TradeCaptureReportAck.h 27 KB

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  1. #ifndef FIX50SP2_TRADECAPTUREREPORTACK_H
  2. #define FIX50SP2_TRADECAPTUREREPORTACK_H
  3. #include "Message.h"
  4. namespace FIX50SP2
  5. {
  6. class TradeCaptureReportAck : public Message
  7. {
  8. public:
  9. TradeCaptureReportAck() : Message(MsgType()) {}
  10. TradeCaptureReportAck(const FIX::Message& m) : Message(m) {}
  11. TradeCaptureReportAck(const Message& m) : Message(m) {}
  12. TradeCaptureReportAck(const TradeCaptureReportAck& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("AR"); }
  14. FIELD_SET(*this, FIX::TradeReportID);
  15. FIELD_SET(*this, FIX::TradeID);
  16. FIELD_SET(*this, FIX::SecondaryTradeID);
  17. FIELD_SET(*this, FIX::FirmTradeID);
  18. FIELD_SET(*this, FIX::SecondaryFirmTradeID);
  19. FIELD_SET(*this, FIX::TradeReportTransType);
  20. FIELD_SET(*this, FIX::TradeReportType);
  21. FIELD_SET(*this, FIX::TrdType);
  22. FIELD_SET(*this, FIX::TrdSubType);
  23. FIELD_SET(*this, FIX::SecondaryTrdType);
  24. FIELD_SET(*this, FIX::TradeHandlingInstr);
  25. FIELD_SET(*this, FIX::OrigTradeHandlingInstr);
  26. FIELD_SET(*this, FIX::OrigTradeDate);
  27. FIELD_SET(*this, FIX::OrigTradeID);
  28. FIELD_SET(*this, FIX::OrigSecondaryTradeID);
  29. FIELD_SET(*this, FIX::TransferReason);
  30. FIELD_SET(*this, FIX::NoRootPartyIDs);
  31. class NoRootPartyIDs: public FIX::Group
  32. {
  33. public:
  34. NoRootPartyIDs() : FIX::Group(1116,1117,FIX::message_order(1117,1118,1119,1120,0)) {}
  35. FIELD_SET(*this, FIX::RootPartyID);
  36. FIELD_SET(*this, FIX::RootPartyIDSource);
  37. FIELD_SET(*this, FIX::RootPartyRole);
  38. FIELD_SET(*this, FIX::NoRootPartySubIDs);
  39. class NoRootPartySubIDs: public FIX::Group
  40. {
  41. public:
  42. NoRootPartySubIDs() : FIX::Group(1120,1121,FIX::message_order(1121,1122,0)) {}
  43. FIELD_SET(*this, FIX::RootPartySubID);
  44. FIELD_SET(*this, FIX::RootPartySubIDType);
  45. };
  46. };
  47. FIELD_SET(*this, FIX::ExecType);
  48. FIELD_SET(*this, FIX::TradeReportRefID);
  49. FIELD_SET(*this, FIX::SecondaryTradeReportRefID);
  50. FIELD_SET(*this, FIX::TrdRptStatus);
  51. FIELD_SET(*this, FIX::TradeReportRejectReason);
  52. FIELD_SET(*this, FIX::SecondaryTradeReportID);
  53. FIELD_SET(*this, FIX::SubscriptionRequestType);
  54. FIELD_SET(*this, FIX::TradeLinkID);
  55. FIELD_SET(*this, FIX::TrdMatchID);
  56. FIELD_SET(*this, FIX::ExecID);
  57. FIELD_SET(*this, FIX::SecondaryExecID);
  58. FIELD_SET(*this, FIX::ExecRestatementReason);
  59. FIELD_SET(*this, FIX::PreviouslyReported);
  60. FIELD_SET(*this, FIX::PriceType);
  61. FIELD_SET(*this, FIX::UnderlyingTradingSessionID);
  62. FIELD_SET(*this, FIX::UnderlyingTradingSessionSubID);
  63. FIELD_SET(*this, FIX::SettlSessID);
  64. FIELD_SET(*this, FIX::SettlSessSubID);
  65. FIELD_SET(*this, FIX::QtyType);
  66. FIELD_SET(*this, FIX::LastQty);
  67. FIELD_SET(*this, FIX::LastPx);
  68. FIELD_SET(*this, FIX::Symbol);
  69. FIELD_SET(*this, FIX::SymbolSfx);
  70. FIELD_SET(*this, FIX::SecurityID);
  71. FIELD_SET(*this, FIX::SecurityIDSource);
  72. FIELD_SET(*this, FIX::Product);
  73. FIELD_SET(*this, FIX::ProductComplex);
  74. FIELD_SET(*this, FIX::SecurityGroup);
  75. FIELD_SET(*this, FIX::CFICode);
  76. FIELD_SET(*this, FIX::SecurityType);
  77. FIELD_SET(*this, FIX::SecuritySubType);
  78. FIELD_SET(*this, FIX::MaturityMonthYear);
  79. FIELD_SET(*this, FIX::MaturityDate);
  80. FIELD_SET(*this, FIX::MaturityTime);
  81. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  82. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  83. FIELD_SET(*this, FIX::SecurityStatus);
  84. FIELD_SET(*this, FIX::CouponPaymentDate);
  85. FIELD_SET(*this, FIX::IssueDate);
  86. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  87. FIELD_SET(*this, FIX::RepurchaseTerm);
  88. FIELD_SET(*this, FIX::RepurchaseRate);
  89. FIELD_SET(*this, FIX::Factor);
  90. FIELD_SET(*this, FIX::CreditRating);
  91. FIELD_SET(*this, FIX::InstrRegistry);
  92. FIELD_SET(*this, FIX::CountryOfIssue);
  93. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  94. FIELD_SET(*this, FIX::LocaleOfIssue);
  95. FIELD_SET(*this, FIX::RedemptionDate);
  96. FIELD_SET(*this, FIX::StrikePrice);
  97. FIELD_SET(*this, FIX::StrikeCurrency);
  98. FIELD_SET(*this, FIX::StrikeMultiplier);
  99. FIELD_SET(*this, FIX::StrikeValue);
  100. FIELD_SET(*this, FIX::OptAttribute);
  101. FIELD_SET(*this, FIX::ContractMultiplier);
  102. FIELD_SET(*this, FIX::MinPriceIncrement);
  103. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  104. FIELD_SET(*this, FIX::UnitOfMeasure);
  105. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  106. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  107. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  108. FIELD_SET(*this, FIX::SettlMethod);
  109. FIELD_SET(*this, FIX::ExerciseStyle);
  110. FIELD_SET(*this, FIX::OptPayoutAmount);
  111. FIELD_SET(*this, FIX::PriceQuoteMethod);
  112. FIELD_SET(*this, FIX::ValuationMethod);
  113. FIELD_SET(*this, FIX::ListMethod);
  114. FIELD_SET(*this, FIX::CapPrice);
  115. FIELD_SET(*this, FIX::FloorPrice);
  116. FIELD_SET(*this, FIX::PutOrCall);
  117. FIELD_SET(*this, FIX::FlexibleIndicator);
  118. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  119. FIELD_SET(*this, FIX::TimeUnit);
  120. FIELD_SET(*this, FIX::CouponRate);
  121. FIELD_SET(*this, FIX::SecurityExchange);
  122. FIELD_SET(*this, FIX::PositionLimit);
  123. FIELD_SET(*this, FIX::NTPositionLimit);
  124. FIELD_SET(*this, FIX::Issuer);
  125. FIELD_SET(*this, FIX::EncodedIssuerLen);
  126. FIELD_SET(*this, FIX::EncodedIssuer);
  127. FIELD_SET(*this, FIX::SecurityDesc);
  128. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  129. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  130. FIELD_SET(*this, FIX::Pool);
  131. FIELD_SET(*this, FIX::ContractSettlMonth);
  132. FIELD_SET(*this, FIX::CPProgram);
  133. FIELD_SET(*this, FIX::CPRegType);
  134. FIELD_SET(*this, FIX::DatedDate);
  135. FIELD_SET(*this, FIX::InterestAccrualDate);
  136. FIELD_SET(*this, FIX::ContractMultiplierUnit);
  137. FIELD_SET(*this, FIX::FlowScheduleType);
  138. FIELD_SET(*this, FIX::RestructuringType);
  139. FIELD_SET(*this, FIX::Seniority);
  140. FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
  141. FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
  142. FIELD_SET(*this, FIX::AttachmentPoint);
  143. FIELD_SET(*this, FIX::DetachmentPoint);
  144. FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
  145. FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
  146. FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
  147. FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
  148. FIELD_SET(*this, FIX::OptPayoutType);
  149. FIELD_SET(*this, FIX::LastParPx);
  150. FIELD_SET(*this, FIX::CalculatedCcyLastQty);
  151. FIELD_SET(*this, FIX::LastSwapPoints);
  152. FIELD_SET(*this, FIX::Currency);
  153. FIELD_SET(*this, FIX::SettlCurrency);
  154. FIELD_SET(*this, FIX::LastSpotRate);
  155. FIELD_SET(*this, FIX::LastForwardPoints);
  156. FIELD_SET(*this, FIX::LastMkt);
  157. FIELD_SET(*this, FIX::TradeDate);
  158. FIELD_SET(*this, FIX::ClearingBusinessDate);
  159. FIELD_SET(*this, FIX::AvgPx);
  160. FIELD_SET(*this, FIX::AvgPxIndicator);
  161. FIELD_SET(*this, FIX::MultiLegReportingType);
  162. FIELD_SET(*this, FIX::TradeLegRefID);
  163. FIELD_SET(*this, FIX::TransactTime);
  164. FIELD_SET(*this, FIX::SettlType);
  165. FIELD_SET(*this, FIX::NoUnderlyings);
  166. class NoUnderlyings: public FIX::Group
  167. {
  168. public:
  169. 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)) {}
  170. FIELD_SET(*this, FIX::UnderlyingSymbol);
  171. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  172. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  173. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  174. FIELD_SET(*this, FIX::UnderlyingProduct);
  175. FIELD_SET(*this, FIX::UnderlyingCFICode);
  176. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  177. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  178. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  179. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  180. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  181. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  182. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  183. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  184. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  185. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  186. FIELD_SET(*this, FIX::UnderlyingFactor);
  187. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  188. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  189. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  190. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  191. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  192. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  193. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  194. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  195. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  196. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  197. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  198. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  199. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  200. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  201. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  202. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  203. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  204. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  205. FIELD_SET(*this, FIX::UnderlyingIssuer);
  206. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  207. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  208. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  209. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  210. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  211. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  212. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  213. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  214. FIELD_SET(*this, FIX::UnderlyingCurrency);
  215. FIELD_SET(*this, FIX::UnderlyingQty);
  216. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  217. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  218. FIELD_SET(*this, FIX::UnderlyingCashType);
  219. FIELD_SET(*this, FIX::UnderlyingPx);
  220. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  221. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  222. FIELD_SET(*this, FIX::UnderlyingStartValue);
  223. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  224. FIELD_SET(*this, FIX::UnderlyingEndValue);
  225. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  226. FIELD_SET(*this, FIX::UnderlyingFXRate);
  227. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  228. FIELD_SET(*this, FIX::UnderlyingCapValue);
  229. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  230. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  231. FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
  232. FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
  233. FIELD_SET(*this, FIX::UnderlyingRestructuringType);
  234. FIELD_SET(*this, FIX::UnderlyingSeniority);
  235. FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
  236. FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
  237. FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
  238. FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
  239. };
  240. FIELD_SET(*this, FIX::MatchStatus);
  241. FIELD_SET(*this, FIX::MatchType);
  242. FIELD_SET(*this, FIX::CopyMsgIndicator);
  243. FIELD_SET(*this, FIX::NoTrdRepIndicators);
  244. class NoTrdRepIndicators: public FIX::Group
  245. {
  246. public:
  247. NoTrdRepIndicators() : FIX::Group(1387,1388,FIX::message_order(1388,1389,0)) {}
  248. FIELD_SET(*this, FIX::TrdRepPartyRole);
  249. FIELD_SET(*this, FIX::TrdRepIndicator);
  250. };
  251. FIELD_SET(*this, FIX::PublishTrdIndicator);
  252. FIELD_SET(*this, FIX::TradePublishIndicator);
  253. FIELD_SET(*this, FIX::ShortSaleReason);
  254. FIELD_SET(*this, FIX::NoLegs);
  255. class NoLegs: public FIX::Group
  256. {
  257. public:
  258. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,687,690,990,1152,683,564,565,539,654,587,588,637,675,1073,1074,1075,1379,1381,1383,1384,1418,1342,0)) {}
  259. FIELD_SET(*this, FIX::LegSymbol);
  260. FIELD_SET(*this, FIX::LegSymbolSfx);
  261. FIELD_SET(*this, FIX::LegSecurityID);
  262. FIELD_SET(*this, FIX::LegSecurityIDSource);
  263. FIELD_SET(*this, FIX::LegProduct);
  264. FIELD_SET(*this, FIX::LegCFICode);
  265. FIELD_SET(*this, FIX::LegSecurityType);
  266. FIELD_SET(*this, FIX::LegSecuritySubType);
  267. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  268. FIELD_SET(*this, FIX::LegMaturityDate);
  269. FIELD_SET(*this, FIX::LegMaturityTime);
  270. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  271. FIELD_SET(*this, FIX::LegIssueDate);
  272. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  273. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  274. FIELD_SET(*this, FIX::LegRepurchaseRate);
  275. FIELD_SET(*this, FIX::LegFactor);
  276. FIELD_SET(*this, FIX::LegCreditRating);
  277. FIELD_SET(*this, FIX::LegInstrRegistry);
  278. FIELD_SET(*this, FIX::LegCountryOfIssue);
  279. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  280. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  281. FIELD_SET(*this, FIX::LegRedemptionDate);
  282. FIELD_SET(*this, FIX::LegStrikePrice);
  283. FIELD_SET(*this, FIX::LegStrikeCurrency);
  284. FIELD_SET(*this, FIX::LegOptAttribute);
  285. FIELD_SET(*this, FIX::LegContractMultiplier);
  286. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  287. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  288. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  289. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  290. FIELD_SET(*this, FIX::LegTimeUnit);
  291. FIELD_SET(*this, FIX::LegExerciseStyle);
  292. FIELD_SET(*this, FIX::LegCouponRate);
  293. FIELD_SET(*this, FIX::LegSecurityExchange);
  294. FIELD_SET(*this, FIX::LegIssuer);
  295. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  296. FIELD_SET(*this, FIX::EncodedLegIssuer);
  297. FIELD_SET(*this, FIX::LegSecurityDesc);
  298. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  299. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  300. FIELD_SET(*this, FIX::LegRatioQty);
  301. FIELD_SET(*this, FIX::LegSide);
  302. FIELD_SET(*this, FIX::LegCurrency);
  303. FIELD_SET(*this, FIX::LegPool);
  304. FIELD_SET(*this, FIX::LegDatedDate);
  305. FIELD_SET(*this, FIX::LegContractSettlMonth);
  306. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  307. FIELD_SET(*this, FIX::LegPutOrCall);
  308. FIELD_SET(*this, FIX::LegOptionRatio);
  309. FIELD_SET(*this, FIX::LegContractMultiplierUnit);
  310. FIELD_SET(*this, FIX::LegFlowScheduleType);
  311. FIELD_SET(*this, FIX::LegQty);
  312. FIELD_SET(*this, FIX::LegSwapType);
  313. FIELD_SET(*this, FIX::LegReportID);
  314. FIELD_SET(*this, FIX::LegNumber);
  315. FIELD_SET(*this, FIX::NoLegStipulations);
  316. class NoLegStipulations: public FIX::Group
  317. {
  318. public:
  319. NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
  320. FIELD_SET(*this, FIX::LegStipulationType);
  321. FIELD_SET(*this, FIX::LegStipulationValue);
  322. };
  323. FIELD_SET(*this, FIX::LegPositionEffect);
  324. FIELD_SET(*this, FIX::LegCoveredOrUncovered);
  325. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  326. class NoNestedPartyIDs: public FIX::Group
  327. {
  328. public:
  329. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  330. FIELD_SET(*this, FIX::NestedPartyID);
  331. FIELD_SET(*this, FIX::NestedPartyIDSource);
  332. FIELD_SET(*this, FIX::NestedPartyRole);
  333. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  334. class NoNestedPartySubIDs: public FIX::Group
  335. {
  336. public:
  337. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  338. FIELD_SET(*this, FIX::NestedPartySubID);
  339. FIELD_SET(*this, FIX::NestedPartySubIDType);
  340. };
  341. };
  342. FIELD_SET(*this, FIX::LegRefID);
  343. FIELD_SET(*this, FIX::LegSettlType);
  344. FIELD_SET(*this, FIX::LegSettlDate);
  345. FIELD_SET(*this, FIX::LegLastPx);
  346. FIELD_SET(*this, FIX::LegSettlCurrency);
  347. FIELD_SET(*this, FIX::LegLastForwardPoints);
  348. FIELD_SET(*this, FIX::LegCalculatedCcyLastQty);
  349. FIELD_SET(*this, FIX::LegGrossTradeAmt);
  350. FIELD_SET(*this, FIX::LegVolatility);
  351. FIELD_SET(*this, FIX::LegDividendYield);
  352. FIELD_SET(*this, FIX::LegCurrencyRatio);
  353. FIELD_SET(*this, FIX::LegExecInst);
  354. FIELD_SET(*this, FIX::LegLastQty);
  355. FIELD_SET(*this, FIX::NoOfLegUnderlyings);
  356. class NoOfLegUnderlyings: public FIX::Group
  357. {
  358. public:
  359. NoOfLegUnderlyings() : FIX::Group(1342,1330,FIX::message_order(1330,1331,1332,1333,1344,1337,1338,1339,1345,1405,1340,1391,1343,1341,1392,0)) {}
  360. FIELD_SET(*this, FIX::UnderlyingLegSymbol);
  361. FIELD_SET(*this, FIX::UnderlyingLegSymbolSfx);
  362. FIELD_SET(*this, FIX::UnderlyingLegSecurityID);
  363. FIELD_SET(*this, FIX::UnderlyingLegSecurityIDSource);
  364. FIELD_SET(*this, FIX::UnderlyingLegCFICode);
  365. FIELD_SET(*this, FIX::UnderlyingLegSecurityType);
  366. FIELD_SET(*this, FIX::UnderlyingLegSecuritySubType);
  367. FIELD_SET(*this, FIX::UnderlyingLegMaturityMonthYear);
  368. FIELD_SET(*this, FIX::UnderlyingLegMaturityDate);
  369. FIELD_SET(*this, FIX::UnderlyingLegMaturityTime);
  370. FIELD_SET(*this, FIX::UnderlyingLegStrikePrice);
  371. FIELD_SET(*this, FIX::UnderlyingLegOptAttribute);
  372. FIELD_SET(*this, FIX::UnderlyingLegPutOrCall);
  373. FIELD_SET(*this, FIX::UnderlyingLegSecurityExchange);
  374. FIELD_SET(*this, FIX::UnderlyingLegSecurityDesc);
  375. };
  376. };
  377. FIELD_SET(*this, FIX::NoTrdRegTimestamps);
  378. class NoTrdRegTimestamps: public FIX::Group
  379. {
  380. public:
  381. NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {}
  382. FIELD_SET(*this, FIX::TrdRegTimestamp);
  383. FIELD_SET(*this, FIX::TrdRegTimestampType);
  384. FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
  385. FIELD_SET(*this, FIX::DeskType);
  386. FIELD_SET(*this, FIX::DeskTypeSource);
  387. FIELD_SET(*this, FIX::DeskOrderHandlingInst);
  388. };
  389. FIELD_SET(*this, FIX::ResponseTransportType);
  390. FIELD_SET(*this, FIX::ResponseDestination);
  391. FIELD_SET(*this, FIX::Text);
  392. FIELD_SET(*this, FIX::EncodedTextLen);
  393. FIELD_SET(*this, FIX::EncodedText);
  394. FIELD_SET(*this, FIX::AsOfIndicator);
  395. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  396. FIELD_SET(*this, FIX::NoPosAmt);
  397. class NoPosAmt: public FIX::Group
  398. {
  399. public:
  400. NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,1055,0)) {}
  401. FIELD_SET(*this, FIX::PosAmtType);
  402. FIELD_SET(*this, FIX::PosAmt);
  403. FIELD_SET(*this, FIX::PositionCurrency);
  404. };
  405. FIELD_SET(*this, FIX::TierCode);
  406. FIELD_SET(*this, FIX::MessageEventSource);
  407. FIELD_SET(*this, FIX::LastUpdateTime);
  408. FIELD_SET(*this, FIX::RndPx);
  409. FIELD_SET(*this, FIX::NoSides);
  410. class NoSides: public FIX::Group
  411. {
  412. public:
  413. NoSides() : FIX::Group(552,54,FIX::message_order(54,453,1,660,581,81,575,576,578,579,376,377,582,336,625,943,430,1154,1155,12,13,479,497,157,230,158,159,738,920,921,922,238,237,118,119,155,156,77,752,518,232,136,825,1158,826,591,70,78,1072,1057,1009,1005,1006,1007,83,1008,1016,1427,1428,1429,1115,37,198,11,526,66,1080,1081,1431,40,44,99,18,39,151,14,59,126,528,529,1432,821,1093,483,586,775,0)) {}
  414. FIELD_SET(*this, FIX::Side);
  415. FIELD_SET(*this, FIX::NoPartyIDs);
  416. class NoPartyIDs: public FIX::Group
  417. {
  418. public:
  419. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  420. FIELD_SET(*this, FIX::PartyID);
  421. FIELD_SET(*this, FIX::PartyIDSource);
  422. FIELD_SET(*this, FIX::PartyRole);
  423. FIELD_SET(*this, FIX::NoPartySubIDs);
  424. class NoPartySubIDs: public FIX::Group
  425. {
  426. public:
  427. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  428. FIELD_SET(*this, FIX::PartySubID);
  429. FIELD_SET(*this, FIX::PartySubIDType);
  430. };
  431. };
  432. FIELD_SET(*this, FIX::Account);
  433. FIELD_SET(*this, FIX::AcctIDSource);
  434. FIELD_SET(*this, FIX::AccountType);
  435. FIELD_SET(*this, FIX::ProcessCode);
  436. FIELD_SET(*this, FIX::OddLot);
  437. FIELD_SET(*this, FIX::NoClearingInstructions);
  438. class NoClearingInstructions: public FIX::Group
  439. {
  440. public:
  441. NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {}
  442. FIELD_SET(*this, FIX::ClearingInstruction);
  443. };
  444. FIELD_SET(*this, FIX::TradeInputSource);
  445. FIELD_SET(*this, FIX::TradeInputDevice);
  446. FIELD_SET(*this, FIX::ComplianceID);
  447. FIELD_SET(*this, FIX::SolicitedFlag);
  448. FIELD_SET(*this, FIX::CustOrderCapacity);
  449. FIELD_SET(*this, FIX::TradingSessionID);
  450. FIELD_SET(*this, FIX::TradingSessionSubID);
  451. FIELD_SET(*this, FIX::TimeBracket);
  452. FIELD_SET(*this, FIX::NetGrossInd);
  453. FIELD_SET(*this, FIX::SideCurrency);
  454. FIELD_SET(*this, FIX::SideSettlCurrency);
  455. FIELD_SET(*this, FIX::Commission);
  456. FIELD_SET(*this, FIX::CommType);
  457. FIELD_SET(*this, FIX::CommCurrency);
  458. FIELD_SET(*this, FIX::FundRenewWaiv);
  459. FIELD_SET(*this, FIX::NumDaysInterest);
  460. FIELD_SET(*this, FIX::ExDate);
  461. FIELD_SET(*this, FIX::AccruedInterestRate);
  462. FIELD_SET(*this, FIX::AccruedInterestAmt);
  463. FIELD_SET(*this, FIX::InterestAtMaturity);
  464. FIELD_SET(*this, FIX::EndAccruedInterestAmt);
  465. FIELD_SET(*this, FIX::StartCash);
  466. FIELD_SET(*this, FIX::EndCash);
  467. FIELD_SET(*this, FIX::Concession);
  468. FIELD_SET(*this, FIX::TotalTakedown);
  469. FIELD_SET(*this, FIX::NetMoney);
  470. FIELD_SET(*this, FIX::SettlCurrAmt);
  471. FIELD_SET(*this, FIX::SettlCurrFxRate);
  472. FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
  473. FIELD_SET(*this, FIX::PositionEffect);
  474. FIELD_SET(*this, FIX::SideMultiLegReportingType);
  475. FIELD_SET(*this, FIX::NoContAmts);
  476. class NoContAmts: public FIX::Group
  477. {
  478. public:
  479. NoContAmts() : FIX::Group(518,519,FIX::message_order(519,520,521,0)) {}
  480. FIELD_SET(*this, FIX::ContAmtType);
  481. FIELD_SET(*this, FIX::ContAmtValue);
  482. FIELD_SET(*this, FIX::ContAmtCurr);
  483. };
  484. FIELD_SET(*this, FIX::NoStipulations);
  485. class NoStipulations: public FIX::Group
  486. {
  487. public:
  488. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  489. FIELD_SET(*this, FIX::StipulationType);
  490. FIELD_SET(*this, FIX::StipulationValue);
  491. };
  492. FIELD_SET(*this, FIX::NoMiscFees);
  493. class NoMiscFees: public FIX::Group
  494. {
  495. public:
  496. NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
  497. FIELD_SET(*this, FIX::MiscFeeAmt);
  498. FIELD_SET(*this, FIX::MiscFeeCurr);
  499. FIELD_SET(*this, FIX::MiscFeeType);
  500. FIELD_SET(*this, FIX::MiscFeeBasis);
  501. };
  502. FIELD_SET(*this, FIX::ExchangeRule);
  503. FIELD_SET(*this, FIX::NoSettlDetails);
  504. class NoSettlDetails: public FIX::Group
  505. {
  506. public:
  507. NoSettlDetails() : FIX::Group(1158,1164,FIX::message_order(1164,781,0)) {}
  508. FIELD_SET(*this, FIX::SettlObligSource);
  509. FIELD_SET(*this, FIX::NoSettlPartyIDs);
  510. class NoSettlPartyIDs: public FIX::Group
  511. {
  512. public:
  513. NoSettlPartyIDs() : FIX::Group(781,782,FIX::message_order(782,783,784,801,0)) {}
  514. FIELD_SET(*this, FIX::SettlPartyID);
  515. FIELD_SET(*this, FIX::SettlPartyIDSource);
  516. FIELD_SET(*this, FIX::SettlPartyRole);
  517. FIELD_SET(*this, FIX::NoSettlPartySubIDs);
  518. class NoSettlPartySubIDs: public FIX::Group
  519. {
  520. public:
  521. NoSettlPartySubIDs() : FIX::Group(801,785,FIX::message_order(785,786,0)) {}
  522. FIELD_SET(*this, FIX::SettlPartySubID);
  523. FIELD_SET(*this, FIX::SettlPartySubIDType);
  524. };
  525. };
  526. };
  527. FIELD_SET(*this, FIX::TradeAllocIndicator);
  528. FIELD_SET(*this, FIX::PreallocMethod);
  529. FIELD_SET(*this, FIX::AllocID);
  530. FIELD_SET(*this, FIX::NoAllocs);
  531. class NoAllocs: public FIX::Group
  532. {
  533. public:
  534. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,756,80,993,1002,989,1136,0)) {}
  535. FIELD_SET(*this, FIX::AllocAccount);
  536. FIELD_SET(*this, FIX::AllocAcctIDSource);
  537. FIELD_SET(*this, FIX::AllocSettlCurrency);
  538. FIELD_SET(*this, FIX::IndividualAllocID);
  539. FIELD_SET(*this, FIX::NoNested2PartyIDs);
  540. class NoNested2PartyIDs: public FIX::Group
  541. {
  542. public:
  543. NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
  544. FIELD_SET(*this, FIX::Nested2PartyID);
  545. FIELD_SET(*this, FIX::Nested2PartyIDSource);
  546. FIELD_SET(*this, FIX::Nested2PartyRole);
  547. FIELD_SET(*this, FIX::NoNested2PartySubIDs);
  548. class NoNested2PartySubIDs: public FIX::Group
  549. {
  550. public:
  551. NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
  552. FIELD_SET(*this, FIX::Nested2PartySubID);
  553. FIELD_SET(*this, FIX::Nested2PartySubIDType);
  554. };
  555. };
  556. FIELD_SET(*this, FIX::AllocQty);
  557. FIELD_SET(*this, FIX::AllocCustomerCapacity);
  558. FIELD_SET(*this, FIX::AllocMethod);
  559. FIELD_SET(*this, FIX::SecondaryIndividualAllocID);
  560. FIELD_SET(*this, FIX::AllocClearingFeeIndicator);
  561. };
  562. FIELD_SET(*this, FIX::SideGrossTradeAmt);
  563. FIELD_SET(*this, FIX::AggressorIndicator);
  564. FIELD_SET(*this, FIX::SideLastQty);
  565. FIELD_SET(*this, FIX::SideTradeReportID);
  566. FIELD_SET(*this, FIX::SideFillStationCd);
  567. FIELD_SET(*this, FIX::SideReasonCd);
  568. FIELD_SET(*this, FIX::RptSeq);
  569. FIELD_SET(*this, FIX::SideTrdSubTyp);
  570. FIELD_SET(*this, FIX::NoSideTrdRegTS);
  571. class NoSideTrdRegTS: public FIX::Group
  572. {
  573. public:
  574. NoSideTrdRegTS() : FIX::Group(1016,1012,FIX::message_order(1012,1013,1014,0)) {}
  575. FIELD_SET(*this, FIX::SideTrdRegTimestamp);
  576. FIELD_SET(*this, FIX::SideTrdRegTimestampType);
  577. FIELD_SET(*this, FIX::SideTrdRegTimestampSrc);
  578. };
  579. FIELD_SET(*this, FIX::SideExecID);
  580. FIELD_SET(*this, FIX::OrderDelay);
  581. FIELD_SET(*this, FIX::OrderDelayUnit);
  582. FIELD_SET(*this, FIX::OrderCategory);
  583. FIELD_SET(*this, FIX::OrderID);
  584. FIELD_SET(*this, FIX::SecondaryOrderID);
  585. FIELD_SET(*this, FIX::ClOrdID);
  586. FIELD_SET(*this, FIX::SecondaryClOrdID);
  587. FIELD_SET(*this, FIX::ListID);
  588. FIELD_SET(*this, FIX::RefOrderID);
  589. FIELD_SET(*this, FIX::RefOrderIDSource);
  590. FIELD_SET(*this, FIX::RefOrdIDReason);
  591. FIELD_SET(*this, FIX::OrdType);
  592. FIELD_SET(*this, FIX::Price);
  593. FIELD_SET(*this, FIX::StopPx);
  594. FIELD_SET(*this, FIX::ExecInst);
  595. FIELD_SET(*this, FIX::OrdStatus);
  596. FIELD_SET(*this, FIX::LeavesQty);
  597. FIELD_SET(*this, FIX::CumQty);
  598. FIELD_SET(*this, FIX::TimeInForce);
  599. FIELD_SET(*this, FIX::ExpireTime);
  600. FIELD_SET(*this, FIX::OrderCapacity);
  601. FIELD_SET(*this, FIX::OrderRestrictions);
  602. FIELD_SET(*this, FIX::OrigCustOrderCapacity);
  603. FIELD_SET(*this, FIX::OrderInputDevice);
  604. FIELD_SET(*this, FIX::LotType);
  605. FIELD_SET(*this, FIX::TransBkdTime);
  606. FIELD_SET(*this, FIX::OrigOrdModTime);
  607. FIELD_SET(*this, FIX::BookingType);
  608. };
  609. FIELD_SET(*this, FIX::RptSys);
  610. FIELD_SET(*this, FIX::GrossTradeAmt);
  611. FIELD_SET(*this, FIX::SettlDate);
  612. FIELD_SET(*this, FIX::FeeMultiplier);
  613. FIELD_SET(*this, FIX::VenueType);
  614. FIELD_SET(*this, FIX::MarketSegmentID);
  615. FIELD_SET(*this, FIX::MarketID);
  616. };
  617. }
  618. #endif