1 #ifndef FIX44_TRADECAPTUREREPORT_H 2 #define FIX44_TRADECAPTUREREPORT_H 3 4 #include "Message.h" 5 6 namespace FIX44 7 { 8 9 class TradeCaptureReport : public Message 10 { 11 public: TradeCaptureReport()12 TradeCaptureReport() : Message(MsgType()) {} TradeCaptureReport(const FIX::Message & m)13 TradeCaptureReport(const FIX::Message& m) : Message(m) {} TradeCaptureReport(const Message & m)14 TradeCaptureReport(const Message& m) : Message(m) {} TradeCaptureReport(const TradeCaptureReport & m)15 TradeCaptureReport(const TradeCaptureReport& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("AE"); } 17 TradeCaptureReport(const FIX::TradeReportID & aTradeReportID,const FIX::PreviouslyReported & aPreviouslyReported,const FIX::LastQty & aLastQty,const FIX::LastPx & aLastPx,const FIX::TradeDate & aTradeDate,const FIX::TransactTime & aTransactTime)18 TradeCaptureReport( 19 const FIX::TradeReportID& aTradeReportID, 20 const FIX::PreviouslyReported& aPreviouslyReported, 21 const FIX::LastQty& aLastQty, 22 const FIX::LastPx& aLastPx, 23 const FIX::TradeDate& aTradeDate, 24 const FIX::TransactTime& aTransactTime ) 25 : Message(MsgType()) 26 { 27 set(aTradeReportID); 28 set(aPreviouslyReported); 29 set(aLastQty); 30 set(aLastPx); 31 set(aTradeDate); 32 set(aTransactTime); 33 } 34 35 FIELD_SET(*this, FIX::TradeReportID); 36 FIELD_SET(*this, FIX::TradeReportTransType); 37 FIELD_SET(*this, FIX::TradeReportType); 38 FIELD_SET(*this, FIX::TradeRequestID); 39 FIELD_SET(*this, FIX::TrdType); 40 FIELD_SET(*this, FIX::TrdSubType); 41 FIELD_SET(*this, FIX::SecondaryTrdType); 42 FIELD_SET(*this, FIX::TransferReason); 43 FIELD_SET(*this, FIX::ExecType); 44 FIELD_SET(*this, FIX::TotNumTradeReports); 45 FIELD_SET(*this, FIX::LastRptRequested); 46 FIELD_SET(*this, FIX::UnsolicitedIndicator); 47 FIELD_SET(*this, FIX::SubscriptionRequestType); 48 FIELD_SET(*this, FIX::TradeReportRefID); 49 FIELD_SET(*this, FIX::SecondaryTradeReportRefID); 50 FIELD_SET(*this, FIX::SecondaryTradeReportID); 51 FIELD_SET(*this, FIX::TradeLinkID); 52 FIELD_SET(*this, FIX::TrdMatchID); 53 FIELD_SET(*this, FIX::ExecID); 54 FIELD_SET(*this, FIX::OrdStatus); 55 FIELD_SET(*this, FIX::SecondaryExecID); 56 FIELD_SET(*this, FIX::ExecRestatementReason); 57 FIELD_SET(*this, FIX::PreviouslyReported); 58 FIELD_SET(*this, FIX::PriceType); 59 FIELD_SET(*this, FIX::Symbol); 60 FIELD_SET(*this, FIX::SymbolSfx); 61 FIELD_SET(*this, FIX::SecurityID); 62 FIELD_SET(*this, FIX::SecurityIDSource); 63 FIELD_SET(*this, FIX::NoSecurityAltID); 64 class NoSecurityAltID: public FIX::Group 65 { 66 public: NoSecurityAltID()67 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 68 FIELD_SET(*this, FIX::SecurityAltID); 69 FIELD_SET(*this, FIX::SecurityAltIDSource); 70 }; 71 FIELD_SET(*this, FIX::Product); 72 FIELD_SET(*this, FIX::CFICode); 73 FIELD_SET(*this, FIX::SecurityType); 74 FIELD_SET(*this, FIX::SecuritySubType); 75 FIELD_SET(*this, FIX::MaturityMonthYear); 76 FIELD_SET(*this, FIX::MaturityDate); 77 FIELD_SET(*this, FIX::PutOrCall); 78 FIELD_SET(*this, FIX::CouponPaymentDate); 79 FIELD_SET(*this, FIX::IssueDate); 80 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 81 FIELD_SET(*this, FIX::RepurchaseTerm); 82 FIELD_SET(*this, FIX::RepurchaseRate); 83 FIELD_SET(*this, FIX::Factor); 84 FIELD_SET(*this, FIX::CreditRating); 85 FIELD_SET(*this, FIX::InstrRegistry); 86 FIELD_SET(*this, FIX::CountryOfIssue); 87 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 88 FIELD_SET(*this, FIX::LocaleOfIssue); 89 FIELD_SET(*this, FIX::RedemptionDate); 90 FIELD_SET(*this, FIX::StrikePrice); 91 FIELD_SET(*this, FIX::StrikeCurrency); 92 FIELD_SET(*this, FIX::OptAttribute); 93 FIELD_SET(*this, FIX::ContractMultiplier); 94 FIELD_SET(*this, FIX::CouponRate); 95 FIELD_SET(*this, FIX::SecurityExchange); 96 FIELD_SET(*this, FIX::Issuer); 97 FIELD_SET(*this, FIX::EncodedIssuerLen); 98 FIELD_SET(*this, FIX::EncodedIssuer); 99 FIELD_SET(*this, FIX::SecurityDesc); 100 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 101 FIELD_SET(*this, FIX::EncodedSecurityDesc); 102 FIELD_SET(*this, FIX::Pool); 103 FIELD_SET(*this, FIX::ContractSettlMonth); 104 FIELD_SET(*this, FIX::CPProgram); 105 FIELD_SET(*this, FIX::CPRegType); 106 FIELD_SET(*this, FIX::NoEvents); 107 class NoEvents: public FIX::Group 108 { 109 public: NoEvents()110 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,867,868,0)) {} 111 FIELD_SET(*this, FIX::EventType); 112 FIELD_SET(*this, FIX::EventDate); 113 FIELD_SET(*this, FIX::EventPx); 114 FIELD_SET(*this, FIX::EventText); 115 }; 116 FIELD_SET(*this, FIX::DatedDate); 117 FIELD_SET(*this, FIX::InterestAccrualDate); 118 FIELD_SET(*this, FIX::AgreementDesc); 119 FIELD_SET(*this, FIX::AgreementID); 120 FIELD_SET(*this, FIX::AgreementDate); 121 FIELD_SET(*this, FIX::AgreementCurrency); 122 FIELD_SET(*this, FIX::TerminationType); 123 FIELD_SET(*this, FIX::StartDate); 124 FIELD_SET(*this, FIX::EndDate); 125 FIELD_SET(*this, FIX::DeliveryType); 126 FIELD_SET(*this, FIX::MarginRatio); 127 FIELD_SET(*this, FIX::OrderQty); 128 FIELD_SET(*this, FIX::CashOrderQty); 129 FIELD_SET(*this, FIX::OrderPercent); 130 FIELD_SET(*this, FIX::RoundingDirection); 131 FIELD_SET(*this, FIX::RoundingModulus); 132 FIELD_SET(*this, FIX::QtyType); 133 FIELD_SET(*this, FIX::YieldType); 134 FIELD_SET(*this, FIX::Yield); 135 FIELD_SET(*this, FIX::YieldCalcDate); 136 FIELD_SET(*this, FIX::YieldRedemptionDate); 137 FIELD_SET(*this, FIX::YieldRedemptionPrice); 138 FIELD_SET(*this, FIX::YieldRedemptionPriceType); 139 FIELD_SET(*this, FIX::NoUnderlyings); 140 class NoUnderlyings: public FIX::Group 141 { 142 public: NoUnderlyings()143 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)) {} 144 FIELD_SET(*this, FIX::UnderlyingSymbol); 145 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 146 FIELD_SET(*this, FIX::UnderlyingSecurityID); 147 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 148 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 149 class NoUnderlyingSecurityAltID: public FIX::Group 150 { 151 public: NoUnderlyingSecurityAltID()152 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 153 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 154 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 155 }; 156 FIELD_SET(*this, FIX::UnderlyingProduct); 157 FIELD_SET(*this, FIX::UnderlyingCFICode); 158 FIELD_SET(*this, FIX::UnderlyingSecurityType); 159 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 160 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 161 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 162 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 163 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 164 FIELD_SET(*this, FIX::UnderlyingIssueDate); 165 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 166 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 167 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 168 FIELD_SET(*this, FIX::UnderlyingFactor); 169 FIELD_SET(*this, FIX::UnderlyingCreditRating); 170 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 171 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 172 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 173 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 174 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 175 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 176 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 177 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 178 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 179 FIELD_SET(*this, FIX::UnderlyingCouponRate); 180 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 181 FIELD_SET(*this, FIX::UnderlyingIssuer); 182 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 183 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 184 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 185 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 186 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 187 FIELD_SET(*this, FIX::UnderlyingCPProgram); 188 FIELD_SET(*this, FIX::UnderlyingCPRegType); 189 FIELD_SET(*this, FIX::UnderlyingCurrency); 190 FIELD_SET(*this, FIX::UnderlyingQty); 191 FIELD_SET(*this, FIX::UnderlyingPx); 192 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 193 FIELD_SET(*this, FIX::UnderlyingEndPrice); 194 FIELD_SET(*this, FIX::UnderlyingStartValue); 195 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 196 FIELD_SET(*this, FIX::UnderlyingEndValue); 197 FIELD_SET(*this, FIX::NoUnderlyingStips); 198 class NoUnderlyingStips: public FIX::Group 199 { 200 public: NoUnderlyingStips()201 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 202 FIELD_SET(*this, FIX::UnderlyingStipType); 203 FIELD_SET(*this, FIX::UnderlyingStipValue); 204 }; 205 }; 206 FIELD_SET(*this, FIX::UnderlyingTradingSessionID); 207 FIELD_SET(*this, FIX::UnderlyingTradingSessionSubID); 208 FIELD_SET(*this, FIX::LastQty); 209 FIELD_SET(*this, FIX::LastPx); 210 FIELD_SET(*this, FIX::LastParPx); 211 FIELD_SET(*this, FIX::LastSpotRate); 212 FIELD_SET(*this, FIX::LastForwardPoints); 213 FIELD_SET(*this, FIX::LastMkt); 214 FIELD_SET(*this, FIX::TradeDate); 215 FIELD_SET(*this, FIX::ClearingBusinessDate); 216 FIELD_SET(*this, FIX::AvgPx); 217 FIELD_SET(*this, FIX::Spread); 218 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 219 FIELD_SET(*this, FIX::BenchmarkCurveName); 220 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 221 FIELD_SET(*this, FIX::BenchmarkPrice); 222 FIELD_SET(*this, FIX::BenchmarkPriceType); 223 FIELD_SET(*this, FIX::BenchmarkSecurityID); 224 FIELD_SET(*this, FIX::BenchmarkSecurityIDSource); 225 FIELD_SET(*this, FIX::AvgPxIndicator); 226 FIELD_SET(*this, FIX::NoPosAmt); 227 class NoPosAmt: public FIX::Group 228 { 229 public: NoPosAmt()230 NoPosAmt() : FIX::Group(753,707,FIX::message_order(707,708,0)) {} 231 FIELD_SET(*this, FIX::PosAmtType); 232 FIELD_SET(*this, FIX::PosAmt); 233 }; 234 FIELD_SET(*this, FIX::MultiLegReportingType); 235 FIELD_SET(*this, FIX::TradeLegRefID); 236 FIELD_SET(*this, FIX::NoLegs); 237 class NoLegs: public FIX::Group 238 { 239 public: NoLegs()240 NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,687,690,683,564,565,539,654,566,587,588,637,0)) {} 241 FIELD_SET(*this, FIX::LegSymbol); 242 FIELD_SET(*this, FIX::LegSymbolSfx); 243 FIELD_SET(*this, FIX::LegSecurityID); 244 FIELD_SET(*this, FIX::LegSecurityIDSource); 245 FIELD_SET(*this, FIX::NoLegSecurityAltID); 246 class NoLegSecurityAltID: public FIX::Group 247 { 248 public: NoLegSecurityAltID()249 NoLegSecurityAltID() : FIX::Group(604,605,FIX::message_order(605,606,0)) {} 250 FIELD_SET(*this, FIX::LegSecurityAltID); 251 FIELD_SET(*this, FIX::LegSecurityAltIDSource); 252 }; 253 FIELD_SET(*this, FIX::LegProduct); 254 FIELD_SET(*this, FIX::LegCFICode); 255 FIELD_SET(*this, FIX::LegSecurityType); 256 FIELD_SET(*this, FIX::LegSecuritySubType); 257 FIELD_SET(*this, FIX::LegMaturityMonthYear); 258 FIELD_SET(*this, FIX::LegMaturityDate); 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::LegCouponRate); 276 FIELD_SET(*this, FIX::LegSecurityExchange); 277 FIELD_SET(*this, FIX::LegIssuer); 278 FIELD_SET(*this, FIX::EncodedLegIssuerLen); 279 FIELD_SET(*this, FIX::EncodedLegIssuer); 280 FIELD_SET(*this, FIX::LegSecurityDesc); 281 FIELD_SET(*this, FIX::EncodedLegSecurityDescLen); 282 FIELD_SET(*this, FIX::EncodedLegSecurityDesc); 283 FIELD_SET(*this, FIX::LegRatioQty); 284 FIELD_SET(*this, FIX::LegSide); 285 FIELD_SET(*this, FIX::LegCurrency); 286 FIELD_SET(*this, FIX::LegPool); 287 FIELD_SET(*this, FIX::LegDatedDate); 288 FIELD_SET(*this, FIX::LegContractSettlMonth); 289 FIELD_SET(*this, FIX::LegInterestAccrualDate); 290 FIELD_SET(*this, FIX::LegQty); 291 FIELD_SET(*this, FIX::LegSwapType); 292 FIELD_SET(*this, FIX::NoLegStipulations); 293 class NoLegStipulations: public FIX::Group 294 { 295 public: NoLegStipulations()296 NoLegStipulations() : FIX::Group(683,688,FIX::message_order(688,689,0)) {} 297 FIELD_SET(*this, FIX::LegStipulationType); 298 FIELD_SET(*this, FIX::LegStipulationValue); 299 }; 300 FIELD_SET(*this, FIX::LegPositionEffect); 301 FIELD_SET(*this, FIX::LegCoveredOrUncovered); 302 FIELD_SET(*this, FIX::NoNestedPartyIDs); 303 class NoNestedPartyIDs: public FIX::Group 304 { 305 public: NoNestedPartyIDs()306 NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {} 307 FIELD_SET(*this, FIX::NestedPartyID); 308 FIELD_SET(*this, FIX::NestedPartyIDSource); 309 FIELD_SET(*this, FIX::NestedPartyRole); 310 FIELD_SET(*this, FIX::NoNestedPartySubIDs); 311 class NoNestedPartySubIDs: public FIX::Group 312 { 313 public: NoNestedPartySubIDs()314 NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {} 315 FIELD_SET(*this, FIX::NestedPartySubID); 316 FIELD_SET(*this, FIX::NestedPartySubIDType); 317 }; 318 }; 319 FIELD_SET(*this, FIX::LegRefID); 320 FIELD_SET(*this, FIX::LegPrice); 321 FIELD_SET(*this, FIX::LegSettlType); 322 FIELD_SET(*this, FIX::LegSettlDate); 323 FIELD_SET(*this, FIX::LegLastPx); 324 }; 325 FIELD_SET(*this, FIX::TransactTime); 326 FIELD_SET(*this, FIX::NoTrdRegTimestamps); 327 class NoTrdRegTimestamps: public FIX::Group 328 { 329 public: NoTrdRegTimestamps()330 NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,0)) {} 331 FIELD_SET(*this, FIX::TrdRegTimestamp); 332 FIELD_SET(*this, FIX::TrdRegTimestampType); 333 FIELD_SET(*this, FIX::TrdRegTimestampOrigin); 334 }; 335 FIELD_SET(*this, FIX::SettlType); 336 FIELD_SET(*this, FIX::SettlDate); 337 FIELD_SET(*this, FIX::MatchStatus); 338 FIELD_SET(*this, FIX::MatchType); 339 FIELD_SET(*this, FIX::NoSides); 340 class NoSides: public FIX::Group 341 { 342 public: NoSides()343 NoSides() : FIX::Group(552,54,FIX::message_order(54,37,198,11,526,66,453,1,660,581,81,575,576,578,579,821,15,376,377,528,529,582,40,18,483,336,625,943,12,13,479,497,381,157,230,158,159,738,920,921,922,238,237,118,119,120,155,156,77,58,354,355,752,518,232,136,825,826,591,70,78,0)) {} 344 FIELD_SET(*this, FIX::Side); 345 FIELD_SET(*this, FIX::OrderID); 346 FIELD_SET(*this, FIX::SecondaryOrderID); 347 FIELD_SET(*this, FIX::ClOrdID); 348 FIELD_SET(*this, FIX::SecondaryClOrdID); 349 FIELD_SET(*this, FIX::ListID); 350 FIELD_SET(*this, FIX::NoPartyIDs); 351 class NoPartyIDs: public FIX::Group 352 { 353 public: NoPartyIDs()354 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 355 FIELD_SET(*this, FIX::PartyID); 356 FIELD_SET(*this, FIX::PartyIDSource); 357 FIELD_SET(*this, FIX::PartyRole); 358 FIELD_SET(*this, FIX::NoPartySubIDs); 359 class NoPartySubIDs: public FIX::Group 360 { 361 public: NoPartySubIDs()362 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 363 FIELD_SET(*this, FIX::PartySubID); 364 FIELD_SET(*this, FIX::PartySubIDType); 365 }; 366 }; 367 FIELD_SET(*this, FIX::Account); 368 FIELD_SET(*this, FIX::AcctIDSource); 369 FIELD_SET(*this, FIX::AccountType); 370 FIELD_SET(*this, FIX::ProcessCode); 371 FIELD_SET(*this, FIX::OddLot); 372 FIELD_SET(*this, FIX::NoClearingInstructions); 373 class NoClearingInstructions: public FIX::Group 374 { 375 public: NoClearingInstructions()376 NoClearingInstructions() : FIX::Group(576,577,FIX::message_order(577,0)) {} 377 FIELD_SET(*this, FIX::ClearingInstruction); 378 }; 379 FIELD_SET(*this, FIX::TradeInputSource); 380 FIELD_SET(*this, FIX::TradeInputDevice); 381 FIELD_SET(*this, FIX::OrderInputDevice); 382 FIELD_SET(*this, FIX::Currency); 383 FIELD_SET(*this, FIX::ComplianceID); 384 FIELD_SET(*this, FIX::SolicitedFlag); 385 FIELD_SET(*this, FIX::OrderCapacity); 386 FIELD_SET(*this, FIX::OrderRestrictions); 387 FIELD_SET(*this, FIX::CustOrderCapacity); 388 FIELD_SET(*this, FIX::OrdType); 389 FIELD_SET(*this, FIX::ExecInst); 390 FIELD_SET(*this, FIX::TransBkdTime); 391 FIELD_SET(*this, FIX::TradingSessionID); 392 FIELD_SET(*this, FIX::TradingSessionSubID); 393 FIELD_SET(*this, FIX::TimeBracket); 394 FIELD_SET(*this, FIX::Commission); 395 FIELD_SET(*this, FIX::CommType); 396 FIELD_SET(*this, FIX::CommCurrency); 397 FIELD_SET(*this, FIX::FundRenewWaiv); 398 FIELD_SET(*this, FIX::GrossTradeAmt); 399 FIELD_SET(*this, FIX::NumDaysInterest); 400 FIELD_SET(*this, FIX::ExDate); 401 FIELD_SET(*this, FIX::AccruedInterestRate); 402 FIELD_SET(*this, FIX::AccruedInterestAmt); 403 FIELD_SET(*this, FIX::InterestAtMaturity); 404 FIELD_SET(*this, FIX::EndAccruedInterestAmt); 405 FIELD_SET(*this, FIX::StartCash); 406 FIELD_SET(*this, FIX::EndCash); 407 FIELD_SET(*this, FIX::Concession); 408 FIELD_SET(*this, FIX::TotalTakedown); 409 FIELD_SET(*this, FIX::NetMoney); 410 FIELD_SET(*this, FIX::SettlCurrAmt); 411 FIELD_SET(*this, FIX::SettlCurrency); 412 FIELD_SET(*this, FIX::SettlCurrFxRate); 413 FIELD_SET(*this, FIX::SettlCurrFxRateCalc); 414 FIELD_SET(*this, FIX::PositionEffect); 415 FIELD_SET(*this, FIX::Text); 416 FIELD_SET(*this, FIX::EncodedTextLen); 417 FIELD_SET(*this, FIX::EncodedText); 418 FIELD_SET(*this, FIX::SideMultiLegReportingType); 419 FIELD_SET(*this, FIX::NoContAmts); 420 class NoContAmts: public FIX::Group 421 { 422 public: NoContAmts()423 NoContAmts() : FIX::Group(518,519,FIX::message_order(519,520,521,0)) {} 424 FIELD_SET(*this, FIX::ContAmtType); 425 FIELD_SET(*this, FIX::ContAmtValue); 426 FIELD_SET(*this, FIX::ContAmtCurr); 427 }; 428 FIELD_SET(*this, FIX::NoStipulations); 429 class NoStipulations: public FIX::Group 430 { 431 public: NoStipulations()432 NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {} 433 FIELD_SET(*this, FIX::StipulationType); 434 FIELD_SET(*this, FIX::StipulationValue); 435 }; 436 FIELD_SET(*this, FIX::NoMiscFees); 437 class NoMiscFees: public FIX::Group 438 { 439 public: NoMiscFees()440 NoMiscFees() : FIX::Group(136,137,FIX::message_order(137,138,139,891,0)) {} 441 FIELD_SET(*this, FIX::MiscFeeAmt); 442 FIELD_SET(*this, FIX::MiscFeeCurr); 443 FIELD_SET(*this, FIX::MiscFeeType); 444 FIELD_SET(*this, FIX::MiscFeeBasis); 445 }; 446 FIELD_SET(*this, FIX::ExchangeRule); 447 FIELD_SET(*this, FIX::TradeAllocIndicator); 448 FIELD_SET(*this, FIX::PreallocMethod); 449 FIELD_SET(*this, FIX::AllocID); 450 FIELD_SET(*this, FIX::NoAllocs); 451 class NoAllocs: public FIX::Group 452 { 453 public: NoAllocs()454 NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,756,80,0)) {} 455 FIELD_SET(*this, FIX::AllocAccount); 456 FIELD_SET(*this, FIX::AllocAcctIDSource); 457 FIELD_SET(*this, FIX::AllocSettlCurrency); 458 FIELD_SET(*this, FIX::IndividualAllocID); 459 FIELD_SET(*this, FIX::NoNested2PartyIDs); 460 class NoNested2PartyIDs: public FIX::Group 461 { 462 public: NoNested2PartyIDs()463 NoNested2PartyIDs() : FIX::Group(756,757,FIX::message_order(757,758,759,806,0)) {} 464 FIELD_SET(*this, FIX::Nested2PartyID); 465 FIELD_SET(*this, FIX::Nested2PartyIDSource); 466 FIELD_SET(*this, FIX::Nested2PartyRole); 467 FIELD_SET(*this, FIX::NoNested2PartySubIDs); 468 class NoNested2PartySubIDs: public FIX::Group 469 { 470 public: NoNested2PartySubIDs()471 NoNested2PartySubIDs() : FIX::Group(806,760,FIX::message_order(760,807,0)) {} 472 FIELD_SET(*this, FIX::Nested2PartySubID); 473 FIELD_SET(*this, FIX::Nested2PartySubIDType); 474 }; 475 }; 476 FIELD_SET(*this, FIX::AllocQty); 477 }; 478 }; 479 FIELD_SET(*this, FIX::CopyMsgIndicator); 480 FIELD_SET(*this, FIX::PublishTrdIndicator); 481 FIELD_SET(*this, FIX::ShortSaleReason); 482 }; 483 484 } 485 486 #endif 487