NewOrderMultileg.h 18 KB

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  1. #ifndef FIX50_NEWORDERMULTILEG_H
  2. #define FIX50_NEWORDERMULTILEG_H
  3. #include "Message.h"
  4. namespace FIX50
  5. {
  6. class NewOrderMultileg : public Message
  7. {
  8. public:
  9. NewOrderMultileg() : Message(MsgType()) {}
  10. NewOrderMultileg(const FIX::Message& m) : Message(m) {}
  11. NewOrderMultileg(const Message& m) : Message(m) {}
  12. NewOrderMultileg(const NewOrderMultileg& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AB"); }
  14. NewOrderMultileg(
  15. const FIX::ClOrdID& aClOrdID,
  16. const FIX::Side& aSide,
  17. const FIX::TransactTime& aTransactTime,
  18. const FIX::OrdType& aOrdType )
  19. : Message(MsgType())
  20. {
  21. set(aClOrdID);
  22. set(aSide);
  23. set(aTransactTime);
  24. set(aOrdType);
  25. }
  26. FIELD_SET(*this, FIX::ClOrdID);
  27. FIELD_SET(*this, FIX::SecondaryClOrdID);
  28. FIELD_SET(*this, FIX::ClOrdLinkID);
  29. FIELD_SET(*this, FIX::NoPartyIDs);
  30. class NoPartyIDs: public FIX::Group
  31. {
  32. public:
  33. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  34. FIELD_SET(*this, FIX::PartyID);
  35. FIELD_SET(*this, FIX::PartyIDSource);
  36. FIELD_SET(*this, FIX::PartyRole);
  37. FIELD_SET(*this, FIX::NoPartySubIDs);
  38. class NoPartySubIDs: public FIX::Group
  39. {
  40. public:
  41. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  42. FIELD_SET(*this, FIX::PartySubID);
  43. FIELD_SET(*this, FIX::PartySubIDType);
  44. };
  45. };
  46. FIELD_SET(*this, FIX::TradeOriginationDate);
  47. FIELD_SET(*this, FIX::TradeDate);
  48. FIELD_SET(*this, FIX::Account);
  49. FIELD_SET(*this, FIX::AcctIDSource);
  50. FIELD_SET(*this, FIX::AccountType);
  51. FIELD_SET(*this, FIX::DayBookingInst);
  52. FIELD_SET(*this, FIX::BookingUnit);
  53. FIELD_SET(*this, FIX::PreallocMethod);
  54. FIELD_SET(*this, FIX::AllocID);
  55. FIELD_SET(*this, FIX::NoAllocs);
  56. class NoAllocs: public FIX::Group
  57. {
  58. public:
  59. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,948,80,0)) {}
  60. FIELD_SET(*this, FIX::AllocAccount);
  61. FIELD_SET(*this, FIX::AllocAcctIDSource);
  62. FIELD_SET(*this, FIX::AllocSettlCurrency);
  63. FIELD_SET(*this, FIX::IndividualAllocID);
  64. FIELD_SET(*this, FIX::NoNested3PartyIDs);
  65. class NoNested3PartyIDs: public FIX::Group
  66. {
  67. public:
  68. NoNested3PartyIDs() : FIX::Group(948,949,FIX::message_order(949,950,951,952,0)) {}
  69. FIELD_SET(*this, FIX::Nested3PartyID);
  70. FIELD_SET(*this, FIX::Nested3PartyIDSource);
  71. FIELD_SET(*this, FIX::Nested3PartyRole);
  72. FIELD_SET(*this, FIX::NoNested3PartySubIDs);
  73. class NoNested3PartySubIDs: public FIX::Group
  74. {
  75. public:
  76. NoNested3PartySubIDs() : FIX::Group(952,953,FIX::message_order(953,954,0)) {}
  77. FIELD_SET(*this, FIX::Nested3PartySubID);
  78. FIELD_SET(*this, FIX::Nested3PartySubIDType);
  79. };
  80. };
  81. FIELD_SET(*this, FIX::AllocQty);
  82. };
  83. FIELD_SET(*this, FIX::SettlType);
  84. FIELD_SET(*this, FIX::SettlDate);
  85. FIELD_SET(*this, FIX::CashMargin);
  86. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  87. FIELD_SET(*this, FIX::HandlInst);
  88. FIELD_SET(*this, FIX::ExecInst);
  89. FIELD_SET(*this, FIX::MinQty);
  90. FIELD_SET(*this, FIX::MatchIncrement);
  91. FIELD_SET(*this, FIX::MaxPriceLevels);
  92. FIELD_SET(*this, FIX::DisplayQty);
  93. FIELD_SET(*this, FIX::SecondaryDisplayQty);
  94. FIELD_SET(*this, FIX::DisplayWhen);
  95. FIELD_SET(*this, FIX::DisplayMethod);
  96. FIELD_SET(*this, FIX::DisplayLowQty);
  97. FIELD_SET(*this, FIX::DisplayHighQty);
  98. FIELD_SET(*this, FIX::DisplayMinIncr);
  99. FIELD_SET(*this, FIX::RefreshQty);
  100. FIELD_SET(*this, FIX::MaxFloor);
  101. FIELD_SET(*this, FIX::ExDestination);
  102. FIELD_SET(*this, FIX::ExDestinationIDSource);
  103. FIELD_SET(*this, FIX::NoTradingSessions);
  104. class NoTradingSessions: public FIX::Group
  105. {
  106. public:
  107. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
  108. FIELD_SET(*this, FIX::TradingSessionID);
  109. FIELD_SET(*this, FIX::TradingSessionSubID);
  110. };
  111. FIELD_SET(*this, FIX::ProcessCode);
  112. FIELD_SET(*this, FIX::Side);
  113. FIELD_SET(*this, FIX::Symbol);
  114. FIELD_SET(*this, FIX::SymbolSfx);
  115. FIELD_SET(*this, FIX::SecurityID);
  116. FIELD_SET(*this, FIX::SecurityIDSource);
  117. FIELD_SET(*this, FIX::Product);
  118. FIELD_SET(*this, FIX::CFICode);
  119. FIELD_SET(*this, FIX::SecurityType);
  120. FIELD_SET(*this, FIX::SecuritySubType);
  121. FIELD_SET(*this, FIX::MaturityMonthYear);
  122. FIELD_SET(*this, FIX::MaturityDate);
  123. FIELD_SET(*this, FIX::MaturityTime);
  124. FIELD_SET(*this, FIX::PutOrCall);
  125. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  126. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  127. FIELD_SET(*this, FIX::SecurityStatus);
  128. FIELD_SET(*this, FIX::CouponPaymentDate);
  129. FIELD_SET(*this, FIX::IssueDate);
  130. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  131. FIELD_SET(*this, FIX::RepurchaseTerm);
  132. FIELD_SET(*this, FIX::RepurchaseRate);
  133. FIELD_SET(*this, FIX::Factor);
  134. FIELD_SET(*this, FIX::CreditRating);
  135. FIELD_SET(*this, FIX::InstrRegistry);
  136. FIELD_SET(*this, FIX::CountryOfIssue);
  137. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  138. FIELD_SET(*this, FIX::LocaleOfIssue);
  139. FIELD_SET(*this, FIX::RedemptionDate);
  140. FIELD_SET(*this, FIX::StrikePrice);
  141. FIELD_SET(*this, FIX::StrikeCurrency);
  142. FIELD_SET(*this, FIX::StrikeMultiplier);
  143. FIELD_SET(*this, FIX::StrikeValue);
  144. FIELD_SET(*this, FIX::OptAttribute);
  145. FIELD_SET(*this, FIX::ContractMultiplier);
  146. FIELD_SET(*this, FIX::MinPriceIncrement);
  147. FIELD_SET(*this, FIX::UnitOfMeasure);
  148. FIELD_SET(*this, FIX::TimeUnit);
  149. FIELD_SET(*this, FIX::CouponRate);
  150. FIELD_SET(*this, FIX::SecurityExchange);
  151. FIELD_SET(*this, FIX::PositionLimit);
  152. FIELD_SET(*this, FIX::NTPositionLimit);
  153. FIELD_SET(*this, FIX::Issuer);
  154. FIELD_SET(*this, FIX::EncodedIssuerLen);
  155. FIELD_SET(*this, FIX::EncodedIssuer);
  156. FIELD_SET(*this, FIX::SecurityDesc);
  157. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  158. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  159. FIELD_SET(*this, FIX::Pool);
  160. FIELD_SET(*this, FIX::ContractSettlMonth);
  161. FIELD_SET(*this, FIX::CPProgram);
  162. FIELD_SET(*this, FIX::CPRegType);
  163. FIELD_SET(*this, FIX::DatedDate);
  164. FIELD_SET(*this, FIX::InterestAccrualDate);
  165. FIELD_SET(*this, FIX::NoUnderlyings);
  166. class NoUnderlyings: public FIX::Group
  167. {
  168. public:
  169. 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)) {}
  170. FIELD_SET(*this, FIX::UnderlyingSymbol);
  171. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  172. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  173. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  174. FIELD_SET(*this, FIX::UnderlyingProduct);
  175. FIELD_SET(*this, FIX::UnderlyingCFICode);
  176. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  177. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  178. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  179. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  180. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  181. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  182. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  183. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  184. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  185. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  186. FIELD_SET(*this, FIX::UnderlyingFactor);
  187. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  188. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  189. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  190. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  191. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  192. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  193. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  194. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  195. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  196. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  197. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  198. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  199. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  200. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  201. FIELD_SET(*this, FIX::UnderlyingIssuer);
  202. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  203. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  204. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  205. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  206. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  207. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  208. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  209. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  210. FIELD_SET(*this, FIX::UnderlyingCurrency);
  211. FIELD_SET(*this, FIX::UnderlyingQty);
  212. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  213. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  214. FIELD_SET(*this, FIX::UnderlyingCashType);
  215. FIELD_SET(*this, FIX::UnderlyingPx);
  216. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  217. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  218. FIELD_SET(*this, FIX::UnderlyingStartValue);
  219. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  220. FIELD_SET(*this, FIX::UnderlyingEndValue);
  221. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  222. FIELD_SET(*this, FIX::UnderlyingFXRate);
  223. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  224. FIELD_SET(*this, FIX::UnderlyingCapValue);
  225. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  226. };
  227. FIELD_SET(*this, FIX::PrevClosePx);
  228. FIELD_SET(*this, FIX::SwapPoints);
  229. FIELD_SET(*this, FIX::NoLegs);
  230. class NoLegs: public FIX::Group
  231. {
  232. public:
  233. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,687,690,683,670,564,565,539,654,566,587,588,685,0)) {}
  234. FIELD_SET(*this, FIX::LegSymbol);
  235. FIELD_SET(*this, FIX::LegSymbolSfx);
  236. FIELD_SET(*this, FIX::LegSecurityID);
  237. FIELD_SET(*this, FIX::LegSecurityIDSource);
  238. FIELD_SET(*this, FIX::LegProduct);
  239. FIELD_SET(*this, FIX::LegCFICode);
  240. FIELD_SET(*this, FIX::LegSecurityType);
  241. FIELD_SET(*this, FIX::LegSecuritySubType);
  242. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  243. FIELD_SET(*this, FIX::LegMaturityDate);
  244. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  245. FIELD_SET(*this, FIX::LegIssueDate);
  246. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  247. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  248. FIELD_SET(*this, FIX::LegRepurchaseRate);
  249. FIELD_SET(*this, FIX::LegFactor);
  250. FIELD_SET(*this, FIX::LegCreditRating);
  251. FIELD_SET(*this, FIX::LegInstrRegistry);
  252. FIELD_SET(*this, FIX::LegCountryOfIssue);
  253. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  254. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  255. FIELD_SET(*this, FIX::LegRedemptionDate);
  256. FIELD_SET(*this, FIX::LegStrikePrice);
  257. FIELD_SET(*this, FIX::LegStrikeCurrency);
  258. FIELD_SET(*this, FIX::LegOptAttribute);
  259. FIELD_SET(*this, FIX::LegContractMultiplier);
  260. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  261. FIELD_SET(*this, FIX::LegTimeUnit);
  262. FIELD_SET(*this, FIX::LegCouponRate);
  263. FIELD_SET(*this, FIX::LegSecurityExchange);
  264. FIELD_SET(*this, FIX::LegIssuer);
  265. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  266. FIELD_SET(*this, FIX::EncodedLegIssuer);
  267. FIELD_SET(*this, FIX::LegSecurityDesc);
  268. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  269. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  270. FIELD_SET(*this, FIX::LegRatioQty);
  271. FIELD_SET(*this, FIX::LegSide);
  272. FIELD_SET(*this, FIX::LegCurrency);
  273. FIELD_SET(*this, FIX::LegPool);
  274. FIELD_SET(*this, FIX::LegDatedDate);
  275. FIELD_SET(*this, FIX::LegContractSettlMonth);
  276. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  277. FIELD_SET(*this, FIX::LegOptionRatio);
  278. FIELD_SET(*this, FIX::LegQty);
  279. FIELD_SET(*this, FIX::LegSwapType);
  280. FIELD_SET(*this, FIX::NoLegStipulations);
  281. class NoLegStipulations: public FIX::Group
  282. {
  283. public:
  284. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  285. FIELD_SET(*this, FIX::LegStipulationType);
  286. FIELD_SET(*this, FIX::LegStipulationValue);
  287. };
  288. FIELD_SET(*this, FIX::NoLegAllocs);
  289. class NoLegAllocs: public FIX::Group
  290. {
  291. public:
  292. NoLegAllocs() : FIX::Group(670,671,FIX::message_order(671,672,756,673,674,675,0)) {}
  293. FIELD_SET(*this, FIX::LegAllocAccount);
  294. FIELD_SET(*this, FIX::LegIndividualAllocID);
  295. FIELD_SET(*this, FIX::NoNested2PartyIDs);
  296. class NoNested2PartyIDs: public FIX::Group
  297. {
  298. public:
  299. NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
  300. FIELD_SET(*this, FIX::Nested2PartyID);
  301. FIELD_SET(*this, FIX::Nested2PartyIDSource);
  302. FIELD_SET(*this, FIX::Nested2PartyRole);
  303. FIELD_SET(*this, FIX::NoNested2PartySubIDs);
  304. class NoNested2PartySubIDs: public FIX::Group
  305. {
  306. public:
  307. NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
  308. FIELD_SET(*this, FIX::Nested2PartySubID);
  309. FIELD_SET(*this, FIX::Nested2PartySubIDType);
  310. };
  311. };
  312. FIELD_SET(*this, FIX::LegAllocQty);
  313. FIELD_SET(*this, FIX::LegAllocAcctIDSource);
  314. FIELD_SET(*this, FIX::LegSettlCurrency);
  315. };
  316. FIELD_SET(*this, FIX::LegPositionEffect);
  317. FIELD_SET(*this, FIX::LegCoveredOrUncovered);
  318. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  319. class NoNestedPartyIDs: public FIX::Group
  320. {
  321. public:
  322. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  323. FIELD_SET(*this, FIX::NestedPartyID);
  324. FIELD_SET(*this, FIX::NestedPartyIDSource);
  325. FIELD_SET(*this, FIX::NestedPartyRole);
  326. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  327. class NoNestedPartySubIDs: public FIX::Group
  328. {
  329. public:
  330. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  331. FIELD_SET(*this, FIX::NestedPartySubID);
  332. FIELD_SET(*this, FIX::NestedPartySubIDType);
  333. };
  334. };
  335. FIELD_SET(*this, FIX::LegRefID);
  336. FIELD_SET(*this, FIX::LegPrice);
  337. FIELD_SET(*this, FIX::LegSettlType);
  338. FIELD_SET(*this, FIX::LegSettlDate);
  339. FIELD_SET(*this, FIX::LegOrderQty);
  340. };
  341. FIELD_SET(*this, FIX::LocateReqd);
  342. FIELD_SET(*this, FIX::TransactTime);
  343. FIELD_SET(*this, FIX::QtyType);
  344. FIELD_SET(*this, FIX::OrderQty);
  345. FIELD_SET(*this, FIX::CashOrderQty);
  346. FIELD_SET(*this, FIX::OrderPercent);
  347. FIELD_SET(*this, FIX::RoundingDirection);
  348. FIELD_SET(*this, FIX::RoundingModulus);
  349. FIELD_SET(*this, FIX::OrdType);
  350. FIELD_SET(*this, FIX::PriceType);
  351. FIELD_SET(*this, FIX::Price);
  352. FIELD_SET(*this, FIX::PriceProtectionScope);
  353. FIELD_SET(*this, FIX::StopPx);
  354. FIELD_SET(*this, FIX::TriggerType);
  355. FIELD_SET(*this, FIX::TriggerAction);
  356. FIELD_SET(*this, FIX::TriggerPrice);
  357. FIELD_SET(*this, FIX::TriggerSymbol);
  358. FIELD_SET(*this, FIX::TriggerSecurityID);
  359. FIELD_SET(*this, FIX::TriggerSecurityIDSource);
  360. FIELD_SET(*this, FIX::TriggerSecurityDesc);
  361. FIELD_SET(*this, FIX::TriggerPriceType);
  362. FIELD_SET(*this, FIX::TriggerPriceTypeScope);
  363. FIELD_SET(*this, FIX::TriggerPriceDirection);
  364. FIELD_SET(*this, FIX::TriggerNewPrice);
  365. FIELD_SET(*this, FIX::TriggerOrderType);
  366. FIELD_SET(*this, FIX::TriggerNewQty);
  367. FIELD_SET(*this, FIX::TriggerTradingSessionID);
  368. FIELD_SET(*this, FIX::TriggerTradingSessionSubID);
  369. FIELD_SET(*this, FIX::Currency);
  370. FIELD_SET(*this, FIX::ComplianceID);
  371. FIELD_SET(*this, FIX::SolicitedFlag);
  372. FIELD_SET(*this, FIX::IOIID);
  373. FIELD_SET(*this, FIX::QuoteID);
  374. FIELD_SET(*this, FIX::RefOrderID);
  375. FIELD_SET(*this, FIX::RefOrderIDSource);
  376. FIELD_SET(*this, FIX::TimeInForce);
  377. FIELD_SET(*this, FIX::EffectiveTime);
  378. FIELD_SET(*this, FIX::ExpireDate);
  379. FIELD_SET(*this, FIX::ExpireTime);
  380. FIELD_SET(*this, FIX::GTBookingInst);
  381. FIELD_SET(*this, FIX::Commission);
  382. FIELD_SET(*this, FIX::CommType);
  383. FIELD_SET(*this, FIX::CommCurrency);
  384. FIELD_SET(*this, FIX::FundRenewWaiv);
  385. FIELD_SET(*this, FIX::OrderCapacity);
  386. FIELD_SET(*this, FIX::OrderRestrictions);
  387. FIELD_SET(*this, FIX::PreTradeAnonymity);
  388. FIELD_SET(*this, FIX::CustOrderCapacity);
  389. FIELD_SET(*this, FIX::ForexReq);
  390. FIELD_SET(*this, FIX::SettlCurrency);
  391. FIELD_SET(*this, FIX::BookingType);
  392. FIELD_SET(*this, FIX::Text);
  393. FIELD_SET(*this, FIX::EncodedTextLen);
  394. FIELD_SET(*this, FIX::EncodedText);
  395. FIELD_SET(*this, FIX::PositionEffect);
  396. FIELD_SET(*this, FIX::CoveredOrUncovered);
  397. FIELD_SET(*this, FIX::MaxShow);
  398. FIELD_SET(*this, FIX::PegOffsetValue);
  399. FIELD_SET(*this, FIX::PegPriceType);
  400. FIELD_SET(*this, FIX::PegMoveType);
  401. FIELD_SET(*this, FIX::PegOffsetType);
  402. FIELD_SET(*this, FIX::PegLimitType);
  403. FIELD_SET(*this, FIX::PegRoundDirection);
  404. FIELD_SET(*this, FIX::PegScope);
  405. FIELD_SET(*this, FIX::PegSecurityIDSource);
  406. FIELD_SET(*this, FIX::PegSecurityID);
  407. FIELD_SET(*this, FIX::PegSymbol);
  408. FIELD_SET(*this, FIX::PegSecurityDesc);
  409. FIELD_SET(*this, FIX::DiscretionInst);
  410. FIELD_SET(*this, FIX::DiscretionOffsetValue);
  411. FIELD_SET(*this, FIX::DiscretionMoveType);
  412. FIELD_SET(*this, FIX::DiscretionOffsetType);
  413. FIELD_SET(*this, FIX::DiscretionLimitType);
  414. FIELD_SET(*this, FIX::DiscretionRoundDirection);
  415. FIELD_SET(*this, FIX::DiscretionScope);
  416. FIELD_SET(*this, FIX::TargetStrategy);
  417. FIELD_SET(*this, FIX::NoStrategyParameters);
  418. class NoStrategyParameters: public FIX::Group
  419. {
  420. public:
  421. NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {}
  422. FIELD_SET(*this, FIX::StrategyParameterName);
  423. FIELD_SET(*this, FIX::StrategyParameterType);
  424. FIELD_SET(*this, FIX::StrategyParameterValue);
  425. };
  426. FIELD_SET(*this, FIX::TargetStrategyParameters);
  427. FIELD_SET(*this, FIX::ParticipationRate);
  428. FIELD_SET(*this, FIX::CancellationRights);
  429. FIELD_SET(*this, FIX::MoneyLaunderingStatus);
  430. FIELD_SET(*this, FIX::RegistID);
  431. FIELD_SET(*this, FIX::Designation);
  432. FIELD_SET(*this, FIX::MultiLegRptTypeReq);
  433. };
  434. }
  435. #endif