tickserver/api/gofix/include/quickfix/fix43/TradeCaptureReport.h

#ifndef FIX43_TRADECAPTUREREPORT_H
#define FIX43_TRADECAPTUREREPORT_H

#include "Message.h"

namespace FIX43
{

  class TradeCaptureReport : public Message
  {
  public:
    TradeCaptureReport() : Message(MsgType()) {}
    TradeCaptureReport(const FIX::Message& m) : Message(m) {}
    TradeCaptureReport(const Message& m) : Message(m) {}
    TradeCaptureReport(const TradeCaptureReport& m) : Message(m) {}
    static FIX::MsgType MsgType() { return FIX::MsgType("AE"); }

    TradeCaptureReport(
      const FIX::TradeReportID& aTradeReportID,
      const FIX::ExecType& aExecType,
      const FIX::PreviouslyReported& aPreviouslyReported,
      const FIX::LastQty& aLastQty,
      const FIX::LastPx& aLastPx,
      const FIX::TradeDate& aTradeDate,
      const FIX::TransactTime& aTransactTime )
    : Message(MsgType())
    {
      set(aTradeReportID);
      set(aExecType);
      set(aPreviouslyReported);
      set(aLastQty);
      set(aLastPx);
      set(aTradeDate);
      set(aTransactTime);
    }

    FIELD_SET(*this, FIX::TradeReportID);
    FIELD_SET(*this, FIX::TradeReportTransType);
    FIELD_SET(*this, FIX::TradeRequestID);
    FIELD_SET(*this, FIX::ExecType);
    FIELD_SET(*this, FIX::TradeReportRefID);
    FIELD_SET(*this, FIX::ExecID);
    FIELD_SET(*this, FIX::SecondaryExecID);
    FIELD_SET(*this, FIX::ExecRestatementReason);
    FIELD_SET(*this, FIX::PreviouslyReported);
    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::CFICode);
    FIELD_SET(*this, FIX::SecurityType);
    FIELD_SET(*this, FIX::MaturityMonthYear);
    FIELD_SET(*this, FIX::MaturityDate);
    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::OptAttribute);
    FIELD_SET(*this, FIX::ContractMultiplier);
    FIELD_SET(*this, FIX::CouponRate);
    FIELD_SET(*this, FIX::SecurityExchange);
    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::NoSecurityAltID);
    class NoSecurityAltID: public FIX::Group
    {
    public:
    NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
      FIELD_SET(*this, FIX::SecurityAltID);
      FIELD_SET(*this, FIX::SecurityAltIDSource);
    };
    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::LastQty);
    FIELD_SET(*this, FIX::LastPx);
    FIELD_SET(*this, FIX::LastSpotRate);
    FIELD_SET(*this, FIX::LastForwardPoints);
    FIELD_SET(*this, FIX::LastMkt);
    FIELD_SET(*this, FIX::TradeDate);
    FIELD_SET(*this, FIX::TransactTime);
    FIELD_SET(*this, FIX::SettlmntTyp);
    FIELD_SET(*this, FIX::FutSettDate);
    FIELD_SET(*this, FIX::MatchStatus);
    FIELD_SET(*this, FIX::MatchType);
    FIELD_SET(*this, FIX::NoSides);
    class NoSides: public FIX::Group
    {
    public:
    NoSides() : FIX::Group(552,54,FIX::message_order(54,37,198,11,453,1,581,81,575,576,635,578,579,15,376,377,528,529,582,483,336,625,12,13,479,497,381,157,230,158,159,238,237,118,119,120,155,156,77,58,354,355,442,518,136,0)) {}
      FIELD_SET(*this, FIX::Side);
      FIELD_SET(*this, FIX::OrderID);
      FIELD_SET(*this, FIX::SecondaryOrderID);
      FIELD_SET(*this, FIX::ClOrdID);
      FIELD_SET(*this, FIX::NoPartyIDs);
      class NoPartyIDs: public FIX::Group
      {
      public:
      NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
        FIELD_SET(*this, FIX::PartyID);
        FIELD_SET(*this, FIX::PartyIDSource);
        FIELD_SET(*this, FIX::PartyRole);
        FIELD_SET(*this, FIX::PartySubID);
      };
      FIELD_SET(*this, FIX::Account);
      FIELD_SET(*this, FIX::AccountType);
      FIELD_SET(*this, FIX::ProcessCode);
      FIELD_SET(*this, FIX::OddLot);
      FIELD_SET(*this, FIX::ClearingFeeIndicator);
      FIELD_SET(*this, FIX::TradeInputSource);
      FIELD_SET(*this, FIX::TradeInputDevice);
      FIELD_SET(*this, FIX::Currency);
      FIELD_SET(*this, FIX::ComplianceID);
      FIELD_SET(*this, FIX::SolicitedFlag);
      FIELD_SET(*this, FIX::OrderCapacity);
      FIELD_SET(*this, FIX::OrderRestrictions);
      FIELD_SET(*this, FIX::CustOrderCapacity);
      FIELD_SET(*this, FIX::TransBkdTime);
      FIELD_SET(*this, FIX::TradingSessionID);
      FIELD_SET(*this, FIX::TradingSessionSubID);
      FIELD_SET(*this, FIX::Commission);
      FIELD_SET(*this, FIX::CommType);
      FIELD_SET(*this, FIX::CommCurrency);
      FIELD_SET(*this, FIX::FundRenewWaiv);
      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::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::PositionEffect);
      FIELD_SET(*this, FIX::Text);
      FIELD_SET(*this, FIX::EncodedTextLen);
      FIELD_SET(*this, FIX::EncodedText);
      FIELD_SET(*this, FIX::MultiLegReportingType);
      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::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::NoMiscFees);
      class NoMiscFees: public FIX::Group
      {
      public:
      NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,0)) {}
        FIELD_SET(*this, FIX::MiscFeeAmt);
        FIELD_SET(*this, FIX::MiscFeeCurr);
        FIELD_SET(*this, FIX::MiscFeeType);
      };
    };
  };

}

#endif