103 lines
3.5 KiB
C++
103 lines
3.5 KiB
C++
#ifndef FIX43_TRADECAPTUREREPORTREQUEST_H
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#define FIX43_TRADECAPTUREREPORTREQUEST_H
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#include "Message.h"
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namespace FIX43
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{
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class TradeCaptureReportRequest : public Message
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{
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public:
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TradeCaptureReportRequest() : Message(MsgType()) {}
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TradeCaptureReportRequest(const FIX::Message& m) : Message(m) {}
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TradeCaptureReportRequest(const Message& m) : Message(m) {}
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TradeCaptureReportRequest(const TradeCaptureReportRequest& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("AD"); }
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TradeCaptureReportRequest(
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const FIX::TradeRequestID& aTradeRequestID,
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const FIX::TradeRequestType& aTradeRequestType )
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: Message(MsgType())
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{
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set(aTradeRequestID);
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set(aTradeRequestType);
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}
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FIELD_SET(*this, FIX::TradeRequestID);
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FIELD_SET(*this, FIX::TradeRequestType);
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FIELD_SET(*this, FIX::SubscriptionRequestType);
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FIELD_SET(*this, FIX::ExecID);
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FIELD_SET(*this, FIX::OrderID);
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FIELD_SET(*this, FIX::ClOrdID);
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FIELD_SET(*this, FIX::MatchStatus);
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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::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::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::TradeInputSource);
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FIELD_SET(*this, FIX::TradeInputDevice);
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FIELD_SET(*this, FIX::NoDates);
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class NoDates: public FIX::Group
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{
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public:
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NoDates() : FIX::Group(580,75,FIX::message_order(75,60,0)) {}
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FIELD_SET(*this, FIX::TradeDate);
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FIELD_SET(*this, FIX::TransactTime);
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};
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};
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}
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#endif
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