tickserver/api/gofix/include/quickfix/fix50sp1/ExecutionReport.h

#ifndef FIX50SP1_EXECUTIONREPORT_H
#define FIX50SP1_EXECUTIONREPORT_H

#include "Message.h"

namespace FIX50SP1
{

  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::ApplID);
    FIELD_SET(*this, FIX::ApplSeqNum);
    FIELD_SET(*this, FIX::ApplLastSeqNum);
    FIELD_SET(*this, FIX::ApplResendFlag);
    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::TrdMatchID);
    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::AllocID);
    FIELD_SET(*this, FIX::NoAllocs);
    class NoAllocs: public FIX::Group
    {
    public:
    NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {}
      FIELD_SET(*this, FIX::AllocAccount);
      FIELD_SET(*this, FIX::AllocAcctIDSource);
      FIELD_SET(*this, FIX::AllocSettlCurrency);
      FIELD_SET(*this, FIX::IndividualAllocID);
      FIELD_SET(*this, FIX::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::AllocQty);
    };
    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::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::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::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::TotNoFills);
    FIELD_SET(*this, FIX::LastFragment);
    FIELD_SET(*this, FIX::NoFills);
    class NoFills: public FIX::Group
    {
    public:
    NoFills() : FIX::Group(1362,1363,FIX::message_order(1363,1364,1365,1414,0)) {}
      FIELD_SET(*this, FIX::FillExecID);
      FIELD_SET(*this, FIX::FillPx);
      FIELD_SET(*this, FIX::FillQty);
      FIELD_SET(*this, FIX::NoNested4PartyIDs);
      class NoNested4PartyIDs: public FIX::Group
      {
      public:
      NoNested4PartyIDs() : FIX::Group(1414,1415,FIX::message_order(1415,1416,1417,1413,0)) {}
        FIELD_SET(*this, FIX::Nested4PartyID);
        FIELD_SET(*this, FIX::Nested4PartyIDSource);
        FIELD_SET(*this, FIX::Nested4PartyRole);
        FIELD_SET(*this, FIX::NoNested4PartySubIDs);
        class NoNested4PartySubIDs: public FIX::Group
        {
        public:
        NoNested4PartySubIDs() : FIX::Group(1413,1412,FIX::message_order(1412,1411,0)) {}
          FIELD_SET(*this, FIX::Nested4PartySubID);
          FIELD_SET(*this, FIX::Nested4PartySubIDType);
        };
      };
    };
    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(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,687,685,690,683,1366,670,564,565,948,654,587,588,637,675,1073,1074,1075,1379,1381,1383,1384,1418,0)) {}
      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::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::LegAllocID);
      FIELD_SET(*this, FIX::NoLegAllocs);
      class NoLegAllocs: public FIX::Group
      {
      public:
      NoLegAllocs() : FIX::Group(670,671,FIX::message_order(671,672,756,673,674,1367,0)) {}
        FIELD_SET(*this, FIX::LegAllocAccount);
        FIELD_SET(*this, FIX::LegIndividualAllocID);
        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::LegAllocQty);
        FIELD_SET(*this, FIX::LegAllocAcctIDSource);
        FIELD_SET(*this, FIX::LegAllocSettlCurrency);
      };
      FIELD_SET(*this, FIX::LegPositionEffect);
      FIELD_SET(*this, FIX::LegCoveredOrUncovered);
      FIELD_SET(*this, FIX::NoNested3PartyIDs);
      class NoNested3PartyIDs: public FIX::Group
      {
      public:
      NoNested3PartyIDs() : FIX::Group(948,949,FIX::message_order(949,950,951,952,0)) {}
        FIELD_SET(*this, FIX::Nested3PartyID);
        FIELD_SET(*this, FIX::Nested3PartyIDSource);
        FIELD_SET(*this, FIX::Nested3PartyRole);
        FIELD_SET(*this, FIX::NoNested3PartySubIDs);
        class NoNested3PartySubIDs: public FIX::Group
        {
        public:
        NoNested3PartySubIDs() : FIX::Group(952,953,FIX::message_order(953,954,0)) {}
          FIELD_SET(*this, FIX::Nested3PartySubID);
          FIELD_SET(*this, FIX::Nested3PartySubIDType);
        };
      };
      FIELD_SET(*this, FIX::LegRefID);
      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::LegVolatility);
      FIELD_SET(*this, FIX::LegDividendYield);
      FIELD_SET(*this, FIX::LegCurrencyRatio);
      FIELD_SET(*this, FIX::LegExecInst);
      FIELD_SET(*this, FIX::LegLastQty);
    };
    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::DividendYield);
    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);
    };
    FIELD_SET(*this, FIX::Volatility);
    FIELD_SET(*this, FIX::TimeToExpiration);
    FIELD_SET(*this, FIX::RiskFreeRate);
    FIELD_SET(*this, FIX::PriceDelta);
  };

}

#endif