1 #ifndef FIX50SP1_NEWORDERSINGLE_H 2 #define FIX50SP1_NEWORDERSINGLE_H 3 4 #include "Message.h" 5 6 namespace FIX50SP1 7 { 8 9 class NewOrderSingle : public Message 10 { 11 public: NewOrderSingle()12 NewOrderSingle() : Message(MsgType()) {} NewOrderSingle(const FIX::Message & m)13 NewOrderSingle(const FIX::Message& m) : Message(m) {} NewOrderSingle(const Message & m)14 NewOrderSingle(const Message& m) : Message(m) {} NewOrderSingle(const NewOrderSingle & m)15 NewOrderSingle(const NewOrderSingle& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("D"); } 17 NewOrderSingle(const FIX::ClOrdID & aClOrdID,const FIX::Side & aSide,const FIX::TransactTime & aTransactTime,const FIX::OrdType & aOrdType)18 NewOrderSingle( 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(79,661,736,467,539,80,0)) {} 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::NoNestedPartyIDs); 70 class NoNestedPartyIDs: public FIX::Group 71 { 72 public: NoNestedPartyIDs()73 NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {} 74 FIELD_SET(*this, FIX::NestedPartyID); 75 FIELD_SET(*this, FIX::NestedPartyIDSource); 76 FIELD_SET(*this, FIX::NestedPartyRole); 77 FIELD_SET(*this, FIX::NoNestedPartySubIDs); 78 class NoNestedPartySubIDs: public FIX::Group 79 { 80 public: NoNestedPartySubIDs()81 NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {} 82 FIELD_SET(*this, FIX::NestedPartySubID); 83 FIELD_SET(*this, FIX::NestedPartySubIDType); 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::Symbol); 118 FIELD_SET(*this, FIX::SymbolSfx); 119 FIELD_SET(*this, FIX::SecurityID); 120 FIELD_SET(*this, FIX::SecurityIDSource); 121 FIELD_SET(*this, FIX::NoSecurityAltID); 122 class NoSecurityAltID: public FIX::Group 123 { 124 public: NoSecurityAltID()125 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 126 FIELD_SET(*this, FIX::SecurityAltID); 127 FIELD_SET(*this, FIX::SecurityAltIDSource); 128 }; 129 FIELD_SET(*this, FIX::Product); 130 FIELD_SET(*this, FIX::ProductComplex); 131 FIELD_SET(*this, FIX::SecurityGroup); 132 FIELD_SET(*this, FIX::CFICode); 133 FIELD_SET(*this, FIX::SecurityType); 134 FIELD_SET(*this, FIX::SecuritySubType); 135 FIELD_SET(*this, FIX::MaturityMonthYear); 136 FIELD_SET(*this, FIX::MaturityDate); 137 FIELD_SET(*this, FIX::MaturityTime); 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::MinPriceIncrementAmount); 161 FIELD_SET(*this, FIX::UnitOfMeasure); 162 FIELD_SET(*this, FIX::UnitOfMeasureQty); 163 FIELD_SET(*this, FIX::PriceUnitOfMeasure); 164 FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); 165 FIELD_SET(*this, FIX::SettlMethod); 166 FIELD_SET(*this, FIX::ExerciseStyle); 167 FIELD_SET(*this, FIX::OptPayAmount); 168 FIELD_SET(*this, FIX::PriceQuoteMethod); 169 FIELD_SET(*this, FIX::FuturesValuationMethod); 170 FIELD_SET(*this, FIX::ListMethod); 171 FIELD_SET(*this, FIX::CapPrice); 172 FIELD_SET(*this, FIX::FloorPrice); 173 FIELD_SET(*this, FIX::PutOrCall); 174 FIELD_SET(*this, FIX::FlexibleIndicator); 175 FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 176 FIELD_SET(*this, FIX::TimeUnit); 177 FIELD_SET(*this, FIX::CouponRate); 178 FIELD_SET(*this, FIX::SecurityExchange); 179 FIELD_SET(*this, FIX::PositionLimit); 180 FIELD_SET(*this, FIX::NTPositionLimit); 181 FIELD_SET(*this, FIX::Issuer); 182 FIELD_SET(*this, FIX::EncodedIssuerLen); 183 FIELD_SET(*this, FIX::EncodedIssuer); 184 FIELD_SET(*this, FIX::SecurityDesc); 185 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 186 FIELD_SET(*this, FIX::EncodedSecurityDesc); 187 FIELD_SET(*this, FIX::SecurityXMLLen); 188 FIELD_SET(*this, FIX::SecurityXML); 189 FIELD_SET(*this, FIX::SecurityXMLSchema); 190 FIELD_SET(*this, FIX::Pool); 191 FIELD_SET(*this, FIX::ContractSettlMonth); 192 FIELD_SET(*this, FIX::CPProgram); 193 FIELD_SET(*this, FIX::CPRegType); 194 FIELD_SET(*this, FIX::NoEvents); 195 class NoEvents: public FIX::Group 196 { 197 public: NoEvents()198 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} 199 FIELD_SET(*this, FIX::EventType); 200 FIELD_SET(*this, FIX::EventDate); 201 FIELD_SET(*this, FIX::EventTime); 202 FIELD_SET(*this, FIX::EventPx); 203 FIELD_SET(*this, FIX::EventText); 204 }; 205 FIELD_SET(*this, FIX::DatedDate); 206 FIELD_SET(*this, FIX::InterestAccrualDate); 207 FIELD_SET(*this, FIX::NoInstrumentParties); 208 class NoInstrumentParties: public FIX::Group 209 { 210 public: NoInstrumentParties()211 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 212 FIELD_SET(*this, FIX::InstrumentPartyID); 213 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 214 FIELD_SET(*this, FIX::InstrumentPartyRole); 215 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 216 class NoInstrumentPartySubIDs: public FIX::Group 217 { 218 public: NoInstrumentPartySubIDs()219 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 220 FIELD_SET(*this, FIX::InstrumentPartySubID); 221 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 222 }; 223 }; 224 FIELD_SET(*this, FIX::AgreementDesc); 225 FIELD_SET(*this, FIX::AgreementID); 226 FIELD_SET(*this, FIX::AgreementDate); 227 FIELD_SET(*this, FIX::AgreementCurrency); 228 FIELD_SET(*this, FIX::TerminationType); 229 FIELD_SET(*this, FIX::StartDate); 230 FIELD_SET(*this, FIX::EndDate); 231 FIELD_SET(*this, FIX::DeliveryType); 232 FIELD_SET(*this, FIX::MarginRatio); 233 FIELD_SET(*this, FIX::NoUnderlyings); 234 class NoUnderlyings: public FIX::Group 235 { 236 public: NoUnderlyings()237 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)) {} 238 FIELD_SET(*this, FIX::UnderlyingSymbol); 239 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 240 FIELD_SET(*this, FIX::UnderlyingSecurityID); 241 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 242 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 243 class NoUnderlyingSecurityAltID: public FIX::Group 244 { 245 public: NoUnderlyingSecurityAltID()246 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 247 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 248 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 249 }; 250 FIELD_SET(*this, FIX::UnderlyingProduct); 251 FIELD_SET(*this, FIX::UnderlyingCFICode); 252 FIELD_SET(*this, FIX::UnderlyingSecurityType); 253 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 254 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 255 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 256 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 257 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 258 FIELD_SET(*this, FIX::UnderlyingIssueDate); 259 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 260 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 261 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 262 FIELD_SET(*this, FIX::UnderlyingFactor); 263 FIELD_SET(*this, FIX::UnderlyingCreditRating); 264 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 265 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 266 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 267 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 268 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 269 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 270 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 271 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 272 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 273 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 274 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 275 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 276 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 277 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 278 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 279 FIELD_SET(*this, FIX::UnderlyingCouponRate); 280 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 281 FIELD_SET(*this, FIX::UnderlyingIssuer); 282 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 283 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 284 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 285 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 286 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 287 FIELD_SET(*this, FIX::UnderlyingCPProgram); 288 FIELD_SET(*this, FIX::UnderlyingCPRegType); 289 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 290 FIELD_SET(*this, FIX::UnderlyingCurrency); 291 FIELD_SET(*this, FIX::UnderlyingQty); 292 FIELD_SET(*this, FIX::UnderlyingSettlementType); 293 FIELD_SET(*this, FIX::UnderlyingCashAmount); 294 FIELD_SET(*this, FIX::UnderlyingCashType); 295 FIELD_SET(*this, FIX::UnderlyingPx); 296 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 297 FIELD_SET(*this, FIX::UnderlyingEndPrice); 298 FIELD_SET(*this, FIX::UnderlyingStartValue); 299 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 300 FIELD_SET(*this, FIX::UnderlyingEndValue); 301 FIELD_SET(*this, FIX::NoUnderlyingStips); 302 class NoUnderlyingStips: public FIX::Group 303 { 304 public: NoUnderlyingStips()305 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 306 FIELD_SET(*this, FIX::UnderlyingStipType); 307 FIELD_SET(*this, FIX::UnderlyingStipValue); 308 }; 309 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 310 FIELD_SET(*this, FIX::UnderlyingFXRate); 311 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 312 FIELD_SET(*this, FIX::UnderlyingCapValue); 313 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 314 class NoUndlyInstrumentParties: public FIX::Group 315 { 316 public: NoUndlyInstrumentParties()317 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 318 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 319 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 320 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 321 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 322 class NoUndlyInstrumentPartySubIDs: public FIX::Group 323 { 324 public: NoUndlyInstrumentPartySubIDs()325 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 326 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 327 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 328 }; 329 }; 330 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 331 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 332 }; 333 FIELD_SET(*this, FIX::PrevClosePx); 334 FIELD_SET(*this, FIX::Side); 335 FIELD_SET(*this, FIX::LocateReqd); 336 FIELD_SET(*this, FIX::TransactTime); 337 FIELD_SET(*this, FIX::NoStipulations); 338 class NoStipulations: public FIX::Group 339 { 340 public: NoStipulations()341 NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} 342 FIELD_SET(*this, FIX::StipulationType); 343 FIELD_SET(*this, FIX::StipulationValue); 344 }; 345 FIELD_SET(*this, FIX::QtyType); 346 FIELD_SET(*this, FIX::OrderQty); 347 FIELD_SET(*this, FIX::CashOrderQty); 348 FIELD_SET(*this, FIX::OrderPercent); 349 FIELD_SET(*this, FIX::RoundingDirection); 350 FIELD_SET(*this, FIX::RoundingModulus); 351 FIELD_SET(*this, FIX::OrdType); 352 FIELD_SET(*this, FIX::PriceType); 353 FIELD_SET(*this, FIX::Price); 354 FIELD_SET(*this, FIX::PriceProtectionScope); 355 FIELD_SET(*this, FIX::StopPx); 356 FIELD_SET(*this, FIX::TriggerType); 357 FIELD_SET(*this, FIX::TriggerAction); 358 FIELD_SET(*this, FIX::TriggerPrice); 359 FIELD_SET(*this, FIX::TriggerSymbol); 360 FIELD_SET(*this, FIX::TriggerSecurityID); 361 FIELD_SET(*this, FIX::TriggerSecurityIDSource); 362 FIELD_SET(*this, FIX::TriggerSecurityDesc); 363 FIELD_SET(*this, FIX::TriggerPriceType); 364 FIELD_SET(*this, FIX::TriggerPriceTypeScope); 365 FIELD_SET(*this, FIX::TriggerPriceDirection); 366 FIELD_SET(*this, FIX::TriggerNewPrice); 367 FIELD_SET(*this, FIX::TriggerOrderType); 368 FIELD_SET(*this, FIX::TriggerNewQty); 369 FIELD_SET(*this, FIX::TriggerTradingSessionID); 370 FIELD_SET(*this, FIX::TriggerTradingSessionSubID); 371 FIELD_SET(*this, FIX::Spread); 372 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 373 FIELD_SET(*this, FIX::BenchmarkCurveName); 374 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 375 FIELD_SET(*this, FIX::BenchmarkPrice); 376 FIELD_SET(*this, FIX::BenchmarkPriceType); 377 FIELD_SET(*this, FIX::BenchmarkSecurityID); 378 FIELD_SET(*this, FIX::BenchmarkSecurityIDSource); 379 FIELD_SET(*this, FIX::YieldType); 380 FIELD_SET(*this, FIX::Yield); 381 FIELD_SET(*this, FIX::YieldCalcDate); 382 FIELD_SET(*this, FIX::YieldRedemptionDate); 383 FIELD_SET(*this, FIX::YieldRedemptionPrice); 384 FIELD_SET(*this, FIX::YieldRedemptionPriceType); 385 FIELD_SET(*this, FIX::Currency); 386 FIELD_SET(*this, FIX::ComplianceID); 387 FIELD_SET(*this, FIX::SolicitedFlag); 388 FIELD_SET(*this, FIX::IOIID); 389 FIELD_SET(*this, FIX::QuoteID); 390 FIELD_SET(*this, FIX::TimeInForce); 391 FIELD_SET(*this, FIX::EffectiveTime); 392 FIELD_SET(*this, FIX::ExpireDate); 393 FIELD_SET(*this, FIX::ExpireTime); 394 FIELD_SET(*this, FIX::GTBookingInst); 395 FIELD_SET(*this, FIX::Commission); 396 FIELD_SET(*this, FIX::CommType); 397 FIELD_SET(*this, FIX::CommCurrency); 398 FIELD_SET(*this, FIX::FundRenewWaiv); 399 FIELD_SET(*this, FIX::OrderCapacity); 400 FIELD_SET(*this, FIX::OrderRestrictions); 401 FIELD_SET(*this, FIX::PreTradeAnonymity); 402 FIELD_SET(*this, FIX::CustOrderCapacity); 403 FIELD_SET(*this, FIX::ForexReq); 404 FIELD_SET(*this, FIX::SettlCurrency); 405 FIELD_SET(*this, FIX::BookingType); 406 FIELD_SET(*this, FIX::Text); 407 FIELD_SET(*this, FIX::EncodedTextLen); 408 FIELD_SET(*this, FIX::EncodedText); 409 FIELD_SET(*this, FIX::SettlDate2); 410 FIELD_SET(*this, FIX::OrderQty2); 411 FIELD_SET(*this, FIX::Price2); 412 FIELD_SET(*this, FIX::PositionEffect); 413 FIELD_SET(*this, FIX::CoveredOrUncovered); 414 FIELD_SET(*this, FIX::MaxShow); 415 FIELD_SET(*this, FIX::PegOffsetValue); 416 FIELD_SET(*this, FIX::PegPriceType); 417 FIELD_SET(*this, FIX::PegMoveType); 418 FIELD_SET(*this, FIX::PegOffsetType); 419 FIELD_SET(*this, FIX::PegLimitType); 420 FIELD_SET(*this, FIX::PegRoundDirection); 421 FIELD_SET(*this, FIX::PegScope); 422 FIELD_SET(*this, FIX::PegSecurityIDSource); 423 FIELD_SET(*this, FIX::PegSecurityID); 424 FIELD_SET(*this, FIX::PegSymbol); 425 FIELD_SET(*this, FIX::PegSecurityDesc); 426 FIELD_SET(*this, FIX::DiscretionInst); 427 FIELD_SET(*this, FIX::DiscretionOffsetValue); 428 FIELD_SET(*this, FIX::DiscretionMoveType); 429 FIELD_SET(*this, FIX::DiscretionOffsetType); 430 FIELD_SET(*this, FIX::DiscretionLimitType); 431 FIELD_SET(*this, FIX::DiscretionRoundDirection); 432 FIELD_SET(*this, FIX::DiscretionScope); 433 FIELD_SET(*this, FIX::TargetStrategy); 434 FIELD_SET(*this, FIX::NoStrategyParameters); 435 class NoStrategyParameters: public FIX::Group 436 { 437 public: NoStrategyParameters()438 NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {} 439 FIELD_SET(*this, FIX::StrategyParameterName); 440 FIELD_SET(*this, FIX::StrategyParameterType); 441 FIELD_SET(*this, FIX::StrategyParameterValue); 442 }; 443 FIELD_SET(*this, FIX::TargetStrategyParameters); 444 FIELD_SET(*this, FIX::ParticipationRate); 445 FIELD_SET(*this, FIX::CancellationRights); 446 FIELD_SET(*this, FIX::MoneyLaunderingStatus); 447 FIELD_SET(*this, FIX::RegistID); 448 FIELD_SET(*this, FIX::Designation); 449 FIELD_SET(*this, FIX::ManualOrderIndicator); 450 FIELD_SET(*this, FIX::CustDirectedOrder); 451 FIELD_SET(*this, FIX::ReceivedDeptID); 452 FIELD_SET(*this, FIX::CustOrderHandlingInst); 453 FIELD_SET(*this, FIX::OrderHandlingInstSource); 454 FIELD_SET(*this, FIX::NoTrdRegTimestamps); 455 class NoTrdRegTimestamps: public FIX::Group 456 { 457 public: NoTrdRegTimestamps()458 NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {} 459 FIELD_SET(*this, FIX::TrdRegTimestamp); 460 FIELD_SET(*this, FIX::TrdRegTimestampType); 461 FIELD_SET(*this, FIX::TrdRegTimestampOrigin); 462 FIELD_SET(*this, FIX::DeskType); 463 FIELD_SET(*this, FIX::DeskTypeSource); 464 FIELD_SET(*this, FIX::DeskOrderHandlingInst); 465 }; 466 FIELD_SET(*this, FIX::RefOrderID); 467 FIELD_SET(*this, FIX::RefOrderIDSource); 468 }; 469 470 } 471 472 #endif 473