MultilegOrderCancelReplace.h 21 KB

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  1. #ifndef FIX50SP2_MULTILEGORDERCANCELREPLACE_H
  2. #define FIX50SP2_MULTILEGORDERCANCELREPLACE_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class MultilegOrderCancelReplace : public Message
  7. {
  8. public:
  9. MultilegOrderCancelReplace() : Message(MsgType()) {}
  10. MultilegOrderCancelReplace(const FIX::Message& m) : Message(m) {}
  11. MultilegOrderCancelReplace(const Message& m) : Message(m) {}
  12. MultilegOrderCancelReplace(const MultilegOrderCancelReplace& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AC"); }
  14. MultilegOrderCancelReplace(
  15. const FIX::Side& aSide,
  16. const FIX::TransactTime& aTransactTime,
  17. const FIX::OrdType& aOrdType )
  18. : Message(MsgType())
  19. {
  20. set(aSide);
  21. set(aTransactTime);
  22. set(aOrdType);
  23. }
  24. FIELD_SET(*this, FIX::OrderID);
  25. FIELD_SET(*this, FIX::OrigClOrdID);
  26. FIELD_SET(*this, FIX::ClOrdID);
  27. FIELD_SET(*this, FIX::SecondaryClOrdID);
  28. FIELD_SET(*this, FIX::ClOrdLinkID);
  29. FIELD_SET(*this, FIX::OrigOrdModTime);
  30. FIELD_SET(*this, FIX::NoPartyIDs);
  31. class NoPartyIDs: public FIX::Group
  32. {
  33. public:
  34. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  35. FIELD_SET(*this, FIX::PartyID);
  36. FIELD_SET(*this, FIX::PartyIDSource);
  37. FIELD_SET(*this, FIX::PartyRole);
  38. FIELD_SET(*this, FIX::NoPartySubIDs);
  39. class NoPartySubIDs: public FIX::Group
  40. {
  41. public:
  42. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  43. FIELD_SET(*this, FIX::PartySubID);
  44. FIELD_SET(*this, FIX::PartySubIDType);
  45. };
  46. };
  47. FIELD_SET(*this, FIX::TradeOriginationDate);
  48. FIELD_SET(*this, FIX::TradeDate);
  49. FIELD_SET(*this, FIX::Account);
  50. FIELD_SET(*this, FIX::AcctIDSource);
  51. FIELD_SET(*this, FIX::AccountType);
  52. FIELD_SET(*this, FIX::DayBookingInst);
  53. FIELD_SET(*this, FIX::BookingUnit);
  54. FIELD_SET(*this, FIX::PreallocMethod);
  55. FIELD_SET(*this, FIX::AllocID);
  56. FIELD_SET(*this, FIX::NoAllocs);
  57. class NoAllocs: public FIX::Group
  58. {
  59. public:
  60. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,948,80,0)) {}
  61. FIELD_SET(*this, FIX::AllocAccount);
  62. FIELD_SET(*this, FIX::AllocAcctIDSource);
  63. FIELD_SET(*this, FIX::AllocSettlCurrency);
  64. FIELD_SET(*this, FIX::IndividualAllocID);
  65. FIELD_SET(*this, FIX::NoNested3PartyIDs);
  66. class NoNested3PartyIDs: public FIX::Group
  67. {
  68. public:
  69. NoNested3PartyIDs() : FIX::Group(948,949,FIX::message_order(949,950,951,952,0)) {}
  70. FIELD_SET(*this, FIX::Nested3PartyID);
  71. FIELD_SET(*this, FIX::Nested3PartyIDSource);
  72. FIELD_SET(*this, FIX::Nested3PartyRole);
  73. FIELD_SET(*this, FIX::NoNested3PartySubIDs);
  74. class NoNested3PartySubIDs: public FIX::Group
  75. {
  76. public:
  77. NoNested3PartySubIDs() : FIX::Group(952,953,FIX::message_order(953,954,0)) {}
  78. FIELD_SET(*this, FIX::Nested3PartySubID);
  79. FIELD_SET(*this, FIX::Nested3PartySubIDType);
  80. };
  81. };
  82. FIELD_SET(*this, FIX::AllocQty);
  83. };
  84. FIELD_SET(*this, FIX::SettlType);
  85. FIELD_SET(*this, FIX::SettlDate);
  86. FIELD_SET(*this, FIX::CashMargin);
  87. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  88. FIELD_SET(*this, FIX::HandlInst);
  89. FIELD_SET(*this, FIX::ExecInst);
  90. FIELD_SET(*this, FIX::MinQty);
  91. FIELD_SET(*this, FIX::MatchIncrement);
  92. FIELD_SET(*this, FIX::MaxPriceLevels);
  93. FIELD_SET(*this, FIX::DisplayQty);
  94. FIELD_SET(*this, FIX::SecondaryDisplayQty);
  95. FIELD_SET(*this, FIX::DisplayWhen);
  96. FIELD_SET(*this, FIX::DisplayMethod);
  97. FIELD_SET(*this, FIX::DisplayLowQty);
  98. FIELD_SET(*this, FIX::DisplayHighQty);
  99. FIELD_SET(*this, FIX::DisplayMinIncr);
  100. FIELD_SET(*this, FIX::RefreshQty);
  101. FIELD_SET(*this, FIX::MaxFloor);
  102. FIELD_SET(*this, FIX::ExDestination);
  103. FIELD_SET(*this, FIX::ExDestinationIDSource);
  104. FIELD_SET(*this, FIX::NoTradingSessions);
  105. class NoTradingSessions: public FIX::Group
  106. {
  107. public:
  108. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
  109. FIELD_SET(*this, FIX::TradingSessionID);
  110. FIELD_SET(*this, FIX::TradingSessionSubID);
  111. };
  112. FIELD_SET(*this, FIX::ProcessCode);
  113. FIELD_SET(*this, FIX::Side);
  114. FIELD_SET(*this, FIX::Symbol);
  115. FIELD_SET(*this, FIX::SymbolSfx);
  116. FIELD_SET(*this, FIX::SecurityID);
  117. FIELD_SET(*this, FIX::SecurityIDSource);
  118. FIELD_SET(*this, FIX::Product);
  119. FIELD_SET(*this, FIX::ProductComplex);
  120. FIELD_SET(*this, FIX::SecurityGroup);
  121. FIELD_SET(*this, FIX::CFICode);
  122. FIELD_SET(*this, FIX::SecurityType);
  123. FIELD_SET(*this, FIX::SecuritySubType);
  124. FIELD_SET(*this, FIX::MaturityMonthYear);
  125. FIELD_SET(*this, FIX::MaturityDate);
  126. FIELD_SET(*this, FIX::MaturityTime);
  127. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  128. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  129. FIELD_SET(*this, FIX::SecurityStatus);
  130. FIELD_SET(*this, FIX::CouponPaymentDate);
  131. FIELD_SET(*this, FIX::IssueDate);
  132. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  133. FIELD_SET(*this, FIX::RepurchaseTerm);
  134. FIELD_SET(*this, FIX::RepurchaseRate);
  135. FIELD_SET(*this, FIX::Factor);
  136. FIELD_SET(*this, FIX::CreditRating);
  137. FIELD_SET(*this, FIX::InstrRegistry);
  138. FIELD_SET(*this, FIX::CountryOfIssue);
  139. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  140. FIELD_SET(*this, FIX::LocaleOfIssue);
  141. FIELD_SET(*this, FIX::RedemptionDate);
  142. FIELD_SET(*this, FIX::StrikePrice);
  143. FIELD_SET(*this, FIX::StrikeCurrency);
  144. FIELD_SET(*this, FIX::StrikeMultiplier);
  145. FIELD_SET(*this, FIX::StrikeValue);
  146. FIELD_SET(*this, FIX::OptAttribute);
  147. FIELD_SET(*this, FIX::ContractMultiplier);
  148. FIELD_SET(*this, FIX::MinPriceIncrement);
  149. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  150. FIELD_SET(*this, FIX::UnitOfMeasure);
  151. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  152. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  153. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  154. FIELD_SET(*this, FIX::SettlMethod);
  155. FIELD_SET(*this, FIX::ExerciseStyle);
  156. FIELD_SET(*this, FIX::OptPayoutAmount);
  157. FIELD_SET(*this, FIX::PriceQuoteMethod);
  158. FIELD_SET(*this, FIX::ValuationMethod);
  159. FIELD_SET(*this, FIX::ListMethod);
  160. FIELD_SET(*this, FIX::CapPrice);
  161. FIELD_SET(*this, FIX::FloorPrice);
  162. FIELD_SET(*this, FIX::PutOrCall);
  163. FIELD_SET(*this, FIX::FlexibleIndicator);
  164. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  165. FIELD_SET(*this, FIX::TimeUnit);
  166. FIELD_SET(*this, FIX::CouponRate);
  167. FIELD_SET(*this, FIX::SecurityExchange);
  168. FIELD_SET(*this, FIX::PositionLimit);
  169. FIELD_SET(*this, FIX::NTPositionLimit);
  170. FIELD_SET(*this, FIX::Issuer);
  171. FIELD_SET(*this, FIX::EncodedIssuerLen);
  172. FIELD_SET(*this, FIX::EncodedIssuer);
  173. FIELD_SET(*this, FIX::SecurityDesc);
  174. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  175. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  176. FIELD_SET(*this, FIX::Pool);
  177. FIELD_SET(*this, FIX::ContractSettlMonth);
  178. FIELD_SET(*this, FIX::CPProgram);
  179. FIELD_SET(*this, FIX::CPRegType);
  180. FIELD_SET(*this, FIX::DatedDate);
  181. FIELD_SET(*this, FIX::InterestAccrualDate);
  182. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  183. FIELD_SET(*this, FIX::FlowScheduleType);
  184. FIELD_SET(*this, FIX::RestructuringType);
  185. FIELD_SET(*this, FIX::Seniority);
  186. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  187. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  188. FIELD_SET(*this, FIX::AttachmentPoint);
  189. FIELD_SET(*this, FIX::DetachmentPoint);
  190. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  191. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  192. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  193. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  194. FIELD_SET(*this, FIX::OptPayoutType);
  195. FIELD_SET(*this, FIX::NoUnderlyings);
  196. class NoUnderlyings: public FIX::Group
  197. {
  198. public:
  199. 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)) {}
  200. FIELD_SET(*this, FIX::UnderlyingSymbol);
  201. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  202. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  203. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  204. FIELD_SET(*this, FIX::UnderlyingProduct);
  205. FIELD_SET(*this, FIX::UnderlyingCFICode);
  206. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  207. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  208. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  209. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  210. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  211. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  212. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  213. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  214. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  215. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  216. FIELD_SET(*this, FIX::UnderlyingFactor);
  217. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  218. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  219. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  220. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  221. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  222. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  223. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  224. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  225. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  226. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  227. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  228. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  229. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  230. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  231. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  232. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  233. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  234. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  235. FIELD_SET(*this, FIX::UnderlyingIssuer);
  236. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  237. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  238. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  239. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  240. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  241. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  242. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  243. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  244. FIELD_SET(*this, FIX::UnderlyingCurrency);
  245. FIELD_SET(*this, FIX::UnderlyingQty);
  246. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  247. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  248. FIELD_SET(*this, FIX::UnderlyingCashType);
  249. FIELD_SET(*this, FIX::UnderlyingPx);
  250. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  251. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  252. FIELD_SET(*this, FIX::UnderlyingStartValue);
  253. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  254. FIELD_SET(*this, FIX::UnderlyingEndValue);
  255. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  256. FIELD_SET(*this, FIX::UnderlyingFXRate);
  257. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  258. FIELD_SET(*this, FIX::UnderlyingCapValue);
  259. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  260. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  261. FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
  262. FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
  263. FIELD_SET(*this, FIX::UnderlyingRestructuringType);
  264. FIELD_SET(*this, FIX::UnderlyingSeniority);
  265. FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
  266. FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
  267. FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
  268. FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
  269. };
  270. FIELD_SET(*this, FIX::PrevClosePx);
  271. FIELD_SET(*this, FIX::SwapPoints);
  272. FIELD_SET(*this, FIX::NoLegs);
  273. class NoLegs: public FIX::Group
  274. {
  275. public:
  276. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,687,690,683,1366,670,564,565,539,654,587,588,675,685,1379,1381,1383,1384,0)) {}
  277. FIELD_SET(*this, FIX::LegSymbol);
  278. FIELD_SET(*this, FIX::LegSymbolSfx);
  279. FIELD_SET(*this, FIX::LegSecurityID);
  280. FIELD_SET(*this, FIX::LegSecurityIDSource);
  281. FIELD_SET(*this, FIX::LegProduct);
  282. FIELD_SET(*this, FIX::LegCFICode);
  283. FIELD_SET(*this, FIX::LegSecurityType);
  284. FIELD_SET(*this, FIX::LegSecuritySubType);
  285. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  286. FIELD_SET(*this, FIX::LegMaturityDate);
  287. FIELD_SET(*this, FIX::LegMaturityTime);
  288. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  289. FIELD_SET(*this, FIX::LegIssueDate);
  290. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  291. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  292. FIELD_SET(*this, FIX::LegRepurchaseRate);
  293. FIELD_SET(*this, FIX::LegFactor);
  294. FIELD_SET(*this, FIX::LegCreditRating);
  295. FIELD_SET(*this, FIX::LegInstrRegistry);
  296. FIELD_SET(*this, FIX::LegCountryOfIssue);
  297. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  298. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  299. FIELD_SET(*this, FIX::LegRedemptionDate);
  300. FIELD_SET(*this, FIX::LegStrikePrice);
  301. FIELD_SET(*this, FIX::LegStrikeCurrency);
  302. FIELD_SET(*this, FIX::LegOptAttribute);
  303. FIELD_SET(*this, FIX::LegContractMultiplier);
  304. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  305. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  306. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  307. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  308. FIELD_SET(*this, FIX::LegTimeUnit);
  309. FIELD_SET(*this, FIX::LegExerciseStyle);
  310. FIELD_SET(*this, FIX::LegCouponRate);
  311. FIELD_SET(*this, FIX::LegSecurityExchange);
  312. FIELD_SET(*this, FIX::LegIssuer);
  313. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  314. FIELD_SET(*this, FIX::EncodedLegIssuer);
  315. FIELD_SET(*this, FIX::LegSecurityDesc);
  316. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  317. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  318. FIELD_SET(*this, FIX::LegRatioQty);
  319. FIELD_SET(*this, FIX::LegSide);
  320. FIELD_SET(*this, FIX::LegCurrency);
  321. FIELD_SET(*this, FIX::LegPool);
  322. FIELD_SET(*this, FIX::LegDatedDate);
  323. FIELD_SET(*this, FIX::LegContractSettlMonth);
  324. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  325. FIELD_SET(*this, FIX::LegPutOrCall);
  326. FIELD_SET(*this, FIX::LegOptionRatio);
  327. FIELD_SET(*this, FIX::LegContractMultiplierUnit);
  328. FIELD_SET(*this, FIX::LegFlowScheduleType);
  329. FIELD_SET(*this, FIX::LegQty);
  330. FIELD_SET(*this, FIX::LegSwapType);
  331. FIELD_SET(*this, FIX::NoLegStipulations);
  332. class NoLegStipulations: public FIX::Group
  333. {
  334. public:
  335. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  336. FIELD_SET(*this, FIX::LegStipulationType);
  337. FIELD_SET(*this, FIX::LegStipulationValue);
  338. };
  339. FIELD_SET(*this, FIX::LegAllocID);
  340. FIELD_SET(*this, FIX::NoLegAllocs);
  341. class NoLegAllocs: public FIX::Group
  342. {
  343. public:
  344. NoLegAllocs() : FIX::Group(670,671,FIX::message_order(671,672,756,673,674,1367,0)) {}
  345. FIELD_SET(*this, FIX::LegAllocAccount);
  346. FIELD_SET(*this, FIX::LegIndividualAllocID);
  347. FIELD_SET(*this, FIX::NoNested2PartyIDs);
  348. class NoNested2PartyIDs: public FIX::Group
  349. {
  350. public:
  351. NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
  352. FIELD_SET(*this, FIX::Nested2PartyID);
  353. FIELD_SET(*this, FIX::Nested2PartyIDSource);
  354. FIELD_SET(*this, FIX::Nested2PartyRole);
  355. FIELD_SET(*this, FIX::NoNested2PartySubIDs);
  356. class NoNested2PartySubIDs: public FIX::Group
  357. {
  358. public:
  359. NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
  360. FIELD_SET(*this, FIX::Nested2PartySubID);
  361. FIELD_SET(*this, FIX::Nested2PartySubIDType);
  362. };
  363. };
  364. FIELD_SET(*this, FIX::LegAllocQty);
  365. FIELD_SET(*this, FIX::LegAllocAcctIDSource);
  366. FIELD_SET(*this, FIX::LegAllocSettlCurrency);
  367. };
  368. FIELD_SET(*this, FIX::LegPositionEffect);
  369. FIELD_SET(*this, FIX::LegCoveredOrUncovered);
  370. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  371. class NoNestedPartyIDs: public FIX::Group
  372. {
  373. public:
  374. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  375. FIELD_SET(*this, FIX::NestedPartyID);
  376. FIELD_SET(*this, FIX::NestedPartyIDSource);
  377. FIELD_SET(*this, FIX::NestedPartyRole);
  378. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  379. class NoNestedPartySubIDs: public FIX::Group
  380. {
  381. public:
  382. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  383. FIELD_SET(*this, FIX::NestedPartySubID);
  384. FIELD_SET(*this, FIX::NestedPartySubIDType);
  385. };
  386. };
  387. FIELD_SET(*this, FIX::LegRefID);
  388. FIELD_SET(*this, FIX::LegSettlType);
  389. FIELD_SET(*this, FIX::LegSettlDate);
  390. FIELD_SET(*this, FIX::LegSettlCurrency);
  391. FIELD_SET(*this, FIX::LegOrderQty);
  392. FIELD_SET(*this, FIX::LegVolatility);
  393. FIELD_SET(*this, FIX::LegDividendYield);
  394. FIELD_SET(*this, FIX::LegCurrencyRatio);
  395. FIELD_SET(*this, FIX::LegExecInst);
  396. };
  397. FIELD_SET(*this, FIX::LocateReqd);
  398. FIELD_SET(*this, FIX::TransactTime);
  399. FIELD_SET(*this, FIX::QtyType);
  400. FIELD_SET(*this, FIX::OrderQty);
  401. FIELD_SET(*this, FIX::CashOrderQty);
  402. FIELD_SET(*this, FIX::OrderPercent);
  403. FIELD_SET(*this, FIX::RoundingDirection);
  404. FIELD_SET(*this, FIX::RoundingModulus);
  405. FIELD_SET(*this, FIX::OrdType);
  406. FIELD_SET(*this, FIX::MultilegModel);
  407. FIELD_SET(*this, FIX::MultilegPriceMethod);
  408. FIELD_SET(*this, FIX::PriceType);
  409. FIELD_SET(*this, FIX::Price);
  410. FIELD_SET(*this, FIX::PriceProtectionScope);
  411. FIELD_SET(*this, FIX::StopPx);
  412. FIELD_SET(*this, FIX::TriggerType);
  413. FIELD_SET(*this, FIX::TriggerAction);
  414. FIELD_SET(*this, FIX::TriggerPrice);
  415. FIELD_SET(*this, FIX::TriggerSymbol);
  416. FIELD_SET(*this, FIX::TriggerSecurityID);
  417. FIELD_SET(*this, FIX::TriggerSecurityIDSource);
  418. FIELD_SET(*this, FIX::TriggerSecurityDesc);
  419. FIELD_SET(*this, FIX::TriggerPriceType);
  420. FIELD_SET(*this, FIX::TriggerPriceTypeScope);
  421. FIELD_SET(*this, FIX::TriggerPriceDirection);
  422. FIELD_SET(*this, FIX::TriggerNewPrice);
  423. FIELD_SET(*this, FIX::TriggerOrderType);
  424. FIELD_SET(*this, FIX::TriggerNewQty);
  425. FIELD_SET(*this, FIX::TriggerTradingSessionID);
  426. FIELD_SET(*this, FIX::TriggerTradingSessionSubID);
  427. FIELD_SET(*this, FIX::Currency);
  428. FIELD_SET(*this, FIX::ComplianceID);
  429. FIELD_SET(*this, FIX::SolicitedFlag);
  430. FIELD_SET(*this, FIX::IOIID);
  431. FIELD_SET(*this, FIX::QuoteID);
  432. FIELD_SET(*this, FIX::TimeInForce);
  433. FIELD_SET(*this, FIX::EffectiveTime);
  434. FIELD_SET(*this, FIX::ExpireDate);
  435. FIELD_SET(*this, FIX::ExpireTime);
  436. FIELD_SET(*this, FIX::GTBookingInst);
  437. FIELD_SET(*this, FIX::Commission);
  438. FIELD_SET(*this, FIX::CommType);
  439. FIELD_SET(*this, FIX::CommCurrency);
  440. FIELD_SET(*this, FIX::FundRenewWaiv);
  441. FIELD_SET(*this, FIX::OrderCapacity);
  442. FIELD_SET(*this, FIX::OrderRestrictions);
  443. FIELD_SET(*this, FIX::PreTradeAnonymity);
  444. FIELD_SET(*this, FIX::CustOrderCapacity);
  445. FIELD_SET(*this, FIX::ForexReq);
  446. FIELD_SET(*this, FIX::SettlCurrency);
  447. FIELD_SET(*this, FIX::BookingType);
  448. FIELD_SET(*this, FIX::Text);
  449. FIELD_SET(*this, FIX::EncodedTextLen);
  450. FIELD_SET(*this, FIX::EncodedText);
  451. FIELD_SET(*this, FIX::PositionEffect);
  452. FIELD_SET(*this, FIX::CoveredOrUncovered);
  453. FIELD_SET(*this, FIX::MaxShow);
  454. FIELD_SET(*this, FIX::PegOffsetValue);
  455. FIELD_SET(*this, FIX::PegPriceType);
  456. FIELD_SET(*this, FIX::PegMoveType);
  457. FIELD_SET(*this, FIX::PegOffsetType);
  458. FIELD_SET(*this, FIX::PegLimitType);
  459. FIELD_SET(*this, FIX::PegRoundDirection);
  460. FIELD_SET(*this, FIX::PegScope);
  461. FIELD_SET(*this, FIX::PegSecurityIDSource);
  462. FIELD_SET(*this, FIX::PegSecurityID);
  463. FIELD_SET(*this, FIX::PegSymbol);
  464. FIELD_SET(*this, FIX::PegSecurityDesc);
  465. FIELD_SET(*this, FIX::DiscretionInst);
  466. FIELD_SET(*this, FIX::DiscretionOffsetValue);
  467. FIELD_SET(*this, FIX::DiscretionMoveType);
  468. FIELD_SET(*this, FIX::DiscretionOffsetType);
  469. FIELD_SET(*this, FIX::DiscretionLimitType);
  470. FIELD_SET(*this, FIX::DiscretionRoundDirection);
  471. FIELD_SET(*this, FIX::DiscretionScope);
  472. FIELD_SET(*this, FIX::TargetStrategy);
  473. FIELD_SET(*this, FIX::NoStrategyParameters);
  474. class NoStrategyParameters: public FIX::Group
  475. {
  476. public:
  477. NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {}
  478. FIELD_SET(*this, FIX::StrategyParameterName);
  479. FIELD_SET(*this, FIX::StrategyParameterType);
  480. FIELD_SET(*this, FIX::StrategyParameterValue);
  481. };
  482. FIELD_SET(*this, FIX::TargetStrategyParameters);
  483. FIELD_SET(*this, FIX::RiskFreeRate);
  484. FIELD_SET(*this, FIX::ParticipationRate);
  485. FIELD_SET(*this, FIX::CancellationRights);
  486. FIELD_SET(*this, FIX::MoneyLaunderingStatus);
  487. FIELD_SET(*this, FIX::RegistID);
  488. FIELD_SET(*this, FIX::Designation);
  489. FIELD_SET(*this, FIX::MultiLegRptTypeReq);
  490. };
  491. }
  492. #endif