AllocationReport.h 22 KB

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  1. #ifndef FIX50SP2_ALLOCATIONREPORT_H
  2. #define FIX50SP2_ALLOCATIONREPORT_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class AllocationReport : public Message
  7. {
  8. public:
  9. AllocationReport() : Message(MsgType()) {}
  10. AllocationReport(const FIX::Message& m) : Message(m) {}
  11. AllocationReport(const Message& m) : Message(m) {}
  12. AllocationReport(const AllocationReport& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AS"); }
  14. AllocationReport(
  15. const FIX::AllocReportID& aAllocReportID,
  16. const FIX::AllocTransType& aAllocTransType,
  17. const FIX::AllocReportType& aAllocReportType,
  18. const FIX::AllocStatus& aAllocStatus,
  19. const FIX::Side& aSide,
  20. const FIX::Quantity& aQuantity,
  21. const FIX::AvgPx& aAvgPx,
  22. const FIX::TradeDate& aTradeDate )
  23. : Message(MsgType())
  24. {
  25. set(aAllocReportID);
  26. set(aAllocTransType);
  27. set(aAllocReportType);
  28. set(aAllocStatus);
  29. set(aSide);
  30. set(aQuantity);
  31. set(aAvgPx);
  32. set(aTradeDate);
  33. }
  34. FIELD_SET(*this, FIX::AllocReportID);
  35. FIELD_SET(*this, FIX::AllocID);
  36. FIELD_SET(*this, FIX::AllocTransType);
  37. FIELD_SET(*this, FIX::AllocReportRefID);
  38. FIELD_SET(*this, FIX::AllocCancReplaceReason);
  39. FIELD_SET(*this, FIX::SecondaryAllocID);
  40. FIELD_SET(*this, FIX::AllocReportType);
  41. FIELD_SET(*this, FIX::AllocStatus);
  42. FIELD_SET(*this, FIX::AllocRejCode);
  43. FIELD_SET(*this, FIX::RefAllocID);
  44. FIELD_SET(*this, FIX::AllocIntermedReqType);
  45. FIELD_SET(*this, FIX::AllocLinkID);
  46. FIELD_SET(*this, FIX::AllocLinkType);
  47. FIELD_SET(*this, FIX::BookingRefID);
  48. FIELD_SET(*this, FIX::ClearingBusinessDate);
  49. FIELD_SET(*this, FIX::TrdType);
  50. FIELD_SET(*this, FIX::TrdSubType);
  51. FIELD_SET(*this, FIX::MultiLegReportingType);
  52. FIELD_SET(*this, FIX::CustOrderCapacity);
  53. FIELD_SET(*this, FIX::TradeInputSource);
  54. FIELD_SET(*this, FIX::RndPx);
  55. FIELD_SET(*this, FIX::MessageEventSource);
  56. FIELD_SET(*this, FIX::TradeInputDevice);
  57. FIELD_SET(*this, FIX::AvgPxIndicator);
  58. FIELD_SET(*this, FIX::AllocNoOrdersType);
  59. FIELD_SET(*this, FIX::NoOrders);
  60. class NoOrders: public FIX::Group
  61. {
  62. public:
  63. NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,756,38,799,800,0)) {}
  64. FIELD_SET(*this, FIX::ClOrdID);
  65. FIELD_SET(*this, FIX::OrderID);
  66. FIELD_SET(*this, FIX::SecondaryOrderID);
  67. FIELD_SET(*this, FIX::SecondaryClOrdID);
  68. FIELD_SET(*this, FIX::ListID);
  69. FIELD_SET(*this, FIX::NoNested2PartyIDs);
  70. class NoNested2PartyIDs: public FIX::Group
  71. {
  72. public:
  73. NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
  74. FIELD_SET(*this, FIX::Nested2PartyID);
  75. FIELD_SET(*this, FIX::Nested2PartyIDSource);
  76. FIELD_SET(*this, FIX::Nested2PartyRole);
  77. FIELD_SET(*this, FIX::NoNested2PartySubIDs);
  78. class NoNested2PartySubIDs: public FIX::Group
  79. {
  80. public:
  81. NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
  82. FIELD_SET(*this, FIX::Nested2PartySubID);
  83. FIELD_SET(*this, FIX::Nested2PartySubIDType);
  84. };
  85. };
  86. FIELD_SET(*this, FIX::OrderQty);
  87. FIELD_SET(*this, FIX::OrderAvgPx);
  88. FIELD_SET(*this, FIX::OrderBookingQty);
  89. };
  90. FIELD_SET(*this, FIX::NoExecs);
  91. class NoExecs: public FIX::Group
  92. {
  93. public:
  94. NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,527,31,669,29,1003,1041,0)) {}
  95. FIELD_SET(*this, FIX::LastQty);
  96. FIELD_SET(*this, FIX::ExecID);
  97. FIELD_SET(*this, FIX::SecondaryExecID);
  98. FIELD_SET(*this, FIX::LastPx);
  99. FIELD_SET(*this, FIX::LastParPx);
  100. FIELD_SET(*this, FIX::LastCapacity);
  101. FIELD_SET(*this, FIX::TradeID);
  102. FIELD_SET(*this, FIX::FirmTradeID);
  103. };
  104. FIELD_SET(*this, FIX::PreviouslyReported);
  105. FIELD_SET(*this, FIX::ReversalIndicator);
  106. FIELD_SET(*this, FIX::MatchType);
  107. FIELD_SET(*this, FIX::Side);
  108. FIELD_SET(*this, FIX::Symbol);
  109. FIELD_SET(*this, FIX::SymbolSfx);
  110. FIELD_SET(*this, FIX::SecurityID);
  111. FIELD_SET(*this, FIX::SecurityIDSource);
  112. FIELD_SET(*this, FIX::Product);
  113. FIELD_SET(*this, FIX::ProductComplex);
  114. FIELD_SET(*this, FIX::SecurityGroup);
  115. FIELD_SET(*this, FIX::CFICode);
  116. FIELD_SET(*this, FIX::SecurityType);
  117. FIELD_SET(*this, FIX::SecuritySubType);
  118. FIELD_SET(*this, FIX::MaturityMonthYear);
  119. FIELD_SET(*this, FIX::MaturityDate);
  120. FIELD_SET(*this, FIX::MaturityTime);
  121. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  122. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  123. FIELD_SET(*this, FIX::SecurityStatus);
  124. FIELD_SET(*this, FIX::CouponPaymentDate);
  125. FIELD_SET(*this, FIX::IssueDate);
  126. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  127. FIELD_SET(*this, FIX::RepurchaseTerm);
  128. FIELD_SET(*this, FIX::RepurchaseRate);
  129. FIELD_SET(*this, FIX::Factor);
  130. FIELD_SET(*this, FIX::CreditRating);
  131. FIELD_SET(*this, FIX::InstrRegistry);
  132. FIELD_SET(*this, FIX::CountryOfIssue);
  133. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  134. FIELD_SET(*this, FIX::LocaleOfIssue);
  135. FIELD_SET(*this, FIX::RedemptionDate);
  136. FIELD_SET(*this, FIX::StrikePrice);
  137. FIELD_SET(*this, FIX::StrikeCurrency);
  138. FIELD_SET(*this, FIX::StrikeMultiplier);
  139. FIELD_SET(*this, FIX::StrikeValue);
  140. FIELD_SET(*this, FIX::OptAttribute);
  141. FIELD_SET(*this, FIX::ContractMultiplier);
  142. FIELD_SET(*this, FIX::MinPriceIncrement);
  143. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  144. FIELD_SET(*this, FIX::UnitOfMeasure);
  145. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  146. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  147. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  148. FIELD_SET(*this, FIX::SettlMethod);
  149. FIELD_SET(*this, FIX::ExerciseStyle);
  150. FIELD_SET(*this, FIX::OptPayoutAmount);
  151. FIELD_SET(*this, FIX::PriceQuoteMethod);
  152. FIELD_SET(*this, FIX::ValuationMethod);
  153. FIELD_SET(*this, FIX::ListMethod);
  154. FIELD_SET(*this, FIX::CapPrice);
  155. FIELD_SET(*this, FIX::FloorPrice);
  156. FIELD_SET(*this, FIX::PutOrCall);
  157. FIELD_SET(*this, FIX::FlexibleIndicator);
  158. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  159. FIELD_SET(*this, FIX::TimeUnit);
  160. FIELD_SET(*this, FIX::CouponRate);
  161. FIELD_SET(*this, FIX::SecurityExchange);
  162. FIELD_SET(*this, FIX::PositionLimit);
  163. FIELD_SET(*this, FIX::NTPositionLimit);
  164. FIELD_SET(*this, FIX::Issuer);
  165. FIELD_SET(*this, FIX::EncodedIssuerLen);
  166. FIELD_SET(*this, FIX::EncodedIssuer);
  167. FIELD_SET(*this, FIX::SecurityDesc);
  168. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  169. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  170. FIELD_SET(*this, FIX::Pool);
  171. FIELD_SET(*this, FIX::ContractSettlMonth);
  172. FIELD_SET(*this, FIX::CPProgram);
  173. FIELD_SET(*this, FIX::CPRegType);
  174. FIELD_SET(*this, FIX::DatedDate);
  175. FIELD_SET(*this, FIX::InterestAccrualDate);
  176. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  177. FIELD_SET(*this, FIX::FlowScheduleType);
  178. FIELD_SET(*this, FIX::RestructuringType);
  179. FIELD_SET(*this, FIX::Seniority);
  180. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  181. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  182. FIELD_SET(*this, FIX::AttachmentPoint);
  183. FIELD_SET(*this, FIX::DetachmentPoint);
  184. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  185. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  186. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  187. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  188. FIELD_SET(*this, FIX::OptPayoutType);
  189. FIELD_SET(*this, FIX::DeliveryForm);
  190. FIELD_SET(*this, FIX::PctAtRisk);
  191. FIELD_SET(*this, FIX::AgreementDesc);
  192. FIELD_SET(*this, FIX::AgreementID);
  193. FIELD_SET(*this, FIX::AgreementDate);
  194. FIELD_SET(*this, FIX::AgreementCurrency);
  195. FIELD_SET(*this, FIX::TerminationType);
  196. FIELD_SET(*this, FIX::StartDate);
  197. FIELD_SET(*this, FIX::EndDate);
  198. FIELD_SET(*this, FIX::DeliveryType);
  199. FIELD_SET(*this, FIX::MarginRatio);
  200. FIELD_SET(*this, FIX::NoUnderlyings);
  201. class NoUnderlyings: public FIX::Group
  202. {
  203. public:
  204. 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)) {}
  205. FIELD_SET(*this, FIX::UnderlyingSymbol);
  206. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  207. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  208. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  209. FIELD_SET(*this, FIX::UnderlyingProduct);
  210. FIELD_SET(*this, FIX::UnderlyingCFICode);
  211. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  212. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  213. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  214. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  215. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  216. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  217. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  218. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  219. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  220. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  221. FIELD_SET(*this, FIX::UnderlyingFactor);
  222. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  223. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  224. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  225. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  226. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  227. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  228. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  229. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  230. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  231. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  232. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  233. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  234. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  235. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  236. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  237. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  238. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  239. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  240. FIELD_SET(*this, FIX::UnderlyingIssuer);
  241. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  242. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  243. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  244. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  245. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  246. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  247. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  248. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  249. FIELD_SET(*this, FIX::UnderlyingCurrency);
  250. FIELD_SET(*this, FIX::UnderlyingQty);
  251. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  252. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  253. FIELD_SET(*this, FIX::UnderlyingCashType);
  254. FIELD_SET(*this, FIX::UnderlyingPx);
  255. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  256. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  257. FIELD_SET(*this, FIX::UnderlyingStartValue);
  258. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  259. FIELD_SET(*this, FIX::UnderlyingEndValue);
  260. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  261. FIELD_SET(*this, FIX::UnderlyingFXRate);
  262. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  263. FIELD_SET(*this, FIX::UnderlyingCapValue);
  264. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  265. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  266. FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
  267. FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
  268. FIELD_SET(*this, FIX::UnderlyingRestructuringType);
  269. FIELD_SET(*this, FIX::UnderlyingSeniority);
  270. FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
  271. FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
  272. FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
  273. FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
  274. };
  275. FIELD_SET(*this, FIX::NoLegs);
  276. class NoLegs: public FIX::Group
  277. {
  278. public:
  279. 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)) {}
  280. FIELD_SET(*this, FIX::LegSymbol);
  281. FIELD_SET(*this, FIX::LegSymbolSfx);
  282. FIELD_SET(*this, FIX::LegSecurityID);
  283. FIELD_SET(*this, FIX::LegSecurityIDSource);
  284. FIELD_SET(*this, FIX::LegProduct);
  285. FIELD_SET(*this, FIX::LegCFICode);
  286. FIELD_SET(*this, FIX::LegSecurityType);
  287. FIELD_SET(*this, FIX::LegSecuritySubType);
  288. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  289. FIELD_SET(*this, FIX::LegMaturityDate);
  290. FIELD_SET(*this, FIX::LegMaturityTime);
  291. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  292. FIELD_SET(*this, FIX::LegIssueDate);
  293. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  294. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  295. FIELD_SET(*this, FIX::LegRepurchaseRate);
  296. FIELD_SET(*this, FIX::LegFactor);
  297. FIELD_SET(*this, FIX::LegCreditRating);
  298. FIELD_SET(*this, FIX::LegInstrRegistry);
  299. FIELD_SET(*this, FIX::LegCountryOfIssue);
  300. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  301. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  302. FIELD_SET(*this, FIX::LegRedemptionDate);
  303. FIELD_SET(*this, FIX::LegStrikePrice);
  304. FIELD_SET(*this, FIX::LegStrikeCurrency);
  305. FIELD_SET(*this, FIX::LegOptAttribute);
  306. FIELD_SET(*this, FIX::LegContractMultiplier);
  307. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  308. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  309. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  310. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  311. FIELD_SET(*this, FIX::LegTimeUnit);
  312. FIELD_SET(*this, FIX::LegExerciseStyle);
  313. FIELD_SET(*this, FIX::LegCouponRate);
  314. FIELD_SET(*this, FIX::LegSecurityExchange);
  315. FIELD_SET(*this, FIX::LegIssuer);
  316. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  317. FIELD_SET(*this, FIX::EncodedLegIssuer);
  318. FIELD_SET(*this, FIX::LegSecurityDesc);
  319. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  320. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  321. FIELD_SET(*this, FIX::LegRatioQty);
  322. FIELD_SET(*this, FIX::LegSide);
  323. FIELD_SET(*this, FIX::LegCurrency);
  324. FIELD_SET(*this, FIX::LegPool);
  325. FIELD_SET(*this, FIX::LegDatedDate);
  326. FIELD_SET(*this, FIX::LegContractSettlMonth);
  327. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  328. FIELD_SET(*this, FIX::LegPutOrCall);
  329. FIELD_SET(*this, FIX::LegOptionRatio);
  330. FIELD_SET(*this, FIX::LegContractMultiplierUnit);
  331. FIELD_SET(*this, FIX::LegFlowScheduleType);
  332. };
  333. FIELD_SET(*this, FIX::Quantity);
  334. FIELD_SET(*this, FIX::QtyType);
  335. FIELD_SET(*this, FIX::LastMkt);
  336. FIELD_SET(*this, FIX::TradeOriginationDate);
  337. FIELD_SET(*this, FIX::TradingSessionID);
  338. FIELD_SET(*this, FIX::TradingSessionSubID);
  339. FIELD_SET(*this, FIX::PriceType);
  340. FIELD_SET(*this, FIX::AvgPx);
  341. FIELD_SET(*this, FIX::AvgParPx);
  342. FIELD_SET(*this, FIX::Spread);
  343. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  344. FIELD_SET(*this, FIX::BenchmarkCurveName);
  345. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  346. FIELD_SET(*this, FIX::BenchmarkPrice);
  347. FIELD_SET(*this, FIX::BenchmarkPriceType);
  348. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  349. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  350. FIELD_SET(*this, FIX::Currency);
  351. FIELD_SET(*this, FIX::AvgPxPrecision);
  352. FIELD_SET(*this, FIX::NoPartyIDs);
  353. class NoPartyIDs: public FIX::Group
  354. {
  355. public:
  356. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  357. FIELD_SET(*this, FIX::PartyID);
  358. FIELD_SET(*this, FIX::PartyIDSource);
  359. FIELD_SET(*this, FIX::PartyRole);
  360. FIELD_SET(*this, FIX::NoPartySubIDs);
  361. class NoPartySubIDs: public FIX::Group
  362. {
  363. public:
  364. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  365. FIELD_SET(*this, FIX::PartySubID);
  366. FIELD_SET(*this, FIX::PartySubIDType);
  367. };
  368. };
  369. FIELD_SET(*this, FIX::TradeDate);
  370. FIELD_SET(*this, FIX::TransactTime);
  371. FIELD_SET(*this, FIX::SettlType);
  372. FIELD_SET(*this, FIX::SettlDate);
  373. FIELD_SET(*this, FIX::BookingType);
  374. FIELD_SET(*this, FIX::GrossTradeAmt);
  375. FIELD_SET(*this, FIX::Concession);
  376. FIELD_SET(*this, FIX::TotalTakedown);
  377. FIELD_SET(*this, FIX::NetMoney);
  378. FIELD_SET(*this, FIX::PositionEffect);
  379. FIELD_SET(*this, FIX::AutoAcceptIndicator);
  380. FIELD_SET(*this, FIX::Text);
  381. FIELD_SET(*this, FIX::EncodedTextLen);
  382. FIELD_SET(*this, FIX::EncodedText);
  383. FIELD_SET(*this, FIX::NumDaysInterest);
  384. FIELD_SET(*this, FIX::AccruedInterestRate);
  385. FIELD_SET(*this, FIX::AccruedInterestAmt);
  386. FIELD_SET(*this, FIX::TotalAccruedInterestAmt);
  387. FIELD_SET(*this, FIX::InterestAtMaturity);
  388. FIELD_SET(*this, FIX::EndAccruedInterestAmt);
  389. FIELD_SET(*this, FIX::StartCash);
  390. FIELD_SET(*this, FIX::EndCash);
  391. FIELD_SET(*this, FIX::LegalConfirm);
  392. FIELD_SET(*this, FIX::NoStipulations);
  393. class NoStipulations: public FIX::Group
  394. {
  395. public:
  396. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  397. FIELD_SET(*this, FIX::StipulationType);
  398. FIELD_SET(*this, FIX::StipulationValue);
  399. };
  400. FIELD_SET(*this, FIX::YieldType);
  401. FIELD_SET(*this, FIX::Yield);
  402. FIELD_SET(*this, FIX::YieldCalcDate);
  403. FIELD_SET(*this, FIX::YieldRedemptionDate);
  404. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  405. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  406. FIELD_SET(*this, FIX::NoPosAmt);
  407. class NoPosAmt: public FIX::Group
  408. {
  409. public:
  410. NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,1055,0)) {}
  411. FIELD_SET(*this, FIX::PosAmtType);
  412. FIELD_SET(*this, FIX::PosAmt);
  413. FIELD_SET(*this, FIX::PositionCurrency);
  414. };
  415. FIELD_SET(*this, FIX::TotNoAllocs);
  416. FIELD_SET(*this, FIX::LastFragment);
  417. FIELD_SET(*this, FIX::NoAllocs);
  418. class NoAllocs: public FIX::Group
  419. {
  420. public:
  421. 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)) {}
  422. FIELD_SET(*this, FIX::AllocAccount);
  423. FIELD_SET(*this, FIX::AllocAcctIDSource);
  424. FIELD_SET(*this, FIX::MatchStatus);
  425. FIELD_SET(*this, FIX::AllocPrice);
  426. FIELD_SET(*this, FIX::AllocQty);
  427. FIELD_SET(*this, FIX::IndividualAllocID);
  428. FIELD_SET(*this, FIX::ProcessCode);
  429. FIELD_SET(*this, FIX::SecondaryIndividualAllocID);
  430. FIELD_SET(*this, FIX::AllocMethod);
  431. FIELD_SET(*this, FIX::AllocCustomerCapacity);
  432. FIELD_SET(*this, FIX::AllocPositionEffect);
  433. FIELD_SET(*this, FIX::IndividualAllocType);
  434. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  435. class NoNestedPartyIDs: public FIX::Group
  436. {
  437. public:
  438. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  439. FIELD_SET(*this, FIX::NestedPartyID);
  440. FIELD_SET(*this, FIX::NestedPartyIDSource);
  441. FIELD_SET(*this, FIX::NestedPartyRole);
  442. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  443. class NoNestedPartySubIDs: public FIX::Group
  444. {
  445. public:
  446. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  447. FIELD_SET(*this, FIX::NestedPartySubID);
  448. FIELD_SET(*this, FIX::NestedPartySubIDType);
  449. };
  450. };
  451. FIELD_SET(*this, FIX::NotifyBrokerOfCredit);
  452. FIELD_SET(*this, FIX::AllocHandlInst);
  453. FIELD_SET(*this, FIX::AllocText);
  454. FIELD_SET(*this, FIX::EncodedAllocTextLen);
  455. FIELD_SET(*this, FIX::EncodedAllocText);
  456. FIELD_SET(*this, FIX::Commission);
  457. FIELD_SET(*this, FIX::CommType);
  458. FIELD_SET(*this, FIX::CommCurrency);
  459. FIELD_SET(*this, FIX::FundRenewWaiv);
  460. FIELD_SET(*this, FIX::AllocAvgPx);
  461. FIELD_SET(*this, FIX::AllocNetMoney);
  462. FIELD_SET(*this, FIX::SettlCurrAmt);
  463. FIELD_SET(*this, FIX::AllocSettlCurrAmt);
  464. FIELD_SET(*this, FIX::SettlCurrency);
  465. FIELD_SET(*this, FIX::AllocSettlCurrency);
  466. FIELD_SET(*this, FIX::SettlCurrFxRate);
  467. FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
  468. FIELD_SET(*this, FIX::AllocAccruedInterestAmt);
  469. FIELD_SET(*this, FIX::AllocInterestAtMaturity);
  470. FIELD_SET(*this, FIX::NoMiscFees);
  471. class NoMiscFees: public FIX::Group
  472. {
  473. public:
  474. NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
  475. FIELD_SET(*this, FIX::MiscFeeAmt);
  476. FIELD_SET(*this, FIX::MiscFeeCurr);
  477. FIELD_SET(*this, FIX::MiscFeeType);
  478. FIELD_SET(*this, FIX::MiscFeeBasis);
  479. };
  480. FIELD_SET(*this, FIX::NoClearingInstructions);
  481. class NoClearingInstructions: public FIX::Group
  482. {
  483. public:
  484. NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {}
  485. FIELD_SET(*this, FIX::ClearingInstruction);
  486. };
  487. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  488. FIELD_SET(*this, FIX::AllocSettlInstType);
  489. FIELD_SET(*this, FIX::SettlDeliveryType);
  490. FIELD_SET(*this, FIX::StandInstDbType);
  491. FIELD_SET(*this, FIX::StandInstDbName);
  492. FIELD_SET(*this, FIX::StandInstDbID);
  493. };
  494. FIELD_SET(*this, FIX::NoRateSources);
  495. class NoRateSources: public FIX::Group
  496. {
  497. public:
  498. NoRateSources() : FIX::Group(1445,1446,FIX::message_order(1446,1447,1448,0)) {}
  499. FIELD_SET(*this, FIX::RateSource);
  500. FIELD_SET(*this, FIX::RateSourceType);
  501. FIELD_SET(*this, FIX::ReferencePage);
  502. };
  503. };
  504. }
  505. #endif