CrossOrderCancelReplaceRequest.h 20 KB

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  1. #ifndef FIX50SP1_CROSSORDERCANCELREPLACEREQUEST_H
  2. #define FIX50SP1_CROSSORDERCANCELREPLACEREQUEST_H
  3. #include "Message.h"
  4. namespace FIX50SP1
  5. {
  6. class CrossOrderCancelReplaceRequest : public Message
  7. {
  8. public:
  9. CrossOrderCancelReplaceRequest() : Message(MsgType()) {}
  10. CrossOrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {}
  11. CrossOrderCancelReplaceRequest(const Message& m) : Message(m) {}
  12. CrossOrderCancelReplaceRequest(const CrossOrderCancelReplaceRequest& m) : Message(m) {}
  13. static FIX::MsgType MsgType() { return FIX::MsgType("t"); }
  14. CrossOrderCancelReplaceRequest(
  15. const FIX::CrossID& aCrossID,
  16. const FIX::OrigCrossID& aOrigCrossID,
  17. const FIX::CrossType& aCrossType,
  18. const FIX::CrossPrioritization& aCrossPrioritization,
  19. const FIX::TransactTime& aTransactTime,
  20. const FIX::OrdType& aOrdType )
  21. : Message(MsgType())
  22. {
  23. set(aCrossID);
  24. set(aOrigCrossID);
  25. set(aCrossType);
  26. set(aCrossPrioritization);
  27. set(aTransactTime);
  28. set(aOrdType);
  29. }
  30. FIELD_SET(*this, FIX::OrderID);
  31. FIELD_SET(*this, FIX::CrossID);
  32. FIELD_SET(*this, FIX::OrigCrossID);
  33. FIELD_SET(*this, FIX::HostCrossID);
  34. FIELD_SET(*this, FIX::CrossType);
  35. FIELD_SET(*this, FIX::CrossPrioritization);
  36. FIELD_SET(*this, FIX::NoRootPartyIDs);
  37. class NoRootPartyIDs: public FIX::Group
  38. {
  39. public:
  40. NoRootPartyIDs() : FIX::Group(1116,1117,FIX::message_order(1117,1118,1119,1120,0)) {}
  41. FIELD_SET(*this, FIX::RootPartyID);
  42. FIELD_SET(*this, FIX::RootPartyIDSource);
  43. FIELD_SET(*this, FIX::RootPartyRole);
  44. FIELD_SET(*this, FIX::NoRootPartySubIDs);
  45. class NoRootPartySubIDs: public FIX::Group
  46. {
  47. public:
  48. NoRootPartySubIDs() : FIX::Group(1120,1121,FIX::message_order(1121,1122,0)) {}
  49. FIELD_SET(*this, FIX::RootPartySubID);
  50. FIELD_SET(*this, FIX::RootPartySubIDType);
  51. };
  52. };
  53. FIELD_SET(*this, FIX::NoSides);
  54. class NoSides: public FIX::Group
  55. {
  56. public:
  57. NoSides() : FIX::Group(552,54,FIX::message_order(54,41,11,526,583,453,229,75,1,660,581,589,590,591,70,78,854,38,152,516,468,469,12,13,479,497,528,529,1091,582,121,120,775,58,354,355,77,203,544,635,377,659,962,0)) {}
  58. FIELD_SET(*this, FIX::Side);
  59. FIELD_SET(*this, FIX::OrigClOrdID);
  60. FIELD_SET(*this, FIX::ClOrdID);
  61. FIELD_SET(*this, FIX::SecondaryClOrdID);
  62. FIELD_SET(*this, FIX::ClOrdLinkID);
  63. FIELD_SET(*this, FIX::NoPartyIDs);
  64. class NoPartyIDs: public FIX::Group
  65. {
  66. public:
  67. NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
  68. FIELD_SET(*this, FIX::PartyID);
  69. FIELD_SET(*this, FIX::PartyIDSource);
  70. FIELD_SET(*this, FIX::PartyRole);
  71. FIELD_SET(*this, FIX::NoPartySubIDs);
  72. class NoPartySubIDs: public FIX::Group
  73. {
  74. public:
  75. NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
  76. FIELD_SET(*this, FIX::PartySubID);
  77. FIELD_SET(*this, FIX::PartySubIDType);
  78. };
  79. };
  80. FIELD_SET(*this, FIX::TradeOriginationDate);
  81. FIELD_SET(*this, FIX::TradeDate);
  82. FIELD_SET(*this, FIX::Account);
  83. FIELD_SET(*this, FIX::AcctIDSource);
  84. FIELD_SET(*this, FIX::AccountType);
  85. FIELD_SET(*this, FIX::DayBookingInst);
  86. FIELD_SET(*this, FIX::BookingUnit);
  87. FIELD_SET(*this, FIX::PreallocMethod);
  88. FIELD_SET(*this, FIX::AllocID);
  89. FIELD_SET(*this, FIX::NoAllocs);
  90. class NoAllocs: public FIX::Group
  91. {
  92. public:
  93. NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {}
  94. FIELD_SET(*this, FIX::AllocAccount);
  95. FIELD_SET(*this, FIX::AllocAcctIDSource);
  96. FIELD_SET(*this, FIX::AllocSettlCurrency);
  97. FIELD_SET(*this, FIX::IndividualAllocID);
  98. FIELD_SET(*this, FIX::NoNestedPartyIDs);
  99. class NoNestedPartyIDs: public FIX::Group
  100. {
  101. public:
  102. NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
  103. FIELD_SET(*this, FIX::NestedPartyID);
  104. FIELD_SET(*this, FIX::NestedPartyIDSource);
  105. FIELD_SET(*this, FIX::NestedPartyRole);
  106. FIELD_SET(*this, FIX::NoNestedPartySubIDs);
  107. class NoNestedPartySubIDs: public FIX::Group
  108. {
  109. public:
  110. NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
  111. FIELD_SET(*this, FIX::NestedPartySubID);
  112. FIELD_SET(*this, FIX::NestedPartySubIDType);
  113. };
  114. };
  115. FIELD_SET(*this, FIX::AllocQty);
  116. };
  117. FIELD_SET(*this, FIX::QtyType);
  118. FIELD_SET(*this, FIX::OrderQty);
  119. FIELD_SET(*this, FIX::CashOrderQty);
  120. FIELD_SET(*this, FIX::OrderPercent);
  121. FIELD_SET(*this, FIX::RoundingDirection);
  122. FIELD_SET(*this, FIX::RoundingModulus);
  123. FIELD_SET(*this, FIX::Commission);
  124. FIELD_SET(*this, FIX::CommType);
  125. FIELD_SET(*this, FIX::CommCurrency);
  126. FIELD_SET(*this, FIX::FundRenewWaiv);
  127. FIELD_SET(*this, FIX::OrderCapacity);
  128. FIELD_SET(*this, FIX::OrderRestrictions);
  129. FIELD_SET(*this, FIX::PreTradeAnonymity);
  130. FIELD_SET(*this, FIX::CustOrderCapacity);
  131. FIELD_SET(*this, FIX::ForexReq);
  132. FIELD_SET(*this, FIX::SettlCurrency);
  133. FIELD_SET(*this, FIX::BookingType);
  134. FIELD_SET(*this, FIX::Text);
  135. FIELD_SET(*this, FIX::EncodedTextLen);
  136. FIELD_SET(*this, FIX::EncodedText);
  137. FIELD_SET(*this, FIX::PositionEffect);
  138. FIELD_SET(*this, FIX::CoveredOrUncovered);
  139. FIELD_SET(*this, FIX::CashMargin);
  140. FIELD_SET(*this, FIX::ClearingFeeIndicator);
  141. FIELD_SET(*this, FIX::SolicitedFlag);
  142. FIELD_SET(*this, FIX::SideComplianceID);
  143. FIELD_SET(*this, FIX::SideTimeInForce);
  144. };
  145. FIELD_SET(*this, FIX::Symbol);
  146. FIELD_SET(*this, FIX::SymbolSfx);
  147. FIELD_SET(*this, FIX::SecurityID);
  148. FIELD_SET(*this, FIX::SecurityIDSource);
  149. FIELD_SET(*this, FIX::Product);
  150. FIELD_SET(*this, FIX::ProductComplex);
  151. FIELD_SET(*this, FIX::SecurityGroup);
  152. FIELD_SET(*this, FIX::CFICode);
  153. FIELD_SET(*this, FIX::SecurityType);
  154. FIELD_SET(*this, FIX::SecuritySubType);
  155. FIELD_SET(*this, FIX::MaturityMonthYear);
  156. FIELD_SET(*this, FIX::MaturityDate);
  157. FIELD_SET(*this, FIX::MaturityTime);
  158. FIELD_SET(*this, FIX::SettleOnOpenFlag);
  159. FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
  160. FIELD_SET(*this, FIX::SecurityStatus);
  161. FIELD_SET(*this, FIX::CouponPaymentDate);
  162. FIELD_SET(*this, FIX::IssueDate);
  163. FIELD_SET(*this, FIX::RepoCollateralSecurityType);
  164. FIELD_SET(*this, FIX::RepurchaseTerm);
  165. FIELD_SET(*this, FIX::RepurchaseRate);
  166. FIELD_SET(*this, FIX::Factor);
  167. FIELD_SET(*this, FIX::CreditRating);
  168. FIELD_SET(*this, FIX::InstrRegistry);
  169. FIELD_SET(*this, FIX::CountryOfIssue);
  170. FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
  171. FIELD_SET(*this, FIX::LocaleOfIssue);
  172. FIELD_SET(*this, FIX::RedemptionDate);
  173. FIELD_SET(*this, FIX::StrikePrice);
  174. FIELD_SET(*this, FIX::StrikeCurrency);
  175. FIELD_SET(*this, FIX::StrikeMultiplier);
  176. FIELD_SET(*this, FIX::StrikeValue);
  177. FIELD_SET(*this, FIX::OptAttribute);
  178. FIELD_SET(*this, FIX::ContractMultiplier);
  179. FIELD_SET(*this, FIX::MinPriceIncrement);
  180. FIELD_SET(*this, FIX::MinPriceIncrementAmount);
  181. FIELD_SET(*this, FIX::UnitOfMeasure);
  182. FIELD_SET(*this, FIX::UnitOfMeasureQty);
  183. FIELD_SET(*this, FIX::PriceUnitOfMeasure);
  184. FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
  185. FIELD_SET(*this, FIX::SettlMethod);
  186. FIELD_SET(*this, FIX::ExerciseStyle);
  187. FIELD_SET(*this, FIX::OptPayAmount);
  188. FIELD_SET(*this, FIX::PriceQuoteMethod);
  189. FIELD_SET(*this, FIX::FuturesValuationMethod);
  190. FIELD_SET(*this, FIX::ListMethod);
  191. FIELD_SET(*this, FIX::CapPrice);
  192. FIELD_SET(*this, FIX::FloorPrice);
  193. FIELD_SET(*this, FIX::PutOrCall);
  194. FIELD_SET(*this, FIX::FlexibleIndicator);
  195. FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
  196. FIELD_SET(*this, FIX::TimeUnit);
  197. FIELD_SET(*this, FIX::CouponRate);
  198. FIELD_SET(*this, FIX::SecurityExchange);
  199. FIELD_SET(*this, FIX::PositionLimit);
  200. FIELD_SET(*this, FIX::NTPositionLimit);
  201. FIELD_SET(*this, FIX::Issuer);
  202. FIELD_SET(*this, FIX::EncodedIssuerLen);
  203. FIELD_SET(*this, FIX::EncodedIssuer);
  204. FIELD_SET(*this, FIX::SecurityDesc);
  205. FIELD_SET(*this, FIX::EncodedSecurityDescLen);
  206. FIELD_SET(*this, FIX::EncodedSecurityDesc);
  207. FIELD_SET(*this, FIX::Pool);
  208. FIELD_SET(*this, FIX::ContractSettlMonth);
  209. FIELD_SET(*this, FIX::CPProgram);
  210. FIELD_SET(*this, FIX::CPRegType);
  211. FIELD_SET(*this, FIX::DatedDate);
  212. FIELD_SET(*this, FIX::InterestAccrualDate);
  213. FIELD_SET(*this, FIX::NoUnderlyings);
  214. class NoUnderlyings: public FIX::Group
  215. {
  216. public:
  217. NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {}
  218. FIELD_SET(*this, FIX::UnderlyingSymbol);
  219. FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
  220. FIELD_SET(*this, FIX::UnderlyingSecurityID);
  221. FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
  222. FIELD_SET(*this, FIX::UnderlyingProduct);
  223. FIELD_SET(*this, FIX::UnderlyingCFICode);
  224. FIELD_SET(*this, FIX::UnderlyingSecurityType);
  225. FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
  226. FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
  227. FIELD_SET(*this, FIX::UnderlyingMaturityDate);
  228. FIELD_SET(*this, FIX::UnderlyingMaturityTime);
  229. FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
  230. FIELD_SET(*this, FIX::UnderlyingIssueDate);
  231. FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
  232. FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
  233. FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
  234. FIELD_SET(*this, FIX::UnderlyingFactor);
  235. FIELD_SET(*this, FIX::UnderlyingCreditRating);
  236. FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
  237. FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
  238. FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
  239. FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
  240. FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
  241. FIELD_SET(*this, FIX::UnderlyingStrikePrice);
  242. FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
  243. FIELD_SET(*this, FIX::UnderlyingOptAttribute);
  244. FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
  245. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
  246. FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
  247. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
  248. FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
  249. FIELD_SET(*this, FIX::UnderlyingTimeUnit);
  250. FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
  251. FIELD_SET(*this, FIX::UnderlyingCouponRate);
  252. FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
  253. FIELD_SET(*this, FIX::UnderlyingIssuer);
  254. FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
  255. FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
  256. FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
  257. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
  258. FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
  259. FIELD_SET(*this, FIX::UnderlyingCPProgram);
  260. FIELD_SET(*this, FIX::UnderlyingCPRegType);
  261. FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
  262. FIELD_SET(*this, FIX::UnderlyingCurrency);
  263. FIELD_SET(*this, FIX::UnderlyingQty);
  264. FIELD_SET(*this, FIX::UnderlyingSettlementType);
  265. FIELD_SET(*this, FIX::UnderlyingCashAmount);
  266. FIELD_SET(*this, FIX::UnderlyingCashType);
  267. FIELD_SET(*this, FIX::UnderlyingPx);
  268. FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
  269. FIELD_SET(*this, FIX::UnderlyingEndPrice);
  270. FIELD_SET(*this, FIX::UnderlyingStartValue);
  271. FIELD_SET(*this, FIX::UnderlyingCurrentValue);
  272. FIELD_SET(*this, FIX::UnderlyingEndValue);
  273. FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
  274. FIELD_SET(*this, FIX::UnderlyingFXRate);
  275. FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
  276. FIELD_SET(*this, FIX::UnderlyingCapValue);
  277. FIELD_SET(*this, FIX::UnderlyingSettlMethod);
  278. FIELD_SET(*this, FIX::UnderlyingPutOrCall);
  279. };
  280. FIELD_SET(*this, FIX::NoLegs);
  281. class NoLegs: public FIX::Group
  282. {
  283. public:
  284. NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,0)) {}
  285. FIELD_SET(*this, FIX::LegSymbol);
  286. FIELD_SET(*this, FIX::LegSymbolSfx);
  287. FIELD_SET(*this, FIX::LegSecurityID);
  288. FIELD_SET(*this, FIX::LegSecurityIDSource);
  289. FIELD_SET(*this, FIX::LegProduct);
  290. FIELD_SET(*this, FIX::LegCFICode);
  291. FIELD_SET(*this, FIX::LegSecurityType);
  292. FIELD_SET(*this, FIX::LegSecuritySubType);
  293. FIELD_SET(*this, FIX::LegMaturityMonthYear);
  294. FIELD_SET(*this, FIX::LegMaturityDate);
  295. FIELD_SET(*this, FIX::LegMaturityTime);
  296. FIELD_SET(*this, FIX::LegCouponPaymentDate);
  297. FIELD_SET(*this, FIX::LegIssueDate);
  298. FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
  299. FIELD_SET(*this, FIX::LegRepurchaseTerm);
  300. FIELD_SET(*this, FIX::LegRepurchaseRate);
  301. FIELD_SET(*this, FIX::LegFactor);
  302. FIELD_SET(*this, FIX::LegCreditRating);
  303. FIELD_SET(*this, FIX::LegInstrRegistry);
  304. FIELD_SET(*this, FIX::LegCountryOfIssue);
  305. FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
  306. FIELD_SET(*this, FIX::LegLocaleOfIssue);
  307. FIELD_SET(*this, FIX::LegRedemptionDate);
  308. FIELD_SET(*this, FIX::LegStrikePrice);
  309. FIELD_SET(*this, FIX::LegStrikeCurrency);
  310. FIELD_SET(*this, FIX::LegOptAttribute);
  311. FIELD_SET(*this, FIX::LegContractMultiplier);
  312. FIELD_SET(*this, FIX::LegUnitOfMeasure);
  313. FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
  314. FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
  315. FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
  316. FIELD_SET(*this, FIX::LegTimeUnit);
  317. FIELD_SET(*this, FIX::LegExerciseStyle);
  318. FIELD_SET(*this, FIX::LegCouponRate);
  319. FIELD_SET(*this, FIX::LegSecurityExchange);
  320. FIELD_SET(*this, FIX::LegIssuer);
  321. FIELD_SET(*this, FIX::EncodedLegIssuerLen);
  322. FIELD_SET(*this, FIX::EncodedLegIssuer);
  323. FIELD_SET(*this, FIX::LegSecurityDesc);
  324. FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
  325. FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
  326. FIELD_SET(*this, FIX::LegRatioQty);
  327. FIELD_SET(*this, FIX::LegSide);
  328. FIELD_SET(*this, FIX::LegCurrency);
  329. FIELD_SET(*this, FIX::LegPool);
  330. FIELD_SET(*this, FIX::LegDatedDate);
  331. FIELD_SET(*this, FIX::LegContractSettlMonth);
  332. FIELD_SET(*this, FIX::LegInterestAccrualDate);
  333. FIELD_SET(*this, FIX::LegPutOrCall);
  334. FIELD_SET(*this, FIX::LegOptionRatio);
  335. };
  336. FIELD_SET(*this, FIX::SettlType);
  337. FIELD_SET(*this, FIX::SettlDate);
  338. FIELD_SET(*this, FIX::HandlInst);
  339. FIELD_SET(*this, FIX::ExecInst);
  340. FIELD_SET(*this, FIX::MinQty);
  341. FIELD_SET(*this, FIX::MatchIncrement);
  342. FIELD_SET(*this, FIX::MaxPriceLevels);
  343. FIELD_SET(*this, FIX::DisplayQty);
  344. FIELD_SET(*this, FIX::SecondaryDisplayQty);
  345. FIELD_SET(*this, FIX::DisplayWhen);
  346. FIELD_SET(*this, FIX::DisplayMethod);
  347. FIELD_SET(*this, FIX::DisplayLowQty);
  348. FIELD_SET(*this, FIX::DisplayHighQty);
  349. FIELD_SET(*this, FIX::DisplayMinIncr);
  350. FIELD_SET(*this, FIX::RefreshQty);
  351. FIELD_SET(*this, FIX::MaxFloor);
  352. FIELD_SET(*this, FIX::ExDestination);
  353. FIELD_SET(*this, FIX::ExDestinationIDSource);
  354. FIELD_SET(*this, FIX::NoTradingSessions);
  355. class NoTradingSessions: public FIX::Group
  356. {
  357. public:
  358. NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
  359. FIELD_SET(*this, FIX::TradingSessionID);
  360. FIELD_SET(*this, FIX::TradingSessionSubID);
  361. };
  362. FIELD_SET(*this, FIX::ProcessCode);
  363. FIELD_SET(*this, FIX::PrevClosePx);
  364. FIELD_SET(*this, FIX::LocateReqd);
  365. FIELD_SET(*this, FIX::TransactTime);
  366. FIELD_SET(*this, FIX::TransBkdTime);
  367. FIELD_SET(*this, FIX::NoStipulations);
  368. class NoStipulations: public FIX::Group
  369. {
  370. public:
  371. NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
  372. FIELD_SET(*this, FIX::StipulationType);
  373. FIELD_SET(*this, FIX::StipulationValue);
  374. };
  375. FIELD_SET(*this, FIX::OrdType);
  376. FIELD_SET(*this, FIX::PriceType);
  377. FIELD_SET(*this, FIX::Price);
  378. FIELD_SET(*this, FIX::PriceProtectionScope);
  379. FIELD_SET(*this, FIX::StopPx);
  380. FIELD_SET(*this, FIX::TriggerType);
  381. FIELD_SET(*this, FIX::TriggerAction);
  382. FIELD_SET(*this, FIX::TriggerPrice);
  383. FIELD_SET(*this, FIX::TriggerSymbol);
  384. FIELD_SET(*this, FIX::TriggerSecurityID);
  385. FIELD_SET(*this, FIX::TriggerSecurityIDSource);
  386. FIELD_SET(*this, FIX::TriggerSecurityDesc);
  387. FIELD_SET(*this, FIX::TriggerPriceType);
  388. FIELD_SET(*this, FIX::TriggerPriceTypeScope);
  389. FIELD_SET(*this, FIX::TriggerPriceDirection);
  390. FIELD_SET(*this, FIX::TriggerNewPrice);
  391. FIELD_SET(*this, FIX::TriggerOrderType);
  392. FIELD_SET(*this, FIX::TriggerNewQty);
  393. FIELD_SET(*this, FIX::TriggerTradingSessionID);
  394. FIELD_SET(*this, FIX::TriggerTradingSessionSubID);
  395. FIELD_SET(*this, FIX::Spread);
  396. FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
  397. FIELD_SET(*this, FIX::BenchmarkCurveName);
  398. FIELD_SET(*this, FIX::BenchmarkCurvePoint);
  399. FIELD_SET(*this, FIX::BenchmarkPrice);
  400. FIELD_SET(*this, FIX::BenchmarkPriceType);
  401. FIELD_SET(*this, FIX::BenchmarkSecurityID);
  402. FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
  403. FIELD_SET(*this, FIX::YieldType);
  404. FIELD_SET(*this, FIX::Yield);
  405. FIELD_SET(*this, FIX::YieldCalcDate);
  406. FIELD_SET(*this, FIX::YieldRedemptionDate);
  407. FIELD_SET(*this, FIX::YieldRedemptionPrice);
  408. FIELD_SET(*this, FIX::YieldRedemptionPriceType);
  409. FIELD_SET(*this, FIX::Currency);
  410. FIELD_SET(*this, FIX::ComplianceID);
  411. FIELD_SET(*this, FIX::IOIID);
  412. FIELD_SET(*this, FIX::QuoteID);
  413. FIELD_SET(*this, FIX::TimeInForce);
  414. FIELD_SET(*this, FIX::EffectiveTime);
  415. FIELD_SET(*this, FIX::ExpireDate);
  416. FIELD_SET(*this, FIX::ExpireTime);
  417. FIELD_SET(*this, FIX::GTBookingInst);
  418. FIELD_SET(*this, FIX::MaxShow);
  419. FIELD_SET(*this, FIX::PegOffsetValue);
  420. FIELD_SET(*this, FIX::PegPriceType);
  421. FIELD_SET(*this, FIX::PegMoveType);
  422. FIELD_SET(*this, FIX::PegOffsetType);
  423. FIELD_SET(*this, FIX::PegLimitType);
  424. FIELD_SET(*this, FIX::PegRoundDirection);
  425. FIELD_SET(*this, FIX::PegScope);
  426. FIELD_SET(*this, FIX::PegSecurityIDSource);
  427. FIELD_SET(*this, FIX::PegSecurityID);
  428. FIELD_SET(*this, FIX::PegSymbol);
  429. FIELD_SET(*this, FIX::PegSecurityDesc);
  430. FIELD_SET(*this, FIX::DiscretionInst);
  431. FIELD_SET(*this, FIX::DiscretionOffsetValue);
  432. FIELD_SET(*this, FIX::DiscretionMoveType);
  433. FIELD_SET(*this, FIX::DiscretionOffsetType);
  434. FIELD_SET(*this, FIX::DiscretionLimitType);
  435. FIELD_SET(*this, FIX::DiscretionRoundDirection);
  436. FIELD_SET(*this, FIX::DiscretionScope);
  437. FIELD_SET(*this, FIX::TargetStrategy);
  438. FIELD_SET(*this, FIX::NoStrategyParameters);
  439. class NoStrategyParameters: public FIX::Group
  440. {
  441. public:
  442. NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {}
  443. FIELD_SET(*this, FIX::StrategyParameterName);
  444. FIELD_SET(*this, FIX::StrategyParameterType);
  445. FIELD_SET(*this, FIX::StrategyParameterValue);
  446. };
  447. FIELD_SET(*this, FIX::TargetStrategyParameters);
  448. FIELD_SET(*this, FIX::ParticipationRate);
  449. FIELD_SET(*this, FIX::CancellationRights);
  450. FIELD_SET(*this, FIX::MoneyLaunderingStatus);
  451. FIELD_SET(*this, FIX::RegistID);
  452. FIELD_SET(*this, FIX::Designation);
  453. };
  454. }
  455. #endif