1 #ifndef FIX50_NEWORDERLIST_H 2 #define FIX50_NEWORDERLIST_H 3 4 #include "Message.h" 5 6 namespace FIX50 7 { 8 9 class NewOrderList : public Message 10 { 11 public: NewOrderList()12 NewOrderList() : Message(MsgType()) {} NewOrderList(const FIX::Message & m)13 NewOrderList(const FIX::Message& m) : Message(m) {} NewOrderList(const Message & m)14 NewOrderList(const Message& m) : Message(m) {} NewOrderList(const NewOrderList & m)15 NewOrderList(const NewOrderList& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("E"); } 17 NewOrderList(const FIX::ListID & aListID,const FIX::BidType & aBidType,const FIX::TotNoOrders & aTotNoOrders)18 NewOrderList( 19 const FIX::ListID& aListID, 20 const FIX::BidType& aBidType, 21 const FIX::TotNoOrders& aTotNoOrders ) 22 : Message(MsgType()) 23 { 24 set(aListID); 25 set(aBidType); 26 set(aTotNoOrders); 27 } 28 29 FIELD_SET(*this, FIX::ListID); 30 FIELD_SET(*this, FIX::BidID); 31 FIELD_SET(*this, FIX::ClientBidID); 32 FIELD_SET(*this, FIX::ProgRptReqs); 33 FIELD_SET(*this, FIX::BidType); 34 FIELD_SET(*this, FIX::ProgPeriodInterval); 35 FIELD_SET(*this, FIX::CancellationRights); 36 FIELD_SET(*this, FIX::MoneyLaunderingStatus); 37 FIELD_SET(*this, FIX::RegistID); 38 FIELD_SET(*this, FIX::ListExecInstType); 39 FIELD_SET(*this, FIX::ListExecInst); 40 FIELD_SET(*this, FIX::EncodedListExecInstLen); 41 FIELD_SET(*this, FIX::EncodedListExecInst); 42 FIELD_SET(*this, FIX::AllowableOneSidednessPct); 43 FIELD_SET(*this, FIX::AllowableOneSidednessValue); 44 FIELD_SET(*this, FIX::AllowableOneSidednessCurr); 45 FIELD_SET(*this, FIX::TotNoOrders); 46 FIELD_SET(*this, FIX::LastFragment); 47 FIELD_SET(*this, FIX::NoRootPartyIDs); 48 class NoRootPartyIDs: public FIX::Group 49 { 50 public: NoRootPartyIDs()51 NoRootPartyIDs() : FIX::Group(1116,1117,FIX::message_order(1117,1118,1119,1120,0)) {} 52 FIELD_SET(*this, FIX::RootPartyID); 53 FIELD_SET(*this, FIX::RootPartyIDSource); 54 FIELD_SET(*this, FIX::RootPartyRole); 55 FIELD_SET(*this, FIX::NoRootPartySubIDs); 56 class NoRootPartySubIDs: public FIX::Group 57 { 58 public: NoRootPartySubIDs()59 NoRootPartySubIDs() : FIX::Group(1120,1121,FIX::message_order(1121,1122,0)) {} 60 FIELD_SET(*this, FIX::RootPartySubID); 61 FIELD_SET(*this, FIX::RootPartySubIDType); 62 }; 63 }; 64 FIELD_SET(*this, FIX::NoOrders); 65 class NoOrders: public FIX::Group 66 { 67 public: NoOrders()68 NoOrders() : FIX::Group(73,11,FIX::message_order(11,526,67,583,160,453,229,75,1,660,581,589,590,70,591,78,63,64,544,635,21,18,110,1089,1090,1138,1082,1083,1084,1085,1086,1087,1088,111,100,1133,386,81,55,65,48,22,460,461,167,762,200,541,1079,201,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,996,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,711,140,54,401,114,60,232,854,38,152,516,468,469,40,423,44,1092,99,1100,1101,1102,1103,1104,1105,1106,1107,1108,1109,1110,1111,1112,1113,1114,218,220,221,222,662,663,699,761,235,236,701,696,697,698,15,376,377,23,117,1080,1081,59,168,432,126,427,12,13,479,497,528,529,1091,582,121,120,775,58,354,355,193,192,640,77,203,210,211,1094,835,836,837,838,840,1096,1097,1098,1099,388,389,841,842,843,844,846,847,957,848,849,494,0)) {} 69 FIELD_SET(*this, FIX::ClOrdID); 70 FIELD_SET(*this, FIX::SecondaryClOrdID); 71 FIELD_SET(*this, FIX::ListSeqNo); 72 FIELD_SET(*this, FIX::ClOrdLinkID); 73 FIELD_SET(*this, FIX::SettlInstMode); 74 FIELD_SET(*this, FIX::NoPartyIDs); 75 class NoPartyIDs: public FIX::Group 76 { 77 public: NoPartyIDs()78 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 79 FIELD_SET(*this, FIX::PartyID); 80 FIELD_SET(*this, FIX::PartyIDSource); 81 FIELD_SET(*this, FIX::PartyRole); 82 FIELD_SET(*this, FIX::NoPartySubIDs); 83 class NoPartySubIDs: public FIX::Group 84 { 85 public: NoPartySubIDs()86 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 87 FIELD_SET(*this, FIX::PartySubID); 88 FIELD_SET(*this, FIX::PartySubIDType); 89 }; 90 }; 91 FIELD_SET(*this, FIX::TradeOriginationDate); 92 FIELD_SET(*this, FIX::TradeDate); 93 FIELD_SET(*this, FIX::Account); 94 FIELD_SET(*this, FIX::AcctIDSource); 95 FIELD_SET(*this, FIX::AccountType); 96 FIELD_SET(*this, FIX::DayBookingInst); 97 FIELD_SET(*this, FIX::BookingUnit); 98 FIELD_SET(*this, FIX::AllocID); 99 FIELD_SET(*this, FIX::PreallocMethod); 100 FIELD_SET(*this, FIX::NoAllocs); 101 class NoAllocs: public FIX::Group 102 { 103 public: NoAllocs()104 NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {} 105 FIELD_SET(*this, FIX::AllocAccount); 106 FIELD_SET(*this, FIX::AllocAcctIDSource); 107 FIELD_SET(*this, FIX::AllocSettlCurrency); 108 FIELD_SET(*this, FIX::IndividualAllocID); 109 FIELD_SET(*this, FIX::NoNestedPartyIDs); 110 class NoNestedPartyIDs: public FIX::Group 111 { 112 public: NoNestedPartyIDs()113 NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {} 114 FIELD_SET(*this, FIX::NestedPartyID); 115 FIELD_SET(*this, FIX::NestedPartyIDSource); 116 FIELD_SET(*this, FIX::NestedPartyRole); 117 FIELD_SET(*this, FIX::NoNestedPartySubIDs); 118 class NoNestedPartySubIDs: public FIX::Group 119 { 120 public: NoNestedPartySubIDs()121 NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {} 122 FIELD_SET(*this, FIX::NestedPartySubID); 123 FIELD_SET(*this, FIX::NestedPartySubIDType); 124 }; 125 }; 126 FIELD_SET(*this, FIX::AllocQty); 127 }; 128 FIELD_SET(*this, FIX::SettlType); 129 FIELD_SET(*this, FIX::SettlDate); 130 FIELD_SET(*this, FIX::CashMargin); 131 FIELD_SET(*this, FIX::ClearingFeeIndicator); 132 FIELD_SET(*this, FIX::HandlInst); 133 FIELD_SET(*this, FIX::ExecInst); 134 FIELD_SET(*this, FIX::MinQty); 135 FIELD_SET(*this, FIX::MatchIncrement); 136 FIELD_SET(*this, FIX::MaxPriceLevels); 137 FIELD_SET(*this, FIX::DisplayQty); 138 FIELD_SET(*this, FIX::SecondaryDisplayQty); 139 FIELD_SET(*this, FIX::DisplayWhen); 140 FIELD_SET(*this, FIX::DisplayMethod); 141 FIELD_SET(*this, FIX::DisplayLowQty); 142 FIELD_SET(*this, FIX::DisplayHighQty); 143 FIELD_SET(*this, FIX::DisplayMinIncr); 144 FIELD_SET(*this, FIX::RefreshQty); 145 FIELD_SET(*this, FIX::MaxFloor); 146 FIELD_SET(*this, FIX::ExDestination); 147 FIELD_SET(*this, FIX::ExDestinationIDSource); 148 FIELD_SET(*this, FIX::NoTradingSessions); 149 class NoTradingSessions: public FIX::Group 150 { 151 public: NoTradingSessions()152 NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {} 153 FIELD_SET(*this, FIX::TradingSessionID); 154 FIELD_SET(*this, FIX::TradingSessionSubID); 155 }; 156 FIELD_SET(*this, FIX::ProcessCode); 157 FIELD_SET(*this, FIX::Symbol); 158 FIELD_SET(*this, FIX::SymbolSfx); 159 FIELD_SET(*this, FIX::SecurityID); 160 FIELD_SET(*this, FIX::SecurityIDSource); 161 FIELD_SET(*this, FIX::NoSecurityAltID); 162 class NoSecurityAltID: public FIX::Group 163 { 164 public: NoSecurityAltID()165 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 166 FIELD_SET(*this, FIX::SecurityAltID); 167 FIELD_SET(*this, FIX::SecurityAltIDSource); 168 }; 169 FIELD_SET(*this, FIX::Product); 170 FIELD_SET(*this, FIX::CFICode); 171 FIELD_SET(*this, FIX::SecurityType); 172 FIELD_SET(*this, FIX::SecuritySubType); 173 FIELD_SET(*this, FIX::MaturityMonthYear); 174 FIELD_SET(*this, FIX::MaturityDate); 175 FIELD_SET(*this, FIX::MaturityTime); 176 FIELD_SET(*this, FIX::PutOrCall); 177 FIELD_SET(*this, FIX::SettleOnOpenFlag); 178 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 179 FIELD_SET(*this, FIX::SecurityStatus); 180 FIELD_SET(*this, FIX::CouponPaymentDate); 181 FIELD_SET(*this, FIX::IssueDate); 182 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 183 FIELD_SET(*this, FIX::RepurchaseTerm); 184 FIELD_SET(*this, FIX::RepurchaseRate); 185 FIELD_SET(*this, FIX::Factor); 186 FIELD_SET(*this, FIX::CreditRating); 187 FIELD_SET(*this, FIX::InstrRegistry); 188 FIELD_SET(*this, FIX::CountryOfIssue); 189 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 190 FIELD_SET(*this, FIX::LocaleOfIssue); 191 FIELD_SET(*this, FIX::RedemptionDate); 192 FIELD_SET(*this, FIX::StrikePrice); 193 FIELD_SET(*this, FIX::StrikeCurrency); 194 FIELD_SET(*this, FIX::StrikeMultiplier); 195 FIELD_SET(*this, FIX::StrikeValue); 196 FIELD_SET(*this, FIX::OptAttribute); 197 FIELD_SET(*this, FIX::ContractMultiplier); 198 FIELD_SET(*this, FIX::MinPriceIncrement); 199 FIELD_SET(*this, FIX::UnitOfMeasure); 200 FIELD_SET(*this, FIX::TimeUnit); 201 FIELD_SET(*this, FIX::CouponRate); 202 FIELD_SET(*this, FIX::SecurityExchange); 203 FIELD_SET(*this, FIX::PositionLimit); 204 FIELD_SET(*this, FIX::NTPositionLimit); 205 FIELD_SET(*this, FIX::Issuer); 206 FIELD_SET(*this, FIX::EncodedIssuerLen); 207 FIELD_SET(*this, FIX::EncodedIssuer); 208 FIELD_SET(*this, FIX::SecurityDesc); 209 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 210 FIELD_SET(*this, FIX::EncodedSecurityDesc); 211 FIELD_SET(*this, FIX::Pool); 212 FIELD_SET(*this, FIX::ContractSettlMonth); 213 FIELD_SET(*this, FIX::CPProgram); 214 FIELD_SET(*this, FIX::CPRegType); 215 FIELD_SET(*this, FIX::NoEvents); 216 class NoEvents: public FIX::Group 217 { 218 public: NoEvents()219 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 220 FIELD_SET(*this, FIX::EventType); 221 FIELD_SET(*this, FIX::EventDate); 222 FIELD_SET(*this, FIX::EventPx); 223 FIELD_SET(*this, FIX::EventText); 224 }; 225 FIELD_SET(*this, FIX::DatedDate); 226 FIELD_SET(*this, FIX::InterestAccrualDate); 227 FIELD_SET(*this, FIX::NoInstrumentParties); 228 class NoInstrumentParties: public FIX::Group 229 { 230 public: NoInstrumentParties()231 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 232 FIELD_SET(*this, FIX::InstrumentPartyID); 233 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 234 FIELD_SET(*this, FIX::InstrumentPartyRole); 235 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 236 class NoInstrumentPartySubIDs: public FIX::Group 237 { 238 public: NoInstrumentPartySubIDs()239 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 240 FIELD_SET(*this, FIX::InstrumentPartySubID); 241 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 242 }; 243 }; 244 FIELD_SET(*this, FIX::NoUnderlyings); 245 class NoUnderlyings: public FIX::Group 246 { 247 public: NoUnderlyings()248 NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1000,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,0)) {} 249 FIELD_SET(*this, FIX::UnderlyingSymbol); 250 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 251 FIELD_SET(*this, FIX::UnderlyingSecurityID); 252 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 253 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 254 class NoUnderlyingSecurityAltID: public FIX::Group 255 { 256 public: NoUnderlyingSecurityAltID()257 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 258 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 259 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 260 }; 261 FIELD_SET(*this, FIX::UnderlyingProduct); 262 FIELD_SET(*this, FIX::UnderlyingCFICode); 263 FIELD_SET(*this, FIX::UnderlyingSecurityType); 264 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 265 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 266 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 267 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 268 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 269 FIELD_SET(*this, FIX::UnderlyingIssueDate); 270 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 271 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 272 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 273 FIELD_SET(*this, FIX::UnderlyingFactor); 274 FIELD_SET(*this, FIX::UnderlyingCreditRating); 275 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 276 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 277 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 278 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 279 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 280 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 281 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 282 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 283 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 284 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 285 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 286 FIELD_SET(*this, FIX::UnderlyingCouponRate); 287 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 288 FIELD_SET(*this, FIX::UnderlyingIssuer); 289 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 290 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 291 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 292 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 293 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 294 FIELD_SET(*this, FIX::UnderlyingCPProgram); 295 FIELD_SET(*this, FIX::UnderlyingCPRegType); 296 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 297 FIELD_SET(*this, FIX::UnderlyingCurrency); 298 FIELD_SET(*this, FIX::UnderlyingQty); 299 FIELD_SET(*this, FIX::UnderlyingSettlementType); 300 FIELD_SET(*this, FIX::UnderlyingCashAmount); 301 FIELD_SET(*this, FIX::UnderlyingCashType); 302 FIELD_SET(*this, FIX::UnderlyingPx); 303 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 304 FIELD_SET(*this, FIX::UnderlyingEndPrice); 305 FIELD_SET(*this, FIX::UnderlyingStartValue); 306 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 307 FIELD_SET(*this, FIX::UnderlyingEndValue); 308 FIELD_SET(*this, FIX::NoUnderlyingStips); 309 class NoUnderlyingStips: public FIX::Group 310 { 311 public: NoUnderlyingStips()312 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 313 FIELD_SET(*this, FIX::UnderlyingStipType); 314 FIELD_SET(*this, FIX::UnderlyingStipValue); 315 }; 316 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 317 FIELD_SET(*this, FIX::UnderlyingFXRate); 318 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 319 FIELD_SET(*this, FIX::UnderlyingCapValue); 320 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 321 class NoUndlyInstrumentParties: public FIX::Group 322 { 323 public: NoUndlyInstrumentParties()324 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 325 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 326 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 327 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 328 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 329 class NoUndlyInstrumentPartySubIDs: public FIX::Group 330 { 331 public: NoUndlyInstrumentPartySubIDs()332 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 333 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 334 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 335 }; 336 }; 337 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 338 }; 339 FIELD_SET(*this, FIX::PrevClosePx); 340 FIELD_SET(*this, FIX::Side); 341 FIELD_SET(*this, FIX::SideValueInd); 342 FIELD_SET(*this, FIX::LocateReqd); 343 FIELD_SET(*this, FIX::TransactTime); 344 FIELD_SET(*this, FIX::NoStipulations); 345 class NoStipulations: public FIX::Group 346 { 347 public: NoStipulations()348 NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} 349 FIELD_SET(*this, FIX::StipulationType); 350 FIELD_SET(*this, FIX::StipulationValue); 351 }; 352 FIELD_SET(*this, FIX::QtyType); 353 FIELD_SET(*this, FIX::OrderQty); 354 FIELD_SET(*this, FIX::CashOrderQty); 355 FIELD_SET(*this, FIX::OrderPercent); 356 FIELD_SET(*this, FIX::RoundingDirection); 357 FIELD_SET(*this, FIX::RoundingModulus); 358 FIELD_SET(*this, FIX::OrdType); 359 FIELD_SET(*this, FIX::PriceType); 360 FIELD_SET(*this, FIX::Price); 361 FIELD_SET(*this, FIX::PriceProtectionScope); 362 FIELD_SET(*this, FIX::StopPx); 363 FIELD_SET(*this, FIX::TriggerType); 364 FIELD_SET(*this, FIX::TriggerAction); 365 FIELD_SET(*this, FIX::TriggerPrice); 366 FIELD_SET(*this, FIX::TriggerSymbol); 367 FIELD_SET(*this, FIX::TriggerSecurityID); 368 FIELD_SET(*this, FIX::TriggerSecurityIDSource); 369 FIELD_SET(*this, FIX::TriggerSecurityDesc); 370 FIELD_SET(*this, FIX::TriggerPriceType); 371 FIELD_SET(*this, FIX::TriggerPriceTypeScope); 372 FIELD_SET(*this, FIX::TriggerPriceDirection); 373 FIELD_SET(*this, FIX::TriggerNewPrice); 374 FIELD_SET(*this, FIX::TriggerOrderType); 375 FIELD_SET(*this, FIX::TriggerNewQty); 376 FIELD_SET(*this, FIX::TriggerTradingSessionID); 377 FIELD_SET(*this, FIX::TriggerTradingSessionSubID); 378 FIELD_SET(*this, FIX::Spread); 379 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 380 FIELD_SET(*this, FIX::BenchmarkCurveName); 381 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 382 FIELD_SET(*this, FIX::BenchmarkPrice); 383 FIELD_SET(*this, FIX::BenchmarkPriceType); 384 FIELD_SET(*this, FIX::BenchmarkSecurityID); 385 FIELD_SET(*this, FIX::BenchmarkSecurityIDSource); 386 FIELD_SET(*this, FIX::YieldType); 387 FIELD_SET(*this, FIX::Yield); 388 FIELD_SET(*this, FIX::YieldCalcDate); 389 FIELD_SET(*this, FIX::YieldRedemptionDate); 390 FIELD_SET(*this, FIX::YieldRedemptionPrice); 391 FIELD_SET(*this, FIX::YieldRedemptionPriceType); 392 FIELD_SET(*this, FIX::Currency); 393 FIELD_SET(*this, FIX::ComplianceID); 394 FIELD_SET(*this, FIX::SolicitedFlag); 395 FIELD_SET(*this, FIX::IOIID); 396 FIELD_SET(*this, FIX::QuoteID); 397 FIELD_SET(*this, FIX::RefOrderID); 398 FIELD_SET(*this, FIX::RefOrderIDSource); 399 FIELD_SET(*this, FIX::TimeInForce); 400 FIELD_SET(*this, FIX::EffectiveTime); 401 FIELD_SET(*this, FIX::ExpireDate); 402 FIELD_SET(*this, FIX::ExpireTime); 403 FIELD_SET(*this, FIX::GTBookingInst); 404 FIELD_SET(*this, FIX::Commission); 405 FIELD_SET(*this, FIX::CommType); 406 FIELD_SET(*this, FIX::CommCurrency); 407 FIELD_SET(*this, FIX::FundRenewWaiv); 408 FIELD_SET(*this, FIX::OrderCapacity); 409 FIELD_SET(*this, FIX::OrderRestrictions); 410 FIELD_SET(*this, FIX::PreTradeAnonymity); 411 FIELD_SET(*this, FIX::CustOrderCapacity); 412 FIELD_SET(*this, FIX::ForexReq); 413 FIELD_SET(*this, FIX::SettlCurrency); 414 FIELD_SET(*this, FIX::BookingType); 415 FIELD_SET(*this, FIX::Text); 416 FIELD_SET(*this, FIX::EncodedTextLen); 417 FIELD_SET(*this, FIX::EncodedText); 418 FIELD_SET(*this, FIX::SettlDate2); 419 FIELD_SET(*this, FIX::OrderQty2); 420 FIELD_SET(*this, FIX::Price2); 421 FIELD_SET(*this, FIX::PositionEffect); 422 FIELD_SET(*this, FIX::CoveredOrUncovered); 423 FIELD_SET(*this, FIX::MaxShow); 424 FIELD_SET(*this, FIX::PegOffsetValue); 425 FIELD_SET(*this, FIX::PegPriceType); 426 FIELD_SET(*this, FIX::PegMoveType); 427 FIELD_SET(*this, FIX::PegOffsetType); 428 FIELD_SET(*this, FIX::PegLimitType); 429 FIELD_SET(*this, FIX::PegRoundDirection); 430 FIELD_SET(*this, FIX::PegScope); 431 FIELD_SET(*this, FIX::PegSecurityIDSource); 432 FIELD_SET(*this, FIX::PegSecurityID); 433 FIELD_SET(*this, FIX::PegSymbol); 434 FIELD_SET(*this, FIX::PegSecurityDesc); 435 FIELD_SET(*this, FIX::DiscretionInst); 436 FIELD_SET(*this, FIX::DiscretionOffsetValue); 437 FIELD_SET(*this, FIX::DiscretionMoveType); 438 FIELD_SET(*this, FIX::DiscretionOffsetType); 439 FIELD_SET(*this, FIX::DiscretionLimitType); 440 FIELD_SET(*this, FIX::DiscretionRoundDirection); 441 FIELD_SET(*this, FIX::DiscretionScope); 442 FIELD_SET(*this, FIX::TargetStrategy); 443 FIELD_SET(*this, FIX::NoStrategyParameters); 444 class NoStrategyParameters: public FIX::Group 445 { 446 public: NoStrategyParameters()447 NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {} 448 FIELD_SET(*this, FIX::StrategyParameterName); 449 FIELD_SET(*this, FIX::StrategyParameterType); 450 FIELD_SET(*this, FIX::StrategyParameterValue); 451 }; 452 FIELD_SET(*this, FIX::TargetStrategyParameters); 453 FIELD_SET(*this, FIX::ParticipationRate); 454 FIELD_SET(*this, FIX::Designation); 455 }; 456 }; 457 458 } 459 460 #endif 461