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.
218 lines
9.2 KiB
C++
218 lines
9.2 KiB
C++
#ifndef FIX50SP2_STREAMASSIGNMENTREPORT_H
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#define FIX50SP2_STREAMASSIGNMENTREPORT_H
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#include "Message.h"
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namespace FIX50SP2
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{
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class StreamAssignmentReport : public Message
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{
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public:
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StreamAssignmentReport() : Message(MsgType()) {}
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StreamAssignmentReport(const FIX::Message& m) : Message(m) {}
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StreamAssignmentReport(const Message& m) : Message(m) {}
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StreamAssignmentReport(const StreamAssignmentReport& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("CD"); }
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StreamAssignmentReport(
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const FIX::StreamAsgnRptID& aStreamAsgnRptID )
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: Message(MsgType())
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{
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set(aStreamAsgnRptID);
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}
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FIELD_SET(*this, FIX::StreamAsgnRptID);
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FIELD_SET(*this, FIX::StreamAsgnReqType);
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FIELD_SET(*this, FIX::StreamAsgnReqID);
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FIELD_SET(*this, FIX::NoAsgnReqs);
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class NoAsgnReqs: public FIX::Group
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{
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public:
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NoAsgnReqs() : FIX::Group(1499,453,FIX::message_order(453,146,0)) {}
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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::NoRelatedSym);
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class NoRelatedSym: public FIX::Group
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{
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public:
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NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,63,1617,1500,1502,58,354,355,0)) {}
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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::OptPayoutAmount);
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FIELD_SET(*this, FIX::PriceQuoteMethod);
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FIELD_SET(*this, FIX::ValuationMethod);
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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::ContractMultiplierUnit);
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FIELD_SET(*this, FIX::FlowScheduleType);
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FIELD_SET(*this, FIX::RestructuringType);
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FIELD_SET(*this, FIX::Seniority);
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FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
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FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
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FIELD_SET(*this, FIX::AttachmentPoint);
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FIELD_SET(*this, FIX::DetachmentPoint);
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FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
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FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
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FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
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FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
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FIELD_SET(*this, FIX::OptPayoutType);
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FIELD_SET(*this, FIX::NoComplexEvents);
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class NoComplexEvents: public FIX::Group
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{
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public:
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NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {}
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FIELD_SET(*this, FIX::ComplexEventType);
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FIELD_SET(*this, FIX::ComplexOptPayoutAmount);
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FIELD_SET(*this, FIX::ComplexEventPrice);
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FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod);
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FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision);
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FIELD_SET(*this, FIX::ComplexEventPriceTimeType);
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FIELD_SET(*this, FIX::ComplexEventCondition);
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FIELD_SET(*this, FIX::NoComplexEventDates);
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class NoComplexEventDates: public FIX::Group
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{
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public:
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NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {}
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FIELD_SET(*this, FIX::ComplexEventStartDate);
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FIELD_SET(*this, FIX::ComplexEventEndDate);
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FIELD_SET(*this, FIX::NoComplexEventTimes);
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class NoComplexEventTimes: public FIX::Group
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{
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public:
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NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {}
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FIELD_SET(*this, FIX::ComplexEventStartTime);
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FIELD_SET(*this, FIX::ComplexEventEndTime);
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};
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};
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};
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FIELD_SET(*this, FIX::SettlType);
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FIELD_SET(*this, FIX::StreamAsgnType);
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FIELD_SET(*this, FIX::MDStreamID);
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FIELD_SET(*this, FIX::StreamAsgnRejReason);
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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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};
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};
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};
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}
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#endif
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