#ifndef FIX50SP2_DERIVATIVESECURITYLISTUPDATEREPORT_H #define FIX50SP2_DERIVATIVESECURITYLISTUPDATEREPORT_H #include "Message.h" namespace FIX50SP2 { class DerivativeSecurityListUpdateReport : public Message { public: DerivativeSecurityListUpdateReport() : Message(MsgType()) {} DerivativeSecurityListUpdateReport(const FIX::Message& m) : Message(m) {} DerivativeSecurityListUpdateReport(const Message& m) : Message(m) {} DerivativeSecurityListUpdateReport(const DerivativeSecurityListUpdateReport& m) : Message(m) {} static FIX::MsgType MsgType() { return FIX::MsgType("BR"); } FIELD_SET(*this, FIX::ApplID); FIELD_SET(*this, FIX::ApplSeqNum); FIELD_SET(*this, FIX::ApplLastSeqNum); FIELD_SET(*this, FIX::ApplResendFlag); FIELD_SET(*this, FIX::SecurityReqID); FIELD_SET(*this, FIX::SecurityResponseID); FIELD_SET(*this, FIX::SecurityRequestResult); FIELD_SET(*this, FIX::SecurityUpdateAction); FIELD_SET(*this, FIX::UnderlyingSymbol); FIELD_SET(*this, FIX::UnderlyingSymbolSfx); FIELD_SET(*this, FIX::UnderlyingSecurityID); FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); class NoUnderlyingSecurityAltID: public FIX::Group { public: NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} FIELD_SET(*this, FIX::UnderlyingSecurityAltID); FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); }; FIELD_SET(*this, FIX::UnderlyingProduct); FIELD_SET(*this, FIX::UnderlyingCFICode); FIELD_SET(*this, FIX::UnderlyingSecurityType); FIELD_SET(*this, FIX::UnderlyingSecuritySubType); FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); FIELD_SET(*this, FIX::UnderlyingMaturityDate); FIELD_SET(*this, FIX::UnderlyingMaturityTime); FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); FIELD_SET(*this, FIX::UnderlyingIssueDate); FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); FIELD_SET(*this, FIX::UnderlyingFactor); FIELD_SET(*this, FIX::UnderlyingCreditRating); FIELD_SET(*this, FIX::UnderlyingInstrRegistry); FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); FIELD_SET(*this, FIX::UnderlyingRedemptionDate); FIELD_SET(*this, FIX::UnderlyingStrikePrice); FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); FIELD_SET(*this, FIX::UnderlyingOptAttribute); FIELD_SET(*this, FIX::UnderlyingContractMultiplier); FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); FIELD_SET(*this, FIX::UnderlyingTimeUnit); FIELD_SET(*this, FIX::UnderlyingExerciseStyle); FIELD_SET(*this, FIX::UnderlyingCouponRate); FIELD_SET(*this, FIX::UnderlyingSecurityExchange); FIELD_SET(*this, FIX::UnderlyingIssuer); FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); FIELD_SET(*this, FIX::UnderlyingSecurityDesc); FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); FIELD_SET(*this, FIX::UnderlyingCPProgram); FIELD_SET(*this, FIX::UnderlyingCPRegType); FIELD_SET(*this, FIX::UnderlyingAllocationPercent); FIELD_SET(*this, FIX::UnderlyingCurrency); FIELD_SET(*this, FIX::UnderlyingQty); FIELD_SET(*this, FIX::UnderlyingSettlementType); FIELD_SET(*this, FIX::UnderlyingCashAmount); FIELD_SET(*this, FIX::UnderlyingCashType); FIELD_SET(*this, FIX::UnderlyingPx); FIELD_SET(*this, FIX::UnderlyingDirtyPrice); FIELD_SET(*this, FIX::UnderlyingEndPrice); FIELD_SET(*this, FIX::UnderlyingStartValue); FIELD_SET(*this, FIX::UnderlyingCurrentValue); FIELD_SET(*this, FIX::UnderlyingEndValue); FIELD_SET(*this, FIX::NoUnderlyingStips); class NoUnderlyingStips: public FIX::Group { public: NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} FIELD_SET(*this, FIX::UnderlyingStipType); FIELD_SET(*this, FIX::UnderlyingStipValue); }; FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); FIELD_SET(*this, FIX::UnderlyingFXRate); FIELD_SET(*this, FIX::UnderlyingFXRateCalc); FIELD_SET(*this, FIX::UnderlyingCapValue); FIELD_SET(*this, FIX::NoUndlyInstrumentParties); class NoUndlyInstrumentParties: public FIX::Group { public: NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} FIELD_SET(*this, FIX::UnderlyingInstrumentPartyID); FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource); FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole); FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); class NoUndlyInstrumentPartySubIDs: public FIX::Group { public: NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubID); FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType); }; }; FIELD_SET(*this, FIX::UnderlyingSettlMethod); FIELD_SET(*this, FIX::UnderlyingPutOrCall); FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit); FIELD_SET(*this, FIX::UnderlyingFlowScheduleType); FIELD_SET(*this, FIX::UnderlyingRestructuringType); FIELD_SET(*this, FIX::UnderlyingSeniority); FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding); FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding); FIELD_SET(*this, FIX::UnderlyingAttachmentPoint); FIELD_SET(*this, FIX::UnderlyingDetachmentPoint); FIELD_SET(*this, FIX::DerivativeSymbol); FIELD_SET(*this, FIX::DerivativeSymbolSfx); FIELD_SET(*this, FIX::DerivativeSecurityID); FIELD_SET(*this, FIX::DerivativeSecurityIDSource); FIELD_SET(*this, FIX::NoDerivativeSecurityAltID); class NoDerivativeSecurityAltID: public FIX::Group { public: NoDerivativeSecurityAltID() : FIX::Group(1218,1219,FIX::message_order(1219,1220,0)) {} FIELD_SET(*this, FIX::DerivativeSecurityAltID); FIELD_SET(*this, FIX::DerivativeSecurityAltIDSource); }; FIELD_SET(*this, FIX::DerivativeProduct); FIELD_SET(*this, FIX::DerivativeProductComplex); FIELD_SET(*this, FIX::DerivFlexProductEligibilityIndicator); FIELD_SET(*this, FIX::DerivativeSecurityGroup); FIELD_SET(*this, FIX::DerivativeCFICode); FIELD_SET(*this, FIX::DerivativeSecurityType); FIELD_SET(*this, FIX::DerivativeSecuritySubType); FIELD_SET(*this, FIX::DerivativeMaturityMonthYear); FIELD_SET(*this, FIX::DerivativeMaturityDate); FIELD_SET(*this, FIX::DerivativeMaturityTime); FIELD_SET(*this, FIX::DerivativeSettleOnOpenFlag); FIELD_SET(*this, FIX::DerivativeInstrmtAssignmentMethod); FIELD_SET(*this, FIX::DerivativeSecurityStatus); FIELD_SET(*this, FIX::DerivativeIssueDate); FIELD_SET(*this, FIX::DerivativeInstrRegistry); FIELD_SET(*this, FIX::DerivativeCountryOfIssue); FIELD_SET(*this, FIX::DerivativeStateOrProvinceOfIssue); FIELD_SET(*this, FIX::DerivativeLocaleOfIssue); FIELD_SET(*this, FIX::DerivativeStrikePrice); FIELD_SET(*this, FIX::DerivativeStrikeCurrency); FIELD_SET(*this, FIX::DerivativeStrikeMultiplier); FIELD_SET(*this, FIX::DerivativeStrikeValue); FIELD_SET(*this, FIX::DerivativeOptAttribute); FIELD_SET(*this, FIX::DerivativeContractMultiplier); FIELD_SET(*this, FIX::DerivativeMinPriceIncrement); FIELD_SET(*this, FIX::DerivativeMinPriceIncrementAmount); FIELD_SET(*this, FIX::DerivativeUnitOfMeasure); FIELD_SET(*this, FIX::DerivativeUnitOfMeasureQty); FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasure); FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasureQty); FIELD_SET(*this, FIX::DerivativeSettlMethod); FIELD_SET(*this, FIX::DerivativePriceQuoteMethod); FIELD_SET(*this, FIX::DerivativeValuationMethod); FIELD_SET(*this, FIX::DerivativeListMethod); FIELD_SET(*this, FIX::DerivativeCapPrice); FIELD_SET(*this, FIX::DerivativeFloorPrice); FIELD_SET(*this, FIX::DerivativePutOrCall); FIELD_SET(*this, FIX::DerivativeExerciseStyle); FIELD_SET(*this, FIX::DerivativeOptPayAmount); FIELD_SET(*this, FIX::DerivativeTimeUnit); FIELD_SET(*this, FIX::DerivativeSecurityExchange); FIELD_SET(*this, FIX::DerivativePositionLimit); FIELD_SET(*this, FIX::DerivativeNTPositionLimit); FIELD_SET(*this, FIX::DerivativeIssuer); FIELD_SET(*this, FIX::DerivativeEncodedIssuerLen); FIELD_SET(*this, FIX::DerivativeEncodedIssuer); FIELD_SET(*this, FIX::DerivativeSecurityDesc); FIELD_SET(*this, FIX::DerivativeEncodedSecurityDescLen); FIELD_SET(*this, FIX::DerivativeEncodedSecurityDesc); FIELD_SET(*this, FIX::DerivativeSecurityXMLLen); FIELD_SET(*this, FIX::DerivativeSecurityXML); FIELD_SET(*this, FIX::DerivativeSecurityXMLSchema); FIELD_SET(*this, FIX::DerivativeContractSettlMonth); FIELD_SET(*this, FIX::NoDerivativeEvents); class NoDerivativeEvents: public FIX::Group { public: NoDerivativeEvents() : FIX::Group(1286,1287,FIX::message_order(1287,1288,1289,1290,1291,0)) {} FIELD_SET(*this, FIX::DerivativeEventType); FIELD_SET(*this, FIX::DerivativeEventDate); FIELD_SET(*this, FIX::DerivativeEventTime); FIELD_SET(*this, FIX::DerivativeEventPx); FIELD_SET(*this, FIX::DerivativeEventText); }; FIELD_SET(*this, FIX::NoDerivativeInstrumentParties); class NoDerivativeInstrumentParties: public FIX::Group { public: NoDerivativeInstrumentParties() : FIX::Group(1292,1293,FIX::message_order(1293,1294,1295,1296,0)) {} FIELD_SET(*this, FIX::DerivativeInstrumentPartyID); FIELD_SET(*this, FIX::DerivativeInstrumentPartyIDSource); FIELD_SET(*this, FIX::DerivativeInstrumentPartyRole); FIELD_SET(*this, FIX::NoDerivativeInstrumentPartySubIDs); class NoDerivativeInstrumentPartySubIDs: public FIX::Group { public: NoDerivativeInstrumentPartySubIDs() : FIX::Group(1296,1297,FIX::message_order(1297,1298,0)) {} FIELD_SET(*this, FIX::DerivativeInstrumentPartySubID); FIELD_SET(*this, FIX::DerivativeInstrumentPartySubIDType); }; }; FIELD_SET(*this, FIX::DerivativeContractMultiplierUnit); FIELD_SET(*this, FIX::DerivativeFlowScheduleType); FIELD_SET(*this, FIX::NoDerivativeInstrAttrib); class NoDerivativeInstrAttrib: public FIX::Group { public: NoDerivativeInstrAttrib() : FIX::Group(1311,1313,FIX::message_order(1313,1314,0)) {} FIELD_SET(*this, FIX::DerivativeInstrAttribType); FIELD_SET(*this, FIX::DerivativeInstrAttribValue); }; FIELD_SET(*this, FIX::NoMarketSegments); class NoMarketSegments: public FIX::Group { public: NoMarketSegments() : FIX::Group(1310,1301,FIX::message_order(1301,1300,1201,0)) {} FIELD_SET(*this, FIX::MarketID); FIELD_SET(*this, FIX::MarketSegmentID); FIELD_SET(*this, FIX::NoTickRules); class NoTickRules: public FIX::Group { public: NoTickRules() : FIX::Group(1205,1206,FIX::message_order(1206,1207,1208,1209,0)) {} FIELD_SET(*this, FIX::StartTickPriceRange); FIELD_SET(*this, FIX::EndTickPriceRange); FIELD_SET(*this, FIX::TickIncrement); FIELD_SET(*this, FIX::TickRuleType); }; FIELD_SET(*this, FIX::NoLotTypeRules); class NoLotTypeRules: public FIX::Group { public: NoLotTypeRules() : FIX::Group(1234,1093,FIX::message_order(1093,1231,0)) {} FIELD_SET(*this, FIX::LotType); FIELD_SET(*this, FIX::MinLotSize); }; FIELD_SET(*this, FIX::PriceLimitType); FIELD_SET(*this, FIX::LowLimitPrice); FIELD_SET(*this, FIX::HighLimitPrice); FIELD_SET(*this, FIX::TradingReferencePrice); FIELD_SET(*this, FIX::ExpirationCycle); FIELD_SET(*this, FIX::MinTradeVol); FIELD_SET(*this, FIX::MaxTradeVol); FIELD_SET(*this, FIX::MaxPriceVariation); FIELD_SET(*this, FIX::ImpliedMarketIndicator); FIELD_SET(*this, FIX::TradingCurrency); FIELD_SET(*this, FIX::RoundLot); FIELD_SET(*this, FIX::MultilegModel); FIELD_SET(*this, FIX::MultilegPriceMethod); FIELD_SET(*this, FIX::PriceType); FIELD_SET(*this, FIX::NoTradingSessionRules); class NoTradingSessionRules: public FIX::Group { public: NoTradingSessionRules() : FIX::Group(1309,336,FIX::message_order(336,625,0)) {} FIELD_SET(*this, FIX::TradingSessionID); FIELD_SET(*this, FIX::TradingSessionSubID); FIELD_SET(*this, FIX::NoOrdTypeRules); class NoOrdTypeRules: public FIX::Group { public: NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {} FIELD_SET(*this, FIX::OrdType); }; FIELD_SET(*this, FIX::NoTimeInForceRules); class NoTimeInForceRules: public FIX::Group { public: NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {} FIELD_SET(*this, FIX::TimeInForce); }; FIELD_SET(*this, FIX::NoExecInstRules); class NoExecInstRules: public FIX::Group { public: NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {} FIELD_SET(*this, FIX::ExecInstValue); }; FIELD_SET(*this, FIX::NoMatchRules); class NoMatchRules: public FIX::Group { public: NoMatchRules() : FIX::Group(1235,1142,FIX::message_order(1142,574,0)) {} FIELD_SET(*this, FIX::MatchAlgorithm); FIELD_SET(*this, FIX::MatchType); }; FIELD_SET(*this, FIX::NoMDFeedTypes); class NoMDFeedTypes: public FIX::Group { public: NoMDFeedTypes() : FIX::Group(1141,1022,FIX::message_order(1022,264,1021,0)) {} FIELD_SET(*this, FIX::MDFeedType); FIELD_SET(*this, FIX::MarketDepth); FIELD_SET(*this, FIX::MDBookType); }; }; FIELD_SET(*this, FIX::NoNestedInstrAttrib); class NoNestedInstrAttrib: public FIX::Group { public: NoNestedInstrAttrib() : FIX::Group(1312,1210,FIX::message_order(1210,1211,0)) {} FIELD_SET(*this, FIX::NestedInstrAttribType); FIELD_SET(*this, FIX::NestedInstrAttribValue); }; FIELD_SET(*this, FIX::NoStrikeRules); class NoStrikeRules: public FIX::Group { public: NoStrikeRules() : FIX::Group(1201,1223,FIX::message_order(1223,1202,1203,1204,1304,1236,0)) {} FIELD_SET(*this, FIX::StrikeRuleID); FIELD_SET(*this, FIX::StartStrikePxRange); FIELD_SET(*this, FIX::EndStrikePxRange); FIELD_SET(*this, FIX::StrikeIncrement); FIELD_SET(*this, FIX::StrikeExerciseStyle); FIELD_SET(*this, FIX::NoMaturityRules); class NoMaturityRules: public FIX::Group { public: NoMaturityRules() : FIX::Group(1236,1222,FIX::message_order(1222,1303,1302,1241,1226,1229,0)) {} FIELD_SET(*this, FIX::MaturityRuleID); FIELD_SET(*this, FIX::MaturityMonthYearFormat); FIELD_SET(*this, FIX::MaturityMonthYearIncrementUnits); FIELD_SET(*this, FIX::StartMaturityMonthYear); FIELD_SET(*this, FIX::EndMaturityMonthYear); FIELD_SET(*this, FIX::MaturityMonthYearIncrement); }; }; }; FIELD_SET(*this, FIX::TotNoRelatedSym); FIELD_SET(*this, FIX::LastFragment); FIELD_SET(*this, FIX::NoRelatedSym); class NoRelatedSym: public FIX::Group { public: NoRelatedSym() : FIX::Group(146,1324,FIX::message_order(1324,292,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,668,869,1305,1221,1230,1240,15,555,58,354,355,1504,0)) {} FIELD_SET(*this, FIX::ListUpdateAction); FIELD_SET(*this, FIX::CorporateAction); FIELD_SET(*this, FIX::Symbol); FIELD_SET(*this, FIX::SymbolSfx); FIELD_SET(*this, FIX::SecurityID); FIELD_SET(*this, FIX::SecurityIDSource); 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::Product); FIELD_SET(*this, FIX::ProductComplex); FIELD_SET(*this, FIX::SecurityGroup); FIELD_SET(*this, FIX::CFICode); FIELD_SET(*this, FIX::SecurityType); FIELD_SET(*this, FIX::SecuritySubType); FIELD_SET(*this, FIX::MaturityMonthYear); FIELD_SET(*this, FIX::MaturityDate); FIELD_SET(*this, FIX::MaturityTime); FIELD_SET(*this, FIX::SettleOnOpenFlag); FIELD_SET(*this, FIX::InstrmtAssignmentMethod); FIELD_SET(*this, FIX::SecurityStatus); 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::StrikeCurrency); FIELD_SET(*this, FIX::StrikeMultiplier); FIELD_SET(*this, FIX::StrikeValue); FIELD_SET(*this, FIX::OptAttribute); FIELD_SET(*this, FIX::ContractMultiplier); FIELD_SET(*this, FIX::MinPriceIncrement); FIELD_SET(*this, FIX::MinPriceIncrementAmount); FIELD_SET(*this, FIX::UnitOfMeasure); FIELD_SET(*this, FIX::UnitOfMeasureQty); FIELD_SET(*this, FIX::PriceUnitOfMeasure); FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); FIELD_SET(*this, FIX::SettlMethod); FIELD_SET(*this, FIX::ExerciseStyle); FIELD_SET(*this, FIX::OptPayoutAmount); FIELD_SET(*this, FIX::PriceQuoteMethod); FIELD_SET(*this, FIX::ValuationMethod); FIELD_SET(*this, FIX::ListMethod); FIELD_SET(*this, FIX::CapPrice); FIELD_SET(*this, FIX::FloorPrice); FIELD_SET(*this, FIX::PutOrCall); FIELD_SET(*this, FIX::FlexibleIndicator); FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); FIELD_SET(*this, FIX::TimeUnit); FIELD_SET(*this, FIX::CouponRate); FIELD_SET(*this, FIX::SecurityExchange); FIELD_SET(*this, FIX::PositionLimit); FIELD_SET(*this, FIX::NTPositionLimit); 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::SecurityXMLLen); FIELD_SET(*this, FIX::SecurityXML); FIELD_SET(*this, FIX::SecurityXMLSchema); FIELD_SET(*this, FIX::Pool); FIELD_SET(*this, FIX::ContractSettlMonth); FIELD_SET(*this, FIX::CPProgram); FIELD_SET(*this, FIX::CPRegType); FIELD_SET(*this, FIX::NoEvents); class NoEvents: public FIX::Group { public: NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} FIELD_SET(*this, FIX::EventType); FIELD_SET(*this, FIX::EventDate); FIELD_SET(*this, FIX::EventTime); FIELD_SET(*this, FIX::EventPx); FIELD_SET(*this, FIX::EventText); }; FIELD_SET(*this, FIX::DatedDate); FIELD_SET(*this, FIX::InterestAccrualDate); FIELD_SET(*this, FIX::NoInstrumentParties); class NoInstrumentParties: public FIX::Group { public: NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} FIELD_SET(*this, FIX::InstrumentPartyID); FIELD_SET(*this, FIX::InstrumentPartyIDSource); FIELD_SET(*this, FIX::InstrumentPartyRole); FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); class NoInstrumentPartySubIDs: public FIX::Group { public: NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} FIELD_SET(*this, FIX::InstrumentPartySubID); FIELD_SET(*this, FIX::InstrumentPartySubIDType); }; }; FIELD_SET(*this, FIX::ContractMultiplierUnit); FIELD_SET(*this, FIX::FlowScheduleType); FIELD_SET(*this, FIX::RestructuringType); FIELD_SET(*this, FIX::Seniority); FIELD_SET(*this, FIX::NotionalPercentageOutstanding); FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding); FIELD_SET(*this, FIX::AttachmentPoint); FIELD_SET(*this, FIX::DetachmentPoint); FIELD_SET(*this, FIX::StrikePriceDeterminationMethod); FIELD_SET(*this, FIX::StrikePriceBoundaryMethod); FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision); FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod); FIELD_SET(*this, FIX::OptPayoutType); FIELD_SET(*this, FIX::NoComplexEvents); class NoComplexEvents: public FIX::Group { public: NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {} FIELD_SET(*this, FIX::ComplexEventType); FIELD_SET(*this, FIX::ComplexOptPayoutAmount); FIELD_SET(*this, FIX::ComplexEventPrice); FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod); FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision); FIELD_SET(*this, FIX::ComplexEventPriceTimeType); FIELD_SET(*this, FIX::ComplexEventCondition); FIELD_SET(*this, FIX::NoComplexEventDates); class NoComplexEventDates: public FIX::Group { public: NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {} FIELD_SET(*this, FIX::ComplexEventStartDate); FIELD_SET(*this, FIX::ComplexEventEndDate); FIELD_SET(*this, FIX::NoComplexEventTimes); class NoComplexEventTimes: public FIX::Group { public: NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {} FIELD_SET(*this, FIX::ComplexEventStartTime); FIELD_SET(*this, FIX::ComplexEventEndTime); }; }; }; FIELD_SET(*this, FIX::DeliveryForm); FIELD_SET(*this, FIX::PctAtRisk); FIELD_SET(*this, FIX::NoInstrAttrib); class NoInstrAttrib: public FIX::Group { public: NoInstrAttrib() : FIX::Group(870,871,FIX::message_order(871,872,0)) {} FIELD_SET(*this, FIX::InstrAttribType); FIELD_SET(*this, FIX::InstrAttribValue); }; FIELD_SET(*this, FIX::SecondaryPriceLimitType); FIELD_SET(*this, FIX::SecondaryLowLimitPrice); FIELD_SET(*this, FIX::SecondaryHighLimitPrice); FIELD_SET(*this, FIX::SecondaryTradingReferencePrice); FIELD_SET(*this, FIX::Currency); FIELD_SET(*this, FIX::NoLegs); class NoLegs: public FIX::Group { public: 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)) {} FIELD_SET(*this, FIX::LegSymbol); FIELD_SET(*this, FIX::LegSymbolSfx); FIELD_SET(*this, FIX::LegSecurityID); FIELD_SET(*this, FIX::LegSecurityIDSource); FIELD_SET(*this, FIX::NoLegSecurityAltID); class NoLegSecurityAltID: public FIX::Group { public: NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} FIELD_SET(*this, FIX::LegSecurityAltID); FIELD_SET(*this, FIX::LegSecurityAltIDSource); }; FIELD_SET(*this, FIX::LegProduct); FIELD_SET(*this, FIX::LegCFICode); FIELD_SET(*this, FIX::LegSecurityType); FIELD_SET(*this, FIX::LegSecuritySubType); FIELD_SET(*this, FIX::LegMaturityMonthYear); FIELD_SET(*this, FIX::LegMaturityDate); FIELD_SET(*this, FIX::LegMaturityTime); FIELD_SET(*this, FIX::LegCouponPaymentDate); FIELD_SET(*this, FIX::LegIssueDate); FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); FIELD_SET(*this, FIX::LegRepurchaseTerm); FIELD_SET(*this, FIX::LegRepurchaseRate); FIELD_SET(*this, FIX::LegFactor); FIELD_SET(*this, FIX::LegCreditRating); FIELD_SET(*this, FIX::LegInstrRegistry); FIELD_SET(*this, FIX::LegCountryOfIssue); FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); FIELD_SET(*this, FIX::LegLocaleOfIssue); FIELD_SET(*this, FIX::LegRedemptionDate); FIELD_SET(*this, FIX::LegStrikePrice); FIELD_SET(*this, FIX::LegStrikeCurrency); FIELD_SET(*this, FIX::LegOptAttribute); FIELD_SET(*this, FIX::LegContractMultiplier); FIELD_SET(*this, FIX::LegUnitOfMeasure); FIELD_SET(*this, FIX::LegUnitOfMeasureQty); FIELD_SET(*this, FIX::LegPriceUnitOfMeasure); FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty); FIELD_SET(*this, FIX::LegTimeUnit); FIELD_SET(*this, FIX::LegExerciseStyle); FIELD_SET(*this, FIX::LegCouponRate); FIELD_SET(*this, FIX::LegSecurityExchange); FIELD_SET(*this, FIX::LegIssuer); FIELD_SET(*this, FIX::EncodedLegIssuerLen); FIELD_SET(*this, FIX::EncodedLegIssuer); FIELD_SET(*this, FIX::LegSecurityDesc); FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); FIELD_SET(*this, FIX::EncodedLegSecurityDesc); FIELD_SET(*this, FIX::LegRatioQty); FIELD_SET(*this, FIX::LegSide); FIELD_SET(*this, FIX::LegCurrency); FIELD_SET(*this, FIX::LegPool); FIELD_SET(*this, FIX::LegDatedDate); FIELD_SET(*this, FIX::LegContractSettlMonth); FIELD_SET(*this, FIX::LegInterestAccrualDate); FIELD_SET(*this, FIX::LegPutOrCall); FIELD_SET(*this, FIX::LegOptionRatio); FIELD_SET(*this, FIX::LegContractMultiplierUnit); FIELD_SET(*this, FIX::LegFlowScheduleType); }; FIELD_SET(*this, FIX::Text); FIELD_SET(*this, FIX::EncodedTextLen); FIELD_SET(*this, FIX::EncodedText); FIELD_SET(*this, FIX::RelSymTransactTime); }; FIELD_SET(*this, FIX::TransactTime); }; } #endif