189 lines
6.9 KiB
C++
189 lines
6.9 KiB
C++
#ifndef FIX43_TRADECAPTUREREPORT_H
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#define FIX43_TRADECAPTUREREPORT_H
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#include "Message.h"
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namespace FIX43
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{
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class TradeCaptureReport : public Message
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{
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public:
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TradeCaptureReport() : Message(MsgType()) {}
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TradeCaptureReport(const FIX::Message& m) : Message(m) {}
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TradeCaptureReport(const Message& m) : Message(m) {}
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TradeCaptureReport(const TradeCaptureReport& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("AE"); }
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TradeCaptureReport(
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const FIX::TradeReportID& aTradeReportID,
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const FIX::ExecType& aExecType,
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const FIX::PreviouslyReported& aPreviouslyReported,
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const FIX::LastQty& aLastQty,
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const FIX::LastPx& aLastPx,
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const FIX::TradeDate& aTradeDate,
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const FIX::TransactTime& aTransactTime )
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: Message(MsgType())
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{
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set(aTradeReportID);
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set(aExecType);
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set(aPreviouslyReported);
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set(aLastQty);
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set(aLastPx);
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set(aTradeDate);
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set(aTransactTime);
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}
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FIELD_SET(*this, FIX::TradeReportID);
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FIELD_SET(*this, FIX::TradeReportTransType);
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FIELD_SET(*this, FIX::TradeRequestID);
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FIELD_SET(*this, FIX::ExecType);
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FIELD_SET(*this, FIX::TradeReportRefID);
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FIELD_SET(*this, FIX::ExecID);
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FIELD_SET(*this, FIX::SecondaryExecID);
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FIELD_SET(*this, FIX::ExecRestatementReason);
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FIELD_SET(*this, FIX::PreviouslyReported);
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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::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::LastQty);
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FIELD_SET(*this, FIX::LastPx);
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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::TradeDate);
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FIELD_SET(*this, FIX::TransactTime);
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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::MatchStatus);
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FIELD_SET(*this, FIX::MatchType);
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FIELD_SET(*this, FIX::NoSides);
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class NoSides: public FIX::Group
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{
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public:
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NoSides() : FIX::Group(552,54,FIX::message_order(54,37,198,11,453,1,581,81,575,576,635,578,579,15,376,377,528,529,582,483,336,625,12,13,479,497,381,157,230,158,159,238,237,118,119,120,155,156,77,58,354,355,442,518,136,0)) {}
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FIELD_SET(*this, FIX::Side);
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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::ClOrdID);
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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::Account);
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FIELD_SET(*this, FIX::AccountType);
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FIELD_SET(*this, FIX::ProcessCode);
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FIELD_SET(*this, FIX::OddLot);
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FIELD_SET(*this, FIX::ClearingFeeIndicator);
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FIELD_SET(*this, FIX::TradeInputSource);
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FIELD_SET(*this, FIX::TradeInputDevice);
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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::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::TransBkdTime);
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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::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::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::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::PositionEffect);
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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::MultiLegReportingType);
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FIELD_SET(*this, FIX::NoClearingInstructions);
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class NoClearingInstructions: public FIX::Group
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{
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public:
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NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {}
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FIELD_SET(*this, FIX::ClearingInstruction);
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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::NoMiscFees);
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class NoMiscFees: public FIX::Group
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{
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public:
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NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,0)) {}
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FIELD_SET(*this, FIX::MiscFeeAmt);
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FIELD_SET(*this, FIX::MiscFeeCurr);
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FIELD_SET(*this, FIX::MiscFeeType);
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};
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};
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};
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}
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#endif
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