315 lines
13 KiB
C++
315 lines
13 KiB
C++
#ifndef FIX44_QUOTE_H
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#define FIX44_QUOTE_H
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#include "Message.h"
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namespace FIX44
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{
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class Quote : public Message
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{
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public:
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Quote() : Message(MsgType()) {}
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Quote(const FIX::Message& m) : Message(m) {}
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Quote(const Message& m) : Message(m) {}
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Quote(const Quote& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("S"); }
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Quote(
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const FIX::QuoteID& aQuoteID )
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: Message(MsgType())
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{
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set(aQuoteID);
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}
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FIELD_SET(*this, FIX::QuoteReqID);
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FIELD_SET(*this, FIX::QuoteID);
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FIELD_SET(*this, FIX::QuoteRespID);
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FIELD_SET(*this, FIX::QuoteType);
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FIELD_SET(*this, FIX::NoQuoteQualifiers);
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class NoQuoteQualifiers: public FIX::Group
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{
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public:
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NoQuoteQualifiers() : FIX::Group(735,695,FIX::message_order(695,0)) {}
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FIELD_SET(*this, FIX::QuoteQualifier);
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};
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FIELD_SET(*this, FIX::QuoteResponseLevel);
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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::TradingSessionID);
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FIELD_SET(*this, FIX::TradingSessionSubID);
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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::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::PutOrCall);
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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::OptAttribute);
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FIELD_SET(*this, FIX::ContractMultiplier);
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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::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::DatedDate);
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FIELD_SET(*this, FIX::InterestAccrualDate);
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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(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {}
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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::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::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::UnderlyingCurrency);
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FIELD_SET(*this, FIX::UnderlyingQty);
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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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};
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FIELD_SET(*this, FIX::Side);
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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::SettlType);
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FIELD_SET(*this, FIX::SettlDate);
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FIELD_SET(*this, FIX::SettlDate2);
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FIELD_SET(*this, FIX::OrderQty2);
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FIELD_SET(*this, FIX::Currency);
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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::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::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(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,687,690,587,588,683,539,686,681,684,676,677,678,679,680,0)) {}
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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::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::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::LegQty);
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FIELD_SET(*this, FIX::LegSwapType);
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FIELD_SET(*this, FIX::LegSettlType);
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FIELD_SET(*this, FIX::LegSettlDate);
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FIELD_SET(*this, FIX::NoLegStipulations);
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class NoLegStipulations: public FIX::Group
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{
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public:
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NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
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FIELD_SET(*this, FIX::LegStipulationType);
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FIELD_SET(*this, FIX::LegStipulationValue);
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};
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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::LegPriceType);
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FIELD_SET(*this, FIX::LegBidPx);
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FIELD_SET(*this, FIX::LegOfferPx);
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FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency);
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FIELD_SET(*this, FIX::LegBenchmarkCurveName);
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FIELD_SET(*this, FIX::LegBenchmarkCurvePoint);
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FIELD_SET(*this, FIX::LegBenchmarkPrice);
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FIELD_SET(*this, FIX::LegBenchmarkPriceType);
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};
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FIELD_SET(*this, FIX::BidPx);
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FIELD_SET(*this, FIX::OfferPx);
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FIELD_SET(*this, FIX::MktBidPx);
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FIELD_SET(*this, FIX::MktOfferPx);
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FIELD_SET(*this, FIX::MinBidSize);
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FIELD_SET(*this, FIX::BidSize);
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FIELD_SET(*this, FIX::MinOfferSize);
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FIELD_SET(*this, FIX::OfferSize);
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FIELD_SET(*this, FIX::ValidUntilTime);
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FIELD_SET(*this, FIX::BidSpotRate);
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FIELD_SET(*this, FIX::OfferSpotRate);
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FIELD_SET(*this, FIX::BidForwardPoints);
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FIELD_SET(*this, FIX::OfferForwardPoints);
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FIELD_SET(*this, FIX::MidPx);
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FIELD_SET(*this, FIX::BidYield);
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FIELD_SET(*this, FIX::MidYield);
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FIELD_SET(*this, FIX::OfferYield);
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FIELD_SET(*this, FIX::TransactTime);
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FIELD_SET(*this, FIX::OrdType);
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FIELD_SET(*this, FIX::BidForwardPoints2);
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FIELD_SET(*this, FIX::OfferForwardPoints2);
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FIELD_SET(*this, FIX::SettlCurrBidFxRate);
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FIELD_SET(*this, FIX::SettlCurrOfferFxRate);
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FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
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FIELD_SET(*this, FIX::CommType);
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FIELD_SET(*this, FIX::Commission);
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FIELD_SET(*this, FIX::CustOrderCapacity);
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FIELD_SET(*this, FIX::ExDestination);
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FIELD_SET(*this, FIX::OrderCapacity);
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FIELD_SET(*this, FIX::PriceType);
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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::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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#endif
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