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- #ifndef FIX50_EXECUTIONREPORT_H
- #define FIX50_EXECUTIONREPORT_H
- #include "Message.h"
- namespace FIX50
- {
- class ExecutionReport : public Message
- {
- public:
- ExecutionReport() : Message(MsgType()) {}
- ExecutionReport(const FIX::Message& m) : Message(m) {}
- ExecutionReport(const Message& m) : Message(m) {}
- ExecutionReport(const ExecutionReport& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("8"); }
- ExecutionReport(
- const FIX::OrderID& aOrderID,
- const FIX::ExecID& aExecID,
- const FIX::ExecType& aExecType,
- const FIX::OrdStatus& aOrdStatus,
- const FIX::Side& aSide,
- const FIX::LeavesQty& aLeavesQty,
- const FIX::CumQty& aCumQty )
- : Message(MsgType())
- {
- set(aOrderID);
- set(aExecID);
- set(aExecType);
- set(aOrdStatus);
- set(aSide);
- set(aLeavesQty);
- set(aCumQty);
- }
- FIELD_SET(*this, FIX::OrderID);
- FIELD_SET(*this, FIX::SecondaryOrderID);
- FIELD_SET(*this, FIX::SecondaryClOrdID);
- FIELD_SET(*this, FIX::SecondaryExecID);
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::OrigClOrdID);
- FIELD_SET(*this, FIX::ClOrdLinkID);
- FIELD_SET(*this, FIX::QuoteRespID);
- FIELD_SET(*this, FIX::OrdStatusReqID);
- FIELD_SET(*this, FIX::MassStatusReqID);
- FIELD_SET(*this, FIX::HostCrossID);
- FIELD_SET(*this, FIX::TotNumReports);
- FIELD_SET(*this, FIX::LastRptRequested);
- 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::TradeOriginationDate);
- FIELD_SET(*this, FIX::NoContraBrokers);
- class NoContraBrokers: public FIX::Group
- {
- public:
- NoContraBrokers() : FIX::Group(382,375,FIX::message_order(375,337,437,438,655,0)) {}
- FIELD_SET(*this, FIX::ContraBroker);
- FIELD_SET(*this, FIX::ContraTrader);
- FIELD_SET(*this, FIX::ContraTradeQty);
- FIELD_SET(*this, FIX::ContraTradeTime);
- FIELD_SET(*this, FIX::ContraLegRefID);
- };
- FIELD_SET(*this, FIX::ListID);
- FIELD_SET(*this, FIX::CrossID);
- FIELD_SET(*this, FIX::OrigCrossID);
- FIELD_SET(*this, FIX::CrossType);
- FIELD_SET(*this, FIX::ExecID);
- FIELD_SET(*this, FIX::ExecRefID);
- FIELD_SET(*this, FIX::ExecType);
- FIELD_SET(*this, FIX::OrdStatus);
- FIELD_SET(*this, FIX::WorkingIndicator);
- FIELD_SET(*this, FIX::OrdRejReason);
- FIELD_SET(*this, FIX::ExecRestatementReason);
- FIELD_SET(*this, FIX::Account);
- FIELD_SET(*this, FIX::AcctIDSource);
- FIELD_SET(*this, FIX::AccountType);
- FIELD_SET(*this, FIX::DayBookingInst);
- FIELD_SET(*this, FIX::BookingUnit);
- FIELD_SET(*this, FIX::PreallocMethod);
- FIELD_SET(*this, FIX::SettlType);
- FIELD_SET(*this, FIX::SettlDate);
- FIELD_SET(*this, FIX::MatchType);
- FIELD_SET(*this, FIX::OrderCategory);
- FIELD_SET(*this, FIX::CashMargin);
- FIELD_SET(*this, FIX::ClearingFeeIndicator);
- 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::MaturityTime);
- FIELD_SET(*this, FIX::PutOrCall);
- 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::UnitOfMeasure);
- 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::NoUnderlyings);
- class NoUnderlyings: public FIX::Group
- {
- public:
- NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {}
- 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::UnderlyingPutOrCall);
- 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::UnderlyingTimeUnit);
- 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::Side);
- 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::QtyType);
- 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::LotType);
- FIELD_SET(*this, FIX::OrdType);
- FIELD_SET(*this, FIX::PriceType);
- FIELD_SET(*this, FIX::Price);
- FIELD_SET(*this, FIX::PriceProtectionScope);
- FIELD_SET(*this, FIX::StopPx);
- FIELD_SET(*this, FIX::TriggerType);
- FIELD_SET(*this, FIX::TriggerAction);
- FIELD_SET(*this, FIX::TriggerPrice);
- FIELD_SET(*this, FIX::TriggerSymbol);
- FIELD_SET(*this, FIX::TriggerSecurityID);
- FIELD_SET(*this, FIX::TriggerSecurityIDSource);
- FIELD_SET(*this, FIX::TriggerSecurityDesc);
- FIELD_SET(*this, FIX::TriggerPriceType);
- FIELD_SET(*this, FIX::TriggerPriceTypeScope);
- FIELD_SET(*this, FIX::TriggerPriceDirection);
- FIELD_SET(*this, FIX::TriggerNewPrice);
- FIELD_SET(*this, FIX::TriggerOrderType);
- FIELD_SET(*this, FIX::TriggerNewQty);
- FIELD_SET(*this, FIX::TriggerTradingSessionID);
- FIELD_SET(*this, FIX::TriggerTradingSessionSubID);
- FIELD_SET(*this, FIX::PegOffsetValue);
- FIELD_SET(*this, FIX::PegPriceType);
- FIELD_SET(*this, FIX::PegMoveType);
- FIELD_SET(*this, FIX::PegOffsetType);
- FIELD_SET(*this, FIX::PegLimitType);
- FIELD_SET(*this, FIX::PegRoundDirection);
- FIELD_SET(*this, FIX::PegScope);
- FIELD_SET(*this, FIX::PegSecurityIDSource);
- FIELD_SET(*this, FIX::PegSecurityID);
- FIELD_SET(*this, FIX::PegSymbol);
- FIELD_SET(*this, FIX::PegSecurityDesc);
- FIELD_SET(*this, FIX::DiscretionInst);
- FIELD_SET(*this, FIX::DiscretionOffsetValue);
- FIELD_SET(*this, FIX::DiscretionMoveType);
- FIELD_SET(*this, FIX::DiscretionOffsetType);
- FIELD_SET(*this, FIX::DiscretionLimitType);
- FIELD_SET(*this, FIX::DiscretionRoundDirection);
- FIELD_SET(*this, FIX::DiscretionScope);
- FIELD_SET(*this, FIX::PeggedPrice);
- FIELD_SET(*this, FIX::PeggedRefPrice);
- FIELD_SET(*this, FIX::DiscretionPrice);
- FIELD_SET(*this, FIX::TargetStrategy);
- FIELD_SET(*this, FIX::NoStrategyParameters);
- class NoStrategyParameters: public FIX::Group
- {
- public:
- NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {}
- FIELD_SET(*this, FIX::StrategyParameterName);
- FIELD_SET(*this, FIX::StrategyParameterType);
- FIELD_SET(*this, FIX::StrategyParameterValue);
- };
- FIELD_SET(*this, FIX::TargetStrategyParameters);
- FIELD_SET(*this, FIX::ParticipationRate);
- FIELD_SET(*this, FIX::TargetStrategyPerformance);
- FIELD_SET(*this, FIX::Currency);
- FIELD_SET(*this, FIX::ComplianceID);
- FIELD_SET(*this, FIX::SolicitedFlag);
- FIELD_SET(*this, FIX::TimeInForce);
- FIELD_SET(*this, FIX::EffectiveTime);
- FIELD_SET(*this, FIX::ExpireDate);
- FIELD_SET(*this, FIX::ExpireTime);
- FIELD_SET(*this, FIX::ExecInst);
- FIELD_SET(*this, FIX::AggressorIndicator);
- FIELD_SET(*this, FIX::OrderCapacity);
- FIELD_SET(*this, FIX::OrderRestrictions);
- FIELD_SET(*this, FIX::PreTradeAnonymity);
- FIELD_SET(*this, FIX::CustOrderCapacity);
- FIELD_SET(*this, FIX::LastQty);
- FIELD_SET(*this, FIX::CalculatedCcyLastQty);
- FIELD_SET(*this, FIX::LastSwapPoints);
- FIELD_SET(*this, FIX::UnderlyingLastQty);
- FIELD_SET(*this, FIX::LastPx);
- FIELD_SET(*this, FIX::UnderlyingLastPx);
- FIELD_SET(*this, FIX::LastParPx);
- FIELD_SET(*this, FIX::LastSpotRate);
- FIELD_SET(*this, FIX::LastForwardPoints);
- FIELD_SET(*this, FIX::LastMkt);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- FIELD_SET(*this, FIX::TimeBracket);
- FIELD_SET(*this, FIX::LastCapacity);
- FIELD_SET(*this, FIX::LeavesQty);
- FIELD_SET(*this, FIX::CumQty);
- FIELD_SET(*this, FIX::AvgPx);
- FIELD_SET(*this, FIX::DayOrderQty);
- FIELD_SET(*this, FIX::DayCumQty);
- FIELD_SET(*this, FIX::DayAvgPx);
- FIELD_SET(*this, FIX::GTBookingInst);
- FIELD_SET(*this, FIX::TradeDate);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::ReportToExch);
- FIELD_SET(*this, FIX::Commission);
- FIELD_SET(*this, FIX::CommType);
- FIELD_SET(*this, FIX::CommCurrency);
- FIELD_SET(*this, FIX::FundRenewWaiv);
- 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::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::GrossTradeAmt);
- 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::TradedFlatSwitch);
- FIELD_SET(*this, FIX::BasisFeatureDate);
- FIELD_SET(*this, FIX::BasisFeaturePrice);
- FIELD_SET(*this, FIX::Concession);
- FIELD_SET(*this, FIX::TotalTakedown);
- FIELD_SET(*this, FIX::NetMoney);
- FIELD_SET(*this, FIX::SettlCurrAmt);
- FIELD_SET(*this, FIX::SettlCurrency);
- FIELD_SET(*this, FIX::SettlCurrFxRate);
- FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
- FIELD_SET(*this, FIX::HandlInst);
- FIELD_SET(*this, FIX::MinQty);
- FIELD_SET(*this, FIX::MatchIncrement);
- FIELD_SET(*this, FIX::MaxPriceLevels);
- FIELD_SET(*this, FIX::DisplayQty);
- FIELD_SET(*this, FIX::SecondaryDisplayQty);
- FIELD_SET(*this, FIX::DisplayWhen);
- FIELD_SET(*this, FIX::DisplayMethod);
- FIELD_SET(*this, FIX::DisplayLowQty);
- FIELD_SET(*this, FIX::DisplayHighQty);
- FIELD_SET(*this, FIX::DisplayMinIncr);
- FIELD_SET(*this, FIX::RefreshQty);
- FIELD_SET(*this, FIX::MaxFloor);
- FIELD_SET(*this, FIX::PositionEffect);
- FIELD_SET(*this, FIX::MaxShow);
- FIELD_SET(*this, FIX::BookingType);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::SettlDate2);
- FIELD_SET(*this, FIX::OrderQty2);
- FIELD_SET(*this, FIX::LastForwardPoints2);
- FIELD_SET(*this, FIX::MultiLegReportingType);
- FIELD_SET(*this, FIX::CancellationRights);
- FIELD_SET(*this, FIX::MoneyLaunderingStatus);
- FIELD_SET(*this, FIX::RegistID);
- FIELD_SET(*this, FIX::Designation);
- FIELD_SET(*this, FIX::TransBkdTime);
- FIELD_SET(*this, FIX::ExecValuationPoint);
- FIELD_SET(*this, FIX::ExecPriceType);
- FIELD_SET(*this, FIX::ExecPriceAdjustment);
- FIELD_SET(*this, FIX::PriorityIndicator);
- FIELD_SET(*this, FIX::PriceImprovement);
- FIELD_SET(*this, FIX::LastLiquidityInd);
- 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::NoLegs);
- class NoLegs: public FIX::Group
- {
- public:
- NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,687,685,690,683,564,565,539,654,566,587,588,637,675,1073,1074,1075,0)) {}
- 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::LegUnitOfMeasure);
- FIELD_SET(*this, FIX::LegTimeUnit);
- 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::LegOptionRatio);
- FIELD_SET(*this, FIX::LegQty);
- FIELD_SET(*this, FIX::LegOrderQty);
- 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::LegSettlCurrency);
- FIELD_SET(*this, FIX::LegLastForwardPoints);
- FIELD_SET(*this, FIX::LegCalculatedCcyLastQty);
- FIELD_SET(*this, FIX::LegGrossTradeAmt);
- };
- FIELD_SET(*this, FIX::CopyMsgIndicator);
- 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::ManualOrderIndicator);
- FIELD_SET(*this, FIX::CustDirectedOrder);
- FIELD_SET(*this, FIX::ReceivedDeptID);
- FIELD_SET(*this, FIX::CustOrderHandlingInst);
- FIELD_SET(*this, FIX::OrderHandlingInstSource);
- 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);
- };
- };
- }
- #endif
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