1 #ifndef FIX50SP2_DERIVATIVESECURITYLISTUPDATEREPORT_H
2 #define FIX50SP2_DERIVATIVESECURITYLISTUPDATEREPORT_H
3 
4 #include "Message.h"
5 
6 namespace FIX50SP2
7 {
8 
9   class DerivativeSecurityListUpdateReport : public Message
10   {
11   public:
DerivativeSecurityListUpdateReport()12     DerivativeSecurityListUpdateReport() : Message(MsgType()) {}
DerivativeSecurityListUpdateReport(const FIX::Message & m)13     DerivativeSecurityListUpdateReport(const FIX::Message& m) : Message(m) {}
DerivativeSecurityListUpdateReport(const Message & m)14     DerivativeSecurityListUpdateReport(const Message& m) : Message(m) {}
DerivativeSecurityListUpdateReport(const DerivativeSecurityListUpdateReport & m)15     DerivativeSecurityListUpdateReport(const DerivativeSecurityListUpdateReport& m) : Message(m) {}
MsgType()16     static FIX::MsgType MsgType() { return FIX::MsgType("BR"); }
17 
18     FIELD_SET(*this, FIX::ApplID);
19     FIELD_SET(*this, FIX::ApplSeqNum);
20     FIELD_SET(*this, FIX::ApplLastSeqNum);
21     FIELD_SET(*this, FIX::ApplResendFlag);
22     FIELD_SET(*this, FIX::SecurityReqID);
23     FIELD_SET(*this, FIX::SecurityResponseID);
24     FIELD_SET(*this, FIX::SecurityRequestResult);
25     FIELD_SET(*this, FIX::SecurityUpdateAction);
26     FIELD_SET(*this, FIX::UnderlyingSymbol);
27     FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
28     FIELD_SET(*this, FIX::UnderlyingSecurityID);
29     FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
30     FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
31     class NoUnderlyingSecurityAltID: public FIX::Group
32     {
33     public:
NoUnderlyingSecurityAltID()34     NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
35       FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
36       FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
37     };
38     FIELD_SET(*this, FIX::UnderlyingProduct);
39     FIELD_SET(*this, FIX::UnderlyingCFICode);
40     FIELD_SET(*this, FIX::UnderlyingSecurityType);
41     FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
42     FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
43     FIELD_SET(*this, FIX::UnderlyingMaturityDate);
44     FIELD_SET(*this, FIX::UnderlyingMaturityTime);
45     FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
46     FIELD_SET(*this, FIX::UnderlyingIssueDate);
47     FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
48     FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
49     FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
50     FIELD_SET(*this, FIX::UnderlyingFactor);
51     FIELD_SET(*this, FIX::UnderlyingCreditRating);
52     FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
53     FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
54     FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
55     FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
56     FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
57     FIELD_SET(*this, FIX::UnderlyingStrikePrice);
58     FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
59     FIELD_SET(*this, FIX::UnderlyingOptAttribute);
60     FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
61     FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
62     FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
63     FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
64     FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
65     FIELD_SET(*this, FIX::UnderlyingTimeUnit);
66     FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
67     FIELD_SET(*this, FIX::UnderlyingCouponRate);
68     FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
69     FIELD_SET(*this, FIX::UnderlyingIssuer);
70     FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
71     FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
72     FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
73     FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
74     FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
75     FIELD_SET(*this, FIX::UnderlyingCPProgram);
76     FIELD_SET(*this, FIX::UnderlyingCPRegType);
77     FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
78     FIELD_SET(*this, FIX::UnderlyingCurrency);
79     FIELD_SET(*this, FIX::UnderlyingQty);
80     FIELD_SET(*this, FIX::UnderlyingSettlementType);
81     FIELD_SET(*this, FIX::UnderlyingCashAmount);
82     FIELD_SET(*this, FIX::UnderlyingCashType);
83     FIELD_SET(*this, FIX::UnderlyingPx);
84     FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
85     FIELD_SET(*this, FIX::UnderlyingEndPrice);
86     FIELD_SET(*this, FIX::UnderlyingStartValue);
87     FIELD_SET(*this, FIX::UnderlyingCurrentValue);
88     FIELD_SET(*this, FIX::UnderlyingEndValue);
89     FIELD_SET(*this, FIX::NoUnderlyingStips);
90     class NoUnderlyingStips: public FIX::Group
91     {
92     public:
NoUnderlyingStips()93     NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {}
94       FIELD_SET(*this, FIX::UnderlyingStipType);
95       FIELD_SET(*this, FIX::UnderlyingStipValue);
96     };
97     FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
98     FIELD_SET(*this, FIX::UnderlyingFXRate);
99     FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
100     FIELD_SET(*this, FIX::UnderlyingCapValue);
101     FIELD_SET(*this, FIX::NoUndlyInstrumentParties);
102     class NoUndlyInstrumentParties: public FIX::Group
103     {
104     public:
NoUndlyInstrumentParties()105     NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {}
106       FIELD_SET(*this, FIX::UnderlyingInstrumentPartyID);
107       FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource);
108       FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole);
109       FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs);
110       class NoUndlyInstrumentPartySubIDs: public FIX::Group
111       {
112       public:
NoUndlyInstrumentPartySubIDs()113       NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {}
114         FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubID);
115         FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType);
116       };
117     };
118     FIELD_SET(*this, FIX::UnderlyingSettlMethod);
119     FIELD_SET(*this, FIX::UnderlyingPutOrCall);
120     FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
121     FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
122     FIELD_SET(*this, FIX::UnderlyingRestructuringType);
123     FIELD_SET(*this, FIX::UnderlyingSeniority);
124     FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
125     FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
126     FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
127     FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
128     FIELD_SET(*this, FIX::DerivativeSymbol);
129     FIELD_SET(*this, FIX::DerivativeSymbolSfx);
130     FIELD_SET(*this, FIX::DerivativeSecurityID);
131     FIELD_SET(*this, FIX::DerivativeSecurityIDSource);
132     FIELD_SET(*this, FIX::NoDerivativeSecurityAltID);
133     class NoDerivativeSecurityAltID: public FIX::Group
134     {
135     public:
NoDerivativeSecurityAltID()136     NoDerivativeSecurityAltID() : FIX::Group(1218,1219,FIX::message_order(1219,1220,0)) {}
137       FIELD_SET(*this, FIX::DerivativeSecurityAltID);
138       FIELD_SET(*this, FIX::DerivativeSecurityAltIDSource);
139     };
140     FIELD_SET(*this, FIX::DerivativeProduct);
141     FIELD_SET(*this, FIX::DerivativeProductComplex);
142     FIELD_SET(*this, FIX::DerivFlexProductEligibilityIndicator);
143     FIELD_SET(*this, FIX::DerivativeSecurityGroup);
144     FIELD_SET(*this, FIX::DerivativeCFICode);
145     FIELD_SET(*this, FIX::DerivativeSecurityType);
146     FIELD_SET(*this, FIX::DerivativeSecuritySubType);
147     FIELD_SET(*this, FIX::DerivativeMaturityMonthYear);
148     FIELD_SET(*this, FIX::DerivativeMaturityDate);
149     FIELD_SET(*this, FIX::DerivativeMaturityTime);
150     FIELD_SET(*this, FIX::DerivativeSettleOnOpenFlag);
151     FIELD_SET(*this, FIX::DerivativeInstrmtAssignmentMethod);
152     FIELD_SET(*this, FIX::DerivativeSecurityStatus);
153     FIELD_SET(*this, FIX::DerivativeIssueDate);
154     FIELD_SET(*this, FIX::DerivativeInstrRegistry);
155     FIELD_SET(*this, FIX::DerivativeCountryOfIssue);
156     FIELD_SET(*this, FIX::DerivativeStateOrProvinceOfIssue);
157     FIELD_SET(*this, FIX::DerivativeLocaleOfIssue);
158     FIELD_SET(*this, FIX::DerivativeStrikePrice);
159     FIELD_SET(*this, FIX::DerivativeStrikeCurrency);
160     FIELD_SET(*this, FIX::DerivativeStrikeMultiplier);
161     FIELD_SET(*this, FIX::DerivativeStrikeValue);
162     FIELD_SET(*this, FIX::DerivativeOptAttribute);
163     FIELD_SET(*this, FIX::DerivativeContractMultiplier);
164     FIELD_SET(*this, FIX::DerivativeMinPriceIncrement);
165     FIELD_SET(*this, FIX::DerivativeMinPriceIncrementAmount);
166     FIELD_SET(*this, FIX::DerivativeUnitOfMeasure);
167     FIELD_SET(*this, FIX::DerivativeUnitOfMeasureQty);
168     FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasure);
169     FIELD_SET(*this, FIX::DerivativePriceUnitOfMeasureQty);
170     FIELD_SET(*this, FIX::DerivativeSettlMethod);
171     FIELD_SET(*this, FIX::DerivativePriceQuoteMethod);
172     FIELD_SET(*this, FIX::DerivativeValuationMethod);
173     FIELD_SET(*this, FIX::DerivativeListMethod);
174     FIELD_SET(*this, FIX::DerivativeCapPrice);
175     FIELD_SET(*this, FIX::DerivativeFloorPrice);
176     FIELD_SET(*this, FIX::DerivativePutOrCall);
177     FIELD_SET(*this, FIX::DerivativeExerciseStyle);
178     FIELD_SET(*this, FIX::DerivativeOptPayAmount);
179     FIELD_SET(*this, FIX::DerivativeTimeUnit);
180     FIELD_SET(*this, FIX::DerivativeSecurityExchange);
181     FIELD_SET(*this, FIX::DerivativePositionLimit);
182     FIELD_SET(*this, FIX::DerivativeNTPositionLimit);
183     FIELD_SET(*this, FIX::DerivativeIssuer);
184     FIELD_SET(*this, FIX::DerivativeEncodedIssuerLen);
185     FIELD_SET(*this, FIX::DerivativeEncodedIssuer);
186     FIELD_SET(*this, FIX::DerivativeSecurityDesc);
187     FIELD_SET(*this, FIX::DerivativeEncodedSecurityDescLen);
188     FIELD_SET(*this, FIX::DerivativeEncodedSecurityDesc);
189     FIELD_SET(*this, FIX::DerivativeSecurityXMLLen);
190     FIELD_SET(*this, FIX::DerivativeSecurityXML);
191     FIELD_SET(*this, FIX::DerivativeSecurityXMLSchema);
192     FIELD_SET(*this, FIX::DerivativeContractSettlMonth);
193     FIELD_SET(*this, FIX::NoDerivativeEvents);
194     class NoDerivativeEvents: public FIX::Group
195     {
196     public:
NoDerivativeEvents()197     NoDerivativeEvents() : FIX::Group(1286,1287,FIX::message_order(1287,1288,1289,1290,1291,0)) {}
198       FIELD_SET(*this, FIX::DerivativeEventType);
199       FIELD_SET(*this, FIX::DerivativeEventDate);
200       FIELD_SET(*this, FIX::DerivativeEventTime);
201       FIELD_SET(*this, FIX::DerivativeEventPx);
202       FIELD_SET(*this, FIX::DerivativeEventText);
203     };
204     FIELD_SET(*this, FIX::NoDerivativeInstrumentParties);
205     class NoDerivativeInstrumentParties: public FIX::Group
206     {
207     public:
NoDerivativeInstrumentParties()208     NoDerivativeInstrumentParties() : FIX::Group(1292,1293,FIX::message_order(1293,1294,1295,1296,0)) {}
209       FIELD_SET(*this, FIX::DerivativeInstrumentPartyID);
210       FIELD_SET(*this, FIX::DerivativeInstrumentPartyIDSource);
211       FIELD_SET(*this, FIX::DerivativeInstrumentPartyRole);
212       FIELD_SET(*this, FIX::NoDerivativeInstrumentPartySubIDs);
213       class NoDerivativeInstrumentPartySubIDs: public FIX::Group
214       {
215       public:
NoDerivativeInstrumentPartySubIDs()216       NoDerivativeInstrumentPartySubIDs() : FIX::Group(1296,1297,FIX::message_order(1297,1298,0)) {}
217         FIELD_SET(*this, FIX::DerivativeInstrumentPartySubID);
218         FIELD_SET(*this, FIX::DerivativeInstrumentPartySubIDType);
219       };
220     };
221     FIELD_SET(*this, FIX::DerivativeContractMultiplierUnit);
222     FIELD_SET(*this, FIX::DerivativeFlowScheduleType);
223     FIELD_SET(*this, FIX::NoDerivativeInstrAttrib);
224     class NoDerivativeInstrAttrib: public FIX::Group
225     {
226     public:
NoDerivativeInstrAttrib()227     NoDerivativeInstrAttrib() : FIX::Group(1311,1313,FIX::message_order(1313,1314,0)) {}
228       FIELD_SET(*this, FIX::DerivativeInstrAttribType);
229       FIELD_SET(*this, FIX::DerivativeInstrAttribValue);
230     };
231     FIELD_SET(*this, FIX::NoMarketSegments);
232     class NoMarketSegments: public FIX::Group
233     {
234     public:
NoMarketSegments()235     NoMarketSegments() : FIX::Group(1310,1301,FIX::message_order(1301,1300,1201,0)) {}
236       FIELD_SET(*this, FIX::MarketID);
237       FIELD_SET(*this, FIX::MarketSegmentID);
238       FIELD_SET(*this, FIX::NoTickRules);
239       class NoTickRules: public FIX::Group
240       {
241       public:
NoTickRules()242       NoTickRules() : FIX::Group(1205,1206,FIX::message_order(1206,1207,1208,1209,0)) {}
243         FIELD_SET(*this, FIX::StartTickPriceRange);
244         FIELD_SET(*this, FIX::EndTickPriceRange);
245         FIELD_SET(*this, FIX::TickIncrement);
246         FIELD_SET(*this, FIX::TickRuleType);
247       };
248       FIELD_SET(*this, FIX::NoLotTypeRules);
249       class NoLotTypeRules: public FIX::Group
250       {
251       public:
NoLotTypeRules()252       NoLotTypeRules() : FIX::Group(1234,1093,FIX::message_order(1093,1231,0)) {}
253         FIELD_SET(*this, FIX::LotType);
254         FIELD_SET(*this, FIX::MinLotSize);
255       };
256       FIELD_SET(*this, FIX::PriceLimitType);
257       FIELD_SET(*this, FIX::LowLimitPrice);
258       FIELD_SET(*this, FIX::HighLimitPrice);
259       FIELD_SET(*this, FIX::TradingReferencePrice);
260       FIELD_SET(*this, FIX::ExpirationCycle);
261       FIELD_SET(*this, FIX::MinTradeVol);
262       FIELD_SET(*this, FIX::MaxTradeVol);
263       FIELD_SET(*this, FIX::MaxPriceVariation);
264       FIELD_SET(*this, FIX::ImpliedMarketIndicator);
265       FIELD_SET(*this, FIX::TradingCurrency);
266       FIELD_SET(*this, FIX::RoundLot);
267       FIELD_SET(*this, FIX::MultilegModel);
268       FIELD_SET(*this, FIX::MultilegPriceMethod);
269       FIELD_SET(*this, FIX::PriceType);
270       FIELD_SET(*this, FIX::NoTradingSessionRules);
271       class NoTradingSessionRules: public FIX::Group
272       {
273       public:
NoTradingSessionRules()274       NoTradingSessionRules() : FIX::Group(1309,336,FIX::message_order(336,625,0)) {}
275         FIELD_SET(*this, FIX::TradingSessionID);
276         FIELD_SET(*this, FIX::TradingSessionSubID);
277         FIELD_SET(*this, FIX::NoOrdTypeRules);
278         class NoOrdTypeRules: public FIX::Group
279         {
280         public:
NoOrdTypeRules()281         NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {}
282           FIELD_SET(*this, FIX::OrdType);
283         };
284         FIELD_SET(*this, FIX::NoTimeInForceRules);
285         class NoTimeInForceRules: public FIX::Group
286         {
287         public:
NoTimeInForceRules()288         NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {}
289           FIELD_SET(*this, FIX::TimeInForce);
290         };
291         FIELD_SET(*this, FIX::NoExecInstRules);
292         class NoExecInstRules: public FIX::Group
293         {
294         public:
NoExecInstRules()295         NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {}
296           FIELD_SET(*this, FIX::ExecInstValue);
297         };
298         FIELD_SET(*this, FIX::NoMatchRules);
299         class NoMatchRules: public FIX::Group
300         {
301         public:
NoMatchRules()302         NoMatchRules() : FIX::Group(1235,1142,FIX::message_order(1142,574,0)) {}
303           FIELD_SET(*this, FIX::MatchAlgorithm);
304           FIELD_SET(*this, FIX::MatchType);
305         };
306         FIELD_SET(*this, FIX::NoMDFeedTypes);
307         class NoMDFeedTypes: public FIX::Group
308         {
309         public:
NoMDFeedTypes()310         NoMDFeedTypes() : FIX::Group(1141,1022,FIX::message_order(1022,264,1021,0)) {}
311           FIELD_SET(*this, FIX::MDFeedType);
312           FIELD_SET(*this, FIX::MarketDepth);
313           FIELD_SET(*this, FIX::MDBookType);
314         };
315       };
316       FIELD_SET(*this, FIX::NoNestedInstrAttrib);
317       class NoNestedInstrAttrib: public FIX::Group
318       {
319       public:
NoNestedInstrAttrib()320       NoNestedInstrAttrib() : FIX::Group(1312,1210,FIX::message_order(1210,1211,0)) {}
321         FIELD_SET(*this, FIX::NestedInstrAttribType);
322         FIELD_SET(*this, FIX::NestedInstrAttribValue);
323       };
324       FIELD_SET(*this, FIX::NoStrikeRules);
325       class NoStrikeRules: public FIX::Group
326       {
327       public:
NoStrikeRules()328       NoStrikeRules() : FIX::Group(1201,1223,FIX::message_order(1223,1202,1203,1204,1304,1236,0)) {}
329         FIELD_SET(*this, FIX::StrikeRuleID);
330         FIELD_SET(*this, FIX::StartStrikePxRange);
331         FIELD_SET(*this, FIX::EndStrikePxRange);
332         FIELD_SET(*this, FIX::StrikeIncrement);
333         FIELD_SET(*this, FIX::StrikeExerciseStyle);
334         FIELD_SET(*this, FIX::NoMaturityRules);
335         class NoMaturityRules: public FIX::Group
336         {
337         public:
NoMaturityRules()338         NoMaturityRules() : FIX::Group(1236,1222,FIX::message_order(1222,1303,1302,1241,1226,1229,0)) {}
339           FIELD_SET(*this, FIX::MaturityRuleID);
340           FIELD_SET(*this, FIX::MaturityMonthYearFormat);
341           FIELD_SET(*this, FIX::MaturityMonthYearIncrementUnits);
342           FIELD_SET(*this, FIX::StartMaturityMonthYear);
343           FIELD_SET(*this, FIX::EndMaturityMonthYear);
344           FIELD_SET(*this, FIX::MaturityMonthYearIncrement);
345         };
346       };
347     };
348     FIELD_SET(*this, FIX::TotNoRelatedSym);
349     FIELD_SET(*this, FIX::LastFragment);
350     FIELD_SET(*this, FIX::NoRelatedSym);
351     class NoRelatedSym: public FIX::Group
352     {
353     public:
NoRelatedSym()354     NoRelatedSym() : FIX::Group(146,1324,FIX::message_order(1324,292,55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,668,869,1305,1221,1230,1240,15,555,58,354,355,1504,0)) {}
355       FIELD_SET(*this, FIX::ListUpdateAction);
356       FIELD_SET(*this, FIX::CorporateAction);
357       FIELD_SET(*this, FIX::Symbol);
358       FIELD_SET(*this, FIX::SymbolSfx);
359       FIELD_SET(*this, FIX::SecurityID);
360       FIELD_SET(*this, FIX::SecurityIDSource);
361       FIELD_SET(*this, FIX::NoSecurityAltID);
362       class NoSecurityAltID: public FIX::Group
363       {
364       public:
NoSecurityAltID()365       NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
366         FIELD_SET(*this, FIX::SecurityAltID);
367         FIELD_SET(*this, FIX::SecurityAltIDSource);
368       };
369       FIELD_SET(*this, FIX::Product);
370       FIELD_SET(*this, FIX::ProductComplex);
371       FIELD_SET(*this, FIX::SecurityGroup);
372       FIELD_SET(*this, FIX::CFICode);
373       FIELD_SET(*this, FIX::SecurityType);
374       FIELD_SET(*this, FIX::SecuritySubType);
375       FIELD_SET(*this, FIX::MaturityMonthYear);
376       FIELD_SET(*this, FIX::MaturityDate);
377       FIELD_SET(*this, FIX::MaturityTime);
378       FIELD_SET(*this, FIX::SettleOnOpenFlag);
379       FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
380       FIELD_SET(*this, FIX::SecurityStatus);
381       FIELD_SET(*this, FIX::CouponPaymentDate);
382       FIELD_SET(*this, FIX::IssueDate);
383       FIELD_SET(*this, FIX::RepoCollateralSecurityType);
384       FIELD_SET(*this, FIX::RepurchaseTerm);
385       FIELD_SET(*this, FIX::RepurchaseRate);
386       FIELD_SET(*this, FIX::Factor);
387       FIELD_SET(*this, FIX::CreditRating);
388       FIELD_SET(*this, FIX::InstrRegistry);
389       FIELD_SET(*this, FIX::CountryOfIssue);
390       FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
391       FIELD_SET(*this, FIX::LocaleOfIssue);
392       FIELD_SET(*this, FIX::RedemptionDate);
393       FIELD_SET(*this, FIX::StrikePrice);
394       FIELD_SET(*this, FIX::StrikeCurrency);
395       FIELD_SET(*this, FIX::StrikeMultiplier);
396       FIELD_SET(*this, FIX::StrikeValue);
397       FIELD_SET(*this, FIX::OptAttribute);
398       FIELD_SET(*this, FIX::ContractMultiplier);
399       FIELD_SET(*this, FIX::MinPriceIncrement);
400       FIELD_SET(*this, FIX::MinPriceIncrementAmount);
401       FIELD_SET(*this, FIX::UnitOfMeasure);
402       FIELD_SET(*this, FIX::UnitOfMeasureQty);
403       FIELD_SET(*this, FIX::PriceUnitOfMeasure);
404       FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
405       FIELD_SET(*this, FIX::SettlMethod);
406       FIELD_SET(*this, FIX::ExerciseStyle);
407       FIELD_SET(*this, FIX::OptPayoutAmount);
408       FIELD_SET(*this, FIX::PriceQuoteMethod);
409       FIELD_SET(*this, FIX::ValuationMethod);
410       FIELD_SET(*this, FIX::ListMethod);
411       FIELD_SET(*this, FIX::CapPrice);
412       FIELD_SET(*this, FIX::FloorPrice);
413       FIELD_SET(*this, FIX::PutOrCall);
414       FIELD_SET(*this, FIX::FlexibleIndicator);
415       FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
416       FIELD_SET(*this, FIX::TimeUnit);
417       FIELD_SET(*this, FIX::CouponRate);
418       FIELD_SET(*this, FIX::SecurityExchange);
419       FIELD_SET(*this, FIX::PositionLimit);
420       FIELD_SET(*this, FIX::NTPositionLimit);
421       FIELD_SET(*this, FIX::Issuer);
422       FIELD_SET(*this, FIX::EncodedIssuerLen);
423       FIELD_SET(*this, FIX::EncodedIssuer);
424       FIELD_SET(*this, FIX::SecurityDesc);
425       FIELD_SET(*this, FIX::EncodedSecurityDescLen);
426       FIELD_SET(*this, FIX::EncodedSecurityDesc);
427       FIELD_SET(*this, FIX::SecurityXMLLen);
428       FIELD_SET(*this, FIX::SecurityXML);
429       FIELD_SET(*this, FIX::SecurityXMLSchema);
430       FIELD_SET(*this, FIX::Pool);
431       FIELD_SET(*this, FIX::ContractSettlMonth);
432       FIELD_SET(*this, FIX::CPProgram);
433       FIELD_SET(*this, FIX::CPRegType);
434       FIELD_SET(*this, FIX::NoEvents);
435       class NoEvents: public FIX::Group
436       {
437       public:
NoEvents()438       NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {}
439         FIELD_SET(*this, FIX::EventType);
440         FIELD_SET(*this, FIX::EventDate);
441         FIELD_SET(*this, FIX::EventTime);
442         FIELD_SET(*this, FIX::EventPx);
443         FIELD_SET(*this, FIX::EventText);
444       };
445       FIELD_SET(*this, FIX::DatedDate);
446       FIELD_SET(*this, FIX::InterestAccrualDate);
447       FIELD_SET(*this, FIX::NoInstrumentParties);
448       class NoInstrumentParties: public FIX::Group
449       {
450       public:
NoInstrumentParties()451       NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {}
452         FIELD_SET(*this, FIX::InstrumentPartyID);
453         FIELD_SET(*this, FIX::InstrumentPartyIDSource);
454         FIELD_SET(*this, FIX::InstrumentPartyRole);
455         FIELD_SET(*this, FIX::NoInstrumentPartySubIDs);
456         class NoInstrumentPartySubIDs: public FIX::Group
457         {
458         public:
NoInstrumentPartySubIDs()459         NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {}
460           FIELD_SET(*this, FIX::InstrumentPartySubID);
461           FIELD_SET(*this, FIX::InstrumentPartySubIDType);
462         };
463       };
464       FIELD_SET(*this, FIX::ContractMultiplierUnit);
465       FIELD_SET(*this, FIX::FlowScheduleType);
466       FIELD_SET(*this, FIX::RestructuringType);
467       FIELD_SET(*this, FIX::Seniority);
468       FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
469       FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
470       FIELD_SET(*this, FIX::AttachmentPoint);
471       FIELD_SET(*this, FIX::DetachmentPoint);
472       FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
473       FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
474       FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
475       FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
476       FIELD_SET(*this, FIX::OptPayoutType);
477       FIELD_SET(*this, FIX::NoComplexEvents);
478       class NoComplexEvents: public FIX::Group
479       {
480       public:
NoComplexEvents()481       NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {}
482         FIELD_SET(*this, FIX::ComplexEventType);
483         FIELD_SET(*this, FIX::ComplexOptPayoutAmount);
484         FIELD_SET(*this, FIX::ComplexEventPrice);
485         FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod);
486         FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision);
487         FIELD_SET(*this, FIX::ComplexEventPriceTimeType);
488         FIELD_SET(*this, FIX::ComplexEventCondition);
489         FIELD_SET(*this, FIX::NoComplexEventDates);
490         class NoComplexEventDates: public FIX::Group
491         {
492         public:
NoComplexEventDates()493         NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {}
494           FIELD_SET(*this, FIX::ComplexEventStartDate);
495           FIELD_SET(*this, FIX::ComplexEventEndDate);
496           FIELD_SET(*this, FIX::NoComplexEventTimes);
497           class NoComplexEventTimes: public FIX::Group
498           {
499           public:
NoComplexEventTimes()500           NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {}
501             FIELD_SET(*this, FIX::ComplexEventStartTime);
502             FIELD_SET(*this, FIX::ComplexEventEndTime);
503           };
504         };
505       };
506       FIELD_SET(*this, FIX::DeliveryForm);
507       FIELD_SET(*this, FIX::PctAtRisk);
508       FIELD_SET(*this, FIX::NoInstrAttrib);
509       class NoInstrAttrib: public FIX::Group
510       {
511       public:
NoInstrAttrib()512       NoInstrAttrib() : FIX::Group(870,871,FIX::message_order(871,872,0)) {}
513         FIELD_SET(*this, FIX::InstrAttribType);
514         FIELD_SET(*this, FIX::InstrAttribValue);
515       };
516       FIELD_SET(*this, FIX::SecondaryPriceLimitType);
517       FIELD_SET(*this, FIX::SecondaryLowLimitPrice);
518       FIELD_SET(*this, FIX::SecondaryHighLimitPrice);
519       FIELD_SET(*this, FIX::SecondaryTradingReferencePrice);
520       FIELD_SET(*this, FIX::Currency);
521       FIELD_SET(*this, FIX::NoLegs);
522       class NoLegs: public FIX::Group
523       {
524       public:
NoLegs()525       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)) {}
526         FIELD_SET(*this, FIX::LegSymbol);
527         FIELD_SET(*this, FIX::LegSymbolSfx);
528         FIELD_SET(*this, FIX::LegSecurityID);
529         FIELD_SET(*this, FIX::LegSecurityIDSource);
530         FIELD_SET(*this, FIX::NoLegSecurityAltID);
531         class NoLegSecurityAltID: public FIX::Group
532         {
533         public:
NoLegSecurityAltID()534         NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {}
535           FIELD_SET(*this, FIX::LegSecurityAltID);
536           FIELD_SET(*this, FIX::LegSecurityAltIDSource);
537         };
538         FIELD_SET(*this, FIX::LegProduct);
539         FIELD_SET(*this, FIX::LegCFICode);
540         FIELD_SET(*this, FIX::LegSecurityType);
541         FIELD_SET(*this, FIX::LegSecuritySubType);
542         FIELD_SET(*this, FIX::LegMaturityMonthYear);
543         FIELD_SET(*this, FIX::LegMaturityDate);
544         FIELD_SET(*this, FIX::LegMaturityTime);
545         FIELD_SET(*this, FIX::LegCouponPaymentDate);
546         FIELD_SET(*this, FIX::LegIssueDate);
547         FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
548         FIELD_SET(*this, FIX::LegRepurchaseTerm);
549         FIELD_SET(*this, FIX::LegRepurchaseRate);
550         FIELD_SET(*this, FIX::LegFactor);
551         FIELD_SET(*this, FIX::LegCreditRating);
552         FIELD_SET(*this, FIX::LegInstrRegistry);
553         FIELD_SET(*this, FIX::LegCountryOfIssue);
554         FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
555         FIELD_SET(*this, FIX::LegLocaleOfIssue);
556         FIELD_SET(*this, FIX::LegRedemptionDate);
557         FIELD_SET(*this, FIX::LegStrikePrice);
558         FIELD_SET(*this, FIX::LegStrikeCurrency);
559         FIELD_SET(*this, FIX::LegOptAttribute);
560         FIELD_SET(*this, FIX::LegContractMultiplier);
561         FIELD_SET(*this, FIX::LegUnitOfMeasure);
562         FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
563         FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
564         FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
565         FIELD_SET(*this, FIX::LegTimeUnit);
566         FIELD_SET(*this, FIX::LegExerciseStyle);
567         FIELD_SET(*this, FIX::LegCouponRate);
568         FIELD_SET(*this, FIX::LegSecurityExchange);
569         FIELD_SET(*this, FIX::LegIssuer);
570         FIELD_SET(*this, FIX::EncodedLegIssuerLen);
571         FIELD_SET(*this, FIX::EncodedLegIssuer);
572         FIELD_SET(*this, FIX::LegSecurityDesc);
573         FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
574         FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
575         FIELD_SET(*this, FIX::LegRatioQty);
576         FIELD_SET(*this, FIX::LegSide);
577         FIELD_SET(*this, FIX::LegCurrency);
578         FIELD_SET(*this, FIX::LegPool);
579         FIELD_SET(*this, FIX::LegDatedDate);
580         FIELD_SET(*this, FIX::LegContractSettlMonth);
581         FIELD_SET(*this, FIX::LegInterestAccrualDate);
582         FIELD_SET(*this, FIX::LegPutOrCall);
583         FIELD_SET(*this, FIX::LegOptionRatio);
584         FIELD_SET(*this, FIX::LegContractMultiplierUnit);
585         FIELD_SET(*this, FIX::LegFlowScheduleType);
586       };
587       FIELD_SET(*this, FIX::Text);
588       FIELD_SET(*this, FIX::EncodedTextLen);
589       FIELD_SET(*this, FIX::EncodedText);
590       FIELD_SET(*this, FIX::RelSymTransactTime);
591     };
592     FIELD_SET(*this, FIX::TransactTime);
593   };
594 
595 }
596 
597 #endif
598