1 #ifndef FIX50_NEWORDERMULTILEG_H 2 #define FIX50_NEWORDERMULTILEG_H 3 4 #include "Message.h" 5 6 namespace FIX50 7 { 8 9 class NewOrderMultileg : public Message 10 { 11 public: NewOrderMultileg()12 NewOrderMultileg() : Message(MsgType()) {} NewOrderMultileg(const FIX::Message & m)13 NewOrderMultileg(const FIX::Message& m) : Message(m) {} NewOrderMultileg(const Message & m)14 NewOrderMultileg(const Message& m) : Message(m) {} NewOrderMultileg(const NewOrderMultileg & m)15 NewOrderMultileg(const NewOrderMultileg& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("AB"); } 17 NewOrderMultileg(const FIX::ClOrdID & aClOrdID,const FIX::Side & aSide,const FIX::TransactTime & aTransactTime,const FIX::OrdType & aOrdType)18 NewOrderMultileg( 19 const FIX::ClOrdID& aClOrdID, 20 const FIX::Side& aSide, 21 const FIX::TransactTime& aTransactTime, 22 const FIX::OrdType& aOrdType ) 23 : Message(MsgType()) 24 { 25 set(aClOrdID); 26 set(aSide); 27 set(aTransactTime); 28 set(aOrdType); 29 } 30 31 FIELD_SET(*this, FIX::ClOrdID); 32 FIELD_SET(*this, FIX::SecondaryClOrdID); 33 FIELD_SET(*this, FIX::ClOrdLinkID); 34 FIELD_SET(*this, FIX::NoPartyIDs); 35 class NoPartyIDs: public FIX::Group 36 { 37 public: NoPartyIDs()38 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 39 FIELD_SET(*this, FIX::PartyID); 40 FIELD_SET(*this, FIX::PartyIDSource); 41 FIELD_SET(*this, FIX::PartyRole); 42 FIELD_SET(*this, FIX::NoPartySubIDs); 43 class NoPartySubIDs: public FIX::Group 44 { 45 public: NoPartySubIDs()46 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 47 FIELD_SET(*this, FIX::PartySubID); 48 FIELD_SET(*this, FIX::PartySubIDType); 49 }; 50 }; 51 FIELD_SET(*this, FIX::TradeOriginationDate); 52 FIELD_SET(*this, FIX::TradeDate); 53 FIELD_SET(*this, FIX::Account); 54 FIELD_SET(*this, FIX::AcctIDSource); 55 FIELD_SET(*this, FIX::AccountType); 56 FIELD_SET(*this, FIX::DayBookingInst); 57 FIELD_SET(*this, FIX::BookingUnit); 58 FIELD_SET(*this, FIX::PreallocMethod); 59 FIELD_SET(*this, FIX::AllocID); 60 FIELD_SET(*this, FIX::NoAllocs); 61 class NoAllocs: public FIX::Group 62 { 63 public: NoAllocs()64 NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,948,80,0)) {} 65 FIELD_SET(*this, FIX::AllocAccount); 66 FIELD_SET(*this, FIX::AllocAcctIDSource); 67 FIELD_SET(*this, FIX::AllocSettlCurrency); 68 FIELD_SET(*this, FIX::IndividualAllocID); 69 FIELD_SET(*this, FIX::NoNested3PartyIDs); 70 class NoNested3PartyIDs: public FIX::Group 71 { 72 public: NoNested3PartyIDs()73 NoNested3PartyIDs() : FIX::Group(948,949,FIX::message_order(949,950,951,952,0)) {} 74 FIELD_SET(*this, FIX::Nested3PartyID); 75 FIELD_SET(*this, FIX::Nested3PartyIDSource); 76 FIELD_SET(*this, FIX::Nested3PartyRole); 77 FIELD_SET(*this, FIX::NoNested3PartySubIDs); 78 class NoNested3PartySubIDs: public FIX::Group 79 { 80 public: NoNested3PartySubIDs()81 NoNested3PartySubIDs() : FIX::Group(952,953,FIX::message_order(953,954,0)) {} 82 FIELD_SET(*this, FIX::Nested3PartySubID); 83 FIELD_SET(*this, FIX::Nested3PartySubIDType); 84 }; 85 }; 86 FIELD_SET(*this, FIX::AllocQty); 87 }; 88 FIELD_SET(*this, FIX::SettlType); 89 FIELD_SET(*this, FIX::SettlDate); 90 FIELD_SET(*this, FIX::CashMargin); 91 FIELD_SET(*this, FIX::ClearingFeeIndicator); 92 FIELD_SET(*this, FIX::HandlInst); 93 FIELD_SET(*this, FIX::ExecInst); 94 FIELD_SET(*this, FIX::MinQty); 95 FIELD_SET(*this, FIX::MatchIncrement); 96 FIELD_SET(*this, FIX::MaxPriceLevels); 97 FIELD_SET(*this, FIX::DisplayQty); 98 FIELD_SET(*this, FIX::SecondaryDisplayQty); 99 FIELD_SET(*this, FIX::DisplayWhen); 100 FIELD_SET(*this, FIX::DisplayMethod); 101 FIELD_SET(*this, FIX::DisplayLowQty); 102 FIELD_SET(*this, FIX::DisplayHighQty); 103 FIELD_SET(*this, FIX::DisplayMinIncr); 104 FIELD_SET(*this, FIX::RefreshQty); 105 FIELD_SET(*this, FIX::MaxFloor); 106 FIELD_SET(*this, FIX::ExDestination); 107 FIELD_SET(*this, FIX::ExDestinationIDSource); 108 FIELD_SET(*this, FIX::NoTradingSessions); 109 class NoTradingSessions: public FIX::Group 110 { 111 public: NoTradingSessions()112 NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {} 113 FIELD_SET(*this, FIX::TradingSessionID); 114 FIELD_SET(*this, FIX::TradingSessionSubID); 115 }; 116 FIELD_SET(*this, FIX::ProcessCode); 117 FIELD_SET(*this, FIX::Side); 118 FIELD_SET(*this, FIX::Symbol); 119 FIELD_SET(*this, FIX::SymbolSfx); 120 FIELD_SET(*this, FIX::SecurityID); 121 FIELD_SET(*this, FIX::SecurityIDSource); 122 FIELD_SET(*this, FIX::NoSecurityAltID); 123 class NoSecurityAltID: public FIX::Group 124 { 125 public: NoSecurityAltID()126 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 127 FIELD_SET(*this, FIX::SecurityAltID); 128 FIELD_SET(*this, FIX::SecurityAltIDSource); 129 }; 130 FIELD_SET(*this, FIX::Product); 131 FIELD_SET(*this, FIX::CFICode); 132 FIELD_SET(*this, FIX::SecurityType); 133 FIELD_SET(*this, FIX::SecuritySubType); 134 FIELD_SET(*this, FIX::MaturityMonthYear); 135 FIELD_SET(*this, FIX::MaturityDate); 136 FIELD_SET(*this, FIX::MaturityTime); 137 FIELD_SET(*this, FIX::PutOrCall); 138 FIELD_SET(*this, FIX::SettleOnOpenFlag); 139 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 140 FIELD_SET(*this, FIX::SecurityStatus); 141 FIELD_SET(*this, FIX::CouponPaymentDate); 142 FIELD_SET(*this, FIX::IssueDate); 143 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 144 FIELD_SET(*this, FIX::RepurchaseTerm); 145 FIELD_SET(*this, FIX::RepurchaseRate); 146 FIELD_SET(*this, FIX::Factor); 147 FIELD_SET(*this, FIX::CreditRating); 148 FIELD_SET(*this, FIX::InstrRegistry); 149 FIELD_SET(*this, FIX::CountryOfIssue); 150 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 151 FIELD_SET(*this, FIX::LocaleOfIssue); 152 FIELD_SET(*this, FIX::RedemptionDate); 153 FIELD_SET(*this, FIX::StrikePrice); 154 FIELD_SET(*this, FIX::StrikeCurrency); 155 FIELD_SET(*this, FIX::StrikeMultiplier); 156 FIELD_SET(*this, FIX::StrikeValue); 157 FIELD_SET(*this, FIX::OptAttribute); 158 FIELD_SET(*this, FIX::ContractMultiplier); 159 FIELD_SET(*this, FIX::MinPriceIncrement); 160 FIELD_SET(*this, FIX::UnitOfMeasure); 161 FIELD_SET(*this, FIX::TimeUnit); 162 FIELD_SET(*this, FIX::CouponRate); 163 FIELD_SET(*this, FIX::SecurityExchange); 164 FIELD_SET(*this, FIX::PositionLimit); 165 FIELD_SET(*this, FIX::NTPositionLimit); 166 FIELD_SET(*this, FIX::Issuer); 167 FIELD_SET(*this, FIX::EncodedIssuerLen); 168 FIELD_SET(*this, FIX::EncodedIssuer); 169 FIELD_SET(*this, FIX::SecurityDesc); 170 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 171 FIELD_SET(*this, FIX::EncodedSecurityDesc); 172 FIELD_SET(*this, FIX::Pool); 173 FIELD_SET(*this, FIX::ContractSettlMonth); 174 FIELD_SET(*this, FIX::CPProgram); 175 FIELD_SET(*this, FIX::CPRegType); 176 FIELD_SET(*this, FIX::NoEvents); 177 class NoEvents: public FIX::Group 178 { 179 public: NoEvents()180 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 181 FIELD_SET(*this, FIX::EventType); 182 FIELD_SET(*this, FIX::EventDate); 183 FIELD_SET(*this, FIX::EventPx); 184 FIELD_SET(*this, FIX::EventText); 185 }; 186 FIELD_SET(*this, FIX::DatedDate); 187 FIELD_SET(*this, FIX::InterestAccrualDate); 188 FIELD_SET(*this, FIX::NoInstrumentParties); 189 class NoInstrumentParties: public FIX::Group 190 { 191 public: NoInstrumentParties()192 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 193 FIELD_SET(*this, FIX::InstrumentPartyID); 194 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 195 FIELD_SET(*this, FIX::InstrumentPartyRole); 196 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 197 class NoInstrumentPartySubIDs: public FIX::Group 198 { 199 public: NoInstrumentPartySubIDs()200 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 201 FIELD_SET(*this, FIX::InstrumentPartySubID); 202 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 203 }; 204 }; 205 FIELD_SET(*this, FIX::NoUnderlyings); 206 class NoUnderlyings: public FIX::Group 207 { 208 public: NoUnderlyings()209 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)) {} 210 FIELD_SET(*this, FIX::UnderlyingSymbol); 211 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 212 FIELD_SET(*this, FIX::UnderlyingSecurityID); 213 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 214 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 215 class NoUnderlyingSecurityAltID: public FIX::Group 216 { 217 public: NoUnderlyingSecurityAltID()218 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 219 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 220 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 221 }; 222 FIELD_SET(*this, FIX::UnderlyingProduct); 223 FIELD_SET(*this, FIX::UnderlyingCFICode); 224 FIELD_SET(*this, FIX::UnderlyingSecurityType); 225 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 226 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 227 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 228 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 229 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 230 FIELD_SET(*this, FIX::UnderlyingIssueDate); 231 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 232 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 233 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 234 FIELD_SET(*this, FIX::UnderlyingFactor); 235 FIELD_SET(*this, FIX::UnderlyingCreditRating); 236 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 237 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 238 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 239 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 240 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 241 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 242 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 243 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 244 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 245 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 246 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 247 FIELD_SET(*this, FIX::UnderlyingCouponRate); 248 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 249 FIELD_SET(*this, FIX::UnderlyingIssuer); 250 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 251 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 252 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 253 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 254 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 255 FIELD_SET(*this, FIX::UnderlyingCPProgram); 256 FIELD_SET(*this, FIX::UnderlyingCPRegType); 257 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 258 FIELD_SET(*this, FIX::UnderlyingCurrency); 259 FIELD_SET(*this, FIX::UnderlyingQty); 260 FIELD_SET(*this, FIX::UnderlyingSettlementType); 261 FIELD_SET(*this, FIX::UnderlyingCashAmount); 262 FIELD_SET(*this, FIX::UnderlyingCashType); 263 FIELD_SET(*this, FIX::UnderlyingPx); 264 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 265 FIELD_SET(*this, FIX::UnderlyingEndPrice); 266 FIELD_SET(*this, FIX::UnderlyingStartValue); 267 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 268 FIELD_SET(*this, FIX::UnderlyingEndValue); 269 FIELD_SET(*this, FIX::NoUnderlyingStips); 270 class NoUnderlyingStips: public FIX::Group 271 { 272 public: NoUnderlyingStips()273 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 274 FIELD_SET(*this, FIX::UnderlyingStipType); 275 FIELD_SET(*this, FIX::UnderlyingStipValue); 276 }; 277 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 278 FIELD_SET(*this, FIX::UnderlyingFXRate); 279 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 280 FIELD_SET(*this, FIX::UnderlyingCapValue); 281 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 282 class NoUndlyInstrumentParties: public FIX::Group 283 { 284 public: NoUndlyInstrumentParties()285 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 286 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 287 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 288 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 289 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 290 class NoUndlyInstrumentPartySubIDs: public FIX::Group 291 { 292 public: NoUndlyInstrumentPartySubIDs()293 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 294 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 295 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 296 }; 297 }; 298 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 299 }; 300 FIELD_SET(*this, FIX::PrevClosePx); 301 FIELD_SET(*this, FIX::SwapPoints); 302 FIELD_SET(*this, FIX::NoLegs); 303 class NoLegs: public FIX::Group 304 { 305 public: NoLegs()306 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1001,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1017,687,690,683,670,564,565,539,654,566,587,588,685,0)) {} 307 FIELD_SET(*this, FIX::LegSymbol); 308 FIELD_SET(*this, FIX::LegSymbolSfx); 309 FIELD_SET(*this, FIX::LegSecurityID); 310 FIELD_SET(*this, FIX::LegSecurityIDSource); 311 FIELD_SET(*this, FIX::NoLegSecurityAltID); 312 class NoLegSecurityAltID: public FIX::Group 313 { 314 public: NoLegSecurityAltID()315 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 316 FIELD_SET(*this, FIX::LegSecurityAltID); 317 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 318 }; 319 FIELD_SET(*this, FIX::LegProduct); 320 FIELD_SET(*this, FIX::LegCFICode); 321 FIELD_SET(*this, FIX::LegSecurityType); 322 FIELD_SET(*this, FIX::LegSecuritySubType); 323 FIELD_SET(*this, FIX::LegMaturityMonthYear); 324 FIELD_SET(*this, FIX::LegMaturityDate); 325 FIELD_SET(*this, FIX::LegCouponPaymentDate); 326 FIELD_SET(*this, FIX::LegIssueDate); 327 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 328 FIELD_SET(*this, FIX::LegRepurchaseTerm); 329 FIELD_SET(*this, FIX::LegRepurchaseRate); 330 FIELD_SET(*this, FIX::LegFactor); 331 FIELD_SET(*this, FIX::LegCreditRating); 332 FIELD_SET(*this, FIX::LegInstrRegistry); 333 FIELD_SET(*this, FIX::LegCountryOfIssue); 334 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 335 FIELD_SET(*this, FIX::LegLocaleOfIssue); 336 FIELD_SET(*this, FIX::LegRedemptionDate); 337 FIELD_SET(*this, FIX::LegStrikePrice); 338 FIELD_SET(*this, FIX::LegStrikeCurrency); 339 FIELD_SET(*this, FIX::LegOptAttribute); 340 FIELD_SET(*this, FIX::LegContractMultiplier); 341 FIELD_SET(*this, FIX::LegUnitOfMeasure); 342 FIELD_SET(*this, FIX::LegTimeUnit); 343 FIELD_SET(*this, FIX::LegCouponRate); 344 FIELD_SET(*this, FIX::LegSecurityExchange); 345 FIELD_SET(*this, FIX::LegIssuer); 346 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 347 FIELD_SET(*this, FIX::EncodedLegIssuer); 348 FIELD_SET(*this, FIX::LegSecurityDesc); 349 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 350 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 351 FIELD_SET(*this, FIX::LegRatioQty); 352 FIELD_SET(*this, FIX::LegSide); 353 FIELD_SET(*this, FIX::LegCurrency); 354 FIELD_SET(*this, FIX::LegPool); 355 FIELD_SET(*this, FIX::LegDatedDate); 356 FIELD_SET(*this, FIX::LegContractSettlMonth); 357 FIELD_SET(*this, FIX::LegInterestAccrualDate); 358 FIELD_SET(*this, FIX::LegOptionRatio); 359 FIELD_SET(*this, FIX::LegQty); 360 FIELD_SET(*this, FIX::LegSwapType); 361 FIELD_SET(*this, FIX::NoLegStipulations); 362 class NoLegStipulations: public FIX::Group 363 { 364 public: NoLegStipulations()365 NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {} 366 FIELD_SET(*this, FIX::LegStipulationType); 367 FIELD_SET(*this, FIX::LegStipulationValue); 368 }; 369 FIELD_SET(*this, FIX::NoLegAllocs); 370 class NoLegAllocs: public FIX::Group 371 { 372 public: NoLegAllocs()373 NoLegAllocs() : FIX::Group(670,671,FIX::message_order(671,672,756,673,674,675,0)) {} 374 FIELD_SET(*this, FIX::LegAllocAccount); 375 FIELD_SET(*this, FIX::LegIndividualAllocID); 376 FIELD_SET(*this, FIX::NoNested2PartyIDs); 377 class NoNested2PartyIDs: public FIX::Group 378 { 379 public: NoNested2PartyIDs()380 NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {} 381 FIELD_SET(*this, FIX::Nested2PartyID); 382 FIELD_SET(*this, FIX::Nested2PartyIDSource); 383 FIELD_SET(*this, FIX::Nested2PartyRole); 384 FIELD_SET(*this, FIX::NoNested2PartySubIDs); 385 class NoNested2PartySubIDs: public FIX::Group 386 { 387 public: NoNested2PartySubIDs()388 NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {} 389 FIELD_SET(*this, FIX::Nested2PartySubID); 390 FIELD_SET(*this, FIX::Nested2PartySubIDType); 391 }; 392 }; 393 FIELD_SET(*this, FIX::LegAllocQty); 394 FIELD_SET(*this, FIX::LegAllocAcctIDSource); 395 FIELD_SET(*this, FIX::LegSettlCurrency); 396 }; 397 FIELD_SET(*this, FIX::LegPositionEffect); 398 FIELD_SET(*this, FIX::LegCoveredOrUncovered); 399 FIELD_SET(*this, FIX::NoNestedPartyIDs); 400 class NoNestedPartyIDs: public FIX::Group 401 { 402 public: NoNestedPartyIDs()403 NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {} 404 FIELD_SET(*this, FIX::NestedPartyID); 405 FIELD_SET(*this, FIX::NestedPartyIDSource); 406 FIELD_SET(*this, FIX::NestedPartyRole); 407 FIELD_SET(*this, FIX::NoNestedPartySubIDs); 408 class NoNestedPartySubIDs: public FIX::Group 409 { 410 public: NoNestedPartySubIDs()411 NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {} 412 FIELD_SET(*this, FIX::NestedPartySubID); 413 FIELD_SET(*this, FIX::NestedPartySubIDType); 414 }; 415 }; 416 FIELD_SET(*this, FIX::LegRefID); 417 FIELD_SET(*this, FIX::LegPrice); 418 FIELD_SET(*this, FIX::LegSettlType); 419 FIELD_SET(*this, FIX::LegSettlDate); 420 FIELD_SET(*this, FIX::LegOrderQty); 421 }; 422 FIELD_SET(*this, FIX::LocateReqd); 423 FIELD_SET(*this, FIX::TransactTime); 424 FIELD_SET(*this, FIX::QtyType); 425 FIELD_SET(*this, FIX::OrderQty); 426 FIELD_SET(*this, FIX::CashOrderQty); 427 FIELD_SET(*this, FIX::OrderPercent); 428 FIELD_SET(*this, FIX::RoundingDirection); 429 FIELD_SET(*this, FIX::RoundingModulus); 430 FIELD_SET(*this, FIX::OrdType); 431 FIELD_SET(*this, FIX::PriceType); 432 FIELD_SET(*this, FIX::Price); 433 FIELD_SET(*this, FIX::PriceProtectionScope); 434 FIELD_SET(*this, FIX::StopPx); 435 FIELD_SET(*this, FIX::TriggerType); 436 FIELD_SET(*this, FIX::TriggerAction); 437 FIELD_SET(*this, FIX::TriggerPrice); 438 FIELD_SET(*this, FIX::TriggerSymbol); 439 FIELD_SET(*this, FIX::TriggerSecurityID); 440 FIELD_SET(*this, FIX::TriggerSecurityIDSource); 441 FIELD_SET(*this, FIX::TriggerSecurityDesc); 442 FIELD_SET(*this, FIX::TriggerPriceType); 443 FIELD_SET(*this, FIX::TriggerPriceTypeScope); 444 FIELD_SET(*this, FIX::TriggerPriceDirection); 445 FIELD_SET(*this, FIX::TriggerNewPrice); 446 FIELD_SET(*this, FIX::TriggerOrderType); 447 FIELD_SET(*this, FIX::TriggerNewQty); 448 FIELD_SET(*this, FIX::TriggerTradingSessionID); 449 FIELD_SET(*this, FIX::TriggerTradingSessionSubID); 450 FIELD_SET(*this, FIX::Currency); 451 FIELD_SET(*this, FIX::ComplianceID); 452 FIELD_SET(*this, FIX::SolicitedFlag); 453 FIELD_SET(*this, FIX::IOIID); 454 FIELD_SET(*this, FIX::QuoteID); 455 FIELD_SET(*this, FIX::RefOrderID); 456 FIELD_SET(*this, FIX::RefOrderIDSource); 457 FIELD_SET(*this, FIX::TimeInForce); 458 FIELD_SET(*this, FIX::EffectiveTime); 459 FIELD_SET(*this, FIX::ExpireDate); 460 FIELD_SET(*this, FIX::ExpireTime); 461 FIELD_SET(*this, FIX::GTBookingInst); 462 FIELD_SET(*this, FIX::Commission); 463 FIELD_SET(*this, FIX::CommType); 464 FIELD_SET(*this, FIX::CommCurrency); 465 FIELD_SET(*this, FIX::FundRenewWaiv); 466 FIELD_SET(*this, FIX::OrderCapacity); 467 FIELD_SET(*this, FIX::OrderRestrictions); 468 FIELD_SET(*this, FIX::PreTradeAnonymity); 469 FIELD_SET(*this, FIX::CustOrderCapacity); 470 FIELD_SET(*this, FIX::ForexReq); 471 FIELD_SET(*this, FIX::SettlCurrency); 472 FIELD_SET(*this, FIX::BookingType); 473 FIELD_SET(*this, FIX::Text); 474 FIELD_SET(*this, FIX::EncodedTextLen); 475 FIELD_SET(*this, FIX::EncodedText); 476 FIELD_SET(*this, FIX::PositionEffect); 477 FIELD_SET(*this, FIX::CoveredOrUncovered); 478 FIELD_SET(*this, FIX::MaxShow); 479 FIELD_SET(*this, FIX::PegOffsetValue); 480 FIELD_SET(*this, FIX::PegPriceType); 481 FIELD_SET(*this, FIX::PegMoveType); 482 FIELD_SET(*this, FIX::PegOffsetType); 483 FIELD_SET(*this, FIX::PegLimitType); 484 FIELD_SET(*this, FIX::PegRoundDirection); 485 FIELD_SET(*this, FIX::PegScope); 486 FIELD_SET(*this, FIX::PegSecurityIDSource); 487 FIELD_SET(*this, FIX::PegSecurityID); 488 FIELD_SET(*this, FIX::PegSymbol); 489 FIELD_SET(*this, FIX::PegSecurityDesc); 490 FIELD_SET(*this, FIX::DiscretionInst); 491 FIELD_SET(*this, FIX::DiscretionOffsetValue); 492 FIELD_SET(*this, FIX::DiscretionMoveType); 493 FIELD_SET(*this, FIX::DiscretionOffsetType); 494 FIELD_SET(*this, FIX::DiscretionLimitType); 495 FIELD_SET(*this, FIX::DiscretionRoundDirection); 496 FIELD_SET(*this, FIX::DiscretionScope); 497 FIELD_SET(*this, FIX::TargetStrategy); 498 FIELD_SET(*this, FIX::NoStrategyParameters); 499 class NoStrategyParameters: public FIX::Group 500 { 501 public: NoStrategyParameters()502 NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {} 503 FIELD_SET(*this, FIX::StrategyParameterName); 504 FIELD_SET(*this, FIX::StrategyParameterType); 505 FIELD_SET(*this, FIX::StrategyParameterValue); 506 }; 507 FIELD_SET(*this, FIX::TargetStrategyParameters); 508 FIELD_SET(*this, FIX::ParticipationRate); 509 FIELD_SET(*this, FIX::CancellationRights); 510 FIELD_SET(*this, FIX::MoneyLaunderingStatus); 511 FIELD_SET(*this, FIX::RegistID); 512 FIELD_SET(*this, FIX::Designation); 513 FIELD_SET(*this, FIX::MultiLegRptTypeReq); 514 }; 515 516 } 517 518 #endif 519