1 #ifndef FIX50SP2_COLLATERALREPORT_H 2 #define FIX50SP2_COLLATERALREPORT_H 3 4 #include "Message.h" 5 6 namespace FIX50SP2 7 { 8 9 class CollateralReport : public Message 10 { 11 public: CollateralReport()12 CollateralReport() : Message(MsgType()) {} CollateralReport(const FIX::Message & m)13 CollateralReport(const FIX::Message& m) : Message(m) {} CollateralReport(const Message & m)14 CollateralReport(const Message& m) : Message(m) {} CollateralReport(const CollateralReport & m)15 CollateralReport(const CollateralReport& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("BA"); } 17 CollateralReport(const FIX::CollRptID & aCollRptID,const FIX::CollStatus & aCollStatus)18 CollateralReport( 19 const FIX::CollRptID& aCollRptID, 20 const FIX::CollStatus& aCollStatus ) 21 : Message(MsgType()) 22 { 23 set(aCollRptID); 24 set(aCollStatus); 25 } 26 27 FIELD_SET(*this, FIX::CollRptID); 28 FIELD_SET(*this, FIX::CollInquiryID); 29 FIELD_SET(*this, FIX::TransactTime); 30 FIELD_SET(*this, FIX::CollApplType); 31 FIELD_SET(*this, FIX::FinancialStatus); 32 FIELD_SET(*this, FIX::CollStatus); 33 FIELD_SET(*this, FIX::TotNumReports); 34 FIELD_SET(*this, FIX::LastRptRequested); 35 FIELD_SET(*this, FIX::NoPartyIDs); 36 class NoPartyIDs: public FIX::Group 37 { 38 public: NoPartyIDs()39 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 40 FIELD_SET(*this, FIX::PartyID); 41 FIELD_SET(*this, FIX::PartyIDSource); 42 FIELD_SET(*this, FIX::PartyRole); 43 FIELD_SET(*this, FIX::NoPartySubIDs); 44 class NoPartySubIDs: public FIX::Group 45 { 46 public: NoPartySubIDs()47 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 48 FIELD_SET(*this, FIX::PartySubID); 49 FIELD_SET(*this, FIX::PartySubIDType); 50 }; 51 }; 52 FIELD_SET(*this, FIX::Account); 53 FIELD_SET(*this, FIX::AccountType); 54 FIELD_SET(*this, FIX::ClOrdID); 55 FIELD_SET(*this, FIX::OrderID); 56 FIELD_SET(*this, FIX::SecondaryOrderID); 57 FIELD_SET(*this, FIX::SecondaryClOrdID); 58 FIELD_SET(*this, FIX::NoExecs); 59 class NoExecs: public FIX::Group 60 { 61 public: NoExecs()62 NoExecs() : FIX::Group(124,17,FIX::message_order(17,0)) {} 63 FIELD_SET(*this, FIX::ExecID); 64 }; 65 FIELD_SET(*this, FIX::NoTrades); 66 class NoTrades: public FIX::Group 67 { 68 public: NoTrades()69 NoTrades() : FIX::Group(897,571,FIX::message_order(571,818,0)) {} 70 FIELD_SET(*this, FIX::TradeReportID); 71 FIELD_SET(*this, FIX::SecondaryTradeReportID); 72 }; 73 FIELD_SET(*this, FIX::Symbol); 74 FIELD_SET(*this, FIX::SymbolSfx); 75 FIELD_SET(*this, FIX::SecurityID); 76 FIELD_SET(*this, FIX::SecurityIDSource); 77 FIELD_SET(*this, FIX::NoSecurityAltID); 78 class NoSecurityAltID: public FIX::Group 79 { 80 public: NoSecurityAltID()81 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 82 FIELD_SET(*this, FIX::SecurityAltID); 83 FIELD_SET(*this, FIX::SecurityAltIDSource); 84 }; 85 FIELD_SET(*this, FIX::Product); 86 FIELD_SET(*this, FIX::ProductComplex); 87 FIELD_SET(*this, FIX::SecurityGroup); 88 FIELD_SET(*this, FIX::CFICode); 89 FIELD_SET(*this, FIX::SecurityType); 90 FIELD_SET(*this, FIX::SecuritySubType); 91 FIELD_SET(*this, FIX::MaturityMonthYear); 92 FIELD_SET(*this, FIX::MaturityDate); 93 FIELD_SET(*this, FIX::MaturityTime); 94 FIELD_SET(*this, FIX::SettleOnOpenFlag); 95 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 96 FIELD_SET(*this, FIX::SecurityStatus); 97 FIELD_SET(*this, FIX::CouponPaymentDate); 98 FIELD_SET(*this, FIX::IssueDate); 99 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 100 FIELD_SET(*this, FIX::RepurchaseTerm); 101 FIELD_SET(*this, FIX::RepurchaseRate); 102 FIELD_SET(*this, FIX::Factor); 103 FIELD_SET(*this, FIX::CreditRating); 104 FIELD_SET(*this, FIX::InstrRegistry); 105 FIELD_SET(*this, FIX::CountryOfIssue); 106 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 107 FIELD_SET(*this, FIX::LocaleOfIssue); 108 FIELD_SET(*this, FIX::RedemptionDate); 109 FIELD_SET(*this, FIX::StrikePrice); 110 FIELD_SET(*this, FIX::StrikeCurrency); 111 FIELD_SET(*this, FIX::StrikeMultiplier); 112 FIELD_SET(*this, FIX::StrikeValue); 113 FIELD_SET(*this, FIX::OptAttribute); 114 FIELD_SET(*this, FIX::ContractMultiplier); 115 FIELD_SET(*this, FIX::MinPriceIncrement); 116 FIELD_SET(*this, FIX::MinPriceIncrementAmount); 117 FIELD_SET(*this, FIX::UnitOfMeasure); 118 FIELD_SET(*this, FIX::UnitOfMeasureQty); 119 FIELD_SET(*this, FIX::PriceUnitOfMeasure); 120 FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); 121 FIELD_SET(*this, FIX::SettlMethod); 122 FIELD_SET(*this, FIX::ExerciseStyle); 123 FIELD_SET(*this, FIX::OptPayoutAmount); 124 FIELD_SET(*this, FIX::PriceQuoteMethod); 125 FIELD_SET(*this, FIX::ValuationMethod); 126 FIELD_SET(*this, FIX::ListMethod); 127 FIELD_SET(*this, FIX::CapPrice); 128 FIELD_SET(*this, FIX::FloorPrice); 129 FIELD_SET(*this, FIX::PutOrCall); 130 FIELD_SET(*this, FIX::FlexibleIndicator); 131 FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 132 FIELD_SET(*this, FIX::TimeUnit); 133 FIELD_SET(*this, FIX::CouponRate); 134 FIELD_SET(*this, FIX::SecurityExchange); 135 FIELD_SET(*this, FIX::PositionLimit); 136 FIELD_SET(*this, FIX::NTPositionLimit); 137 FIELD_SET(*this, FIX::Issuer); 138 FIELD_SET(*this, FIX::EncodedIssuerLen); 139 FIELD_SET(*this, FIX::EncodedIssuer); 140 FIELD_SET(*this, FIX::SecurityDesc); 141 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 142 FIELD_SET(*this, FIX::EncodedSecurityDesc); 143 FIELD_SET(*this, FIX::SecurityXMLLen); 144 FIELD_SET(*this, FIX::SecurityXML); 145 FIELD_SET(*this, FIX::SecurityXMLSchema); 146 FIELD_SET(*this, FIX::Pool); 147 FIELD_SET(*this, FIX::ContractSettlMonth); 148 FIELD_SET(*this, FIX::CPProgram); 149 FIELD_SET(*this, FIX::CPRegType); 150 FIELD_SET(*this, FIX::NoEvents); 151 class NoEvents: public FIX::Group 152 { 153 public: NoEvents()154 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} 155 FIELD_SET(*this, FIX::EventType); 156 FIELD_SET(*this, FIX::EventDate); 157 FIELD_SET(*this, FIX::EventTime); 158 FIELD_SET(*this, FIX::EventPx); 159 FIELD_SET(*this, FIX::EventText); 160 }; 161 FIELD_SET(*this, FIX::DatedDate); 162 FIELD_SET(*this, FIX::InterestAccrualDate); 163 FIELD_SET(*this, FIX::NoInstrumentParties); 164 class NoInstrumentParties: public FIX::Group 165 { 166 public: NoInstrumentParties()167 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 168 FIELD_SET(*this, FIX::InstrumentPartyID); 169 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 170 FIELD_SET(*this, FIX::InstrumentPartyRole); 171 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 172 class NoInstrumentPartySubIDs: public FIX::Group 173 { 174 public: NoInstrumentPartySubIDs()175 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 176 FIELD_SET(*this, FIX::InstrumentPartySubID); 177 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 178 }; 179 }; 180 FIELD_SET(*this, FIX::ContractMultiplierUnit); 181 FIELD_SET(*this, FIX::FlowScheduleType); 182 FIELD_SET(*this, FIX::RestructuringType); 183 FIELD_SET(*this, FIX::Seniority); 184 FIELD_SET(*this, FIX::NotionalPercentageOutstanding); 185 FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding); 186 FIELD_SET(*this, FIX::AttachmentPoint); 187 FIELD_SET(*this, FIX::DetachmentPoint); 188 FIELD_SET(*this, FIX::StrikePriceDeterminationMethod); 189 FIELD_SET(*this, FIX::StrikePriceBoundaryMethod); 190 FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision); 191 FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod); 192 FIELD_SET(*this, FIX::OptPayoutType); 193 FIELD_SET(*this, FIX::NoComplexEvents); 194 class NoComplexEvents: public FIX::Group 195 { 196 public: NoComplexEvents()197 NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {} 198 FIELD_SET(*this, FIX::ComplexEventType); 199 FIELD_SET(*this, FIX::ComplexOptPayoutAmount); 200 FIELD_SET(*this, FIX::ComplexEventPrice); 201 FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod); 202 FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision); 203 FIELD_SET(*this, FIX::ComplexEventPriceTimeType); 204 FIELD_SET(*this, FIX::ComplexEventCondition); 205 FIELD_SET(*this, FIX::NoComplexEventDates); 206 class NoComplexEventDates: public FIX::Group 207 { 208 public: NoComplexEventDates()209 NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {} 210 FIELD_SET(*this, FIX::ComplexEventStartDate); 211 FIELD_SET(*this, FIX::ComplexEventEndDate); 212 FIELD_SET(*this, FIX::NoComplexEventTimes); 213 class NoComplexEventTimes: public FIX::Group 214 { 215 public: NoComplexEventTimes()216 NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {} 217 FIELD_SET(*this, FIX::ComplexEventStartTime); 218 FIELD_SET(*this, FIX::ComplexEventEndTime); 219 }; 220 }; 221 }; 222 FIELD_SET(*this, FIX::AgreementDesc); 223 FIELD_SET(*this, FIX::AgreementID); 224 FIELD_SET(*this, FIX::AgreementDate); 225 FIELD_SET(*this, FIX::AgreementCurrency); 226 FIELD_SET(*this, FIX::TerminationType); 227 FIELD_SET(*this, FIX::StartDate); 228 FIELD_SET(*this, FIX::EndDate); 229 FIELD_SET(*this, FIX::DeliveryType); 230 FIELD_SET(*this, FIX::MarginRatio); 231 FIELD_SET(*this, FIX::SettlDate); 232 FIELD_SET(*this, FIX::Quantity); 233 FIELD_SET(*this, FIX::QtyType); 234 FIELD_SET(*this, FIX::Currency); 235 FIELD_SET(*this, FIX::NoLegs); 236 class NoLegs: public FIX::Group 237 { 238 public: NoLegs()239 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,0)) {} 240 FIELD_SET(*this, FIX::LegSymbol); 241 FIELD_SET(*this, FIX::LegSymbolSfx); 242 FIELD_SET(*this, FIX::LegSecurityID); 243 FIELD_SET(*this, FIX::LegSecurityIDSource); 244 FIELD_SET(*this, FIX::NoLegSecurityAltID); 245 class NoLegSecurityAltID: public FIX::Group 246 { 247 public: NoLegSecurityAltID()248 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 249 FIELD_SET(*this, FIX::LegSecurityAltID); 250 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 251 }; 252 FIELD_SET(*this, FIX::LegProduct); 253 FIELD_SET(*this, FIX::LegCFICode); 254 FIELD_SET(*this, FIX::LegSecurityType); 255 FIELD_SET(*this, FIX::LegSecuritySubType); 256 FIELD_SET(*this, FIX::LegMaturityMonthYear); 257 FIELD_SET(*this, FIX::LegMaturityDate); 258 FIELD_SET(*this, FIX::LegMaturityTime); 259 FIELD_SET(*this, FIX::LegCouponPaymentDate); 260 FIELD_SET(*this, FIX::LegIssueDate); 261 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 262 FIELD_SET(*this, FIX::LegRepurchaseTerm); 263 FIELD_SET(*this, FIX::LegRepurchaseRate); 264 FIELD_SET(*this, FIX::LegFactor); 265 FIELD_SET(*this, FIX::LegCreditRating); 266 FIELD_SET(*this, FIX::LegInstrRegistry); 267 FIELD_SET(*this, FIX::LegCountryOfIssue); 268 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 269 FIELD_SET(*this, FIX::LegLocaleOfIssue); 270 FIELD_SET(*this, FIX::LegRedemptionDate); 271 FIELD_SET(*this, FIX::LegStrikePrice); 272 FIELD_SET(*this, FIX::LegStrikeCurrency); 273 FIELD_SET(*this, FIX::LegOptAttribute); 274 FIELD_SET(*this, FIX::LegContractMultiplier); 275 FIELD_SET(*this, FIX::LegUnitOfMeasure); 276 FIELD_SET(*this, FIX::LegUnitOfMeasureQty); 277 FIELD_SET(*this, FIX::LegPriceUnitOfMeasure); 278 FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty); 279 FIELD_SET(*this, FIX::LegTimeUnit); 280 FIELD_SET(*this, FIX::LegExerciseStyle); 281 FIELD_SET(*this, FIX::LegCouponRate); 282 FIELD_SET(*this, FIX::LegSecurityExchange); 283 FIELD_SET(*this, FIX::LegIssuer); 284 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 285 FIELD_SET(*this, FIX::EncodedLegIssuer); 286 FIELD_SET(*this, FIX::LegSecurityDesc); 287 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 288 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 289 FIELD_SET(*this, FIX::LegRatioQty); 290 FIELD_SET(*this, FIX::LegSide); 291 FIELD_SET(*this, FIX::LegCurrency); 292 FIELD_SET(*this, FIX::LegPool); 293 FIELD_SET(*this, FIX::LegDatedDate); 294 FIELD_SET(*this, FIX::LegContractSettlMonth); 295 FIELD_SET(*this, FIX::LegInterestAccrualDate); 296 FIELD_SET(*this, FIX::LegPutOrCall); 297 FIELD_SET(*this, FIX::LegOptionRatio); 298 FIELD_SET(*this, FIX::LegContractMultiplierUnit); 299 FIELD_SET(*this, FIX::LegFlowScheduleType); 300 }; 301 FIELD_SET(*this, FIX::NoUnderlyings); 302 class NoUnderlyings: public FIX::Group 303 { 304 public: NoUnderlyings()305 NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,1437,1441,1453,1454,1455,1456,1459,1460,0)) {} 306 FIELD_SET(*this, FIX::UnderlyingSymbol); 307 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 308 FIELD_SET(*this, FIX::UnderlyingSecurityID); 309 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 310 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 311 class NoUnderlyingSecurityAltID: public FIX::Group 312 { 313 public: NoUnderlyingSecurityAltID()314 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 315 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 316 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 317 }; 318 FIELD_SET(*this, FIX::UnderlyingProduct); 319 FIELD_SET(*this, FIX::UnderlyingCFICode); 320 FIELD_SET(*this, FIX::UnderlyingSecurityType); 321 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 322 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 323 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 324 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 325 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 326 FIELD_SET(*this, FIX::UnderlyingIssueDate); 327 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 328 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 329 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 330 FIELD_SET(*this, FIX::UnderlyingFactor); 331 FIELD_SET(*this, FIX::UnderlyingCreditRating); 332 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 333 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 334 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 335 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 336 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 337 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 338 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 339 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 340 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 341 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 342 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 343 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 344 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 345 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 346 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 347 FIELD_SET(*this, FIX::UnderlyingCouponRate); 348 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 349 FIELD_SET(*this, FIX::UnderlyingIssuer); 350 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 351 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 352 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 353 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 354 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 355 FIELD_SET(*this, FIX::UnderlyingCPProgram); 356 FIELD_SET(*this, FIX::UnderlyingCPRegType); 357 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 358 FIELD_SET(*this, FIX::UnderlyingCurrency); 359 FIELD_SET(*this, FIX::UnderlyingQty); 360 FIELD_SET(*this, FIX::UnderlyingSettlementType); 361 FIELD_SET(*this, FIX::UnderlyingCashAmount); 362 FIELD_SET(*this, FIX::UnderlyingCashType); 363 FIELD_SET(*this, FIX::UnderlyingPx); 364 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 365 FIELD_SET(*this, FIX::UnderlyingEndPrice); 366 FIELD_SET(*this, FIX::UnderlyingStartValue); 367 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 368 FIELD_SET(*this, FIX::UnderlyingEndValue); 369 FIELD_SET(*this, FIX::NoUnderlyingStips); 370 class NoUnderlyingStips: public FIX::Group 371 { 372 public: NoUnderlyingStips()373 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 374 FIELD_SET(*this, FIX::UnderlyingStipType); 375 FIELD_SET(*this, FIX::UnderlyingStipValue); 376 }; 377 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 378 FIELD_SET(*this, FIX::UnderlyingFXRate); 379 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 380 FIELD_SET(*this, FIX::UnderlyingCapValue); 381 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 382 class NoUndlyInstrumentParties: public FIX::Group 383 { 384 public: NoUndlyInstrumentParties()385 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 386 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyID); 387 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource); 388 FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole); 389 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 390 class NoUndlyInstrumentPartySubIDs: public FIX::Group 391 { 392 public: NoUndlyInstrumentPartySubIDs()393 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 394 FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubID); 395 FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType); 396 }; 397 }; 398 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 399 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 400 FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit); 401 FIELD_SET(*this, FIX::UnderlyingFlowScheduleType); 402 FIELD_SET(*this, FIX::UnderlyingRestructuringType); 403 FIELD_SET(*this, FIX::UnderlyingSeniority); 404 FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding); 405 FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding); 406 FIELD_SET(*this, FIX::UnderlyingAttachmentPoint); 407 FIELD_SET(*this, FIX::UnderlyingDetachmentPoint); 408 }; 409 FIELD_SET(*this, FIX::MarginExcess); 410 FIELD_SET(*this, FIX::TotalNetValue); 411 FIELD_SET(*this, FIX::CashOutstanding); 412 FIELD_SET(*this, FIX::NoTrdRegTimestamps); 413 class NoTrdRegTimestamps: public FIX::Group 414 { 415 public: NoTrdRegTimestamps()416 NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {} 417 FIELD_SET(*this, FIX::TrdRegTimestamp); 418 FIELD_SET(*this, FIX::TrdRegTimestampType); 419 FIELD_SET(*this, FIX::TrdRegTimestampOrigin); 420 FIELD_SET(*this, FIX::DeskType); 421 FIELD_SET(*this, FIX::DeskTypeSource); 422 FIELD_SET(*this, FIX::DeskOrderHandlingInst); 423 }; 424 FIELD_SET(*this, FIX::Side); 425 FIELD_SET(*this, FIX::NoMiscFees); 426 class NoMiscFees: public FIX::Group 427 { 428 public: NoMiscFees()429 NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {} 430 FIELD_SET(*this, FIX::MiscFeeAmt); 431 FIELD_SET(*this, FIX::MiscFeeCurr); 432 FIELD_SET(*this, FIX::MiscFeeType); 433 FIELD_SET(*this, FIX::MiscFeeBasis); 434 }; 435 FIELD_SET(*this, FIX::Price); 436 FIELD_SET(*this, FIX::PriceType); 437 FIELD_SET(*this, FIX::AccruedInterestAmt); 438 FIELD_SET(*this, FIX::EndAccruedInterestAmt); 439 FIELD_SET(*this, FIX::StartCash); 440 FIELD_SET(*this, FIX::EndCash); 441 FIELD_SET(*this, FIX::Spread); 442 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 443 FIELD_SET(*this, FIX::BenchmarkCurveName); 444 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 445 FIELD_SET(*this, FIX::BenchmarkPrice); 446 FIELD_SET(*this, FIX::BenchmarkPriceType); 447 FIELD_SET(*this, FIX::BenchmarkSecurityID); 448 FIELD_SET(*this, FIX::BenchmarkSecurityIDSource); 449 FIELD_SET(*this, FIX::NoStipulations); 450 class NoStipulations: public FIX::Group 451 { 452 public: NoStipulations()453 NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} 454 FIELD_SET(*this, FIX::StipulationType); 455 FIELD_SET(*this, FIX::StipulationValue); 456 }; 457 FIELD_SET(*this, FIX::SettlDeliveryType); 458 FIELD_SET(*this, FIX::StandInstDbType); 459 FIELD_SET(*this, FIX::StandInstDbName); 460 FIELD_SET(*this, FIX::StandInstDbID); 461 FIELD_SET(*this, FIX::NoDlvyInst); 462 class NoDlvyInst: public FIX::Group 463 { 464 public: NoDlvyInst()465 NoDlvyInst() : FIX::Group(85,165,FIX::message_order(165,787,781,0)) {} 466 FIELD_SET(*this, FIX::SettlInstSource); 467 FIELD_SET(*this, FIX::DlvyInstType); 468 FIELD_SET(*this, FIX::NoSettlPartyIDs); 469 class NoSettlPartyIDs: public FIX::Group 470 { 471 public: NoSettlPartyIDs()472 NoSettlPartyIDs() : FIX::Group(781,782,FIX::message_order(782,783,784,801,0)) {} 473 FIELD_SET(*this, FIX::SettlPartyID); 474 FIELD_SET(*this, FIX::SettlPartyIDSource); 475 FIELD_SET(*this, FIX::SettlPartyRole); 476 FIELD_SET(*this, FIX::NoSettlPartySubIDs); 477 class NoSettlPartySubIDs: public FIX::Group 478 { 479 public: NoSettlPartySubIDs()480 NoSettlPartySubIDs() : FIX::Group(801,785,FIX::message_order(785,786,0)) {} 481 FIELD_SET(*this, FIX::SettlPartySubID); 482 FIELD_SET(*this, FIX::SettlPartySubIDType); 483 }; 484 }; 485 }; 486 FIELD_SET(*this, FIX::TradingSessionID); 487 FIELD_SET(*this, FIX::TradingSessionSubID); 488 FIELD_SET(*this, FIX::SettlSessID); 489 FIELD_SET(*this, FIX::SettlSessSubID); 490 FIELD_SET(*this, FIX::ClearingBusinessDate); 491 FIELD_SET(*this, FIX::Text); 492 FIELD_SET(*this, FIX::EncodedTextLen); 493 FIELD_SET(*this, FIX::EncodedText); 494 }; 495 496 } 497 498 #endif 499