1 #ifndef FIX50SP2_SECURITYLIST_H
2 #define FIX50SP2_SECURITYLIST_H
3 
4 #include "Message.h"
5 
6 namespace FIX50SP2
7 {
8 
9   class SecurityList : public Message
10   {
11   public:
SecurityList()12     SecurityList() : Message(MsgType()) {}
SecurityList(const FIX::Message & m)13     SecurityList(const FIX::Message& m) : Message(m) {}
SecurityList(const Message & m)14     SecurityList(const Message& m) : Message(m) {}
SecurityList(const SecurityList & m)15     SecurityList(const SecurityList& m) : Message(m) {}
MsgType()16     static FIX::MsgType MsgType() { return FIX::MsgType("y"); }
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::SecurityReportID);
23     FIELD_SET(*this, FIX::ClearingBusinessDate);
24     FIELD_SET(*this, FIX::SecurityReqID);
25     FIELD_SET(*this, FIX::SecurityResponseID);
26     FIELD_SET(*this, FIX::SecurityRequestResult);
27     FIELD_SET(*this, FIX::TotNoRelatedSym);
28     FIELD_SET(*this, FIX::MarketID);
29     FIELD_SET(*this, FIX::MarketSegmentID);
30     FIELD_SET(*this, FIX::LastFragment);
31     FIELD_SET(*this, FIX::NoRelatedSym);
32     class NoRelatedSym: public FIX::Group
33     {
34     public:
NoRelatedSym()35     NoRelatedSym() : FIX::Group(146,55,FIX::message_order(55,65,48,22,460,1227,1151,461,167,762,200,541,1079,966,1049,965,224,225,239,226,227,228,255,543,470,471,472,240,202,947,967,968,206,231,969,1146,996,1147,1191,1192,1193,1194,1195,1196,1197,1198,1199,1200,201,1244,1242,997,223,207,970,971,106,348,349,107,350,351,691,667,875,876,873,874,1435,1439,1449,1450,1451,1452,1457,1458,1478,1479,1480,1481,1482,668,869,913,914,915,918,788,916,917,919,898,1201,711,15,232,555,218,220,221,222,662,663,699,761,235,236,701,696,697,698,58,354,355,1504,0)) {}
36       FIELD_SET(*this, FIX::Symbol);
37       FIELD_SET(*this, FIX::SymbolSfx);
38       FIELD_SET(*this, FIX::SecurityID);
39       FIELD_SET(*this, FIX::SecurityIDSource);
40       FIELD_SET(*this, FIX::NoSecurityAltID);
41       class NoSecurityAltID: public FIX::Group
42       {
43       public:
NoSecurityAltID()44       NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
45         FIELD_SET(*this, FIX::SecurityAltID);
46         FIELD_SET(*this, FIX::SecurityAltIDSource);
47       };
48       FIELD_SET(*this, FIX::Product);
49       FIELD_SET(*this, FIX::ProductComplex);
50       FIELD_SET(*this, FIX::SecurityGroup);
51       FIELD_SET(*this, FIX::CFICode);
52       FIELD_SET(*this, FIX::SecurityType);
53       FIELD_SET(*this, FIX::SecuritySubType);
54       FIELD_SET(*this, FIX::MaturityMonthYear);
55       FIELD_SET(*this, FIX::MaturityDate);
56       FIELD_SET(*this, FIX::MaturityTime);
57       FIELD_SET(*this, FIX::SettleOnOpenFlag);
58       FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
59       FIELD_SET(*this, FIX::SecurityStatus);
60       FIELD_SET(*this, FIX::CouponPaymentDate);
61       FIELD_SET(*this, FIX::IssueDate);
62       FIELD_SET(*this, FIX::RepoCollateralSecurityType);
63       FIELD_SET(*this, FIX::RepurchaseTerm);
64       FIELD_SET(*this, FIX::RepurchaseRate);
65       FIELD_SET(*this, FIX::Factor);
66       FIELD_SET(*this, FIX::CreditRating);
67       FIELD_SET(*this, FIX::InstrRegistry);
68       FIELD_SET(*this, FIX::CountryOfIssue);
69       FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
70       FIELD_SET(*this, FIX::LocaleOfIssue);
71       FIELD_SET(*this, FIX::RedemptionDate);
72       FIELD_SET(*this, FIX::StrikePrice);
73       FIELD_SET(*this, FIX::StrikeCurrency);
74       FIELD_SET(*this, FIX::StrikeMultiplier);
75       FIELD_SET(*this, FIX::StrikeValue);
76       FIELD_SET(*this, FIX::OptAttribute);
77       FIELD_SET(*this, FIX::ContractMultiplier);
78       FIELD_SET(*this, FIX::MinPriceIncrement);
79       FIELD_SET(*this, FIX::MinPriceIncrementAmount);
80       FIELD_SET(*this, FIX::UnitOfMeasure);
81       FIELD_SET(*this, FIX::UnitOfMeasureQty);
82       FIELD_SET(*this, FIX::PriceUnitOfMeasure);
83       FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
84       FIELD_SET(*this, FIX::SettlMethod);
85       FIELD_SET(*this, FIX::ExerciseStyle);
86       FIELD_SET(*this, FIX::OptPayoutAmount);
87       FIELD_SET(*this, FIX::PriceQuoteMethod);
88       FIELD_SET(*this, FIX::ValuationMethod);
89       FIELD_SET(*this, FIX::ListMethod);
90       FIELD_SET(*this, FIX::CapPrice);
91       FIELD_SET(*this, FIX::FloorPrice);
92       FIELD_SET(*this, FIX::PutOrCall);
93       FIELD_SET(*this, FIX::FlexibleIndicator);
94       FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
95       FIELD_SET(*this, FIX::TimeUnit);
96       FIELD_SET(*this, FIX::CouponRate);
97       FIELD_SET(*this, FIX::SecurityExchange);
98       FIELD_SET(*this, FIX::PositionLimit);
99       FIELD_SET(*this, FIX::NTPositionLimit);
100       FIELD_SET(*this, FIX::Issuer);
101       FIELD_SET(*this, FIX::EncodedIssuerLen);
102       FIELD_SET(*this, FIX::EncodedIssuer);
103       FIELD_SET(*this, FIX::SecurityDesc);
104       FIELD_SET(*this, FIX::EncodedSecurityDescLen);
105       FIELD_SET(*this, FIX::EncodedSecurityDesc);
106       FIELD_SET(*this, FIX::SecurityXMLLen);
107       FIELD_SET(*this, FIX::SecurityXML);
108       FIELD_SET(*this, FIX::SecurityXMLSchema);
109       FIELD_SET(*this, FIX::Pool);
110       FIELD_SET(*this, FIX::ContractSettlMonth);
111       FIELD_SET(*this, FIX::CPProgram);
112       FIELD_SET(*this, FIX::CPRegType);
113       FIELD_SET(*this, FIX::NoEvents);
114       class NoEvents: public FIX::Group
115       {
116       public:
NoEvents()117       NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {}
118         FIELD_SET(*this, FIX::EventType);
119         FIELD_SET(*this, FIX::EventDate);
120         FIELD_SET(*this, FIX::EventTime);
121         FIELD_SET(*this, FIX::EventPx);
122         FIELD_SET(*this, FIX::EventText);
123       };
124       FIELD_SET(*this, FIX::DatedDate);
125       FIELD_SET(*this, FIX::InterestAccrualDate);
126       FIELD_SET(*this, FIX::NoInstrumentParties);
127       class NoInstrumentParties: public FIX::Group
128       {
129       public:
NoInstrumentParties()130       NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {}
131         FIELD_SET(*this, FIX::InstrumentPartyID);
132         FIELD_SET(*this, FIX::InstrumentPartyIDSource);
133         FIELD_SET(*this, FIX::InstrumentPartyRole);
134         FIELD_SET(*this, FIX::NoInstrumentPartySubIDs);
135         class NoInstrumentPartySubIDs: public FIX::Group
136         {
137         public:
NoInstrumentPartySubIDs()138         NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {}
139           FIELD_SET(*this, FIX::InstrumentPartySubID);
140           FIELD_SET(*this, FIX::InstrumentPartySubIDType);
141         };
142       };
143       FIELD_SET(*this, FIX::ContractMultiplierUnit);
144       FIELD_SET(*this, FIX::FlowScheduleType);
145       FIELD_SET(*this, FIX::RestructuringType);
146       FIELD_SET(*this, FIX::Seniority);
147       FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
148       FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
149       FIELD_SET(*this, FIX::AttachmentPoint);
150       FIELD_SET(*this, FIX::DetachmentPoint);
151       FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
152       FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
153       FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
154       FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
155       FIELD_SET(*this, FIX::OptPayoutType);
156       FIELD_SET(*this, FIX::NoComplexEvents);
157       class NoComplexEvents: public FIX::Group
158       {
159       public:
NoComplexEvents()160       NoComplexEvents() : FIX::Group(1483,1484,FIX::message_order(1484,1485,1486,1487,1488,1489,1490,1491,0)) {}
161         FIELD_SET(*this, FIX::ComplexEventType);
162         FIELD_SET(*this, FIX::ComplexOptPayoutAmount);
163         FIELD_SET(*this, FIX::ComplexEventPrice);
164         FIELD_SET(*this, FIX::ComplexEventPriceBoundaryMethod);
165         FIELD_SET(*this, FIX::ComplexEventPriceBoundaryPrecision);
166         FIELD_SET(*this, FIX::ComplexEventPriceTimeType);
167         FIELD_SET(*this, FIX::ComplexEventCondition);
168         FIELD_SET(*this, FIX::NoComplexEventDates);
169         class NoComplexEventDates: public FIX::Group
170         {
171         public:
NoComplexEventDates()172         NoComplexEventDates() : FIX::Group(1491,1492,FIX::message_order(1492,1493,1494,0)) {}
173           FIELD_SET(*this, FIX::ComplexEventStartDate);
174           FIELD_SET(*this, FIX::ComplexEventEndDate);
175           FIELD_SET(*this, FIX::NoComplexEventTimes);
176           class NoComplexEventTimes: public FIX::Group
177           {
178           public:
NoComplexEventTimes()179           NoComplexEventTimes() : FIX::Group(1494,1495,FIX::message_order(1495,1496,0)) {}
180             FIELD_SET(*this, FIX::ComplexEventStartTime);
181             FIELD_SET(*this, FIX::ComplexEventEndTime);
182           };
183         };
184       };
185       FIELD_SET(*this, FIX::DeliveryForm);
186       FIELD_SET(*this, FIX::PctAtRisk);
187       FIELD_SET(*this, FIX::NoInstrAttrib);
188       class NoInstrAttrib: public FIX::Group
189       {
190       public:
NoInstrAttrib()191       NoInstrAttrib() : FIX::Group(870,871,FIX::message_order(871,872,0)) {}
192         FIELD_SET(*this, FIX::InstrAttribType);
193         FIELD_SET(*this, FIX::InstrAttribValue);
194       };
195       FIELD_SET(*this, FIX::AgreementDesc);
196       FIELD_SET(*this, FIX::AgreementID);
197       FIELD_SET(*this, FIX::AgreementDate);
198       FIELD_SET(*this, FIX::AgreementCurrency);
199       FIELD_SET(*this, FIX::TerminationType);
200       FIELD_SET(*this, FIX::StartDate);
201       FIELD_SET(*this, FIX::EndDate);
202       FIELD_SET(*this, FIX::DeliveryType);
203       FIELD_SET(*this, FIX::MarginRatio);
204       FIELD_SET(*this, FIX::NoTickRules);
205       class NoTickRules: public FIX::Group
206       {
207       public:
NoTickRules()208       NoTickRules() : FIX::Group(1205,1206,FIX::message_order(1206,1207,1208,1209,0)) {}
209         FIELD_SET(*this, FIX::StartTickPriceRange);
210         FIELD_SET(*this, FIX::EndTickPriceRange);
211         FIELD_SET(*this, FIX::TickIncrement);
212         FIELD_SET(*this, FIX::TickRuleType);
213       };
214       FIELD_SET(*this, FIX::NoLotTypeRules);
215       class NoLotTypeRules: public FIX::Group
216       {
217       public:
NoLotTypeRules()218       NoLotTypeRules() : FIX::Group(1234,1093,FIX::message_order(1093,1231,0)) {}
219         FIELD_SET(*this, FIX::LotType);
220         FIELD_SET(*this, FIX::MinLotSize);
221       };
222       FIELD_SET(*this, FIX::PriceLimitType);
223       FIELD_SET(*this, FIX::LowLimitPrice);
224       FIELD_SET(*this, FIX::HighLimitPrice);
225       FIELD_SET(*this, FIX::TradingReferencePrice);
226       FIELD_SET(*this, FIX::ExpirationCycle);
227       FIELD_SET(*this, FIX::MinTradeVol);
228       FIELD_SET(*this, FIX::MaxTradeVol);
229       FIELD_SET(*this, FIX::MaxPriceVariation);
230       FIELD_SET(*this, FIX::ImpliedMarketIndicator);
231       FIELD_SET(*this, FIX::TradingCurrency);
232       FIELD_SET(*this, FIX::RoundLot);
233       FIELD_SET(*this, FIX::MultilegModel);
234       FIELD_SET(*this, FIX::MultilegPriceMethod);
235       FIELD_SET(*this, FIX::PriceType);
236       FIELD_SET(*this, FIX::NoTradingSessionRules);
237       class NoTradingSessionRules: public FIX::Group
238       {
239       public:
NoTradingSessionRules()240       NoTradingSessionRules() : FIX::Group(1309,336,FIX::message_order(336,625,0)) {}
241         FIELD_SET(*this, FIX::TradingSessionID);
242         FIELD_SET(*this, FIX::TradingSessionSubID);
243         FIELD_SET(*this, FIX::NoOrdTypeRules);
244         class NoOrdTypeRules: public FIX::Group
245         {
246         public:
NoOrdTypeRules()247         NoOrdTypeRules() : FIX::Group(1237,40,FIX::message_order(40,0)) {}
248           FIELD_SET(*this, FIX::OrdType);
249         };
250         FIELD_SET(*this, FIX::NoTimeInForceRules);
251         class NoTimeInForceRules: public FIX::Group
252         {
253         public:
NoTimeInForceRules()254         NoTimeInForceRules() : FIX::Group(1239,59,FIX::message_order(59,0)) {}
255           FIELD_SET(*this, FIX::TimeInForce);
256         };
257         FIELD_SET(*this, FIX::NoExecInstRules);
258         class NoExecInstRules: public FIX::Group
259         {
260         public:
NoExecInstRules()261         NoExecInstRules() : FIX::Group(1232,1308,FIX::message_order(1308,0)) {}
262           FIELD_SET(*this, FIX::ExecInstValue);
263         };
264         FIELD_SET(*this, FIX::NoMatchRules);
265         class NoMatchRules: public FIX::Group
266         {
267         public:
NoMatchRules()268         NoMatchRules() : FIX::Group(1235,1142,FIX::message_order(1142,574,0)) {}
269           FIELD_SET(*this, FIX::MatchAlgorithm);
270           FIELD_SET(*this, FIX::MatchType);
271         };
272         FIELD_SET(*this, FIX::NoMDFeedTypes);
273         class NoMDFeedTypes: public FIX::Group
274         {
275         public:
NoMDFeedTypes()276         NoMDFeedTypes() : FIX::Group(1141,1022,FIX::message_order(1022,264,1021,0)) {}
277           FIELD_SET(*this, FIX::MDFeedType);
278           FIELD_SET(*this, FIX::MarketDepth);
279           FIELD_SET(*this, FIX::MDBookType);
280         };
281       };
282       FIELD_SET(*this, FIX::NoNestedInstrAttrib);
283       class NoNestedInstrAttrib: public FIX::Group
284       {
285       public:
NoNestedInstrAttrib()286       NoNestedInstrAttrib() : FIX::Group(1312,1210,FIX::message_order(1210,1211,0)) {}
287         FIELD_SET(*this, FIX::NestedInstrAttribType);
288         FIELD_SET(*this, FIX::NestedInstrAttribValue);
289       };
290       FIELD_SET(*this, FIX::NoStrikeRules);
291       class NoStrikeRules: public FIX::Group
292       {
293       public:
NoStrikeRules()294       NoStrikeRules() : FIX::Group(1201,1223,FIX::message_order(1223,1202,1203,1204,1304,1236,0)) {}
295         FIELD_SET(*this, FIX::StrikeRuleID);
296         FIELD_SET(*this, FIX::StartStrikePxRange);
297         FIELD_SET(*this, FIX::EndStrikePxRange);
298         FIELD_SET(*this, FIX::StrikeIncrement);
299         FIELD_SET(*this, FIX::StrikeExerciseStyle);
300         FIELD_SET(*this, FIX::NoMaturityRules);
301         class NoMaturityRules: public FIX::Group
302         {
303         public:
NoMaturityRules()304         NoMaturityRules() : FIX::Group(1236,1222,FIX::message_order(1222,1303,1302,1241,1226,1229,0)) {}
305           FIELD_SET(*this, FIX::MaturityRuleID);
306           FIELD_SET(*this, FIX::MaturityMonthYearFormat);
307           FIELD_SET(*this, FIX::MaturityMonthYearIncrementUnits);
308           FIELD_SET(*this, FIX::StartMaturityMonthYear);
309           FIELD_SET(*this, FIX::EndMaturityMonthYear);
310           FIELD_SET(*this, FIX::MaturityMonthYearIncrement);
311         };
312       };
313       FIELD_SET(*this, FIX::NoUnderlyings);
314       class NoUnderlyings: public FIX::Group
315       {
316       public:
NoUnderlyings()317       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)) {}
318         FIELD_SET(*this, FIX::UnderlyingSymbol);
319         FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
320         FIELD_SET(*this, FIX::UnderlyingSecurityID);
321         FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
322         FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
323         class NoUnderlyingSecurityAltID: public FIX::Group
324         {
325         public:
NoUnderlyingSecurityAltID()326         NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
327           FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
328           FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
329         };
330         FIELD_SET(*this, FIX::UnderlyingProduct);
331         FIELD_SET(*this, FIX::UnderlyingCFICode);
332         FIELD_SET(*this, FIX::UnderlyingSecurityType);
333         FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
334         FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
335         FIELD_SET(*this, FIX::UnderlyingMaturityDate);
336         FIELD_SET(*this, FIX::UnderlyingMaturityTime);
337         FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
338         FIELD_SET(*this, FIX::UnderlyingIssueDate);
339         FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
340         FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
341         FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
342         FIELD_SET(*this, FIX::UnderlyingFactor);
343         FIELD_SET(*this, FIX::UnderlyingCreditRating);
344         FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
345         FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
346         FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
347         FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
348         FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
349         FIELD_SET(*this, FIX::UnderlyingStrikePrice);
350         FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
351         FIELD_SET(*this, FIX::UnderlyingOptAttribute);
352         FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
353         FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
354         FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
355         FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
356         FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
357         FIELD_SET(*this, FIX::UnderlyingTimeUnit);
358         FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
359         FIELD_SET(*this, FIX::UnderlyingCouponRate);
360         FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
361         FIELD_SET(*this, FIX::UnderlyingIssuer);
362         FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
363         FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
364         FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
365         FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
366         FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
367         FIELD_SET(*this, FIX::UnderlyingCPProgram);
368         FIELD_SET(*this, FIX::UnderlyingCPRegType);
369         FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
370         FIELD_SET(*this, FIX::UnderlyingCurrency);
371         FIELD_SET(*this, FIX::UnderlyingQty);
372         FIELD_SET(*this, FIX::UnderlyingSettlementType);
373         FIELD_SET(*this, FIX::UnderlyingCashAmount);
374         FIELD_SET(*this, FIX::UnderlyingCashType);
375         FIELD_SET(*this, FIX::UnderlyingPx);
376         FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
377         FIELD_SET(*this, FIX::UnderlyingEndPrice);
378         FIELD_SET(*this, FIX::UnderlyingStartValue);
379         FIELD_SET(*this, FIX::UnderlyingCurrentValue);
380         FIELD_SET(*this, FIX::UnderlyingEndValue);
381         FIELD_SET(*this, FIX::NoUnderlyingStips);
382         class NoUnderlyingStips: public FIX::Group
383         {
384         public:
NoUnderlyingStips()385         NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {}
386           FIELD_SET(*this, FIX::UnderlyingStipType);
387           FIELD_SET(*this, FIX::UnderlyingStipValue);
388         };
389         FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
390         FIELD_SET(*this, FIX::UnderlyingFXRate);
391         FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
392         FIELD_SET(*this, FIX::UnderlyingCapValue);
393         FIELD_SET(*this, FIX::NoUndlyInstrumentParties);
394         class NoUndlyInstrumentParties: public FIX::Group
395         {
396         public:
NoUndlyInstrumentParties()397         NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {}
398           FIELD_SET(*this, FIX::UnderlyingInstrumentPartyID);
399           FIELD_SET(*this, FIX::UnderlyingInstrumentPartyIDSource);
400           FIELD_SET(*this, FIX::UnderlyingInstrumentPartyRole);
401           FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs);
402           class NoUndlyInstrumentPartySubIDs: public FIX::Group
403           {
404           public:
NoUndlyInstrumentPartySubIDs()405           NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {}
406             FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubID);
407             FIELD_SET(*this, FIX::UnderlyingInstrumentPartySubIDType);
408           };
409         };
410         FIELD_SET(*this, FIX::UnderlyingSettlMethod);
411         FIELD_SET(*this, FIX::UnderlyingPutOrCall);
412         FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
413         FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
414         FIELD_SET(*this, FIX::UnderlyingRestructuringType);
415         FIELD_SET(*this, FIX::UnderlyingSeniority);
416         FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
417         FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
418         FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
419         FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
420       };
421       FIELD_SET(*this, FIX::Currency);
422       FIELD_SET(*this, FIX::NoStipulations);
423       class NoStipulations: public FIX::Group
424       {
425       public:
NoStipulations()426       NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
427         FIELD_SET(*this, FIX::StipulationType);
428         FIELD_SET(*this, FIX::StipulationValue);
429       };
430       FIELD_SET(*this, FIX::NoLegs);
431       class NoLegs: public FIX::Group
432       {
433       public:
NoLegs()434       NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,1212,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,999,1224,1421,1422,1001,1420,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,1358,1017,1436,1440,690,587,683,676,677,678,679,680,0)) {}
435         FIELD_SET(*this, FIX::LegSymbol);
436         FIELD_SET(*this, FIX::LegSymbolSfx);
437         FIELD_SET(*this, FIX::LegSecurityID);
438         FIELD_SET(*this, FIX::LegSecurityIDSource);
439         FIELD_SET(*this, FIX::NoLegSecurityAltID);
440         class NoLegSecurityAltID: public FIX::Group
441         {
442         public:
NoLegSecurityAltID()443         NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {}
444           FIELD_SET(*this, FIX::LegSecurityAltID);
445           FIELD_SET(*this, FIX::LegSecurityAltIDSource);
446         };
447         FIELD_SET(*this, FIX::LegProduct);
448         FIELD_SET(*this, FIX::LegCFICode);
449         FIELD_SET(*this, FIX::LegSecurityType);
450         FIELD_SET(*this, FIX::LegSecuritySubType);
451         FIELD_SET(*this, FIX::LegMaturityMonthYear);
452         FIELD_SET(*this, FIX::LegMaturityDate);
453         FIELD_SET(*this, FIX::LegMaturityTime);
454         FIELD_SET(*this, FIX::LegCouponPaymentDate);
455         FIELD_SET(*this, FIX::LegIssueDate);
456         FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
457         FIELD_SET(*this, FIX::LegRepurchaseTerm);
458         FIELD_SET(*this, FIX::LegRepurchaseRate);
459         FIELD_SET(*this, FIX::LegFactor);
460         FIELD_SET(*this, FIX::LegCreditRating);
461         FIELD_SET(*this, FIX::LegInstrRegistry);
462         FIELD_SET(*this, FIX::LegCountryOfIssue);
463         FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
464         FIELD_SET(*this, FIX::LegLocaleOfIssue);
465         FIELD_SET(*this, FIX::LegRedemptionDate);
466         FIELD_SET(*this, FIX::LegStrikePrice);
467         FIELD_SET(*this, FIX::LegStrikeCurrency);
468         FIELD_SET(*this, FIX::LegOptAttribute);
469         FIELD_SET(*this, FIX::LegContractMultiplier);
470         FIELD_SET(*this, FIX::LegUnitOfMeasure);
471         FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
472         FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
473         FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
474         FIELD_SET(*this, FIX::LegTimeUnit);
475         FIELD_SET(*this, FIX::LegExerciseStyle);
476         FIELD_SET(*this, FIX::LegCouponRate);
477         FIELD_SET(*this, FIX::LegSecurityExchange);
478         FIELD_SET(*this, FIX::LegIssuer);
479         FIELD_SET(*this, FIX::EncodedLegIssuerLen);
480         FIELD_SET(*this, FIX::EncodedLegIssuer);
481         FIELD_SET(*this, FIX::LegSecurityDesc);
482         FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
483         FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
484         FIELD_SET(*this, FIX::LegRatioQty);
485         FIELD_SET(*this, FIX::LegSide);
486         FIELD_SET(*this, FIX::LegCurrency);
487         FIELD_SET(*this, FIX::LegPool);
488         FIELD_SET(*this, FIX::LegDatedDate);
489         FIELD_SET(*this, FIX::LegContractSettlMonth);
490         FIELD_SET(*this, FIX::LegInterestAccrualDate);
491         FIELD_SET(*this, FIX::LegPutOrCall);
492         FIELD_SET(*this, FIX::LegOptionRatio);
493         FIELD_SET(*this, FIX::LegContractMultiplierUnit);
494         FIELD_SET(*this, FIX::LegFlowScheduleType);
495         FIELD_SET(*this, FIX::LegSwapType);
496         FIELD_SET(*this, FIX::LegSettlType);
497         FIELD_SET(*this, FIX::NoLegStipulations);
498         class NoLegStipulations: public FIX::Group
499         {
500         public:
NoLegStipulations()501         NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {}
502           FIELD_SET(*this, FIX::LegStipulationType);
503           FIELD_SET(*this, FIX::LegStipulationValue);
504         };
505         FIELD_SET(*this, FIX::LegBenchmarkCurveCurrency);
506         FIELD_SET(*this, FIX::LegBenchmarkCurveName);
507         FIELD_SET(*this, FIX::LegBenchmarkCurvePoint);
508         FIELD_SET(*this, FIX::LegBenchmarkPrice);
509         FIELD_SET(*this, FIX::LegBenchmarkPriceType);
510       };
511       FIELD_SET(*this, FIX::Spread);
512       FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
513       FIELD_SET(*this, FIX::BenchmarkCurveName);
514       FIELD_SET(*this, FIX::BenchmarkCurvePoint);
515       FIELD_SET(*this, FIX::BenchmarkPrice);
516       FIELD_SET(*this, FIX::BenchmarkPriceType);
517       FIELD_SET(*this, FIX::BenchmarkSecurityID);
518       FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
519       FIELD_SET(*this, FIX::YieldType);
520       FIELD_SET(*this, FIX::Yield);
521       FIELD_SET(*this, FIX::YieldCalcDate);
522       FIELD_SET(*this, FIX::YieldRedemptionDate);
523       FIELD_SET(*this, FIX::YieldRedemptionPrice);
524       FIELD_SET(*this, FIX::YieldRedemptionPriceType);
525       FIELD_SET(*this, FIX::Text);
526       FIELD_SET(*this, FIX::EncodedTextLen);
527       FIELD_SET(*this, FIX::EncodedText);
528       FIELD_SET(*this, FIX::RelSymTransactTime);
529     };
530     FIELD_SET(*this, FIX::SecurityListID);
531     FIELD_SET(*this, FIX::SecurityListRefID);
532     FIELD_SET(*this, FIX::SecurityListDesc);
533     FIELD_SET(*this, FIX::EncodedSecurityListDescLen);
534     FIELD_SET(*this, FIX::EncodedSecurityListDesc);
535     FIELD_SET(*this, FIX::SecurityListType);
536     FIELD_SET(*this, FIX::SecurityListTypeSource);
537     FIELD_SET(*this, FIX::TransactTime);
538   };
539 
540 }
541 
542 #endif
543