634 lines
27 KiB
C++
634 lines
27 KiB
C++
#ifndef FIX50SP1_TRADECAPTUREREPORT_H
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#define FIX50SP1_TRADECAPTUREREPORT_H
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#include "Message.h"
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namespace FIX50SP1
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{
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class TradeCaptureReport : public Message
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{
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public:
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TradeCaptureReport() : Message(MsgType()) {}
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TradeCaptureReport(const FIX::Message& m) : Message(m) {}
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TradeCaptureReport(const Message& m) : Message(m) {}
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TradeCaptureReport(const TradeCaptureReport& m) : Message(m) {}
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static FIX::MsgType MsgType() { return FIX::MsgType("AE"); }
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TradeCaptureReport(
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const FIX::LastQty& aLastQty,
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const FIX::LastPx& aLastPx )
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: Message(MsgType())
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{
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set(aLastQty);
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set(aLastPx);
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}
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FIELD_SET(*this, FIX::ApplID);
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FIELD_SET(*this, FIX::ApplSeqNum);
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FIELD_SET(*this, FIX::ApplLastSeqNum);
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FIELD_SET(*this, FIX::ApplResendFlag);
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FIELD_SET(*this, FIX::TradeReportID);
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FIELD_SET(*this, FIX::TradeID);
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FIELD_SET(*this, FIX::SecondaryTradeID);
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FIELD_SET(*this, FIX::FirmTradeID);
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FIELD_SET(*this, FIX::SecondaryFirmTradeID);
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FIELD_SET(*this, FIX::TradeReportTransType);
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FIELD_SET(*this, FIX::TradeReportType);
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FIELD_SET(*this, FIX::TrdRptStatus);
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FIELD_SET(*this, FIX::TradeRequestID);
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FIELD_SET(*this, FIX::TrdType);
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FIELD_SET(*this, FIX::TrdSubType);
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FIELD_SET(*this, FIX::SecondaryTrdType);
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FIELD_SET(*this, FIX::TradeHandlingInstr);
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FIELD_SET(*this, FIX::OrigTradeHandlingInstr);
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FIELD_SET(*this, FIX::OrigTradeDate);
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FIELD_SET(*this, FIX::OrigTradeID);
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FIELD_SET(*this, FIX::OrigSecondaryTradeID);
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FIELD_SET(*this, FIX::TransferReason);
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FIELD_SET(*this, FIX::ExecType);
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FIELD_SET(*this, FIX::TotNumTradeReports);
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FIELD_SET(*this, FIX::LastRptRequested);
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FIELD_SET(*this, FIX::UnsolicitedIndicator);
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FIELD_SET(*this, FIX::SubscriptionRequestType);
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FIELD_SET(*this, FIX::TradeReportRefID);
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FIELD_SET(*this, FIX::SecondaryTradeReportRefID);
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FIELD_SET(*this, FIX::SecondaryTradeReportID);
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FIELD_SET(*this, FIX::TradeLinkID);
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FIELD_SET(*this, FIX::TrdMatchID);
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FIELD_SET(*this, FIX::ExecID);
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FIELD_SET(*this, FIX::OrdStatus);
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FIELD_SET(*this, FIX::SecondaryExecID);
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FIELD_SET(*this, FIX::ExecRestatementReason);
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FIELD_SET(*this, FIX::PreviouslyReported);
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FIELD_SET(*this, FIX::PriceType);
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FIELD_SET(*this, FIX::NoRootPartyIDs);
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class NoRootPartyIDs: public FIX::Group
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{
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public:
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NoRootPartyIDs() : FIX::Group(1116,1117,FIX::message_order(1117,1118,1119,1120,0)) {}
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FIELD_SET(*this, FIX::RootPartyID);
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FIELD_SET(*this, FIX::RootPartyIDSource);
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FIELD_SET(*this, FIX::RootPartyRole);
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FIELD_SET(*this, FIX::NoRootPartySubIDs);
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class NoRootPartySubIDs: public FIX::Group
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{
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public:
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NoRootPartySubIDs() : FIX::Group(1120,1121,FIX::message_order(1121,1122,0)) {}
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FIELD_SET(*this, FIX::RootPartySubID);
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FIELD_SET(*this, FIX::RootPartySubIDType);
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};
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};
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FIELD_SET(*this, FIX::AsOfIndicator);
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FIELD_SET(*this, FIX::SettlSessID);
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FIELD_SET(*this, FIX::SettlSessSubID);
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FIELD_SET(*this, FIX::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::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::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::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::QtyType);
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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::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::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::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::UnderlyingSettlMethod);
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FIELD_SET(*this, FIX::UnderlyingPutOrCall);
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};
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FIELD_SET(*this, FIX::UnderlyingTradingSessionID);
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FIELD_SET(*this, FIX::UnderlyingTradingSessionSubID);
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FIELD_SET(*this, FIX::LastQty);
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FIELD_SET(*this, FIX::LastPx);
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FIELD_SET(*this, FIX::CalculatedCcyLastQty);
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FIELD_SET(*this, FIX::Currency);
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FIELD_SET(*this, FIX::SettlCurrency);
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FIELD_SET(*this, FIX::LastParPx);
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FIELD_SET(*this, FIX::LastSpotRate);
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FIELD_SET(*this, FIX::LastForwardPoints);
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FIELD_SET(*this, FIX::LastSwapPoints);
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FIELD_SET(*this, FIX::LastMkt);
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FIELD_SET(*this, FIX::TradeDate);
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FIELD_SET(*this, FIX::ClearingBusinessDate);
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FIELD_SET(*this, FIX::AvgPx);
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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::AvgPxIndicator);
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FIELD_SET(*this, FIX::NoPosAmt);
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class NoPosAmt: public FIX::Group
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{
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public:
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NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,1055,0)) {}
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FIELD_SET(*this, FIX::PosAmtType);
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FIELD_SET(*this, FIX::PosAmt);
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FIELD_SET(*this, FIX::PositionCurrency);
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};
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FIELD_SET(*this, FIX::MultiLegReportingType);
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FIELD_SET(*this, FIX::TradeLegRefID);
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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(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,687,690,990,1152,683,564,565,539,654,587,588,637,675,1073,1074,1075,1379,1381,1383,1384,1418,1342,0)) {}
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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::LegMaturityTime);
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FIELD_SET(*this, FIX::LegCouponPaymentDate);
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FIELD_SET(*this, FIX::LegIssueDate);
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FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
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FIELD_SET(*this, FIX::LegRepurchaseTerm);
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FIELD_SET(*this, FIX::LegRepurchaseRate);
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FIELD_SET(*this, FIX::LegFactor);
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FIELD_SET(*this, FIX::LegCreditRating);
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FIELD_SET(*this, FIX::LegInstrRegistry);
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FIELD_SET(*this, FIX::LegCountryOfIssue);
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FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
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FIELD_SET(*this, FIX::LegLocaleOfIssue);
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FIELD_SET(*this, FIX::LegRedemptionDate);
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FIELD_SET(*this, FIX::LegStrikePrice);
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FIELD_SET(*this, FIX::LegStrikeCurrency);
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FIELD_SET(*this, FIX::LegOptAttribute);
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FIELD_SET(*this, FIX::LegContractMultiplier);
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FIELD_SET(*this, FIX::LegUnitOfMeasure);
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FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
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FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
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FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
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FIELD_SET(*this, FIX::LegTimeUnit);
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FIELD_SET(*this, FIX::LegExerciseStyle);
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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::LegPutOrCall);
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FIELD_SET(*this, FIX::LegOptionRatio);
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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::LegReportID);
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FIELD_SET(*this, FIX::LegNumber);
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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::LegPositionEffect);
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FIELD_SET(*this, FIX::LegCoveredOrUncovered);
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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::LegRefID);
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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::LegLastPx);
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FIELD_SET(*this, FIX::LegSettlCurrency);
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FIELD_SET(*this, FIX::LegLastForwardPoints);
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FIELD_SET(*this, FIX::LegCalculatedCcyLastQty);
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FIELD_SET(*this, FIX::LegGrossTradeAmt);
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FIELD_SET(*this, FIX::LegVolatility);
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FIELD_SET(*this, FIX::LegDividendYield);
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FIELD_SET(*this, FIX::LegCurrencyRatio);
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FIELD_SET(*this, FIX::LegExecInst);
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FIELD_SET(*this, FIX::LegLastQty);
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FIELD_SET(*this, FIX::NoOfLegUnderlyings);
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class NoOfLegUnderlyings: public FIX::Group
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{
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public:
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NoOfLegUnderlyings() : FIX::Group(1342,1330,FIX::message_order(1330,1331,1332,1333,1344,1337,1338,1339,1345,1405,1340,1391,1343,1341,1392,0)) {}
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FIELD_SET(*this, FIX::UnderlyingLegSymbol);
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FIELD_SET(*this, FIX::UnderlyingLegSymbolSfx);
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FIELD_SET(*this, FIX::UnderlyingLegSecurityID);
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FIELD_SET(*this, FIX::UnderlyingLegSecurityIDSource);
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FIELD_SET(*this, FIX::UnderlyingLegCFICode);
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FIELD_SET(*this, FIX::UnderlyingLegSecurityType);
|
|
FIELD_SET(*this, FIX::UnderlyingLegSecuritySubType);
|
|
FIELD_SET(*this, FIX::UnderlyingLegMaturityMonthYear);
|
|
FIELD_SET(*this, FIX::UnderlyingLegMaturityDate);
|
|
FIELD_SET(*this, FIX::UnderlyingLegMaturityTime);
|
|
FIELD_SET(*this, FIX::UnderlyingLegStrikePrice);
|
|
FIELD_SET(*this, FIX::UnderlyingLegOptAttribute);
|
|
FIELD_SET(*this, FIX::UnderlyingLegPutOrCall);
|
|
FIELD_SET(*this, FIX::UnderlyingLegSecurityExchange);
|
|
FIELD_SET(*this, FIX::UnderlyingLegSecurityDesc);
|
|
};
|
|
};
|
|
FIELD_SET(*this, FIX::TransactTime);
|
|
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::SettlType);
|
|
FIELD_SET(*this, FIX::SettlDate);
|
|
FIELD_SET(*this, FIX::UnderlyingSettlementDate);
|
|
FIELD_SET(*this, FIX::MatchStatus);
|
|
FIELD_SET(*this, FIX::MatchType);
|
|
FIELD_SET(*this, FIX::OrderCategory);
|
|
FIELD_SET(*this, FIX::NoSides);
|
|
class NoSides: public FIX::Group
|
|
{
|
|
public:
|
|
NoSides() : FIX::Group(552,54,FIX::message_order(54,37,198,11,19,526,66,1009,1005,1006,1007,83,1008,430,1154,1155,453,1,660,581,81,1093,575,576,578,579,821,376,377,528,529,582,40,18,483,336,625,943,12,13,479,497,157,230,158,159,738,920,921,922,238,237,118,119,155,156,77,58,354,355,752,518,232,136,825,826,591,70,78,1016,1158,1072,1057,1139,0)) {}
|
|
FIELD_SET(*this, FIX::Side);
|
|
FIELD_SET(*this, FIX::OrderID);
|
|
FIELD_SET(*this, FIX::SecondaryOrderID);
|
|
FIELD_SET(*this, FIX::ClOrdID);
|
|
FIELD_SET(*this, FIX::ExecRefID);
|
|
FIELD_SET(*this, FIX::SecondaryClOrdID);
|
|
FIELD_SET(*this, FIX::ListID);
|
|
FIELD_SET(*this, FIX::SideQty);
|
|
FIELD_SET(*this, FIX::SideTradeReportID);
|
|
FIELD_SET(*this, FIX::SideFillStationCd);
|
|
FIELD_SET(*this, FIX::SideReasonCd);
|
|
FIELD_SET(*this, FIX::RptSeq);
|
|
FIELD_SET(*this, FIX::SideTrdSubTyp);
|
|
FIELD_SET(*this, FIX::NetGrossInd);
|
|
FIELD_SET(*this, FIX::SideCurrency);
|
|
FIELD_SET(*this, FIX::SideSettlCurrency);
|
|
FIELD_SET(*this, FIX::NoPartyIDs);
|
|
class NoPartyIDs: public FIX::Group
|
|
{
|
|
public:
|
|
NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
|
|
FIELD_SET(*this, FIX::PartyID);
|
|
FIELD_SET(*this, FIX::PartyIDSource);
|
|
FIELD_SET(*this, FIX::PartyRole);
|
|
FIELD_SET(*this, FIX::NoPartySubIDs);
|
|
class NoPartySubIDs: public FIX::Group
|
|
{
|
|
public:
|
|
NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
|
|
FIELD_SET(*this, FIX::PartySubID);
|
|
FIELD_SET(*this, FIX::PartySubIDType);
|
|
};
|
|
};
|
|
FIELD_SET(*this, FIX::Account);
|
|
FIELD_SET(*this, FIX::AcctIDSource);
|
|
FIELD_SET(*this, FIX::AccountType);
|
|
FIELD_SET(*this, FIX::ProcessCode);
|
|
FIELD_SET(*this, FIX::LotType);
|
|
FIELD_SET(*this, FIX::OddLot);
|
|
FIELD_SET(*this, FIX::NoClearingInstructions);
|
|
class NoClearingInstructions: public FIX::Group
|
|
{
|
|
public:
|
|
NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {}
|
|
FIELD_SET(*this, FIX::ClearingInstruction);
|
|
};
|
|
FIELD_SET(*this, FIX::TradeInputSource);
|
|
FIELD_SET(*this, FIX::TradeInputDevice);
|
|
FIELD_SET(*this, FIX::OrderInputDevice);
|
|
FIELD_SET(*this, FIX::ComplianceID);
|
|
FIELD_SET(*this, FIX::SolicitedFlag);
|
|
FIELD_SET(*this, FIX::OrderCapacity);
|
|
FIELD_SET(*this, FIX::OrderRestrictions);
|
|
FIELD_SET(*this, FIX::CustOrderCapacity);
|
|
FIELD_SET(*this, FIX::OrdType);
|
|
FIELD_SET(*this, FIX::ExecInst);
|
|
FIELD_SET(*this, FIX::TransBkdTime);
|
|
FIELD_SET(*this, FIX::TradingSessionID);
|
|
FIELD_SET(*this, FIX::TradingSessionSubID);
|
|
FIELD_SET(*this, FIX::TimeBracket);
|
|
FIELD_SET(*this, FIX::Commission);
|
|
FIELD_SET(*this, FIX::CommType);
|
|
FIELD_SET(*this, FIX::CommCurrency);
|
|
FIELD_SET(*this, FIX::FundRenewWaiv);
|
|
FIELD_SET(*this, FIX::NumDaysInterest);
|
|
FIELD_SET(*this, FIX::ExDate);
|
|
FIELD_SET(*this, FIX::AccruedInterestRate);
|
|
FIELD_SET(*this, FIX::AccruedInterestAmt);
|
|
FIELD_SET(*this, FIX::InterestAtMaturity);
|
|
FIELD_SET(*this, FIX::EndAccruedInterestAmt);
|
|
FIELD_SET(*this, FIX::StartCash);
|
|
FIELD_SET(*this, FIX::EndCash);
|
|
FIELD_SET(*this, FIX::Concession);
|
|
FIELD_SET(*this, FIX::TotalTakedown);
|
|
FIELD_SET(*this, FIX::NetMoney);
|
|
FIELD_SET(*this, FIX::SettlCurrAmt);
|
|
FIELD_SET(*this, FIX::SettlCurrFxRate);
|
|
FIELD_SET(*this, FIX::SettlCurrFxRateCalc);
|
|
FIELD_SET(*this, FIX::PositionEffect);
|
|
FIELD_SET(*this, FIX::Text);
|
|
FIELD_SET(*this, FIX::EncodedTextLen);
|
|
FIELD_SET(*this, FIX::EncodedText);
|
|
FIELD_SET(*this, FIX::SideMultiLegReportingType);
|
|
FIELD_SET(*this, FIX::NoContAmts);
|
|
class NoContAmts: public FIX::Group
|
|
{
|
|
public:
|
|
NoContAmts() : FIX::Group(518,519,FIX::message_order(519,520,521,0)) {}
|
|
FIELD_SET(*this, FIX::ContAmtType);
|
|
FIELD_SET(*this, FIX::ContAmtValue);
|
|
FIELD_SET(*this, FIX::ContAmtCurr);
|
|
};
|
|
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::NoMiscFees);
|
|
class NoMiscFees: public FIX::Group
|
|
{
|
|
public:
|
|
NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {}
|
|
FIELD_SET(*this, FIX::MiscFeeAmt);
|
|
FIELD_SET(*this, FIX::MiscFeeCurr);
|
|
FIELD_SET(*this, FIX::MiscFeeType);
|
|
FIELD_SET(*this, FIX::MiscFeeBasis);
|
|
};
|
|
FIELD_SET(*this, FIX::ExchangeRule);
|
|
FIELD_SET(*this, FIX::TradeAllocIndicator);
|
|
FIELD_SET(*this, FIX::PreallocMethod);
|
|
FIELD_SET(*this, FIX::AllocID);
|
|
FIELD_SET(*this, FIX::NoAllocs);
|
|
class NoAllocs: public FIX::Group
|
|
{
|
|
public:
|
|
NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,756,80,993,1002,989,1136,0)) {}
|
|
FIELD_SET(*this, FIX::AllocAccount);
|
|
FIELD_SET(*this, FIX::AllocAcctIDSource);
|
|
FIELD_SET(*this, FIX::AllocSettlCurrency);
|
|
FIELD_SET(*this, FIX::IndividualAllocID);
|
|
FIELD_SET(*this, FIX::NoNested2PartyIDs);
|
|
class NoNested2PartyIDs: public FIX::Group
|
|
{
|
|
public:
|
|
NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {}
|
|
FIELD_SET(*this, FIX::Nested2PartyID);
|
|
FIELD_SET(*this, FIX::Nested2PartyIDSource);
|
|
FIELD_SET(*this, FIX::Nested2PartyRole);
|
|
FIELD_SET(*this, FIX::NoNested2PartySubIDs);
|
|
class NoNested2PartySubIDs: public FIX::Group
|
|
{
|
|
public:
|
|
NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {}
|
|
FIELD_SET(*this, FIX::Nested2PartySubID);
|
|
FIELD_SET(*this, FIX::Nested2PartySubIDType);
|
|
};
|
|
};
|
|
FIELD_SET(*this, FIX::AllocQty);
|
|
FIELD_SET(*this, FIX::AllocCustomerCapacity);
|
|
FIELD_SET(*this, FIX::AllocMethod);
|
|
FIELD_SET(*this, FIX::SecondaryIndividualAllocID);
|
|
FIELD_SET(*this, FIX::AllocClearingFeeIndicator);
|
|
};
|
|
FIELD_SET(*this, FIX::NoSideTrdRegTS);
|
|
class NoSideTrdRegTS: public FIX::Group
|
|
{
|
|
public:
|
|
NoSideTrdRegTS() : FIX::Group(1016,1012,FIX::message_order(1012,1013,1014,0)) {}
|
|
FIELD_SET(*this, FIX::SideTrdRegTimestamp);
|
|
FIELD_SET(*this, FIX::SideTrdRegTimestampType);
|
|
FIELD_SET(*this, FIX::SideTrdRegTimestampSrc);
|
|
};
|
|
FIELD_SET(*this, FIX::NoSettlDetails);
|
|
class NoSettlDetails: public FIX::Group
|
|
{
|
|
public:
|
|
NoSettlDetails() : FIX::Group(1158,1164,FIX::message_order(1164,781,0)) {}
|
|
FIELD_SET(*this, FIX::SettlObligSource);
|
|
FIELD_SET(*this, FIX::NoSettlPartyIDs);
|
|
class NoSettlPartyIDs: public FIX::Group
|
|
{
|
|
public:
|
|
NoSettlPartyIDs() : FIX::Group(781,782,FIX::message_order(782,783,784,801,0)) {}
|
|
FIELD_SET(*this, FIX::SettlPartyID);
|
|
FIELD_SET(*this, FIX::SettlPartyIDSource);
|
|
FIELD_SET(*this, FIX::SettlPartyRole);
|
|
FIELD_SET(*this, FIX::NoSettlPartySubIDs);
|
|
class NoSettlPartySubIDs: public FIX::Group
|
|
{
|
|
public:
|
|
NoSettlPartySubIDs() : FIX::Group(801,785,FIX::message_order(785,786,0)) {}
|
|
FIELD_SET(*this, FIX::SettlPartySubID);
|
|
FIELD_SET(*this, FIX::SettlPartySubIDType);
|
|
};
|
|
};
|
|
};
|
|
FIELD_SET(*this, FIX::SideGrossTradeAmt);
|
|
FIELD_SET(*this, FIX::AggressorIndicator);
|
|
FIELD_SET(*this, FIX::ExchangeSpecialInstructions);
|
|
};
|
|
FIELD_SET(*this, FIX::Volatility);
|
|
FIELD_SET(*this, FIX::DividendYield);
|
|
FIELD_SET(*this, FIX::RiskFreeRate);
|
|
FIELD_SET(*this, FIX::CurrencyRatio);
|
|
FIELD_SET(*this, FIX::CopyMsgIndicator);
|
|
FIELD_SET(*this, FIX::NoTrdRepIndicators);
|
|
class NoTrdRepIndicators: public FIX::Group
|
|
{
|
|
public:
|
|
NoTrdRepIndicators() : FIX::Group(1387,1388,FIX::message_order(1388,1389,0)) {}
|
|
FIELD_SET(*this, FIX::TrdRepPartyRole);
|
|
FIELD_SET(*this, FIX::TrdRepIndicator);
|
|
};
|
|
FIELD_SET(*this, FIX::PublishTrdIndicator);
|
|
FIELD_SET(*this, FIX::TradePublishIndicator);
|
|
FIELD_SET(*this, FIX::ShortSaleReason);
|
|
FIELD_SET(*this, FIX::TierCode);
|
|
FIELD_SET(*this, FIX::MessageEventSource);
|
|
FIELD_SET(*this, FIX::LastUpdateTime);
|
|
FIELD_SET(*this, FIX::RndPx);
|
|
FIELD_SET(*this, FIX::TZTransactTime);
|
|
FIELD_SET(*this, FIX::ReportedPxDiff);
|
|
FIELD_SET(*this, FIX::GrossTradeAmt);
|
|
FIELD_SET(*this, FIX::RejectText);
|
|
FIELD_SET(*this, FIX::FeeMultiplier);
|
|
};
|
|
|
|
}
|
|
|
|
#endif
|