Confirmation.h 18 KB

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  1. #ifndef FIX50SP2_CONFIRMATION_H
  2. #define FIX50SP2_CONFIRMATION_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class Confirmation : public Message
  7. {
  8. public:
  9. Confirmation() : Message(MsgType()) {}
  10. Confirmation(const FIX::Message& m) : Message(m) {}
  11. Confirmation(const Message& m) : Message(m) {}
  12. Confirmation(const Confirmation& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AK"); }
  14. Confirmation(
  15. const FIX::ConfirmID& aConfirmID,
  16. const FIX::ConfirmTransType& aConfirmTransType,
  17. const FIX::ConfirmType& aConfirmType,
  18. const FIX::ConfirmStatus& aConfirmStatus,
  19. const FIX::TransactTime& aTransactTime,
  20. const FIX::TradeDate& aTradeDate,
  21. const FIX::AllocQty& aAllocQty,
  22. const FIX::Side& aSide,
  23. const FIX::AllocAccount& aAllocAccount,
  24. const FIX::AvgPx& aAvgPx,
  25. const FIX::GrossTradeAmt& aGrossTradeAmt,
  26. const FIX::NetMoney& aNetMoney )
  27. : Message(MsgType())
  28. {
  29. set(aConfirmID);
  30. set(aConfirmTransType);
  31. set(aConfirmType);
  32. set(aConfirmStatus);
  33. set(aTransactTime);
  34. set(aTradeDate);
  35. set(aAllocQty);
  36. set(aSide);
  37. set(aAllocAccount);
  38. set(aAvgPx);
  39. set(aGrossTradeAmt);
  40. set(aNetMoney);
  41. }
  42. FIELD_SET(*this, FIX::ConfirmID);
  43. FIELD_SET(*this, FIX::ConfirmRefID);
  44. FIELD_SET(*this, FIX::ConfirmReqID);
  45. FIELD_SET(*this, FIX::ConfirmTransType);
  46. FIELD_SET(*this, FIX::ConfirmType);
  47. FIELD_SET(*this, FIX::CopyMsgIndicator);
  48. FIELD_SET(*this, FIX::LegalConfirm);
  49. FIELD_SET(*this, FIX::ConfirmStatus);
  50. FIELD_SET(*this, FIX::NoPartyIDs);
  51. class NoPartyIDs: public FIX::Group
  52. {
  53. public:
  54. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  55. FIELD_SET(*this, FIX::PartyID);
  56. FIELD_SET(*this, FIX::PartyIDSource);
  57. FIELD_SET(*this, FIX::PartyRole);
  58. FIELD_SET(*this, FIX::NoPartySubIDs);
  59. class NoPartySubIDs: public FIX::Group
  60. {
  61. public:
  62. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  63. FIELD_SET(*this, FIX::PartySubID);
  64. FIELD_SET(*this, FIX::PartySubIDType);
  65. };
  66. };
  67. FIELD_SET(*this, FIX::NoOrders);
  68. class NoOrders: public FIX::Group
  69. {
  70. public:
  71. NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,756,38,799,800,0)) {}
  72. FIELD_SET(*this, FIX::ClOrdID);
  73. FIELD_SET(*this, FIX::OrderID);
  74. FIELD_SET(*this, FIX::SecondaryOrderID);
  75. FIELD_SET(*this, FIX::SecondaryClOrdID);
  76. FIELD_SET(*this, FIX::ListID);
  77. FIELD_SET(*this, FIX::NoNested2PartyIDs);
  78. class NoNested2PartyIDs: public FIX::Group
  79. {
  80. public:
  81. NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
  82. FIELD_SET(*this, FIX::Nested2PartyID);
  83. FIELD_SET(*this, FIX::Nested2PartyIDSource);
  84. FIELD_SET(*this, FIX::Nested2PartyRole);
  85. FIELD_SET(*this, FIX::NoNested2PartySubIDs);
  86. class NoNested2PartySubIDs: public FIX::Group
  87. {
  88. public:
  89. NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
  90. FIELD_SET(*this, FIX::Nested2PartySubID);
  91. FIELD_SET(*this, FIX::Nested2PartySubIDType);
  92. };
  93. };
  94. FIELD_SET(*this, FIX::OrderQty);
  95. FIELD_SET(*this, FIX::OrderAvgPx);
  96. FIELD_SET(*this, FIX::OrderBookingQty);
  97. };
  98. FIELD_SET(*this, FIX::AllocID);
  99. FIELD_SET(*this, FIX::SecondaryAllocID);
  100. FIELD_SET(*this, FIX::IndividualAllocID);
  101. FIELD_SET(*this, FIX::TransactTime);
  102. FIELD_SET(*this, FIX::TradeDate);
  103. FIELD_SET(*this, FIX::NoTrdRegTimestamps);
  104. class NoTrdRegTimestamps: public FIX::Group
  105. {
  106. public:
  107. NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {}
  108. FIELD_SET(*this, FIX::TrdRegTimestamp);
  109. FIELD_SET(*this, FIX::TrdRegTimestampType);
  110. FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
  111. FIELD_SET(*this, FIX::DeskType);
  112. FIELD_SET(*this, FIX::DeskTypeSource);
  113. FIELD_SET(*this, FIX::DeskOrderHandlingInst);
  114. };
  115. FIELD_SET(*this, FIX::Symbol);
  116. FIELD_SET(*this, FIX::SymbolSfx);
  117. FIELD_SET(*this, FIX::SecurityID);
  118. FIELD_SET(*this, FIX::SecurityIDSource);
  119. FIELD_SET(*this, FIX::Product);
  120. FIELD_SET(*this, FIX::ProductComplex);
  121. FIELD_SET(*this, FIX::SecurityGroup);
  122. FIELD_SET(*this, FIX::CFICode);
  123. FIELD_SET(*this, FIX::SecurityType);
  124. FIELD_SET(*this, FIX::SecuritySubType);
  125. FIELD_SET(*this, FIX::MaturityMonthYear);
  126. FIELD_SET(*this, FIX::MaturityDate);
  127. FIELD_SET(*this, FIX::MaturityTime);
  128. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  129. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  130. FIELD_SET(*this, FIX::SecurityStatus);
  131. FIELD_SET(*this, FIX::CouponPaymentDate);
  132. FIELD_SET(*this, FIX::IssueDate);
  133. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  134. FIELD_SET(*this, FIX::RepurchaseTerm);
  135. FIELD_SET(*this, FIX::RepurchaseRate);
  136. FIELD_SET(*this, FIX::Factor);
  137. FIELD_SET(*this, FIX::CreditRating);
  138. FIELD_SET(*this, FIX::InstrRegistry);
  139. FIELD_SET(*this, FIX::CountryOfIssue);
  140. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  141. FIELD_SET(*this, FIX::LocaleOfIssue);
  142. FIELD_SET(*this, FIX::RedemptionDate);
  143. FIELD_SET(*this, FIX::StrikePrice);
  144. FIELD_SET(*this, FIX::StrikeCurrency);
  145. FIELD_SET(*this, FIX::StrikeMultiplier);
  146. FIELD_SET(*this, FIX::StrikeValue);
  147. FIELD_SET(*this, FIX::OptAttribute);
  148. FIELD_SET(*this, FIX::ContractMultiplier);
  149. FIELD_SET(*this, FIX::MinPriceIncrement);
  150. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  151. FIELD_SET(*this, FIX::UnitOfMeasure);
  152. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  153. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  154. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  155. FIELD_SET(*this, FIX::SettlMethod);
  156. FIELD_SET(*this, FIX::ExerciseStyle);
  157. FIELD_SET(*this, FIX::OptPayoutAmount);
  158. FIELD_SET(*this, FIX::PriceQuoteMethod);
  159. FIELD_SET(*this, FIX::ValuationMethod);
  160. FIELD_SET(*this, FIX::ListMethod);
  161. FIELD_SET(*this, FIX::CapPrice);
  162. FIELD_SET(*this, FIX::FloorPrice);
  163. FIELD_SET(*this, FIX::PutOrCall);
  164. FIELD_SET(*this, FIX::FlexibleIndicator);
  165. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  166. FIELD_SET(*this, FIX::TimeUnit);
  167. FIELD_SET(*this, FIX::CouponRate);
  168. FIELD_SET(*this, FIX::SecurityExchange);
  169. FIELD_SET(*this, FIX::PositionLimit);
  170. FIELD_SET(*this, FIX::NTPositionLimit);
  171. FIELD_SET(*this, FIX::Issuer);
  172. FIELD_SET(*this, FIX::EncodedIssuerLen);
  173. FIELD_SET(*this, FIX::EncodedIssuer);
  174. FIELD_SET(*this, FIX::SecurityDesc);
  175. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  176. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  177. FIELD_SET(*this, FIX::Pool);
  178. FIELD_SET(*this, FIX::ContractSettlMonth);
  179. FIELD_SET(*this, FIX::CPProgram);
  180. FIELD_SET(*this, FIX::CPRegType);
  181. FIELD_SET(*this, FIX::DatedDate);
  182. FIELD_SET(*this, FIX::InterestAccrualDate);
  183. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  184. FIELD_SET(*this, FIX::FlowScheduleType);
  185. FIELD_SET(*this, FIX::RestructuringType);
  186. FIELD_SET(*this, FIX::Seniority);
  187. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  188. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  189. FIELD_SET(*this, FIX::AttachmentPoint);
  190. FIELD_SET(*this, FIX::DetachmentPoint);
  191. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  192. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  193. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  194. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  195. FIELD_SET(*this, FIX::OptPayoutType);
  196. FIELD_SET(*this, FIX::DeliveryForm);
  197. FIELD_SET(*this, FIX::PctAtRisk);
  198. FIELD_SET(*this, FIX::AgreementDesc);
  199. FIELD_SET(*this, FIX::AgreementID);
  200. FIELD_SET(*this, FIX::AgreementDate);
  201. FIELD_SET(*this, FIX::AgreementCurrency);
  202. FIELD_SET(*this, FIX::TerminationType);
  203. FIELD_SET(*this, FIX::StartDate);
  204. FIELD_SET(*this, FIX::EndDate);
  205. FIELD_SET(*this, FIX::DeliveryType);
  206. FIELD_SET(*this, FIX::MarginRatio);
  207. FIELD_SET(*this, FIX::NoUnderlyings);
  208. class NoUnderlyings: public FIX::Group
  209. {
  210. public:
  211. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {}
  212. FIELD_SET(*this, FIX::UnderlyingSymbol);
  213. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  214. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  215. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  216. FIELD_SET(*this, FIX::UnderlyingProduct);
  217. FIELD_SET(*this, FIX::UnderlyingCFICode);
  218. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  219. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  220. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  221. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  222. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  223. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  224. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  225. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  226. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  227. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  228. FIELD_SET(*this, FIX::UnderlyingFactor);
  229. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  230. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  231. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  232. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  233. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  234. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  235. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  236. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  237. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  238. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  239. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  240. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  241. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  242. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  243. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  244. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  245. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  246. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  247. FIELD_SET(*this, FIX::UnderlyingIssuer);
  248. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  249. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  250. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  251. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  252. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  253. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  254. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  255. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  256. FIELD_SET(*this, FIX::UnderlyingCurrency);
  257. FIELD_SET(*this, FIX::UnderlyingQty);
  258. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  259. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  260. FIELD_SET(*this, FIX::UnderlyingCashType);
  261. FIELD_SET(*this, FIX::UnderlyingPx);
  262. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  263. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  264. FIELD_SET(*this, FIX::UnderlyingStartValue);
  265. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  266. FIELD_SET(*this, FIX::UnderlyingEndValue);
  267. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  268. FIELD_SET(*this, FIX::UnderlyingFXRate);
  269. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  270. FIELD_SET(*this, FIX::UnderlyingCapValue);
  271. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  272. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  273. FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
  274. FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
  275. FIELD_SET(*this, FIX::UnderlyingRestructuringType);
  276. FIELD_SET(*this, FIX::UnderlyingSeniority);
  277. FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
  278. FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
  279. FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
  280. FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
  281. };
  282. FIELD_SET(*this, FIX::NoLegs);
  283. class NoLegs: public FIX::Group
  284. {
  285. public:
  286. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {}
  287. FIELD_SET(*this, FIX::LegSymbol);
  288. FIELD_SET(*this, FIX::LegSymbolSfx);
  289. FIELD_SET(*this, FIX::LegSecurityID);
  290. FIELD_SET(*this, FIX::LegSecurityIDSource);
  291. FIELD_SET(*this, FIX::LegProduct);
  292. FIELD_SET(*this, FIX::LegCFICode);
  293. FIELD_SET(*this, FIX::LegSecurityType);
  294. FIELD_SET(*this, FIX::LegSecuritySubType);
  295. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  296. FIELD_SET(*this, FIX::LegMaturityDate);
  297. FIELD_SET(*this, FIX::LegMaturityTime);
  298. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  299. FIELD_SET(*this, FIX::LegIssueDate);
  300. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  301. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  302. FIELD_SET(*this, FIX::LegRepurchaseRate);
  303. FIELD_SET(*this, FIX::LegFactor);
  304. FIELD_SET(*this, FIX::LegCreditRating);
  305. FIELD_SET(*this, FIX::LegInstrRegistry);
  306. FIELD_SET(*this, FIX::LegCountryOfIssue);
  307. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  308. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  309. FIELD_SET(*this, FIX::LegRedemptionDate);
  310. FIELD_SET(*this, FIX::LegStrikePrice);
  311. FIELD_SET(*this, FIX::LegStrikeCurrency);
  312. FIELD_SET(*this, FIX::LegOptAttribute);
  313. FIELD_SET(*this, FIX::LegContractMultiplier);
  314. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  315. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  316. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  317. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  318. FIELD_SET(*this, FIX::LegTimeUnit);
  319. FIELD_SET(*this, FIX::LegExerciseStyle);
  320. FIELD_SET(*this, FIX::LegCouponRate);
  321. FIELD_SET(*this, FIX::LegSecurityExchange);
  322. FIELD_SET(*this, FIX::LegIssuer);
  323. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  324. FIELD_SET(*this, FIX::EncodedLegIssuer);
  325. FIELD_SET(*this, FIX::LegSecurityDesc);
  326. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  327. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  328. FIELD_SET(*this, FIX::LegRatioQty);
  329. FIELD_SET(*this, FIX::LegSide);
  330. FIELD_SET(*this, FIX::LegCurrency);
  331. FIELD_SET(*this, FIX::LegPool);
  332. FIELD_SET(*this, FIX::LegDatedDate);
  333. FIELD_SET(*this, FIX::LegContractSettlMonth);
  334. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  335. FIELD_SET(*this, FIX::LegPutOrCall);
  336. FIELD_SET(*this, FIX::LegOptionRatio);
  337. FIELD_SET(*this, FIX::LegContractMultiplierUnit);
  338. FIELD_SET(*this, FIX::LegFlowScheduleType);
  339. };
  340. FIELD_SET(*this, FIX::YieldType);
  341. FIELD_SET(*this, FIX::Yield);
  342. FIELD_SET(*this, FIX::YieldCalcDate);
  343. FIELD_SET(*this, FIX::YieldRedemptionDate);
  344. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  345. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  346. FIELD_SET(*this, FIX::AllocQty);
  347. FIELD_SET(*this, FIX::QtyType);
  348. FIELD_SET(*this, FIX::Side);
  349. FIELD_SET(*this, FIX::Currency);
  350. FIELD_SET(*this, FIX::LastMkt);
  351. FIELD_SET(*this, FIX::NoCapacities);
  352. class NoCapacities: public FIX::Group
  353. {
  354. public:
  355. NoCapacities() : FIX::Group(862,528,FIX::message_order(528,529,863,0)) {}
  356. FIELD_SET(*this, FIX::OrderCapacity);
  357. FIELD_SET(*this, FIX::OrderRestrictions);
  358. FIELD_SET(*this, FIX::OrderCapacityQty);
  359. };
  360. FIELD_SET(*this, FIX::AllocAccount);
  361. FIELD_SET(*this, FIX::AllocAcctIDSource);
  362. FIELD_SET(*this, FIX::AllocAccountType);
  363. FIELD_SET(*this, FIX::AvgPx);
  364. FIELD_SET(*this, FIX::AvgPxPrecision);
  365. FIELD_SET(*this, FIX::PriceType);
  366. FIELD_SET(*this, FIX::AvgParPx);
  367. FIELD_SET(*this, FIX::Spread);
  368. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  369. FIELD_SET(*this, FIX::BenchmarkCurveName);
  370. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  371. FIELD_SET(*this, FIX::BenchmarkPrice);
  372. FIELD_SET(*this, FIX::BenchmarkPriceType);
  373. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  374. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  375. FIELD_SET(*this, FIX::ReportedPx);
  376. FIELD_SET(*this, FIX::Text);
  377. FIELD_SET(*this, FIX::EncodedTextLen);
  378. FIELD_SET(*this, FIX::EncodedText);
  379. FIELD_SET(*this, FIX::ProcessCode);
  380. FIELD_SET(*this, FIX::GrossTradeAmt);
  381. FIELD_SET(*this, FIX::NumDaysInterest);
  382. FIELD_SET(*this, FIX::ExDate);
  383. FIELD_SET(*this, FIX::AccruedInterestRate);
  384. FIELD_SET(*this, FIX::AccruedInterestAmt);
  385. FIELD_SET(*this, FIX::InterestAtMaturity);
  386. FIELD_SET(*this, FIX::EndAccruedInterestAmt);
  387. FIELD_SET(*this, FIX::StartCash);
  388. FIELD_SET(*this, FIX::EndCash);
  389. FIELD_SET(*this, FIX::Concession);
  390. FIELD_SET(*this, FIX::TotalTakedown);
  391. FIELD_SET(*this, FIX::NetMoney);
  392. FIELD_SET(*this, FIX::MaturityNetMoney);
  393. FIELD_SET(*this, FIX::SettlCurrAmt);
  394. FIELD_SET(*this, FIX::SettlCurrency);
  395. FIELD_SET(*this, FIX::SettlCurrFxRate);
  396. FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
  397. FIELD_SET(*this, FIX::SettlType);
  398. FIELD_SET(*this, FIX::SettlDate);
  399. FIELD_SET(*this, FIX::SettlDeliveryType);
  400. FIELD_SET(*this, FIX::StandInstDbType);
  401. FIELD_SET(*this, FIX::StandInstDbName);
  402. FIELD_SET(*this, FIX::StandInstDbID);
  403. FIELD_SET(*this, FIX::Commission);
  404. FIELD_SET(*this, FIX::CommType);
  405. FIELD_SET(*this, FIX::CommCurrency);
  406. FIELD_SET(*this, FIX::FundRenewWaiv);
  407. FIELD_SET(*this, FIX::SharedCommission);
  408. FIELD_SET(*this, FIX::NoStipulations);
  409. class NoStipulations: public FIX::Group
  410. {
  411. public:
  412. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  413. FIELD_SET(*this, FIX::StipulationType);
  414. FIELD_SET(*this, FIX::StipulationValue);
  415. };
  416. FIELD_SET(*this, FIX::NoMiscFees);
  417. class NoMiscFees: public FIX::Group
  418. {
  419. public:
  420. NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
  421. FIELD_SET(*this, FIX::MiscFeeAmt);
  422. FIELD_SET(*this, FIX::MiscFeeCurr);
  423. FIELD_SET(*this, FIX::MiscFeeType);
  424. FIELD_SET(*this, FIX::MiscFeeBasis);
  425. };
  426. };
  427. }
  428. #endif