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externals/linux/include/quickfix/fix50sp2/SecurityDefinitionUpdateReport.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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#ifndef FIX50SP2_SECURITYDEFINITIONUPDATEREPORT_H
#define FIX50SP2_SECURITYDEFINITIONUPDATEREPORT_H
#include "Message.h"
namespace FIX50SP2
{
class SecurityDefinitionUpdateReport : public Message
{
public:
SecurityDefinitionUpdateReport() : Message(MsgType()) {}
SecurityDefinitionUpdateReport(const FIX::Message& m) : Message(m) {}
SecurityDefinitionUpdateReport(const Message& m) : Message(m) {}
SecurityDefinitionUpdateReport(const SecurityDefinitionUpdateReport& m) : Message(m) {}
static FIX::MsgType MsgType() { return FIX::MsgType("BP"); }
FIELD_SET(*this, FIX::ApplID);
FIELD_SET(*this, FIX::ApplSeqNum);
FIELD_SET(*this, FIX::ApplLastSeqNum);
FIELD_SET(*this, FIX::ApplResendFlag);
FIELD_SET(*this, FIX::SecurityReportID);
FIELD_SET(*this, FIX::SecurityReqID);
FIELD_SET(*this, FIX::SecurityResponseID);
FIELD_SET(*this, FIX::SecurityResponseType);
FIELD_SET(*this, FIX::ClearingBusinessDate);
FIELD_SET(*this, FIX::SecurityUpdateAction);
FIELD_SET(*this, FIX::CorporateAction);
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::ProductComplex);
FIELD_SET(*this, FIX::SecurityGroup);
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::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::MinPriceIncrementAmount);
FIELD_SET(*this, FIX::UnitOfMeasure);
FIELD_SET(*this, FIX::UnitOfMeasureQty);
FIELD_SET(*this, FIX::PriceUnitOfMeasure);
FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::SettlMethod);
FIELD_SET(*this, FIX::ExerciseStyle);
FIELD_SET(*this, FIX::OptPayoutAmount);
FIELD_SET(*this, FIX::PriceQuoteMethod);
FIELD_SET(*this, FIX::ValuationMethod);
FIELD_SET(*this, FIX::ListMethod);
FIELD_SET(*this, FIX::CapPrice);
FIELD_SET(*this, FIX::FloorPrice);
FIELD_SET(*this, FIX::PutOrCall);
FIELD_SET(*this, FIX::FlexibleIndicator);
FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
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::SecurityXMLLen);
FIELD_SET(*this, FIX::SecurityXML);
FIELD_SET(*this, FIX::SecurityXMLSchema);
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(865,866,1145,867,868,0)) {}
FIELD_SET(*this, FIX::EventType);
FIELD_SET(*this, FIX::EventDate);
FIELD_SET(*this, FIX::EventTime);
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::ContractMultiplierUnit);
FIELD_SET(*this, FIX::FlowScheduleType);
FIELD_SET(*this, FIX::RestructuringType);
FIELD_SET(*this, FIX::Seniority);
FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::AttachmentPoint);
FIELD_SET(*this, FIX::DetachmentPoint);
FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
FIELD_SET(*this, FIX::OptPayoutType);
FIELD_SET(*this, FIX::NoComplexEvents);
class NoComplexEvents: public FIX::Group
{
public:
NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {}
FIELD_SET(*this, FIX::ComplexEventType);
FIELD_SET(*this, FIX::ComplexOptPayoutAmount);
FIELD_SET(*this, FIX::ComplexEventPrice);
FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod);
FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision);
FIELD_SET(*this, FIX::ComplexEventPriceTimeType);
FIELD_SET(*this, FIX::ComplexEventCondition);
FIELD_SET(*this, FIX::NoComplexEventDates);
class NoComplexEventDates: public FIX::Group
{
public:
NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {}
FIELD_SET(*this, FIX::ComplexEventStartDate);
FIELD_SET(*this, FIX::ComplexEventEndDate);
FIELD_SET(*this, FIX::NoComplexEventTimes);
class NoComplexEventTimes: public FIX::Group
{
public:
NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {}
FIELD_SET(*this, FIX::ComplexEventStartTime);
FIELD_SET(*this, FIX::ComplexEventEndTime);
};
};
};
FIELD_SET(*this, FIX::DeliveryForm);
FIELD_SET(*this, FIX::PctAtRisk);
FIELD_SET(*this, FIX::NoInstrAttrib);
class NoInstrAttrib: public FIX::Group
{
public:
NoInstrAttrib() : FIX::Group(870,871,FIX::message_order(871,872,0)) {}
FIELD_SET(*this, FIX::InstrAttribType);
FIELD_SET(*this, FIX::InstrAttribValue);
};
FIELD_SET(*this, FIX::NoUnderlyings);
class NoUnderlyings: public FIX::Group
{
public:
NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {}
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::UnderlyingMaturityTime);
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::UnderlyingUnitOfMeasureQty);
FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::UnderlyingTimeUnit);
FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
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::UnderlyingInstrumentPartyID);
FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource);
FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole);
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::UnderlyingInstrumentPartySubID);
FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType);
};
};
FIELD_SET(*this, FIX::UnderlyingSettlMethod);
FIELD_SET(*this, FIX::UnderlyingPutOrCall);
FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
FIELD_SET(*this, FIX::UnderlyingRestructuringType);
FIELD_SET(*this, FIX::UnderlyingSeniority);
FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
};
FIELD_SET(*this, FIX::Currency);
FIELD_SET(*this, FIX::Text);
FIELD_SET(*this, FIX::EncodedTextLen);
FIELD_SET(*this, FIX::EncodedText);
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::NoLegs);
class NoLegs: public FIX::Group
{
public:
NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {}
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::LegMaturityTime);
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::LegUnitOfMeasureQty);
FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
FIELD_SET(*this, FIX::LegTimeUnit);
FIELD_SET(*this, FIX::LegExerciseStyle);
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::LegPutOrCall);
FIELD_SET(*this, FIX::LegOptionRatio);
FIELD_SET(*this, FIX::LegContractMultiplierUnit);
FIELD_SET(*this, FIX::LegFlowScheduleType);
};
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::NoMarketSegments);
class NoMarketSegments: public FIX::Group
{
public:
NoMarketSegments() : FIX::Group(1310,1301,FIX::message_order(1301,1300,1201,0)) {}
FIELD_SET(*this, FIX::MarketID);
FIELD_SET(*this, FIX::MarketSegmentID);
FIELD_SET(*this, FIX::NoTickRules);
class NoTickRules: public FIX::Group
{
public:
NoTickRules() : FIX::Group(1205,1206,FIX::message_order(1206,1207,1208,1209,0)) {}
FIELD_SET(*this, FIX::StartTickPriceRange);
FIELD_SET(*this, FIX::EndTickPriceRange);
FIELD_SET(*this, FIX::TickIncrement);
FIELD_SET(*this, FIX::TickRuleType);
};
FIELD_SET(*this, FIX::NoLotTypeRules);
class NoLotTypeRules: public FIX::Group
{
public:
NoLotTypeRules() : FIX::Group(1234,1093,FIX::message_order(1093,1231,0)) {}
FIELD_SET(*this, FIX::LotType);
FIELD_SET(*this, FIX::MinLotSize);
};
FIELD_SET(*this, FIX::PriceLimitType);
FIELD_SET(*this, FIX::LowLimitPrice);
FIELD_SET(*this, FIX::HighLimitPrice);
FIELD_SET(*this, FIX::TradingReferencePrice);
FIELD_SET(*this, FIX::ExpirationCycle);
FIELD_SET(*this, FIX::MinTradeVol);
FIELD_SET(*this, FIX::MaxTradeVol);
FIELD_SET(*this, FIX::MaxPriceVariation);
FIELD_SET(*this, FIX::ImpliedMarketIndicator);
FIELD_SET(*this, FIX::TradingCurrency);
FIELD_SET(*this, FIX::RoundLot);
FIELD_SET(*this, FIX::MultilegModel);
FIELD_SET(*this, FIX::MultilegPriceMethod);
FIELD_SET(*this, FIX::PriceType);
FIELD_SET(*this, FIX::NoTradingSessionRules);
class NoTradingSessionRules: public FIX::Group
{
public:
NoTradingSessionRules() : FIX::Group(1309,336,FIX::message_order(336,625,0)) {}
FIELD_SET(*this, FIX::TradingSessionID);
FIELD_SET(*this, FIX::TradingSessionSubID);
FIELD_SET(*this, FIX::NoOrdTypeRules);
class NoOrdTypeRules: public FIX::Group
{
public:
NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {}
FIELD_SET(*this, FIX::OrdType);
};
FIELD_SET(*this, FIX::NoTimeInForceRules);
class NoTimeInForceRules: public FIX::Group
{
public:
NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {}
FIELD_SET(*this, FIX::TimeInForce);
};
FIELD_SET(*this, FIX::NoExecInstRules);
class NoExecInstRules: public FIX::Group
{
public:
NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {}
FIELD_SET(*this, FIX::ExecInstValue);
};
FIELD_SET(*this, FIX::NoMatchRules);
class NoMatchRules: public FIX::Group
{
public:
NoMatchRules() : FIX::Group(1235,1142,FIX::message_order(1142,574,0)) {}
FIELD_SET(*this, FIX::MatchAlgorithm);
FIELD_SET(*this, FIX::MatchType);
};
FIELD_SET(*this, FIX::NoMDFeedTypes);
class NoMDFeedTypes: public FIX::Group
{
public:
NoMDFeedTypes() : FIX::Group(1141,1022,FIX::message_order(1022,264,1021,0)) {}
FIELD_SET(*this, FIX::MDFeedType);
FIELD_SET(*this, FIX::MarketDepth);
FIELD_SET(*this, FIX::MDBookType);
};
};
FIELD_SET(*this, FIX::NoNestedInstrAttrib);
class NoNestedInstrAttrib: public FIX::Group
{
public:
NoNestedInstrAttrib() : FIX::Group(1312,1210,FIX::message_order(1210,1211,0)) {}
FIELD_SET(*this, FIX::NestedInstrAttribType);
FIELD_SET(*this, FIX::NestedInstrAttribValue);
};
FIELD_SET(*this, FIX::NoStrikeRules);
class NoStrikeRules: public FIX::Group
{
public:
NoStrikeRules() : FIX::Group(1201,1223,FIX::message_order(1223,1202,1203,1204,1304,1236,0)) {}
FIELD_SET(*this, FIX::StrikeRuleID);
FIELD_SET(*this, FIX::StartStrikePxRange);
FIELD_SET(*this, FIX::EndStrikePxRange);
FIELD_SET(*this, FIX::StrikeIncrement);
FIELD_SET(*this, FIX::StrikeExerciseStyle);
FIELD_SET(*this, FIX::NoMaturityRules);
class NoMaturityRules: public FIX::Group
{
public:
NoMaturityRules() : FIX::Group(1236,1222,FIX::message_order(1222,1303,1302,1241,1226,1229,0)) {}
FIELD_SET(*this, FIX::MaturityRuleID);
FIELD_SET(*this, FIX::MaturityMonthYearFormat);
FIELD_SET(*this, FIX::MaturityMonthYearIncrementUnits);
FIELD_SET(*this, FIX::StartMaturityMonthYear);
FIELD_SET(*this, FIX::EndMaturityMonthYear);
FIELD_SET(*this, FIX::MaturityMonthYearIncrement);
};
};
};
FIELD_SET(*this, FIX::TransactTime);
};
}
#endif
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