SET(*this, FIX::MultiLegReportingType);
  387. FIELD_SET(*this, FIX::CancellationRights);
  388. FIELD_SET(*this, FIX::MoneyLaunderingStatus);
  389. FIELD_SET(*this, FIX::RegistID);
  390. FIELD_SET(*this, FIX::Designation);
  391. FIELD_SET(*this, FIX::TransBkdTime);
  392. FIELD_SET(*this, FIX::ExecValuationPoint);
  393. FIELD_SET(*this, FIX::ExecPriceType);
  394. FIELD_SET(*this, FIX::ExecPriceAdjustment);
  395. FIELD_SET(*this, FIX::PriorityIndicator);
  396. FIELD_SET(*this, FIX::PriceImprovement);
  397. FIELD_SET(*this, FIX::LastLiquidityInd);
  398. FIELD_SET(*this, FIX::NoContAmts);
  399. class NoContAmts: public FIX::Group
  400. {
  401. public:
  402. NoContAmts() : FIX::Group(518,519,FIX::message_order(519,520,521,0)) {}
  403. FIELD_SET(*this, FIX::ContAmtType);
  404. FIELD_SET(*this, FIX::ContAmtValue);
  405. FIELD_SET(*this, FIX::ContAmtCurr);
  406. };
  407. FIELD_SET(*this, FIX::NoLegs);
  408. class NoLegs: public FIX::Group
  409. {
  410. public:
  411. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,687,685,690,683,564,565,539,654,566,587,588,637,675,1073,1074,1075,0)) {}
  412. FIELD_SET(*this, FIX::LegSymbol);
  413. FIELD_SET(*this, FIX::LegSymbolSfx);
  414. FIELD_SET(*this, FIX::LegSecurityID);
  415. FIELD_SET(*this, FIX::LegSecurityIDSource);
  416. FIELD_SET(*this, FIX::LegProduct);
  417. FIELD_SET(*this, FIX::LegCFICode);
  418. FIELD_SET(*this, FIX::LegSecurityType);
  419. FIELD_SET(*this, FIX::LegSecuritySubType);
  420. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  421. FIELD_SET(*this, FIX::LegMaturityDate);
  422. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  423. FIELD_SET(*this, FIX::LegIssueDate);
  424. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  425. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  426. FIELD_SET(*this, FIX::LegRepurchaseRate);
  427. FIELD_SET(*this, FIX::LegFactor);
  428. FIELD_SET(*this, FIX::LegCreditRating);
  429. FIELD_SET(*this, FIX::LegInstrRegistry);
  430. FIELD_SET(*this, FIX::LegCountryOfIssue);
  431. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  432. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  433. FIELD_SET(*this, FIX::LegRedemptionDate);
  434. FIELD_SET(*this, FIX::LegStrikePrice);
  435. FIELD_SET(*this, FIX::LegStrikeCurrency);
  436. FIELD_SET(*this, FIX::LegOptAttribute);
  437. FIELD_SET(*this, FIX::LegContractMultiplier);
  438. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  439. FIELD_SET(*this, FIX::LegTimeUnit);
  440. FIELD_SET(*this, FIX::LegCouponRate);
  441. FIELD_SET(*this, FIX::LegSecurityExchange);
  442. FIELD_SET(*this, FIX::LegIssuer);
  443. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  444. FIELD_SET(*this, FIX::EncodedLegIssuer);
  445. FIELD_SET(*this, FIX::LegSecurityDesc);
  446. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  447. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  448. FIELD_SET(*this, FIX::LegRatioQty);
  449. FIELD_SET(*this, FIX::LegSide);
  450. FIELD_SET(*this, FIX::LegCurrency);
  451. FIELD_SET(*this, FIX::LegPool);
  452. FIELD_SET(*this, FIX::LegDatedDate);
  453. FIELD_SET(*this, FIX::LegContractSettlMonth);
  454. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  455. FIELD_SET(*this, FIX::LegOptionRatio);
  456. FIELD_SET(*this, FIX::LegQty);
  457. FIELD_SET(*this, FIX::LegOrderQty);
  458. FIELD_SET(*this, FIX::LegSwapType);
  459. FIELD_SET(*this, FIX::NoLegStipulations);
  460. class NoLegStipulations: public FIX::Group
  461. {
  462. public:
  463. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  464. FIELD_SET(*this, FIX::LegStipulationType);
  465. FIELD_SET(*this, FIX::LegStipulationValue);
  466. };
  467. FIELD_SET(*this, FIX::LegPositionEffect);
  468. FIELD_SET(*this, FIX::LegCoveredOrUncovered);
  469. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  470. class NoNestedPartyIDs: public FIX::Group
  471. {
  472. public:
  473. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  474. FIELD_SET(*this, FIX::NestedPartyID);
  475. FIELD_SET(*this, FIX::NestedPartyIDSource);
  476. FIELD_SET(*this, FIX::NestedPartyRole);
  477. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  478. class NoNestedPartySubIDs: public FIX::Group
  479. {
  480. public:
  481. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  482. FIELD_SET(*this, FIX::NestedPartySubID);
  483. FIELD_SET(*this, FIX::NestedPartySubIDType);
  484. };
  485. };
  486. FIELD_SET(*this, FIX::LegRefID);
  487. FIELD_SET(*this, FIX::LegPrice);
  488. FIELD_SET(*this, FIX::LegSettlType);
  489. FIELD_SET(*this, FIX::LegSettlDate);
  490. FIELD_SET(*this, FIX::LegLastPx);
  491. FIELD_SET(*this, FIX::LegSettlCurrency);
  492. FIELD_SET(*this, FIX::LegLastForwardPoints);
  493. FIELD_SET(*this, FIX::LegCalculatedCcyLastQty);
  494. FIELD_SET(*this, FIX::LegGrossTradeAmt);
  495. };
  496. FIELD_SET(*this, FIX::CopyMsgIndicator);
  497. FIELD_SET(*this, FIX::NoMiscFees);
  498. class NoMiscFees: public FIX::Group
  499. {
  500. public:
  501. NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
  502. FIELD_SET(*this, FIX::MiscFeeAmt);
  503. FIELD_SET(*this, FIX::MiscFeeCurr);
  504. FIELD_SET(*this, FIX::MiscFeeType);
  505. FIELD_SET(*this, FIX::MiscFeeBasis);
  506. };
  507. FIELD_SET(*this, FIX::ManualOrderIndicator);
  508. FIELD_SET(*this, FIX::CustDirectedOrder);
  509. FIELD_SET(*this, FIX::ReceivedDeptID);
  510. FIELD_SET(*this, FIX::CustOrderHandlingInst);
  511. FIELD_SET(*this, FIX::OrderHandlingInstSource);
  512. FIELD_SET(*this, FIX::NoTrdRegTimestamps);
  513. class NoTrdRegTimestamps: public FIX::Group
  514. {
  515. public:
  516. NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {}
  517. FIELD_SET(*this, FIX::TrdRegTimestamp);
  518. FIELD_SET(*this, FIX::TrdRegTimestampType);
  519. FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
  520. FIELD_SET(*this, FIX::DeskType);
  521. FIELD_SET(*this, FIX::DeskTypeSource);
  522. FIELD_SET(*this, FIX::DeskOrderHandlingInst);
  523. };
  524. };
  525. }
  526. #endif