1 #ifndef FIX44_ALLOCATIONINSTRUCTION_H 2 #define FIX44_ALLOCATIONINSTRUCTION_H 3 4 #include "Message.h" 5 6 namespace FIX44 7 { 8 9 class AllocationInstruction : public Message 10 { 11 public: AllocationInstruction()12 AllocationInstruction() : Message(MsgType()) {} AllocationInstruction(const FIX::Message & m)13 AllocationInstruction(const FIX::Message& m) : Message(m) {} AllocationInstruction(const Message & m)14 AllocationInstruction(const Message& m) : Message(m) {} AllocationInstruction(const AllocationInstruction & m)15 AllocationInstruction(const AllocationInstruction& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("J"); } 17 AllocationInstruction(const FIX::AllocID & aAllocID,const FIX::AllocTransType & aAllocTransType,const FIX::AllocType & aAllocType,const FIX::AllocNoOrdersType & aAllocNoOrdersType,const FIX::Side & aSide,const FIX::Quantity & aQuantity,const FIX::AvgPx & aAvgPx,const FIX::TradeDate & aTradeDate)18 AllocationInstruction( 19 const FIX::AllocID& aAllocID, 20 const FIX::AllocTransType& aAllocTransType, 21 const FIX::AllocType& aAllocType, 22 const FIX::AllocNoOrdersType& aAllocNoOrdersType, 23 const FIX::Side& aSide, 24 const FIX::Quantity& aQuantity, 25 const FIX::AvgPx& aAvgPx, 26 const FIX::TradeDate& aTradeDate ) 27 : Message(MsgType()) 28 { 29 set(aAllocID); 30 set(aAllocTransType); 31 set(aAllocType); 32 set(aAllocNoOrdersType); 33 set(aSide); 34 set(aQuantity); 35 set(aAvgPx); 36 set(aTradeDate); 37 } 38 39 FIELD_SET(*this, FIX::AllocID); 40 FIELD_SET(*this, FIX::AllocTransType); 41 FIELD_SET(*this, FIX::AllocType); 42 FIELD_SET(*this, FIX::SecondaryAllocID); 43 FIELD_SET(*this, FIX::RefAllocID); 44 FIELD_SET(*this, FIX::AllocCancReplaceReason); 45 FIELD_SET(*this, FIX::AllocIntermedReqType); 46 FIELD_SET(*this, FIX::AllocLinkID); 47 FIELD_SET(*this, FIX::AllocLinkType); 48 FIELD_SET(*this, FIX::BookingRefID); 49 FIELD_SET(*this, FIX::AllocNoOrdersType); 50 FIELD_SET(*this, FIX::NoOrders); 51 class NoOrders: public FIX::Group 52 { 53 public: NoOrders()54 NoOrders() : FIX::Group(73,11,FIX::message_order(11,37,198,526,66,756,38,799,800,0)) {} 55 FIELD_SET(*this, FIX::ClOrdID); 56 FIELD_SET(*this, FIX::OrderID); 57 FIELD_SET(*this, FIX::SecondaryOrderID); 58 FIELD_SET(*this, FIX::SecondaryClOrdID); 59 FIELD_SET(*this, FIX::ListID); 60 FIELD_SET(*this, FIX::NoNested2PartyIDs); 61 class NoNested2PartyIDs: public FIX::Group 62 { 63 public: NoNested2PartyIDs()64 NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {} 65 FIELD_SET(*this, FIX::Nested2PartyID); 66 FIELD_SET(*this, FIX::Nested2PartyIDSource); 67 FIELD_SET(*this, FIX::Nested2PartyRole); 68 FIELD_SET(*this, FIX::NoNested2PartySubIDs); 69 class NoNested2PartySubIDs: public FIX::Group 70 { 71 public: NoNested2PartySubIDs()72 NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {} 73 FIELD_SET(*this, FIX::Nested2PartySubID); 74 FIELD_SET(*this, FIX::Nested2PartySubIDType); 75 }; 76 }; 77 FIELD_SET(*this, FIX::OrderQty); 78 FIELD_SET(*this, FIX::OrderAvgPx); 79 FIELD_SET(*this, FIX::OrderBookingQty); 80 }; 81 FIELD_SET(*this, FIX::NoExecs); 82 class NoExecs: public FIX::Group 83 { 84 public: NoExecs()85 NoExecs() : FIX::Group(124,32,FIX::message_order(32,17,527,31,669,29,0)) {} 86 FIELD_SET(*this, FIX::LastQty); 87 FIELD_SET(*this, FIX::ExecID); 88 FIELD_SET(*this, FIX::SecondaryExecID); 89 FIELD_SET(*this, FIX::LastPx); 90 FIELD_SET(*this, FIX::LastParPx); 91 FIELD_SET(*this, FIX::LastCapacity); 92 }; 93 FIELD_SET(*this, FIX::PreviouslyReported); 94 FIELD_SET(*this, FIX::ReversalIndicator); 95 FIELD_SET(*this, FIX::MatchType); 96 FIELD_SET(*this, FIX::Side); 97 FIELD_SET(*this, FIX::Symbol); 98 FIELD_SET(*this, FIX::SymbolSfx); 99 FIELD_SET(*this, FIX::SecurityID); 100 FIELD_SET(*this, FIX::SecurityIDSource); 101 FIELD_SET(*this, FIX::NoSecurityAltID); 102 class NoSecurityAltID: public FIX::Group 103 { 104 public: NoSecurityAltID()105 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 106 FIELD_SET(*this, FIX::SecurityAltID); 107 FIELD_SET(*this, FIX::SecurityAltIDSource); 108 }; 109 FIELD_SET(*this, FIX::Product); 110 FIELD_SET(*this, FIX::CFICode); 111 FIELD_SET(*this, FIX::SecurityType); 112 FIELD_SET(*this, FIX::SecuritySubType); 113 FIELD_SET(*this, FIX::MaturityMonthYear); 114 FIELD_SET(*this, FIX::MaturityDate); 115 FIELD_SET(*this, FIX::PutOrCall); 116 FIELD_SET(*this, FIX::CouponPaymentDate); 117 FIELD_SET(*this, FIX::IssueDate); 118 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 119 FIELD_SET(*this, FIX::RepurchaseTerm); 120 FIELD_SET(*this, FIX::RepurchaseRate); 121 FIELD_SET(*this, FIX::Factor); 122 FIELD_SET(*this, FIX::CreditRating); 123 FIELD_SET(*this, FIX::InstrRegistry); 124 FIELD_SET(*this, FIX::CountryOfIssue); 125 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 126 FIELD_SET(*this, FIX::LocaleOfIssue); 127 FIELD_SET(*this, FIX::RedemptionDate); 128 FIELD_SET(*this, FIX::StrikePrice); 129 FIELD_SET(*this, FIX::StrikeCurrency); 130 FIELD_SET(*this, FIX::OptAttribute); 131 FIELD_SET(*this, FIX::ContractMultiplier); 132 FIELD_SET(*this, FIX::CouponRate); 133 FIELD_SET(*this, FIX::SecurityExchange); 134 FIELD_SET(*this, FIX::Issuer); 135 FIELD_SET(*this, FIX::EncodedIssuerLen); 136 FIELD_SET(*this, FIX::EncodedIssuer); 137 FIELD_SET(*this, FIX::SecurityDesc); 138 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 139 FIELD_SET(*this, FIX::EncodedSecurityDesc); 140 FIELD_SET(*this, FIX::Pool); 141 FIELD_SET(*this, FIX::ContractSettlMonth); 142 FIELD_SET(*this, FIX::CPProgram); 143 FIELD_SET(*this, FIX::CPRegType); 144 FIELD_SET(*this, FIX::NoEvents); 145 class NoEvents: public FIX::Group 146 { 147 public: NoEvents()148 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 149 FIELD_SET(*this, FIX::EventType); 150 FIELD_SET(*this, FIX::EventDate); 151 FIELD_SET(*this, FIX::EventPx); 152 FIELD_SET(*this, FIX::EventText); 153 }; 154 FIELD_SET(*this, FIX::DatedDate); 155 FIELD_SET(*this, FIX::InterestAccrualDate); 156 FIELD_SET(*this, FIX::DeliveryForm); 157 FIELD_SET(*this, FIX::PctAtRisk); 158 FIELD_SET(*this, FIX::NoInstrAttrib); 159 class NoInstrAttrib: public FIX::Group 160 { 161 public: NoInstrAttrib()162 NoInstrAttrib() : FIX::Group(870,871,FIX::message_order(871,872,0)) {} 163 FIELD_SET(*this, FIX::InstrAttribType); 164 FIELD_SET(*this, FIX::InstrAttribValue); 165 }; 166 FIELD_SET(*this, FIX::AgreementDesc); 167 FIELD_SET(*this, FIX::AgreementID); 168 FIELD_SET(*this, FIX::AgreementDate); 169 FIELD_SET(*this, FIX::AgreementCurrency); 170 FIELD_SET(*this, FIX::TerminationType); 171 FIELD_SET(*this, FIX::StartDate); 172 FIELD_SET(*this, FIX::EndDate); 173 FIELD_SET(*this, FIX::DeliveryType); 174 FIELD_SET(*this, FIX::MarginRatio); 175 FIELD_SET(*this, FIX::NoUnderlyings); 176 class NoUnderlyings: public FIX::Group 177 { 178 public: NoUnderlyings()179 NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,315,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,0)) {} 180 FIELD_SET(*this, FIX::UnderlyingSymbol); 181 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 182 FIELD_SET(*this, FIX::UnderlyingSecurityID); 183 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 184 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 185 class NoUnderlyingSecurityAltID: public FIX::Group 186 { 187 public: NoUnderlyingSecurityAltID()188 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 189 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 190 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 191 }; 192 FIELD_SET(*this, FIX::UnderlyingProduct); 193 FIELD_SET(*this, FIX::UnderlyingCFICode); 194 FIELD_SET(*this, FIX::UnderlyingSecurityType); 195 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 196 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 197 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 198 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 199 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 200 FIELD_SET(*this, FIX::UnderlyingIssueDate); 201 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 202 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 203 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 204 FIELD_SET(*this, FIX::UnderlyingFactor); 205 FIELD_SET(*this, FIX::UnderlyingCreditRating); 206 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 207 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 208 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 209 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 210 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 211 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 212 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 213 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 214 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 215 FIELD_SET(*this, FIX::UnderlyingCouponRate); 216 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 217 FIELD_SET(*this, FIX::UnderlyingIssuer); 218 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 219 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 220 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 221 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 222 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 223 FIELD_SET(*this, FIX::UnderlyingCPProgram); 224 FIELD_SET(*this, FIX::UnderlyingCPRegType); 225 FIELD_SET(*this, FIX::UnderlyingCurrency); 226 FIELD_SET(*this, FIX::UnderlyingQty); 227 FIELD_SET(*this, FIX::UnderlyingPx); 228 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 229 FIELD_SET(*this, FIX::UnderlyingEndPrice); 230 FIELD_SET(*this, FIX::UnderlyingStartValue); 231 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 232 FIELD_SET(*this, FIX::UnderlyingEndValue); 233 FIELD_SET(*this, FIX::NoUnderlyingStips); 234 class NoUnderlyingStips: public FIX::Group 235 { 236 public: NoUnderlyingStips()237 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 238 FIELD_SET(*this, FIX::UnderlyingStipType); 239 FIELD_SET(*this, FIX::UnderlyingStipValue); 240 }; 241 }; 242 FIELD_SET(*this, FIX::NoLegs); 243 class NoLegs: public FIX::Group 244 { 245 public: NoLegs()246 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,0)) {} 247 FIELD_SET(*this, FIX::LegSymbol); 248 FIELD_SET(*this, FIX::LegSymbolSfx); 249 FIELD_SET(*this, FIX::LegSecurityID); 250 FIELD_SET(*this, FIX::LegSecurityIDSource); 251 FIELD_SET(*this, FIX::NoLegSecurityAltID); 252 class NoLegSecurityAltID: public FIX::Group 253 { 254 public: NoLegSecurityAltID()255 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 256 FIELD_SET(*this, FIX::LegSecurityAltID); 257 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 258 }; 259 FIELD_SET(*this, FIX::LegProduct); 260 FIELD_SET(*this, FIX::LegCFICode); 261 FIELD_SET(*this, FIX::LegSecurityType); 262 FIELD_SET(*this, FIX::LegSecuritySubType); 263 FIELD_SET(*this, FIX::LegMaturityMonthYear); 264 FIELD_SET(*this, FIX::LegMaturityDate); 265 FIELD_SET(*this, FIX::LegCouponPaymentDate); 266 FIELD_SET(*this, FIX::LegIssueDate); 267 FIELD_SET(*this, FIX::LegRepoCollateralSecurityType); 268 FIELD_SET(*this, FIX::LegRepurchaseTerm); 269 FIELD_SET(*this, FIX::LegRepurchaseRate); 270 FIELD_SET(*this, FIX::LegFactor); 271 FIELD_SET(*this, FIX::LegCreditRating); 272 FIELD_SET(*this, FIX::LegInstrRegistry); 273 FIELD_SET(*this, FIX::LegCountryOfIssue); 274 FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue); 275 FIELD_SET(*this, FIX::LegLocaleOfIssue); 276 FIELD_SET(*this, FIX::LegRedemptionDate); 277 FIELD_SET(*this, FIX::LegStrikePrice); 278 FIELD_SET(*this, FIX::LegStrikeCurrency); 279 FIELD_SET(*this, FIX::LegOptAttribute); 280 FIELD_SET(*this, FIX::LegContractMultiplier); 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 }; 297 FIELD_SET(*this, FIX::Quantity); 298 FIELD_SET(*this, FIX::QtyType); 299 FIELD_SET(*this, FIX::LastMkt); 300 FIELD_SET(*this, FIX::TradeOriginationDate); 301 FIELD_SET(*this, FIX::TradingSessionID); 302 FIELD_SET(*this, FIX::TradingSessionSubID); 303 FIELD_SET(*this, FIX::PriceType); 304 FIELD_SET(*this, FIX::AvgPx); 305 FIELD_SET(*this, FIX::AvgParPx); 306 FIELD_SET(*this, FIX::Spread); 307 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 308 FIELD_SET(*this, FIX::BenchmarkCurveName); 309 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 310 FIELD_SET(*this, FIX::BenchmarkPrice); 311 FIELD_SET(*this, FIX::BenchmarkPriceType); 312 FIELD_SET(*this, FIX::BenchmarkSecurityID); 313 FIELD_SET(*this, FIX::BenchmarkSecurityIDSource); 314 FIELD_SET(*this, FIX::Currency); 315 FIELD_SET(*this, FIX::AvgPxPrecision); 316 FIELD_SET(*this, FIX::NoPartyIDs); 317 class NoPartyIDs: public FIX::Group 318 { 319 public: NoPartyIDs()320 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 321 FIELD_SET(*this, FIX::PartyID); 322 FIELD_SET(*this, FIX::PartyIDSource); 323 FIELD_SET(*this, FIX::PartyRole); 324 FIELD_SET(*this, FIX::NoPartySubIDs); 325 class NoPartySubIDs: public FIX::Group 326 { 327 public: NoPartySubIDs()328 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 329 FIELD_SET(*this, FIX::PartySubID); 330 FIELD_SET(*this, FIX::PartySubIDType); 331 }; 332 }; 333 FIELD_SET(*this, FIX::TradeDate); 334 FIELD_SET(*this, FIX::TransactTime); 335 FIELD_SET(*this, FIX::SettlType); 336 FIELD_SET(*this, FIX::SettlDate); 337 FIELD_SET(*this, FIX::BookingType); 338 FIELD_SET(*this, FIX::GrossTradeAmt); 339 FIELD_SET(*this, FIX::Concession); 340 FIELD_SET(*this, FIX::TotalTakedown); 341 FIELD_SET(*this, FIX::NetMoney); 342 FIELD_SET(*this, FIX::PositionEffect); 343 FIELD_SET(*this, FIX::AutoAcceptIndicator); 344 FIELD_SET(*this, FIX::Text); 345 FIELD_SET(*this, FIX::EncodedTextLen); 346 FIELD_SET(*this, FIX::EncodedText); 347 FIELD_SET(*this, FIX::NumDaysInterest); 348 FIELD_SET(*this, FIX::AccruedInterestRate); 349 FIELD_SET(*this, FIX::AccruedInterestAmt); 350 FIELD_SET(*this, FIX::TotalAccruedInterestAmt); 351 FIELD_SET(*this, FIX::InterestAtMaturity); 352 FIELD_SET(*this, FIX::EndAccruedInterestAmt); 353 FIELD_SET(*this, FIX::StartCash); 354 FIELD_SET(*this, FIX::EndCash); 355 FIELD_SET(*this, FIX::LegalConfirm); 356 FIELD_SET(*this, FIX::NoStipulations); 357 class NoStipulations: public FIX::Group 358 { 359 public: NoStipulations()360 NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} 361 FIELD_SET(*this, FIX::StipulationType); 362 FIELD_SET(*this, FIX::StipulationValue); 363 }; 364 FIELD_SET(*this, FIX::YieldType); 365 FIELD_SET(*this, FIX::Yield); 366 FIELD_SET(*this, FIX::YieldCalcDate); 367 FIELD_SET(*this, FIX::YieldRedemptionDate); 368 FIELD_SET(*this, FIX::YieldRedemptionPrice); 369 FIELD_SET(*this, FIX::YieldRedemptionPriceType); 370 FIELD_SET(*this, FIX::TotNoAllocs); 371 FIELD_SET(*this, FIX::LastFragment); 372 FIELD_SET(*this, FIX::NoAllocs); 373 class NoAllocs: public FIX::Group 374 { 375 public: NoAllocs()376 NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,573,366,80,467,81,539,208,209,161,360,361,12,13,479,497,153,154,119,737,120,736,155,156,742,741,136,576,780,172,169,170,171,0)) {} 377 FIELD_SET(*this, FIX::AllocAccount); 378 FIELD_SET(*this, FIX::AllocAcctIDSource); 379 FIELD_SET(*this, FIX::MatchStatus); 380 FIELD_SET(*this, FIX::AllocPrice); 381 FIELD_SET(*this, FIX::AllocQty); 382 FIELD_SET(*this, FIX::IndividualAllocID); 383 FIELD_SET(*this, FIX::ProcessCode); 384 FIELD_SET(*this, FIX::NoNestedPartyIDs); 385 class NoNestedPartyIDs: public FIX::Group 386 { 387 public: NoNestedPartyIDs()388 NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {} 389 FIELD_SET(*this, FIX::NestedPartyID); 390 FIELD_SET(*this, FIX::NestedPartyIDSource); 391 FIELD_SET(*this, FIX::NestedPartyRole); 392 FIELD_SET(*this, FIX::NoNestedPartySubIDs); 393 class NoNestedPartySubIDs: public FIX::Group 394 { 395 public: NoNestedPartySubIDs()396 NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {} 397 FIELD_SET(*this, FIX::NestedPartySubID); 398 FIELD_SET(*this, FIX::NestedPartySubIDType); 399 }; 400 }; 401 FIELD_SET(*this, FIX::NotifyBrokerOfCredit); 402 FIELD_SET(*this, FIX::AllocHandlInst); 403 FIELD_SET(*this, FIX::AllocText); 404 FIELD_SET(*this, FIX::EncodedAllocTextLen); 405 FIELD_SET(*this, FIX::EncodedAllocText); 406 FIELD_SET(*this, FIX::Commission); 407 FIELD_SET(*this, FIX::CommType); 408 FIELD_SET(*this, FIX::CommCurrency); 409 FIELD_SET(*this, FIX::FundRenewWaiv); 410 FIELD_SET(*this, FIX::AllocAvgPx); 411 FIELD_SET(*this, FIX::AllocNetMoney); 412 FIELD_SET(*this, FIX::SettlCurrAmt); 413 FIELD_SET(*this, FIX::AllocSettlCurrAmt); 414 FIELD_SET(*this, FIX::SettlCurrency); 415 FIELD_SET(*this, FIX::AllocSettlCurrency); 416 FIELD_SET(*this, FIX::SettlCurrFxRate); 417 FIELD_SET(*this, FIX::SettlCurrFxRateCalc); 418 FIELD_SET(*this, FIX::AllocAccruedInterestAmt); 419 FIELD_SET(*this, FIX::AllocInterestAtMaturity); 420 FIELD_SET(*this, FIX::NoMiscFees); 421 class NoMiscFees: public FIX::Group 422 { 423 public: NoMiscFees()424 NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {} 425 FIELD_SET(*this, FIX::MiscFeeAmt); 426 FIELD_SET(*this, FIX::MiscFeeCurr); 427 FIELD_SET(*this, FIX::MiscFeeType); 428 FIELD_SET(*this, FIX::MiscFeeBasis); 429 }; 430 FIELD_SET(*this, FIX::NoClearingInstructions); 431 class NoClearingInstructions: public FIX::Group 432 { 433 public: NoClearingInstructions()434 NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {} 435 FIELD_SET(*this, FIX::ClearingInstruction); 436 }; 437 FIELD_SET(*this, FIX::AllocSettlInstType); 438 FIELD_SET(*this, FIX::SettlDeliveryType); 439 FIELD_SET(*this, FIX::StandInstDbType); 440 FIELD_SET(*this, FIX::StandInstDbName); 441 FIELD_SET(*this, FIX::StandInstDbID); 442 FIELD_SET(*this, FIX::NoDlvyInst); 443 class NoDlvyInst: public FIX::Group 444 { 445 public: NoDlvyInst()446 NoDlvyInst() : FIX::Group(85,165,FIX::message_order(165,787,781,0)) {} 447 FIELD_SET(*this, FIX::SettlInstSource); 448 FIELD_SET(*this, FIX::DlvyInstType); 449 FIELD_SET(*this, FIX::NoSettlPartyIDs); 450 class NoSettlPartyIDs: public FIX::Group 451 { 452 public: NoSettlPartyIDs()453 NoSettlPartyIDs() : FIX::Group(781,782,FIX::message_order(782,783,784,801,0)) {} 454 FIELD_SET(*this, FIX::SettlPartyID); 455 FIELD_SET(*this, FIX::SettlPartyIDSource); 456 FIELD_SET(*this, FIX::SettlPartyRole); 457 FIELD_SET(*this, FIX::NoSettlPartySubIDs); 458 class NoSettlPartySubIDs: public FIX::Group 459 { 460 public: NoSettlPartySubIDs()461 NoSettlPartySubIDs() : FIX::Group(801,785,FIX::message_order(785,786,0)) {} 462 FIELD_SET(*this, FIX::SettlPartySubID); 463 FIELD_SET(*this, FIX::SettlPartySubIDType); 464 }; 465 }; 466 }; 467 }; 468 }; 469 470 } 471 472 #endif 473