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externals/linux/include/quickfix/fix50/ExecutionReport.h
T
John Colvin fc1ae2e5cb Upgrade linux quickfix 
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.
2021-12-12 15:56:55 -05:00

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25 KiB
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#ifndef FIX50_EXECUTIONREPORT_H
#define FIX50_EXECUTIONREPORT_H
#include "Message.h"
namespace FIX50
{
class ExecutionReport : public Message
{
public:
ExecutionReport() : Message(MsgType()) {}
ExecutionReport(const FIX::Message& m) : Message(m) {}
ExecutionReport(const Message& m) : Message(m) {}
ExecutionReport(const ExecutionReport& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("8"); }
ExecutionReport(
const FIX::OrderID& aOrderID,
const FIX::ExecID& aExecID,
const FIX::ExecType& aExecType,
const FIX::OrdStatus& aOrdStatus,
const FIX::Side& aSide,
const FIX::LeavesQty& aLeavesQty,
const FIX::CumQty& aCumQty )
: Message(MsgType())
{
set(aOrderID);
set(aExecID);
set(aExecType);
set(aOrdStatus);
set(aSide);
set(aLeavesQty);
set(aCumQty);
}
FIELD_SET(*this, FIX::OrderID);
FIELD_SET(*this, FIX::SecondaryOrderID);
FIELD_SET(*this, FIX::SecondaryClOrdID);
FIELD_SET(*this, FIX::SecondaryExecID);
FIELD_SET(*this, FIX::ClOrdID);
FIELD_SET(*this, FIX::OrigClOrdID);
FIELD_SET(*this, FIX::ClOrdLinkID);
FIELD_SET(*this, FIX::QuoteRespID);
FIELD_SET(*this, FIX::OrdStatusReqID);
FIELD_SET(*this, FIX::MassStatusReqID);
FIELD_SET(*this, FIX::HostCrossID);
FIELD_SET(*this, FIX::TotNumReports);
FIELD_SET(*this, FIX::LastRptRequested);
FIELD_SET(*this, FIX::NoPartyIDs);
class NoPartyIDs: public FIX::Group
{
public:
NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
FIELD_SET(*this, FIX::PartyID);
FIELD_SET(*this, FIX::PartyIDSource);
FIELD_SET(*this, FIX::PartyRole);
FIELD_SET(*this, FIX::NoPartySubIDs);
class NoPartySubIDs: public FIX::Group
{
public:
NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
FIELD_SET(*this, FIX::PartySubID);
FIELD_SET(*this, FIX::PartySubIDType);
};
};
FIELD_SET(*this, FIX::TradeOriginationDate);
FIELD_SET(*this, FIX::NoContraBrokers);
class NoContraBrokers: public FIX::Group
{
public:
NoContraBrokers() : FIX::Group(382,375,FIX::message_order(375,337,437,438,655,0)) {}
FIELD_SET(*this, FIX::ContraBroker);
FIELD_SET(*this, FIX::ContraTrader);
FIELD_SET(*this, FIX::ContraTradeQty);
FIELD_SET(*this, FIX::ContraTradeTime);
FIELD_SET(*this, FIX::ContraLegRefID);
};
FIELD_SET(*this, FIX::ListID);
FIELD_SET(*this, FIX::CrossID);
FIELD_SET(*this, FIX::OrigCrossID);
FIELD_SET(*this, FIX::CrossType);
FIELD_SET(*this, FIX::ExecID);
FIELD_SET(*this, FIX::ExecRefID);
FIELD_SET(*this, FIX::ExecType);
FIELD_SET(*this, FIX::OrdStatus);
FIELD_SET(*this, FIX::WorkingIndicator);
FIELD_SET(*this, FIX::OrdRejReason);
FIELD_SET(*this, FIX::ExecRestatementReason);
FIELD_SET(*this, FIX::Account);
FIELD_SET(*this, FIX::AcctIDSource);
FIELD_SET(*this, FIX::AccountType);
FIELD_SET(*this, FIX::DayBookingInst);
FIELD_SET(*this, FIX::BookingUnit);
FIELD_SET(*this, FIX::PreallocMethod);
FIELD_SET(*this, FIX::SettlType);
FIELD_SET(*this, FIX::SettlDate);
FIELD_SET(*this, FIX::MatchType);
FIELD_SET(*this, FIX::OrderCategory);
FIELD_SET(*this, FIX::CashMargin);
FIELD_SET(*this, FIX::ClearingFeeIndicator);
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::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::PutOrCall);
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::UnitOfMeasure);
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::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(865,866,867,868,0)) {}
FIELD_SET(*this, FIX::EventType);
FIELD_SET(*this, FIX::EventDate);
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::AgreementDesc);
FIELD_SET(*this, FIX::AgreementID);
FIELD_SET(*this, FIX::AgreementDate);
FIELD_SET(*this, FIX::AgreementCurrency);
FIELD_SET(*this, FIX::TerminationType);
FIELD_SET(*this, FIX::StartDate);
FIELD_SET(*this, FIX::EndDate);
FIELD_SET(*this, FIX::DeliveryType);
FIELD_SET(*this, FIX::MarginRatio);
FIELD_SET(*this, FIX::NoUnderlyings);
class NoUnderlyings: public FIX::Group
{
public:
NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {}
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::UnderlyingPutOrCall);
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::UnderlyingTimeUnit);
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::UndlyInstrumentPartyID);
FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource);
FIELD_SET(*this, FIX::UndlyInstrumentPartyRole);
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::UndlyInstrumentPartySubID);
FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType);
};
};
FIELD_SET(*this, FIX::UnderlyingSettlMethod);
};
FIELD_SET(*this, FIX::Side);
FIELD_SET(*this, FIX::NoStipulations);
class NoStipulations: public FIX::Group
{
public:
NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
FIELD_SET(*this, FIX::StipulationType);
FIELD_SET(*this, FIX::StipulationValue);
};
FIELD_SET(*this, FIX::QtyType);
FIELD_SET(*this, FIX::OrderQty);
FIELD_SET(*this, FIX::CashOrderQty);
FIELD_SET(*this, FIX::OrderPercent);
FIELD_SET(*this, FIX::RoundingDirection);
FIELD_SET(*this, FIX::RoundingModulus);
FIELD_SET(*this, FIX::LotType);
FIELD_SET(*this, FIX::OrdType);
FIELD_SET(*this, FIX::PriceType);
FIELD_SET(*this, FIX::Price);
FIELD_SET(*this, FIX::PriceProtectionScope);
FIELD_SET(*this, FIX::StopPx);
FIELD_SET(*this, FIX::TriggerType);
FIELD_SET(*this, FIX::TriggerAction);
FIELD_SET(*this, FIX::TriggerPrice);
FIELD_SET(*this, FIX::TriggerSymbol);
FIELD_SET(*this, FIX::TriggerSecurityID);
FIELD_SET(*this, FIX::TriggerSecurityIDSource);
FIELD_SET(*this, FIX::TriggerSecurityDesc);
FIELD_SET(*this, FIX::TriggerPriceType);
FIELD_SET(*this, FIX::TriggerPriceTypeScope);
FIELD_SET(*this, FIX::TriggerPriceDirection);
FIELD_SET(*this, FIX::TriggerNewPrice);
FIELD_SET(*this, FIX::TriggerOrderType);
FIELD_SET(*this, FIX::TriggerNewQty);
FIELD_SET(*this, FIX::TriggerTradingSessionID);
FIELD_SET(*this, FIX::TriggerTradingSessionSubID);
FIELD_SET(*this, FIX::PegOffsetValue);
FIELD_SET(*this, FIX::PegPriceType);
FIELD_SET(*this, FIX::PegMoveType);
FIELD_SET(*this, FIX::PegOffsetType);
FIELD_SET(*this, FIX::PegLimitType);
FIELD_SET(*this, FIX::PegRoundDirection);
FIELD_SET(*this, FIX::PegScope);
FIELD_SET(*this, FIX::PegSecurityIDSource);
FIELD_SET(*this, FIX::PegSecurityID);
FIELD_SET(*this, FIX::PegSymbol);
FIELD_SET(*this, FIX::PegSecurityDesc);
FIELD_SET(*this, FIX::DiscretionInst);
FIELD_SET(*this, FIX::DiscretionOffsetValue);
FIELD_SET(*this, FIX::DiscretionMoveType);
FIELD_SET(*this, FIX::DiscretionOffsetType);
FIELD_SET(*this, FIX::DiscretionLimitType);
FIELD_SET(*this, FIX::DiscretionRoundDirection);
FIELD_SET(*this, FIX::DiscretionScope);
FIELD_SET(*this, FIX::PeggedPrice);
FIELD_SET(*this, FIX::PeggedRefPrice);
FIELD_SET(*this, FIX::DiscretionPrice);
FIELD_SET(*this, FIX::TargetStrategy);
FIELD_SET(*this, FIX::NoStrategyParameters);
class NoStrategyParameters: public FIX::Group
{
public:
NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {}
FIELD_SET(*this, FIX::StrategyParameterName);
FIELD_SET(*this, FIX::StrategyParameterType);
FIELD_SET(*this, FIX::StrategyParameterValue);
};
FIELD_SET(*this, FIX::TargetStrategyParameters);
FIELD_SET(*this, FIX::ParticipationRate);
FIELD_SET(*this, FIX::TargetStrategyPerformance);
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::ComplianceID);
FIELD_SET(*this, FIX::SolicitedFlag);
FIELD_SET(*this, FIX::TimeInForce);
FIELD_SET(*this, FIX::EffectiveTime);
FIELD_SET(*this, FIX::ExpireDate);
FIELD_SET(*this, FIX::ExpireTime);
FIELD_SET(*this, FIX::ExecInst);
FIELD_SET(*this, FIX::AggressorIndicator);
FIELD_SET(*this, FIX::OrderCapacity);
FIELD_SET(*this, FIX::OrderRestrictions);
FIELD_SET(*this, FIX::PreTradeAnonymity);
FIELD_SET(*this, FIX::CustOrderCapacity);
FIELD_SET(*this, FIX::LastQty);
FIELD_SET(*this, FIX::CalculatedCcyLastQty);
FIELD_SET(*this, FIX::LastSwapPoints);
FIELD_SET(*this, FIX::UnderlyingLastQty);
FIELD_SET(*this, FIX::LastPx);
FIELD_SET(*this, FIX::UnderlyingLastPx);
FIELD_SET(*this, FIX::LastParPx);
FIELD_SET(*this, FIX::LastSpotRate);
FIELD_SET(*this, FIX::LastForwardPoints);
FIELD_SET(*this, FIX::LastMkt);
FIELD_SET(*this, FIX::TradingSessionID);
FIELD_SET(*this, FIX::TradingSessionSubID);
FIELD_SET(*this, FIX::TimeBracket);
FIELD_SET(*this, FIX::LastCapacity);
FIELD_SET(*this, FIX::LeavesQty);
FIELD_SET(*this, FIX::CumQty);
FIELD_SET(*this, FIX::AvgPx);
FIELD_SET(*this, FIX::DayOrderQty);
FIELD_SET(*this, FIX::DayCumQty);
FIELD_SET(*this, FIX::DayAvgPx);
FIELD_SET(*this, FIX::GTBookingInst);
FIELD_SET(*this, FIX::TradeDate);
FIELD_SET(*this, FIX::TransactTime);
FIELD_SET(*this, FIX::ReportToExch);
FIELD_SET(*this, FIX::Commission);
FIELD_SET(*this, FIX::CommType);
FIELD_SET(*this, FIX::CommCurrency);
FIELD_SET(*this, FIX::FundRenewWaiv);
FIELD_SET(*this, FIX::Spread);
FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
FIELD_SET(*this, FIX::BenchmarkCurveName);
FIELD_SET(*this, FIX::BenchmarkCurvePoint);
FIELD_SET(*this, FIX::BenchmarkPrice);
FIELD_SET(*this, FIX::BenchmarkPriceType);
FIELD_SET(*this, FIX::BenchmarkSecurityID);
FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
FIELD_SET(*this, FIX::YieldType);
FIELD_SET(*this, FIX::Yield);
FIELD_SET(*this, FIX::YieldCalcDate);
FIELD_SET(*this, FIX::YieldRedemptionDate);
FIELD_SET(*this, FIX::YieldRedemptionPrice);
FIELD_SET(*this, FIX::YieldRedemptionPriceType);
FIELD_SET(*this, FIX::GrossTradeAmt);
FIELD_SET(*this, FIX::NumDaysInterest);
FIELD_SET(*this, FIX::ExDate);
FIELD_SET(*this, FIX::AccruedInterestRate);
FIELD_SET(*this, FIX::AccruedInterestAmt);
FIELD_SET(*this, FIX::InterestAtMaturity);
FIELD_SET(*this, FIX::EndAccruedInterestAmt);
FIELD_SET(*this, FIX::StartCash);
FIELD_SET(*this, FIX::EndCash);
FIELD_SET(*this, FIX::TradedFlatSwitch);
FIELD_SET(*this, FIX::BasisFeatureDate);
FIELD_SET(*this, FIX::BasisFeaturePrice);
FIELD_SET(*this, FIX::Concession);
FIELD_SET(*this, FIX::TotalTakedown);
FIELD_SET(*this, FIX::NetMoney);
FIELD_SET(*this, FIX::SettlCurrAmt);
FIELD_SET(*this, FIX::SettlCurrency);
FIELD_SET(*this, FIX::SettlCurrFxRate);
FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
FIELD_SET(*this, FIX::HandlInst);
FIELD_SET(*this, FIX::MinQty);
FIELD_SET(*this, FIX::MatchIncrement);
FIELD_SET(*this, FIX::MaxPriceLevels);
FIELD_SET(*this, FIX::DisplayQty);
FIELD_SET(*this, FIX::SecondaryDisplayQty);
FIELD_SET(*this, FIX::DisplayWhen);
FIELD_SET(*this, FIX::DisplayMethod);
FIELD_SET(*this, FIX::DisplayLowQty);
FIELD_SET(*this, FIX::DisplayHighQty);
FIELD_SET(*this, FIX::DisplayMinIncr);
FIELD_SET(*this, FIX::RefreshQty);
FIELD_SET(*this, FIX::MaxFloor);
FIELD_SET(*this, FIX::PositionEffect);
FIELD_SET(*this, FIX::MaxShow);
FIELD_SET(*this, FIX::BookingType);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
FIELD_SET(*this, FIX::SettlDate2);
FIELD_SET(*this, FIX::OrderQty2);
FIELD_SET(*this, FIX::LastForwardPoints2);
FIELD_SET(*this, FIX::MultiLegReportingType);
FIELD_SET(*this, FIX::CancellationRights);
FIELD_SET(*this, FIX::MoneyLaunderingStatus);
FIELD_SET(*this, FIX::RegistID);
FIELD_SET(*this, FIX::Designation);
FIELD_SET(*this, FIX::TransBkdTime);
FIELD_SET(*this, FIX::ExecValuationPoint);
FIELD_SET(*this, FIX::ExecPriceType);
FIELD_SET(*this, FIX::ExecPriceAdjustment);
FIELD_SET(*this, FIX::PriorityIndicator);
FIELD_SET(*this, FIX::PriceImprovement);
FIELD_SET(*this, FIX::LastLiquidityInd);
FIELD_SET(*this, FIX::NoContAmts);
class NoContAmts: public FIX::Group
{
public:
NoContAmts() : FIX::Group(518,519,FIX::message_order(519,520,521,0)) {}
FIELD_SET(*this, FIX::ContAmtType);
FIELD_SET(*this, FIX::ContAmtValue);
FIELD_SET(*this, FIX::ContAmtCurr);
};
FIELD_SET(*this, FIX::NoLegs);
class NoLegs: public FIX::Group
{
public:
NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,687,685,690,683,564,565,539,654,566,587,588,637,675,1073,1074,1075,0)) {}
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::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::LegTimeUnit);
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::LegOptionRatio);
FIELD_SET(*this, FIX::LegQty);
FIELD_SET(*this, FIX::LegOrderQty);
FIELD_SET(*this, FIX::LegSwapType);
FIELD_SET(*this, FIX::NoLegStipulations);
class NoLegStipulations: public FIX::Group
{
public:
NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
FIELD_SET(*this, FIX::LegStipulationType);
FIELD_SET(*this, FIX::LegStipulationValue);
};
FIELD_SET(*this, FIX::LegPositionEffect);
FIELD_SET(*this, FIX::LegCoveredOrUncovered);
FIELD_SET(*this, FIX::NoNestedPartyIDs);
class NoNestedPartyIDs: public FIX::Group
{
public:
NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
FIELD_SET(*this, FIX::NestedPartyID);
FIELD_SET(*this, FIX::NestedPartyIDSource);
FIELD_SET(*this, FIX::NestedPartyRole);
FIELD_SET(*this, FIX::NoNestedPartySubIDs);
class NoNestedPartySubIDs: public FIX::Group
{
public:
NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
FIELD_SET(*this, FIX::NestedPartySubID);
FIELD_SET(*this, FIX::NestedPartySubIDType);
};
};
FIELD_SET(*this, FIX::LegRefID);
FIELD_SET(*this, FIX::LegPrice);
FIELD_SET(*this, FIX::LegSettlType);
FIELD_SET(*this, FIX::LegSettlDate);
FIELD_SET(*this, FIX::LegLastPx);
FIELD_SET(*this, FIX::LegSettlCurrency);
FIELD_SET(*this, FIX::LegLastForwardPoints);
FIELD_SET(*this, FIX::LegCalculatedCcyLastQty);
FIELD_SET(*this, FIX::LegGrossTradeAmt);
};
FIELD_SET(*this, FIX::CopyMsgIndicator);
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::ManualOrderIndicator);
FIELD_SET(*this, FIX::CustDirectedOrder);
FIELD_SET(*this, FIX::ReceivedDeptID);
FIELD_SET(*this, FIX::CustOrderHandlingInst);
FIELD_SET(*this, FIX::OrderHandlingInstSource);
FIELD_SET(*this, FIX::NoTrdRegTimestamps);
class NoTrdRegTimestamps: public FIX::Group
{
public:
NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {}
FIELD_SET(*this, FIX::TrdRegTimestamp);
FIELD_SET(*this, FIX::TrdRegTimestampType);
FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
FIELD_SET(*this, FIX::DeskType);
FIELD_SET(*this, FIX::DeskTypeSource);
FIELD_SET(*this, FIX::DeskOrderHandlingInst);
};
};
}
#endif
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