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- #ifndef FIX50SP1_ALLOCATIONREPORT_H
- #define FIX50SP1_ALLOCATIONREPORT_H
- #include "Message.h"
- namespace FIX50SP1
- {
- class AllocationReport : public Message
- {
- public:
- AllocationReport() : Message(MsgType()) {}
- AllocationReport(const FIX::Message& m) : Message(m) {}
- AllocationReport(const Message& m) : Message(m) {}
- AllocationReport(const AllocationReport& m) : Message(m) {}
- static FIX::MsgType MsgType() { return FIX::MsgType("AS"); }
- AllocationReport(
- const FIX::AllocReportID& aAllocReportID,
- const FIX::AllocTransType& aAllocTransType,
- const FIX::AllocReportType& aAllocReportType,
- const FIX::AllocStatus& aAllocStatus,
- const FIX::Side& aSide,
- const FIX::Quantity& aQuantity,
- const FIX::AvgPx& aAvgPx,
- const FIX::TradeDate& aTradeDate )
- : Message(MsgType())
- {
- set(aAllocReportID);
- set(aAllocTransType);
- set(aAllocReportType);
- set(aAllocStatus);
- set(aSide);
- set(aQuantity);
- set(aAvgPx);
- set(aTradeDate);
- }
- FIELD_SET(*this, FIX::AllocReportID);
- FIELD_SET(*this, FIX::AllocID);
- FIELD_SET(*this, FIX::AllocTransType);
- FIELD_SET(*this, FIX::AllocReportRefID);
- FIELD_SET(*this, FIX::AllocCancReplaceReason);
- FIELD_SET(*this, FIX::SecondaryAllocID);
- FIELD_SET(*this, FIX::AllocReportType);
- FIELD_SET(*this, FIX::AllocStatus);
- FIELD_SET(*this, FIX::AllocRejCode);
- FIELD_SET(*this, FIX::RefAllocID);
- FIELD_SET(*this, FIX::AllocIntermedReqType);
- FIELD_SET(*this, FIX::AllocLinkID);
- FIELD_SET(*this, FIX::AllocLinkType);
- FIELD_SET(*this, FIX::BookingRefID);
- FIELD_SET(*this, FIX::ClearingBusinessDate);
- FIELD_SET(*this, FIX::TrdType);
- FIELD_SET(*this, FIX::TrdSubType);
- FIELD_SET(*this, FIX::MultiLegReportingType);
- FIELD_SET(*this, FIX::CustOrderCapacity);
- FIELD_SET(*this, FIX::TradeInputSource);
- FIELD_SET(*this, FIX::RndPx);
- FIELD_SET(*this, FIX::MessageEventSource);
- FIELD_SET(*this, FIX::TradeInputDevice);
- FIELD_SET(*this, FIX::AvgPxIndicator);
- FIELD_SET(*this, FIX::AllocNoOrdersType);
- FIELD_SET(*this, FIX::NoOrders);
- class NoOrders: public FIX::Group
- {
- public:
- NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,756,38,799,800,0)) {}
- FIELD_SET(*this, FIX::ClOrdID);
- FIELD_SET(*this, FIX::OrderID);
- FIELD_SET(*this, FIX::SecondaryOrderID);
- FIELD_SET(*this, FIX::SecondaryClOrdID);
- FIELD_SET(*this, FIX::ListID);
- 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::OrderQty);
- FIELD_SET(*this, FIX::OrderAvgPx);
- FIELD_SET(*this, FIX::OrderBookingQty);
- };
- FIELD_SET(*this, FIX::NoExecs);
- class NoExecs: public FIX::Group
- {
- public:
- NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,527,31,669,29,1003,1041,0)) {}
- FIELD_SET(*this, FIX::LastQty);
- FIELD_SET(*this, FIX::ExecID);
- FIELD_SET(*this, FIX::SecondaryExecID);
- FIELD_SET(*this, FIX::LastPx);
- FIELD_SET(*this, FIX::LastParPx);
- FIELD_SET(*this, FIX::LastCapacity);
- FIELD_SET(*this, FIX::TradeID);
- FIELD_SET(*this, FIX::FirmTradeID);
- };
- FIELD_SET(*this, FIX::PreviouslyReported);
- FIELD_SET(*this, FIX::ReversalIndicator);
- FIELD_SET(*this, FIX::MatchType);
- FIELD_SET(*this, FIX::Side);
- 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::ProductComplex);
- FIELD_SET(*this, FIX::SecurityGroup);
- 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::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::MinPriceIncrementAmount);
- FIELD_SET(*this, FIX::UnitOfMeasure);
- FIELD_SET(*this, FIX::UnitOfMeasureQty);
- FIELD_SET(*this, FIX::PriceUnitOfMeasure);
- FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::SettlMethod);
- FIELD_SET(*this, FIX::ExerciseStyle);
- FIELD_SET(*this, FIX::OptPayAmount);
- FIELD_SET(*this, FIX::PriceQuoteMethod);
- FIELD_SET(*this, FIX::FuturesValuationMethod);
- FIELD_SET(*this, FIX::ListMethod);
- FIELD_SET(*this, FIX::CapPrice);
- FIELD_SET(*this, FIX::FloorPrice);
- FIELD_SET(*this, FIX::PutOrCall);
- FIELD_SET(*this, FIX::FlexibleIndicator);
- FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
- 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::DeliveryForm);
- FIELD_SET(*this, FIX::PctAtRisk);
- 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(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {}
- 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::UnderlyingMaturityTime);
- 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::UnderlyingUnitOfMeasureQty);
- FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
- FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::UnderlyingTimeUnit);
- FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
- 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::UnderlyingPutOrCall);
- };
- FIELD_SET(*this, FIX::NoLegs);
- class NoLegs: public FIX::Group
- {
- public:
- NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,0)) {}
- 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::LegMaturityTime);
- 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::LegUnitOfMeasureQty);
- FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
- FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
- FIELD_SET(*this, FIX::LegTimeUnit);
- FIELD_SET(*this, FIX::LegExerciseStyle);
- 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::LegPutOrCall);
- FIELD_SET(*this, FIX::LegOptionRatio);
- };
- FIELD_SET(*this, FIX::Quantity);
- FIELD_SET(*this, FIX::QtyType);
- FIELD_SET(*this, FIX::LastMkt);
- FIELD_SET(*this, FIX::TradeOriginationDate);
- FIELD_SET(*this, FIX::TradingSessionID);
- FIELD_SET(*this, FIX::TradingSessionSubID);
- FIELD_SET(*this, FIX::PriceType);
- FIELD_SET(*this, FIX::AvgPx);
- FIELD_SET(*this, FIX::AvgParPx);
- 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::Currency);
- FIELD_SET(*this, FIX::AvgPxPrecision);
- 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::TradeDate);
- FIELD_SET(*this, FIX::TransactTime);
- FIELD_SET(*this, FIX::SettlType);
- FIELD_SET(*this, FIX::SettlDate);
- FIELD_SET(*this, FIX::BookingType);
- FIELD_SET(*this, FIX::GrossTradeAmt);
- FIELD_SET(*this, FIX::Concession);
- FIELD_SET(*this, FIX::TotalTakedown);
- FIELD_SET(*this, FIX::NetMoney);
- FIELD_SET(*this, FIX::PositionEffect);
- FIELD_SET(*this, FIX::AutoAcceptIndicator);
- FIELD_SET(*this, FIX::Text);
- FIELD_SET(*this, FIX::EncodedTextLen);
- FIELD_SET(*this, FIX::EncodedText);
- FIELD_SET(*this, FIX::NumDaysInterest);
- FIELD_SET(*this, FIX::AccruedInterestRate);
- FIELD_SET(*this, FIX::AccruedInterestAmt);
- FIELD_SET(*this, FIX::TotalAccruedInterestAmt);
- FIELD_SET(*this, FIX::InterestAtMaturity);
- FIELD_SET(*this, FIX::EndAccruedInterestAmt);
- FIELD_SET(*this, FIX::StartCash);
- FIELD_SET(*this, FIX::EndCash);
- FIELD_SET(*this, FIX::LegalConfirm);
- 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::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::NoPosAmt);
- class NoPosAmt: public FIX::Group
- {
- public:
- NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,1055,0)) {}
- FIELD_SET(*this, FIX::PosAmtType);
- FIELD_SET(*this, FIX::PosAmt);
- FIELD_SET(*this, FIX::PositionCurrency);
- };
- FIELD_SET(*this, FIX::TotNoAllocs);
- FIELD_SET(*this, FIX::LastFragment);
- FIELD_SET(*this, FIX::NoAllocs);
- class NoAllocs: public FIX::Group
- {
- public:
- NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,573,366,80,467,81,989,1002,993,1047,992,539,208,209,161,360,361,12,13,479,497,153,154,119,737,120,736,155,156,742,741,136,576,635,780,172,169,170,171,0)) {}
- FIELD_SET(*this, FIX::AllocAccount);
- FIELD_SET(*this, FIX::AllocAcctIDSource);
- FIELD_SET(*this, FIX::MatchStatus);
- FIELD_SET(*this, FIX::AllocPrice);
- FIELD_SET(*this, FIX::AllocQty);
- FIELD_SET(*this, FIX::IndividualAllocID);
- FIELD_SET(*this, FIX::ProcessCode);
- FIELD_SET(*this, FIX::SecondaryIndividualAllocID);
- FIELD_SET(*this, FIX::AllocMethod);
- FIELD_SET(*this, FIX::AllocCustomerCapacity);
- FIELD_SET(*this, FIX::AllocPositionEffect);
- FIELD_SET(*this, FIX::IndividualAllocType);
- 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::NotifyBrokerOfCredit);
- FIELD_SET(*this, FIX::AllocHandlInst);
- FIELD_SET(*this, FIX::AllocText);
- FIELD_SET(*this, FIX::EncodedAllocTextLen);
- FIELD_SET(*this, FIX::EncodedAllocText);
- FIELD_SET(*this, FIX::Commission);
- FIELD_SET(*this, FIX::CommType);
- FIELD_SET(*this, FIX::CommCurrency);
- FIELD_SET(*this, FIX::FundRenewWaiv);
- FIELD_SET(*this, FIX::AllocAvgPx);
- FIELD_SET(*this, FIX::AllocNetMoney);
- FIELD_SET(*this, FIX::SettlCurrAmt);
- FIELD_SET(*this, FIX::AllocSettlCurrAmt);
- FIELD_SET(*this, FIX::SettlCurrency);
- FIELD_SET(*this, FIX::AllocSettlCurrency);
- FIELD_SET(*this, FIX::SettlCurrFxRate);
- FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
- FIELD_SET(*this, FIX::AllocAccruedInterestAmt);
- FIELD_SET(*this, FIX::AllocInterestAtMaturity);
- 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::NoClearingInstructions);
- class NoClearingInstructions: public FIX::Group
- {
- public:
- NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {}
- FIELD_SET(*this, FIX::ClearingInstruction);
- };
- FIELD_SET(*this, FIX::ClearingFeeIndicator);
- FIELD_SET(*this, FIX::AllocSettlInstType);
- FIELD_SET(*this, FIX::SettlDeliveryType);
- FIELD_SET(*this, FIX::StandInstDbType);
- FIELD_SET(*this, FIX::StandInstDbName);
- FIELD_SET(*this, FIX::StandInstDbID);
- };
- };
- }
- #endif
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