308 lines
12 KiB
C++
308 lines
12 KiB
C++
#ifndef FIX43_EXECUTIONREPORT_H
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#define FIX43_EXECUTIONREPORT_H
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#include "Message.h"
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namespace FIX43
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{
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class ExecutionReport : public Message
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{
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public:
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ExecutionReport() : Message(MsgType()) {}
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ExecutionReport(const FIX::Message& m) : Message(m) {}
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ExecutionReport(const Message& m) : Message(m) {}
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ExecutionReport(const ExecutionReport& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("8"); }
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ExecutionReport(
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const FIX::OrderID& aOrderID,
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const FIX::ExecID& aExecID,
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const FIX::ExecType& aExecType,
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const FIX::OrdStatus& aOrdStatus,
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const FIX::Side& aSide,
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const FIX::LeavesQty& aLeavesQty,
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const FIX::CumQty& aCumQty,
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const FIX::AvgPx& aAvgPx )
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: Message(MsgType())
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{
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set(aOrderID);
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set(aExecID);
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set(aExecType);
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set(aOrdStatus);
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set(aSide);
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set(aLeavesQty);
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set(aCumQty);
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set(aAvgPx);
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}
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FIELD_SET(*this, FIX::OrderID);
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FIELD_SET(*this, FIX::SecondaryOrderID);
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FIELD_SET(*this, FIX::SecondaryClOrdID);
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FIELD_SET(*this, FIX::SecondaryExecID);
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FIELD_SET(*this, FIX::ClOrdID);
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FIELD_SET(*this, FIX::OrigClOrdID);
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FIELD_SET(*this, FIX::ClOrdLinkID);
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FIELD_SET(*this, FIX::NoPartyIDs);
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class NoPartyIDs: public FIX::Group
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{
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public:
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NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,523,0)) {}
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FIELD_SET(*this, FIX::PartyID);
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FIELD_SET(*this, FIX::PartyIDSource);
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FIELD_SET(*this, FIX::PartyRole);
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FIELD_SET(*this, FIX::PartySubID);
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};
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FIELD_SET(*this, FIX::TradeOriginationDate);
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FIELD_SET(*this, FIX::ListID);
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FIELD_SET(*this, FIX::CrossID);
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FIELD_SET(*this, FIX::OrigCrossID);
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FIELD_SET(*this, FIX::CrossType);
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FIELD_SET(*this, FIX::ExecID);
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FIELD_SET(*this, FIX::ExecRefID);
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FIELD_SET(*this, FIX::ExecType);
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FIELD_SET(*this, FIX::OrdStatus);
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FIELD_SET(*this, FIX::WorkingIndicator);
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FIELD_SET(*this, FIX::OrdRejReason);
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FIELD_SET(*this, FIX::ExecRestatementReason);
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FIELD_SET(*this, FIX::Account);
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FIELD_SET(*this, FIX::AccountType);
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FIELD_SET(*this, FIX::DayBookingInst);
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FIELD_SET(*this, FIX::BookingUnit);
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FIELD_SET(*this, FIX::PreallocMethod);
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FIELD_SET(*this, FIX::SettlmntTyp);
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FIELD_SET(*this, FIX::FutSettDate);
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FIELD_SET(*this, FIX::CashMargin);
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FIELD_SET(*this, FIX::ClearingFeeIndicator);
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FIELD_SET(*this, FIX::Symbol);
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FIELD_SET(*this, FIX::SymbolSfx);
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FIELD_SET(*this, FIX::SecurityID);
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FIELD_SET(*this, FIX::SecurityIDSource);
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FIELD_SET(*this, FIX::Product);
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FIELD_SET(*this, FIX::CFICode);
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FIELD_SET(*this, FIX::SecurityType);
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FIELD_SET(*this, FIX::MaturityMonthYear);
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FIELD_SET(*this, FIX::MaturityDate);
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FIELD_SET(*this, FIX::CouponPaymentDate);
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FIELD_SET(*this, FIX::IssueDate);
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FIELD_SET(*this, FIX::RepoCollateralSecurityType);
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FIELD_SET(*this, FIX::RepurchaseTerm);
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FIELD_SET(*this, FIX::RepurchaseRate);
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FIELD_SET(*this, FIX::Factor);
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FIELD_SET(*this, FIX::CreditRating);
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FIELD_SET(*this, FIX::InstrRegistry);
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FIELD_SET(*this, FIX::CountryOfIssue);
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FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LocaleOfIssue);
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FIELD_SET(*this, FIX::RedemptionDate);
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FIELD_SET(*this, FIX::StrikePrice);
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FIELD_SET(*this, FIX::OptAttribute);
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FIELD_SET(*this, FIX::ContractMultiplier);
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FIELD_SET(*this, FIX::CouponRate);
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FIELD_SET(*this, FIX::SecurityExchange);
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FIELD_SET(*this, FIX::Issuer);
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FIELD_SET(*this, FIX::EncodedIssuerLen);
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FIELD_SET(*this, FIX::EncodedIssuer);
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FIELD_SET(*this, FIX::SecurityDesc);
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FIELD_SET(*this, FIX::EncodedSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedSecurityDesc);
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FIELD_SET(*this, FIX::NoSecurityAltID);
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class NoSecurityAltID: public FIX::Group
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{
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public:
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NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
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FIELD_SET(*this, FIX::SecurityAltID);
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FIELD_SET(*this, FIX::SecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::Side);
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FIELD_SET(*this, FIX::NoStipulations);
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class NoStipulations: public FIX::Group
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{
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public:
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NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
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FIELD_SET(*this, FIX::StipulationType);
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FIELD_SET(*this, FIX::StipulationValue);
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};
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FIELD_SET(*this, FIX::QuantityType);
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FIELD_SET(*this, FIX::OrderQty);
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FIELD_SET(*this, FIX::CashOrderQty);
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FIELD_SET(*this, FIX::OrderPercent);
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FIELD_SET(*this, FIX::RoundingDirection);
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FIELD_SET(*this, FIX::RoundingModulus);
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FIELD_SET(*this, FIX::OrdType);
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FIELD_SET(*this, FIX::PriceType);
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FIELD_SET(*this, FIX::Price);
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FIELD_SET(*this, FIX::StopPx);
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FIELD_SET(*this, FIX::PegDifference);
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FIELD_SET(*this, FIX::DiscretionInst);
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FIELD_SET(*this, FIX::DiscretionOffset);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::ComplianceID);
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FIELD_SET(*this, FIX::SolicitedFlag);
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FIELD_SET(*this, FIX::TimeInForce);
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FIELD_SET(*this, FIX::EffectiveTime);
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FIELD_SET(*this, FIX::ExpireDate);
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FIELD_SET(*this, FIX::ExpireTime);
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FIELD_SET(*this, FIX::ExecInst);
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FIELD_SET(*this, FIX::OrderCapacity);
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FIELD_SET(*this, FIX::OrderRestrictions);
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FIELD_SET(*this, FIX::CustOrderCapacity);
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FIELD_SET(*this, FIX::Rule80A);
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FIELD_SET(*this, FIX::LastQty);
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FIELD_SET(*this, FIX::UnderlyingLastQty);
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FIELD_SET(*this, FIX::LastPx);
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FIELD_SET(*this, FIX::UnderlyingLastPx);
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FIELD_SET(*this, FIX::LastSpotRate);
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FIELD_SET(*this, FIX::LastForwardPoints);
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FIELD_SET(*this, FIX::LastMkt);
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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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FIELD_SET(*this, FIX::LastCapacity);
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FIELD_SET(*this, FIX::LeavesQty);
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FIELD_SET(*this, FIX::CumQty);
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FIELD_SET(*this, FIX::AvgPx);
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FIELD_SET(*this, FIX::DayOrderQty);
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FIELD_SET(*this, FIX::DayCumQty);
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FIELD_SET(*this, FIX::DayAvgPx);
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FIELD_SET(*this, FIX::GTBookingInst);
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FIELD_SET(*this, FIX::TradeDate);
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::ReportToExch);
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FIELD_SET(*this, FIX::Commission);
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FIELD_SET(*this, FIX::CommType);
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FIELD_SET(*this, FIX::CommCurrency);
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FIELD_SET(*this, FIX::FundRenewWaiv);
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FIELD_SET(*this, FIX::Spread);
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FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
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FIELD_SET(*this, FIX::BenchmarkCurveName);
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FIELD_SET(*this, FIX::BenchmarkCurvePoint);
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FIELD_SET(*this, FIX::YieldType);
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FIELD_SET(*this, FIX::Yield);
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FIELD_SET(*this, FIX::GrossTradeAmt);
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FIELD_SET(*this, FIX::NumDaysInterest);
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FIELD_SET(*this, FIX::ExDate);
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FIELD_SET(*this, FIX::AccruedInterestRate);
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FIELD_SET(*this, FIX::AccruedInterestAmt);
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FIELD_SET(*this, FIX::TradedFlatSwitch);
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FIELD_SET(*this, FIX::BasisFeatureDate);
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FIELD_SET(*this, FIX::BasisFeaturePrice);
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FIELD_SET(*this, FIX::Concession);
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FIELD_SET(*this, FIX::TotalTakedown);
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FIELD_SET(*this, FIX::NetMoney);
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FIELD_SET(*this, FIX::SettlCurrAmt);
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FIELD_SET(*this, FIX::SettlCurrency);
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FIELD_SET(*this, FIX::SettlCurrFxRate);
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FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
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FIELD_SET(*this, FIX::HandlInst);
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FIELD_SET(*this, FIX::MinQty);
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FIELD_SET(*this, FIX::MaxFloor);
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FIELD_SET(*this, FIX::PositionEffect);
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FIELD_SET(*this, FIX::MaxShow);
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FIELD_SET(*this, FIX::Text);
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FIELD_SET(*this, FIX::EncodedTextLen);
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FIELD_SET(*this, FIX::EncodedText);
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FIELD_SET(*this, FIX::FutSettDate2);
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FIELD_SET(*this, FIX::OrderQty2);
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FIELD_SET(*this, FIX::LastForwardPoints2);
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FIELD_SET(*this, FIX::MultiLegReportingType);
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FIELD_SET(*this, FIX::CancellationRights);
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FIELD_SET(*this, FIX::MoneyLaunderingStatus);
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FIELD_SET(*this, FIX::RegistID);
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FIELD_SET(*this, FIX::Designation);
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FIELD_SET(*this, FIX::TransBkdTime);
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FIELD_SET(*this, FIX::ExecValuationPoint);
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FIELD_SET(*this, FIX::ExecPriceType);
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FIELD_SET(*this, FIX::ExecPriceAdjustment);
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FIELD_SET(*this, FIX::PriorityIndicator);
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FIELD_SET(*this, FIX::PriceImprovement);
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FIELD_SET(*this, FIX::NoContraBrokers);
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class NoContraBrokers: public FIX::Group
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{
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public:
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NoContraBrokers() : FIX::Group(382,375,FIX::message_order(375,337,437,438,655,0)) {}
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FIELD_SET(*this, FIX::ContraBroker);
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FIELD_SET(*this, FIX::ContraTrader);
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FIELD_SET(*this, FIX::ContraTradeQty);
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FIELD_SET(*this, FIX::ContraTradeTime);
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FIELD_SET(*this, FIX::ContraLegRefID);
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};
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FIELD_SET(*this, FIX::NoContAmts);
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class NoContAmts: public FIX::Group
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{
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public:
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NoContAmts() : FIX::Group(518,519,FIX::message_order(519,520,521,0)) {}
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FIELD_SET(*this, FIX::ContAmtType);
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FIELD_SET(*this, FIX::ContAmtValue);
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FIELD_SET(*this, FIX::ContAmtCurr);
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};
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FIELD_SET(*this, FIX::NoLegs);
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class NoLegs: public FIX::Group
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{
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public:
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NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,604,607,608,609,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,613,614,615,616,617,618,619,620,621,622,623,624,564,565,539,654,566,587,588,637,0)) {}
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FIELD_SET(*this, FIX::LegSymbol);
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FIELD_SET(*this, FIX::LegSymbolSfx);
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FIELD_SET(*this, FIX::LegSecurityID);
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FIELD_SET(*this, FIX::LegSecurityIDSource);
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FIELD_SET(*this, FIX::LegProduct);
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FIELD_SET(*this, FIX::LegCFICode);
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FIELD_SET(*this, FIX::LegSecurityType);
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FIELD_SET(*this, FIX::LegMaturityMonthYear);
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FIELD_SET(*this, FIX::LegMaturityDate);
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FIELD_SET(*this, FIX::LegCouponPaymentDate);
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FIELD_SET(*this, FIX::LegIssueDate);
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FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::LegRepurchaseTerm);
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FIELD_SET(*this, FIX::LegRepurchaseRate);
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FIELD_SET(*this, FIX::LegFactor);
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FIELD_SET(*this, FIX::LegCreditRating);
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FIELD_SET(*this, FIX::LegInstrRegistry);
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FIELD_SET(*this, FIX::LegCountryOfIssue);
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FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LegLocaleOfIssue);
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FIELD_SET(*this, FIX::LegRedemptionDate);
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FIELD_SET(*this, FIX::LegStrikePrice);
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FIELD_SET(*this, FIX::LegOptAttribute);
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FIELD_SET(*this, FIX::LegContractMultiplier);
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FIELD_SET(*this, FIX::LegCouponRate);
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FIELD_SET(*this, FIX::LegSecurityExchange);
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FIELD_SET(*this, FIX::LegIssuer);
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FIELD_SET(*this, FIX::EncodedLegIssuerLen);
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FIELD_SET(*this, FIX::EncodedLegIssuer);
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FIELD_SET(*this, FIX::LegSecurityDesc);
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FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
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FIELD_SET(*this, FIX::LegRatioQty);
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FIELD_SET(*this, FIX::LegSide);
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FIELD_SET(*this, FIX::NoLegSecurityAltID);
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class NoLegSecurityAltID: public FIX::Group
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{
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public:
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NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {}
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FIELD_SET(*this, FIX::LegSecurityAltID);
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FIELD_SET(*this, FIX::LegSecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::LegPositionEffect);
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FIELD_SET(*this, FIX::LegCoveredOrUncovered);
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FIELD_SET(*this, FIX::NoNestedPartyIDs);
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class NoNestedPartyIDs: public FIX::Group
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{
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public:
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NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,545,0)) {}
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FIELD_SET(*this, FIX::NestedPartyID);
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FIELD_SET(*this, FIX::NestedPartyIDSource);
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FIELD_SET(*this, FIX::NestedPartyRole);
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FIELD_SET(*this, FIX::NestedPartySubID);
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};
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FIELD_SET(*this, FIX::LegRefID);
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FIELD_SET(*this, FIX::LegPrice);
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FIELD_SET(*this, FIX::LegSettlmntTyp);
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FIELD_SET(*this, FIX::LegFutSettDate);
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FIELD_SET(*this, FIX::LegLastPx);
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};
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};
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}
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#endif
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