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.
357 lines
15 KiB
C++
357 lines
15 KiB
C++
#ifndef FIX50_POSITIONMAINTENANCEREQUEST_H
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#define FIX50_POSITIONMAINTENANCEREQUEST_H
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#include "Message.h"
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namespace FIX50
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{
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class PositionMaintenanceRequest : public Message
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{
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public:
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PositionMaintenanceRequest() : Message(MsgType()) {}
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PositionMaintenanceRequest(const FIX::Message& m) : Message(m) {}
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PositionMaintenanceRequest(const Message& m) : Message(m) {}
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PositionMaintenanceRequest(const PositionMaintenanceRequest& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("AL"); }
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PositionMaintenanceRequest(
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const FIX::PosTransType& aPosTransType,
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const FIX::PosMaintAction& aPosMaintAction,
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const FIX::ClearingBusinessDate& aClearingBusinessDate )
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: Message(MsgType())
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{
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set(aPosTransType);
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set(aPosMaintAction);
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set(aClearingBusinessDate);
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}
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FIELD_SET(*this, FIX::PosReqID);
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FIELD_SET(*this, FIX::PosTransType);
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FIELD_SET(*this, FIX::PosMaintAction);
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FIELD_SET(*this, FIX::OrigPosReqRefID);
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FIELD_SET(*this, FIX::PosMaintRptRefID);
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FIELD_SET(*this, FIX::ClearingBusinessDate);
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FIELD_SET(*this, FIX::SettlSessID);
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FIELD_SET(*this, FIX::SettlSessSubID);
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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::Account);
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FIELD_SET(*this, FIX::AcctIDSource);
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FIELD_SET(*this, FIX::AccountType);
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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::MaturityTime);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::SettleOnOpenFlag);
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FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
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FIELD_SET(*this, FIX::SecurityStatus);
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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::StrikeMultiplier);
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FIELD_SET(*this, FIX::StrikeValue);
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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::MinPriceIncrement);
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FIELD_SET(*this, FIX::UnitOfMeasure);
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FIELD_SET(*this, FIX::TimeUnit);
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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::PositionLimit);
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FIELD_SET(*this, FIX::NTPositionLimit);
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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::NoInstrumentParties);
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class NoInstrumentParties: public FIX::Group
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{
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public:
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NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {}
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FIELD_SET(*this, FIX::InstrumentPartyID);
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FIELD_SET(*this, FIX::InstrumentPartyIDSource);
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FIELD_SET(*this, FIX::InstrumentPartyRole);
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FIELD_SET(*this, FIX::NoInstrumentPartySubIDs);
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class NoInstrumentPartySubIDs: public FIX::Group
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{
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public:
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NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {}
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FIELD_SET(*this, FIX::InstrumentPartySubID);
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FIELD_SET(*this, FIX::InstrumentPartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::Currency);
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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(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,0)) {}
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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::LegUnitOfMeasure);
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FIELD_SET(*this, FIX::LegTimeUnit);
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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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FIELD_SET(*this, FIX::LegOptionRatio);
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};
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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(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {}
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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::UnderlyingUnitOfMeasure);
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FIELD_SET(*this, FIX::UnderlyingTimeUnit);
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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::UnderlyingAllocationPercent);
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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::UnderlyingSettlementType);
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FIELD_SET(*this, FIX::UnderlyingCashAmount);
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FIELD_SET(*this, FIX::UnderlyingCashType);
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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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FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
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FIELD_SET(*this, FIX::UnderlyingFXRate);
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FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
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FIELD_SET(*this, FIX::UnderlyingCapValue);
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FIELD_SET(*this, FIX::NoUndlyInstrumentParties);
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class NoUndlyInstrumentParties: public FIX::Group
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{
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public:
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NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {}
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FIELD_SET(*this, FIX::UndlyInstrumentPartyID);
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FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource);
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FIELD_SET(*this, FIX::UndlyInstrumentPartyRole);
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FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs);
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class NoUndlyInstrumentPartySubIDs: public FIX::Group
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{
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public:
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NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {}
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FIELD_SET(*this, FIX::UndlyInstrumentPartySubID);
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FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::UnderlyingSettlMethod);
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};
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FIELD_SET(*this, FIX::NoTradingSessions);
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class NoTradingSessions: public FIX::Group
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{
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public:
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NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
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FIELD_SET(*this, FIX::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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};
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::NoPositions);
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class NoPositions: public FIX::Group
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{
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public:
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NoPositions() : FIX::Group(702,703,FIX::message_order(703,704,705,706,976,539,0)) {}
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FIELD_SET(*this, FIX::PosType);
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FIELD_SET(*this, FIX::LongQty);
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FIELD_SET(*this, FIX::ShortQty);
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FIELD_SET(*this, FIX::PosQtyStatus);
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FIELD_SET(*this, FIX::QuantityDate);
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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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};
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FIELD_SET(*this, FIX::NoPosAmt);
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class NoPosAmt: public FIX::Group
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{
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public:
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NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,1055,0)) {}
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FIELD_SET(*this, FIX::PosAmtType);
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FIELD_SET(*this, FIX::PosAmt);
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FIELD_SET(*this, FIX::PositionCurrency);
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};
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FIELD_SET(*this, FIX::AdjustmentType);
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FIELD_SET(*this, FIX::ContraryInstructionIndicator);
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FIELD_SET(*this, FIX::PriorSpreadIndicator);
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FIELD_SET(*this, FIX::ThresholdAmount);
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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::SettlCurrency);
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};
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}
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#endif
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