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