WARNING: This is NOT an official release. As of 12/10/21 20:23, the latest release of the quickfix lib (1.15.1) does not support c++17 (the FIX::Application class has fns with dynamic exceptions). This commit upgrades to a more recent (unreleased) build which supports c++17.
473 lines
19 KiB
C++
473 lines
19 KiB
C++
#ifndef FIX44_ALLOCATIONINSTRUCTION_H
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#define FIX44_ALLOCATIONINSTRUCTION_H
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#include "Message.h"
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namespace FIX44
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{
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class AllocationInstruction : public Message
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{
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public:
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AllocationInstruction() : Message(MsgType()) {}
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AllocationInstruction(const FIX::Message& m) : Message(m) {}
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AllocationInstruction(const Message& m) : Message(m) {}
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AllocationInstruction(const AllocationInstruction& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("J"); }
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AllocationInstruction(
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const FIX::AllocID& aAllocID,
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const FIX::AllocTransType& aAllocTransType,
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const FIX::AllocType& aAllocType,
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const FIX::AllocNoOrdersType& aAllocNoOrdersType,
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const FIX::Side& aSide,
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const FIX::Quantity& aQuantity,
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const FIX::AvgPx& aAvgPx,
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const FIX::TradeDate& aTradeDate )
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: Message(MsgType())
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{
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set(aAllocID);
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set(aAllocTransType);
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set(aAllocType);
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set(aAllocNoOrdersType);
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set(aSide);
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set(aQuantity);
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set(aAvgPx);
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set(aTradeDate);
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}
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FIELD_SET(*this, FIX::AllocID);
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FIELD_SET(*this, FIX::AllocTransType);
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FIELD_SET(*this, FIX::AllocType);
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FIELD_SET(*this, FIX::SecondaryAllocID);
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FIELD_SET(*this, FIX::RefAllocID);
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FIELD_SET(*this, FIX::AllocCancReplaceReason);
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FIELD_SET(*this, FIX::AllocIntermedReqType);
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FIELD_SET(*this, FIX::AllocLinkID);
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FIELD_SET(*this, FIX::AllocLinkType);
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FIELD_SET(*this, FIX::BookingRefID);
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FIELD_SET(*this, FIX::AllocNoOrdersType);
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FIELD_SET(*this, FIX::NoOrders);
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class NoOrders: public FIX::Group
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{
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public:
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NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,756,38,799,800,0)) {}
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FIELD_SET(*this, FIX::ClOrdID);
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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::ListID);
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FIELD_SET(*this, FIX::NoNested2PartyIDs);
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class NoNested2PartyIDs: public FIX::Group
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{
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public:
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NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
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FIELD_SET(*this, FIX::Nested2PartyID);
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FIELD_SET(*this, FIX::Nested2PartyIDSource);
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FIELD_SET(*this, FIX::Nested2PartyRole);
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FIELD_SET(*this, FIX::NoNested2PartySubIDs);
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class NoNested2PartySubIDs: public FIX::Group
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{
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public:
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NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
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FIELD_SET(*this, FIX::Nested2PartySubID);
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FIELD_SET(*this, FIX::Nested2PartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::OrderQty);
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FIELD_SET(*this, FIX::OrderAvgPx);
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FIELD_SET(*this, FIX::OrderBookingQty);
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};
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FIELD_SET(*this, FIX::NoExecs);
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class NoExecs: public FIX::Group
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{
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public:
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NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,527,31,669,29,0)) {}
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FIELD_SET(*this, FIX::LastQty);
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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::LastPx);
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FIELD_SET(*this, FIX::LastParPx);
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FIELD_SET(*this, FIX::LastCapacity);
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};
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FIELD_SET(*this, FIX::PreviouslyReported);
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FIELD_SET(*this, FIX::ReversalIndicator);
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FIELD_SET(*this, FIX::MatchType);
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FIELD_SET(*this, FIX::Side);
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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::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::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::SecuritySubType);
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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::PutOrCall);
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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::StrikeCurrency);
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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::Pool);
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FIELD_SET(*this, FIX::ContractSettlMonth);
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FIELD_SET(*this, FIX::CPProgram);
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FIELD_SET(*this, FIX::CPRegType);
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FIELD_SET(*this, FIX::NoEvents);
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class NoEvents: public FIX::Group
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{
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public:
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NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {}
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FIELD_SET(*this, FIX::EventType);
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FIELD_SET(*this, FIX::EventDate);
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FIELD_SET(*this, FIX::EventPx);
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FIELD_SET(*this, FIX::EventText);
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};
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FIELD_SET(*this, FIX::DatedDate);
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FIELD_SET(*this, FIX::InterestAccrualDate);
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FIELD_SET(*this, FIX::DeliveryForm);
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FIELD_SET(*this, FIX::PctAtRisk);
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FIELD_SET(*this, FIX::NoInstrAttrib);
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class NoInstrAttrib: public FIX::Group
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{
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public:
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NoInstrAttrib() : FIX::Group(870,871,FIX::message_order(871,872,0)) {}
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FIELD_SET(*this, FIX::InstrAttribType);
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FIELD_SET(*this, FIX::InstrAttribValue);
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};
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FIELD_SET(*this, FIX::AgreementDesc);
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FIELD_SET(*this, FIX::AgreementID);
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FIELD_SET(*this, FIX::AgreementDate);
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FIELD_SET(*this, FIX::AgreementCurrency);
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FIELD_SET(*this, FIX::TerminationType);
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FIELD_SET(*this, FIX::StartDate);
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FIELD_SET(*this, FIX::EndDate);
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FIELD_SET(*this, FIX::DeliveryType);
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FIELD_SET(*this, FIX::MarginRatio);
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FIELD_SET(*this, FIX::NoUnderlyings);
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class NoUnderlyings: public FIX::Group
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{
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public:
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NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {}
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FIELD_SET(*this, FIX::UnderlyingSymbol);
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FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
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FIELD_SET(*this, FIX::UnderlyingSecurityID);
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FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
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FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
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class NoUnderlyingSecurityAltID: public FIX::Group
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{
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public:
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NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
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FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
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FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
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};
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FIELD_SET(*this, FIX::UnderlyingProduct);
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FIELD_SET(*this, FIX::UnderlyingCFICode);
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FIELD_SET(*this, FIX::UnderlyingSecurityType);
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FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
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FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
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FIELD_SET(*this, FIX::UnderlyingMaturityDate);
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FIELD_SET(*this, FIX::UnderlyingPutOrCall);
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FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
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FIELD_SET(*this, FIX::UnderlyingIssueDate);
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FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
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FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
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FIELD_SET(*this, FIX::UnderlyingFactor);
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FIELD_SET(*this, FIX::UnderlyingCreditRating);
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FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
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FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
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FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
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FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
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FIELD_SET(*this, FIX::UnderlyingStrikePrice);
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FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
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FIELD_SET(*this, FIX::UnderlyingOptAttribute);
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FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
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FIELD_SET(*this, FIX::UnderlyingCouponRate);
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FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
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FIELD_SET(*this, FIX::UnderlyingIssuer);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
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FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
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FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
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FIELD_SET(*this, FIX::UnderlyingCPProgram);
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FIELD_SET(*this, FIX::UnderlyingCPRegType);
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FIELD_SET(*this, FIX::UnderlyingCurrency);
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FIELD_SET(*this, FIX::UnderlyingQty);
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FIELD_SET(*this, FIX::UnderlyingPx);
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FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
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FIELD_SET(*this, FIX::UnderlyingEndPrice);
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FIELD_SET(*this, FIX::UnderlyingStartValue);
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FIELD_SET(*this, FIX::UnderlyingCurrentValue);
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FIELD_SET(*this, FIX::UnderlyingEndValue);
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FIELD_SET(*this, FIX::NoUnderlyingStips);
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class NoUnderlyingStips: public FIX::Group
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{
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public:
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NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {}
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FIELD_SET(*this, FIX::UnderlyingStipType);
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FIELD_SET(*this, FIX::UnderlyingStipValue);
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};
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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(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,0)) {}
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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::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::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::LegSecuritySubType);
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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::LegStrikeCurrency);
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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::LegCurrency);
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FIELD_SET(*this, FIX::LegPool);
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FIELD_SET(*this, FIX::LegDatedDate);
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FIELD_SET(*this, FIX::LegContractSettlMonth);
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FIELD_SET(*this, FIX::LegInterestAccrualDate);
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};
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FIELD_SET(*this, FIX::Quantity);
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FIELD_SET(*this, FIX::QtyType);
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FIELD_SET(*this, FIX::LastMkt);
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FIELD_SET(*this, FIX::TradeOriginationDate);
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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::PriceType);
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FIELD_SET(*this, FIX::AvgPx);
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FIELD_SET(*this, FIX::AvgParPx);
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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::BenchmarkPrice);
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FIELD_SET(*this, FIX::BenchmarkPriceType);
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FIELD_SET(*this, FIX::BenchmarkSecurityID);
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FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::AvgPxPrecision);
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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(448,447,452,802,0)) {}
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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::NoPartySubIDs);
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class NoPartySubIDs: public FIX::Group
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{
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public:
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NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
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FIELD_SET(*this, FIX::PartySubID);
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FIELD_SET(*this, FIX::PartySubIDType);
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};
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};
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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::SettlType);
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FIELD_SET(*this, FIX::SettlDate);
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FIELD_SET(*this, FIX::BookingType);
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FIELD_SET(*this, FIX::GrossTradeAmt);
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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::PositionEffect);
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FIELD_SET(*this, FIX::AutoAcceptIndicator);
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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::NumDaysInterest);
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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::TotalAccruedInterestAmt);
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FIELD_SET(*this, FIX::InterestAtMaturity);
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FIELD_SET(*this, FIX::EndAccruedInterestAmt);
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FIELD_SET(*this, FIX::StartCash);
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FIELD_SET(*this, FIX::EndCash);
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FIELD_SET(*this, FIX::LegalConfirm);
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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::YieldType);
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FIELD_SET(*this, FIX::Yield);
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FIELD_SET(*this, FIX::YieldCalcDate);
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FIELD_SET(*this, FIX::YieldRedemptionDate);
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FIELD_SET(*this, FIX::YieldRedemptionPrice);
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FIELD_SET(*this, FIX::YieldRedemptionPriceType);
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FIELD_SET(*this, FIX::TotNoAllocs);
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FIELD_SET(*this, FIX::LastFragment);
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FIELD_SET(*this, FIX::NoAllocs);
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class NoAllocs: public FIX::Group
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{
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public:
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NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,573,366,80,467,81,539,208,209,161,360,361,12,13,479,497,153,154,119,737,120,736,155,156,742,741,136,576,780,172,169,170,171,0)) {}
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FIELD_SET(*this, FIX::AllocAccount);
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FIELD_SET(*this, FIX::AllocAcctIDSource);
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FIELD_SET(*this, FIX::MatchStatus);
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FIELD_SET(*this, FIX::AllocPrice);
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FIELD_SET(*this, FIX::AllocQty);
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FIELD_SET(*this, FIX::IndividualAllocID);
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FIELD_SET(*this, FIX::ProcessCode);
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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(524,525,538,804,0)) {}
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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::NoNestedPartySubIDs);
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class NoNestedPartySubIDs: public FIX::Group
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{
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public:
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NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
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FIELD_SET(*this, FIX::NestedPartySubID);
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FIELD_SET(*this, FIX::NestedPartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::NotifyBrokerOfCredit);
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FIELD_SET(*this, FIX::AllocHandlInst);
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FIELD_SET(*this, FIX::AllocText);
|
|
FIELD_SET(*this, FIX::EncodedAllocTextLen);
|
|
FIELD_SET(*this, FIX::EncodedAllocText);
|
|
FIELD_SET(*this, FIX::Commission);
|
|
FIELD_SET(*this, FIX::CommType);
|
|
FIELD_SET(*this, FIX::CommCurrency);
|
|
FIELD_SET(*this, FIX::FundRenewWaiv);
|
|
FIELD_SET(*this, FIX::AllocAvgPx);
|
|
FIELD_SET(*this, FIX::AllocNetMoney);
|
|
FIELD_SET(*this, FIX::SettlCurrAmt);
|
|
FIELD_SET(*this, FIX::AllocSettlCurrAmt);
|
|
FIELD_SET(*this, FIX::SettlCurrency);
|
|
FIELD_SET(*this, FIX::AllocSettlCurrency);
|
|
FIELD_SET(*this, FIX::SettlCurrFxRate);
|
|
FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
|
|
FIELD_SET(*this, FIX::AllocAccruedInterestAmt);
|
|
FIELD_SET(*this, FIX::AllocInterestAtMaturity);
|
|
FIELD_SET(*this, FIX::NoMiscFees);
|
|
class NoMiscFees: public FIX::Group
|
|
{
|
|
public:
|
|
NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
|
|
FIELD_SET(*this, FIX::MiscFeeAmt);
|
|
FIELD_SET(*this, FIX::MiscFeeCurr);
|
|
FIELD_SET(*this, FIX::MiscFeeType);
|
|
FIELD_SET(*this, FIX::MiscFeeBasis);
|
|
};
|
|
FIELD_SET(*this, FIX::NoClearingInstructions);
|
|
class NoClearingInstructions: public FIX::Group
|
|
{
|
|
public:
|
|
NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {}
|
|
FIELD_SET(*this, FIX::ClearingInstruction);
|
|
};
|
|
FIELD_SET(*this, FIX::AllocSettlInstType);
|
|
FIELD_SET(*this, FIX::SettlDeliveryType);
|
|
FIELD_SET(*this, FIX::StandInstDbType);
|
|
FIELD_SET(*this, FIX::StandInstDbName);
|
|
FIELD_SET(*this, FIX::StandInstDbID);
|
|
FIELD_SET(*this, FIX::NoDlvyInst);
|
|
class NoDlvyInst: public FIX::Group
|
|
{
|
|
public:
|
|
NoDlvyInst() : FIX::Group(85,165,FIX::message_order(165,787,781,0)) {}
|
|
FIELD_SET(*this, FIX::SettlInstSource);
|
|
FIELD_SET(*this, FIX::DlvyInstType);
|
|
FIELD_SET(*this, FIX::NoSettlPartyIDs);
|
|
class NoSettlPartyIDs: public FIX::Group
|
|
{
|
|
public:
|
|
NoSettlPartyIDs() : FIX::Group(781,782,FIX::message_order(782,783,784,801,0)) {}
|
|
FIELD_SET(*this, FIX::SettlPartyID);
|
|
FIELD_SET(*this, FIX::SettlPartyIDSource);
|
|
FIELD_SET(*this, FIX::SettlPartyRole);
|
|
FIELD_SET(*this, FIX::NoSettlPartySubIDs);
|
|
class NoSettlPartySubIDs: public FIX::Group
|
|
{
|
|
public:
|
|
NoSettlPartySubIDs() : FIX::Group(801,785,FIX::message_order(785,786,0)) {}
|
|
FIELD_SET(*this, FIX::SettlPartySubID);
|
|
FIELD_SET(*this, FIX::SettlPartySubIDType);
|
|
};
|
|
};
|
|
};
|
|
};
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|