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 FIX50SP1_NEWORDERSINGLE_H
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#define FIX50SP1_NEWORDERSINGLE_H
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#include "Message.h"
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namespace FIX50SP1
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{
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class NewOrderSingle : public Message
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{
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public:
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NewOrderSingle() : Message(MsgType()) {}
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NewOrderSingle(const FIX::Message& m) : Message(m) {}
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NewOrderSingle(const Message& m) : Message(m) {}
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NewOrderSingle(const NewOrderSingle& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("D"); }
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NewOrderSingle(
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const FIX::ClOrdID& aClOrdID,
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const FIX::Side& aSide,
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const FIX::TransactTime& aTransactTime,
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const FIX::OrdType& aOrdType )
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: Message(MsgType())
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{
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set(aClOrdID);
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set(aSide);
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set(aTransactTime);
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set(aOrdType);
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}
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FIELD_SET(*this, FIX::ClOrdID);
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FIELD_SET(*this, FIX::SecondaryClOrdID);
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FIELD_SET(*this, FIX::ClOrdLinkID);
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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::TradeOriginationDate);
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FIELD_SET(*this, FIX::TradeDate);
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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::DayBookingInst);
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FIELD_SET(*this, FIX::BookingUnit);
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FIELD_SET(*this, FIX::PreallocMethod);
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FIELD_SET(*this, FIX::AllocID);
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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(79,661,736,467,539,80,0)) {}
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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::AllocSettlCurrency);
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FIELD_SET(*this, FIX::IndividualAllocID);
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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::AllocQty);
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};
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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::CashMargin);
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FIELD_SET(*this, FIX::ClearingFeeIndicator);
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FIELD_SET(*this, FIX::HandlInst);
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FIELD_SET(*this, FIX::ExecInst);
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FIELD_SET(*this, FIX::MinQty);
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FIELD_SET(*this, FIX::MatchIncrement);
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FIELD_SET(*this, FIX::MaxPriceLevels);
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FIELD_SET(*this, FIX::DisplayQty);
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FIELD_SET(*this, FIX::SecondaryDisplayQty);
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FIELD_SET(*this, FIX::DisplayWhen);
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FIELD_SET(*this, FIX::DisplayMethod);
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FIELD_SET(*this, FIX::DisplayLowQty);
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FIELD_SET(*this, FIX::DisplayHighQty);
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FIELD_SET(*this, FIX::DisplayMinIncr);
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FIELD_SET(*this, FIX::RefreshQty);
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FIELD_SET(*this, FIX::MaxFloor);
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FIELD_SET(*this, FIX::ExDestination);
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FIELD_SET(*this, FIX::ExDestinationIDSource);
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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::ProcessCode);
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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::ProductComplex);
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FIELD_SET(*this, FIX::SecurityGroup);
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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::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::MinPriceIncrementAmount);
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FIELD_SET(*this, FIX::UnitOfMeasure);
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FIELD_SET(*this, FIX::UnitOfMeasureQty);
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FIELD_SET(*this, FIX::PriceUnitOfMeasure);
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FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::SettlMethod);
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FIELD_SET(*this, FIX::ExerciseStyle);
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FIELD_SET(*this, FIX::OptPayAmount);
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FIELD_SET(*this, FIX::PriceQuoteMethod);
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FIELD_SET(*this, FIX::FuturesValuationMethod);
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FIELD_SET(*this, FIX::ListMethod);
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FIELD_SET(*this, FIX::CapPrice);
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FIELD_SET(*this, FIX::FloorPrice);
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FIELD_SET(*this, FIX::PutOrCall);
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FIELD_SET(*this, FIX::FlexibleIndicator);
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FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
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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::SecurityXMLLen);
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FIELD_SET(*this, FIX::SecurityXML);
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FIELD_SET(*this, FIX::SecurityXMLSchema);
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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(865,866,1145,867,868,0)) {}
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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::EventTime);
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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::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(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {}
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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::UnderlyingMaturityTime);
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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::UnderlyingUnitOfMeasureQty);
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FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
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FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::UnderlyingTimeUnit);
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FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
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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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FIELD_SET(*this, FIX::UnderlyingPutOrCall);
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};
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FIELD_SET(*this, FIX::PrevClosePx);
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FIELD_SET(*this, FIX::Side);
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FIELD_SET(*this, FIX::LocateReqd);
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FIELD_SET(*this, FIX::TransactTime);
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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::QtyType);
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FIELD_SET(*this, FIX::OrderQty);
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FIELD_SET(*this, FIX::CashOrderQty);
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FIELD_SET(*this, FIX::OrderPercent);
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FIELD_SET(*this, FIX::RoundingDirection);
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FIELD_SET(*this, FIX::RoundingModulus);
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FIELD_SET(*this, FIX::OrdType);
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FIELD_SET(*this, FIX::PriceType);
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FIELD_SET(*this, FIX::Price);
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FIELD_SET(*this, FIX::PriceProtectionScope);
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FIELD_SET(*this, FIX::StopPx);
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FIELD_SET(*this, FIX::TriggerType);
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FIELD_SET(*this, FIX::TriggerAction);
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FIELD_SET(*this, FIX::TriggerPrice);
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FIELD_SET(*this, FIX::TriggerSymbol);
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FIELD_SET(*this, FIX::TriggerSecurityID);
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FIELD_SET(*this, FIX::TriggerSecurityIDSource);
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FIELD_SET(*this, FIX::TriggerSecurityDesc);
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FIELD_SET(*this, FIX::TriggerPriceType);
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FIELD_SET(*this, FIX::TriggerPriceTypeScope);
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FIELD_SET(*this, FIX::TriggerPriceDirection);
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FIELD_SET(*this, FIX::TriggerNewPrice);
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FIELD_SET(*this, FIX::TriggerOrderType);
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FIELD_SET(*this, FIX::TriggerNewQty);
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FIELD_SET(*this, FIX::TriggerTradingSessionID);
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FIELD_SET(*this, FIX::TriggerTradingSessionSubID);
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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::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::Currency);
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FIELD_SET(*this, FIX::ComplianceID);
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FIELD_SET(*this, FIX::SolicitedFlag);
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FIELD_SET(*this, FIX::IOIID);
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FIELD_SET(*this, FIX::QuoteID);
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FIELD_SET(*this, FIX::TimeInForce);
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FIELD_SET(*this, FIX::EffectiveTime);
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FIELD_SET(*this, FIX::ExpireDate);
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FIELD_SET(*this, FIX::ExpireTime);
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FIELD_SET(*this, FIX::GTBookingInst);
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FIELD_SET(*this, FIX::Commission);
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FIELD_SET(*this, FIX::CommType);
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FIELD_SET(*this, FIX::CommCurrency);
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FIELD_SET(*this, FIX::FundRenewWaiv);
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FIELD_SET(*this, FIX::OrderCapacity);
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FIELD_SET(*this, FIX::OrderRestrictions);
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FIELD_SET(*this, FIX::PreTradeAnonymity);
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FIELD_SET(*this, FIX::CustOrderCapacity);
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FIELD_SET(*this, FIX::ForexReq);
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FIELD_SET(*this, FIX::SettlCurrency);
|
|
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::Price2);
|
|
FIELD_SET(*this, FIX::PositionEffect);
|
|
FIELD_SET(*this, FIX::CoveredOrUncovered);
|
|
FIELD_SET(*this, FIX::MaxShow);
|
|
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::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::CancellationRights);
|
|
FIELD_SET(*this, FIX::MoneyLaunderingStatus);
|
|
FIELD_SET(*this, FIX::RegistID);
|
|
FIELD_SET(*this, FIX::Designation);
|
|
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);
|
|
};
|
|
FIELD_SET(*this, FIX::RefOrderID);
|
|
FIELD_SET(*this, FIX::RefOrderIDSource);
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|