/usr/include/quickfix/Field.h is in libquickfix-dev 1.14.4+dfsg-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/****************************************************************************
** Copyright (c) 2001-2014
**
** This file is part of the QuickFIX FIX Engine
**
** This file may be distributed under the terms of the quickfixengine.org
** license as defined by quickfixengine.org and appearing in the file
** LICENSE included in the packaging of this file.
**
** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
**
** See http://www.quickfixengine.org/LICENSE for licensing information.
**
** Contact ask@quickfixengine.org if any conditions of this licensing are
** not clear to you.
**
****************************************************************************/
#ifndef FIX_FIELD
#define FIX_FIELD
#ifdef _MSC_VER
#pragma warning( disable : 4786 )
#endif
#include <sstream>
#include <numeric>
#include "FieldNumbers.h"
#include "FieldConvertors.h"
#include "FieldTypes.h"
#include "Utility.h"
namespace FIX
{
/**
* Base representation of all Field classes.
*
* This base class is the lowest common denominator of all fields. It
* keeps all fields in its most generic string representation with its
* integer tag.
*/
class FieldBase
{
/// Class used to store field metrics like total length and checksum
class field_metrics
{
public:
field_metrics( const size_t length, const int checksum )
: m_length( length )
, m_checksum( checksum )
{}
size_t getLength() const
{ return m_length; }
int getCheckSum() const
{ return m_checksum; }
bool isValid() const
{ return m_length > 0; }
private:
size_t m_length;
int m_checksum;
};
friend class Message;
/// Constructor which also calculates field metrics
FieldBase( int field,
std::string::const_iterator valueStart,
std::string::const_iterator valueEnd,
std::string::const_iterator tagStart,
std::string::const_iterator tagEnd )
: m_field( field )
, m_string( valueStart, valueEnd )
, m_metrics( calculateMetrics( tagStart, tagEnd ) )
{}
public:
FieldBase( int field, const std::string& string )
: m_field( field ), m_string(string), m_metrics( no_metrics() )
{}
virtual ~FieldBase() {}
void setField( int field )
{
m_field = field;
m_metrics = no_metrics();
m_data.clear();
}
void setString( const std::string& string )
{
m_string = string;
m_metrics = no_metrics();
m_data.clear();
}
/// Get the fields integer tag.
int getField() const
{ return m_field; }
/// Get the string representation of the fields value.
const std::string& getString() const
{ return m_string; }
/// Get the string representation of the Field (i.e.) 55=MSFT[SOH]
const std::string& getFixString() const
{
if( m_data.empty() )
encodeTo( m_data );
return m_data;
}
/// Get the length of the fields string representation
size_t getLength() const
{
calculate();
return m_metrics.getLength();
}
/// Get the total value the fields characters added together
int getTotal() const
{
calculate();
return m_metrics.getCheckSum();
}
/// Compares fields based on their tag numbers
bool operator < ( const FieldBase& field ) const
{ return m_field < field.m_field; }
private:
void calculate() const
{
if( m_metrics.isValid() ) return;
m_metrics = calculateMetrics( getFixString() );
}
/// Serializes string representation of the Field to input string
void encodeTo( std::string& result ) const
{
size_t tagLength = FIX::number_of_symbols_in( m_field ) + 1;
size_t totalLength = tagLength + m_string.length() + 1;
result.resize( totalLength );
char * buf = (char*)result.c_str();
FIX::integer_to_string( buf, tagLength, m_field );
buf[tagLength - 1] = '=';
memcpy( buf + tagLength, m_string.data(), m_string.length() );
buf[totalLength - 1] = '\001';
}
static field_metrics no_metrics()
{
return field_metrics( 0, 0 );
}
/// Calculate metrics for any input string
static field_metrics calculateMetrics(
std::string::const_iterator const start,
std::string::const_iterator const end )
{
int checksum = 0;
for ( std::string::const_iterator str = start; str != end; ++str )
checksum += (unsigned char)( *str );
return field_metrics( std::distance( start, end ), checksum );
}
static field_metrics calculateMetrics( const std::string& field )
{
return calculateMetrics( field.begin(), field.end() );
}
int m_field;
std::string m_string;
mutable std::string m_data;
mutable field_metrics m_metrics;
};
/*! @} */
inline std::ostream& operator <<
( std::ostream& stream, const FieldBase& field )
{
stream << field.getString();
return stream;
}
/**
* MSC doesn't support partial template specialization so we have this.
* this is here to provide equality checking against native char arrays.
*/
class StringField : public FieldBase
{
public:
explicit StringField( int field, const std::string& data )
: FieldBase( field, data ) {}
StringField( int field )
: FieldBase( field, "" ) {}
void setValue( const std::string& value )
{ setString( value ); }
const std::string& getValue() const
{ return getString(); }
operator const std::string&() const
{ return getString(); }
bool operator<( const StringField& rhs ) const
{ return getString() < rhs.getString(); }
bool operator>( const StringField& rhs ) const
{ return getString() > rhs.getString(); }
bool operator==( const StringField& rhs ) const
{ return getString() == rhs.getString(); }
bool operator!=( const StringField& rhs ) const
{ return getString() != rhs.getString(); }
bool operator<=( const StringField& rhs ) const
{ return getString() <= rhs.getString(); }
bool operator>=( const StringField& rhs ) const
{ return getString() >= rhs.getString(); }
friend bool operator<( const StringField&, const char* );
friend bool operator<( const char*, const StringField& );
friend bool operator>( const StringField&, const char* );
friend bool operator>( const char*, const StringField& );
friend bool operator==( const StringField&, const char* );
friend bool operator==( const char*, const StringField& );
friend bool operator!=( const StringField&, const char* );
friend bool operator!=( const char*, const StringField& );
friend bool operator<=( const StringField&, const char* );
friend bool operator<=( const char*, const StringField& );
friend bool operator>=( const StringField&, const char* );
friend bool operator>=( const char*, const StringField& );
friend bool operator<( const StringField&, const std::string& );
friend bool operator<( const std::string&, const StringField& );
friend bool operator>( const StringField&, const std::string& );
friend bool operator>( const std::string&, const StringField& );
friend bool operator==( const StringField&, const std::string& );
friend bool operator==( const std::string&, const StringField& );
friend bool operator!=( const StringField&, const std::string& );
friend bool operator!=( const std::string&, const StringField& );
friend bool operator<=( const StringField&, const std::string& );
friend bool operator<=( const std::string&, const StringField& );
friend bool operator>=( const StringField&, const std::string& );
friend bool operator>=( const std::string&, const StringField& );
};
inline bool operator<( const StringField& lhs, const char* rhs )
{ return lhs.getValue() < rhs; }
inline bool operator<( const char* lhs, const StringField& rhs )
{ return lhs < rhs.getValue(); }
inline bool operator>( const StringField& lhs, const char* rhs )
{ return lhs.getValue() > rhs; }
inline bool operator>( const char* lhs, const StringField& rhs )
{ return lhs > rhs.getValue(); }
inline bool operator==( const StringField& lhs, const char* rhs )
{ return lhs.getValue() == rhs; }
inline bool operator==( const char* lhs, const StringField& rhs )
{ return lhs == rhs.getValue(); }
inline bool operator!=( const StringField& lhs, const char* rhs )
{ return lhs.getValue() != rhs; }
inline bool operator!=( const char* lhs, const StringField& rhs )
{ return lhs != rhs.getValue(); }
inline bool operator<=( const StringField& lhs, const char* rhs )
{ return lhs.getValue() <= rhs; }
inline bool operator<=( const char* lhs, const StringField& rhs )
{ return lhs <= rhs.getValue(); }
inline bool operator>=( const StringField& lhs, const char* rhs )
{ return lhs.getValue() >= rhs; }
inline bool operator>=( const char* lhs, const StringField& rhs )
{ return lhs >= rhs.getValue(); }
inline bool operator<( const StringField& lhs, const std::string& rhs )
{ return lhs.getValue() < rhs; }
inline bool operator<( const std::string& lhs, const StringField& rhs )
{ return lhs < rhs.getValue(); }
inline bool operator>( const StringField& lhs, const std::string& rhs )
{ return lhs.getValue() > rhs; }
inline bool operator>( const std::string& lhs, const StringField& rhs )
{ return lhs > rhs.getValue(); }
inline bool operator==( const StringField& lhs, const std::string& rhs )
{ return lhs.getValue() == rhs; }
inline bool operator==( const std::string& lhs, const StringField& rhs )
{ return lhs == rhs.getValue(); }
inline bool operator!=( const StringField& lhs, const std::string& rhs )
{ return lhs.getValue() != rhs; }
inline bool operator!=( const std::string& lhs, const StringField& rhs )
{ return lhs != rhs.getValue(); }
inline bool operator<=( const StringField& lhs, const std::string& rhs )
{ return lhs.getValue() <= rhs; }
inline bool operator<=( const std::string& lhs, const StringField& rhs )
{ return lhs <= rhs.getValue(); }
inline bool operator>=( const StringField& lhs, const std::string& rhs )
{ return lhs.getValue() >= rhs; }
inline bool operator>=( const std::string& lhs, const StringField& rhs )
{ return lhs >= rhs.getValue(); }
/// Field that contains a character value
class CharField : public FieldBase
{
public:
explicit CharField( int field, char data )
: FieldBase( field, CharConvertor::convert( data ) ) {}
CharField( int field )
: FieldBase( field, "" ) {}
void setValue( char value )
{ setString( CharConvertor::convert( value ) ); }
char getValue() const throw ( IncorrectDataFormat )
{ try
{ return CharConvertor::convert( getString() ); }
catch( FieldConvertError& )
{ throw IncorrectDataFormat( getField(), getString() ); } }
operator char() const
{ return getValue(); }
};
/// Field that contains a double value
class DoubleField : public FieldBase
{
public:
explicit DoubleField( int field, double data, int padding = 0 )
: FieldBase( field, DoubleConvertor::convert( data, padding ) ) {}
DoubleField( int field )
: FieldBase( field, "" ) {}
void setValue( double value, int padding = 0 )
{ setString( DoubleConvertor::convert( value, padding ) ); }
double getValue() const throw ( IncorrectDataFormat )
{ try
{ return DoubleConvertor::convert( getString() ); }
catch( FieldConvertError& )
{ throw IncorrectDataFormat( getField(), getString() ); } }
operator double() const
{ return getValue(); }
};
/// Field that contains an integer value
class IntField : public FieldBase
{
public:
explicit IntField( int field, int data )
: FieldBase( field, IntConvertor::convert( data ) ) {}
IntField( int field )
: FieldBase( field, "" ) {}
void setValue( int value )
{ setString( IntConvertor::convert( value ) ); }
int getValue() const throw ( IncorrectDataFormat )
{ try
{ return IntConvertor::convert( getString() ); }
catch( FieldConvertError& )
{ throw IncorrectDataFormat( getField(), getString() ); } }
operator const int() const
{ return getValue(); }
};
/// Field that contains a boolean value
class BoolField : public FieldBase
{
public:
explicit BoolField( int field, bool data )
: FieldBase( field, BoolConvertor::convert( data ) ) {}
BoolField( int field )
: FieldBase( field, "" ) {}
void setValue( bool value )
{ setString( BoolConvertor::convert( value ) ); }
bool getValue() const throw ( IncorrectDataFormat )
{ try
{ return BoolConvertor::convert( getString() ); }
catch( FieldConvertError& )
{ throw IncorrectDataFormat( getField(), getString() ); } }
operator bool() const
{ return getValue(); }
};
/// Field that contains a UTC time stamp value
class UtcTimeStampField : public FieldBase
{
public:
explicit UtcTimeStampField( int field, const UtcTimeStamp& data, bool showMilliseconds = false )
: FieldBase( field, UtcTimeStampConvertor::convert( data, showMilliseconds ) ) {}
UtcTimeStampField( int field, bool showMilliseconds = false )
: FieldBase( field, UtcTimeStampConvertor::convert( UtcTimeStamp(), showMilliseconds ) ) {}
void setValue( const UtcTimeStamp& value )
{ setString( UtcTimeStampConvertor::convert( value ) ); }
UtcTimeStamp getValue() const throw ( IncorrectDataFormat )
{ try
{ return UtcTimeStampConvertor::convert( getString() ); }
catch( FieldConvertError& )
{ throw IncorrectDataFormat( getField(), getString() ); } }
operator UtcTimeStamp() const
{ return getValue(); }
bool operator<( const UtcTimeStampField& rhs ) const
{ return getValue() < rhs.getValue(); }
bool operator==( const UtcTimeStampField& rhs ) const
{ return getValue() == rhs.getValue(); }
bool operator!=( const UtcTimeStampField& rhs ) const
{ return getValue() != rhs.getValue(); }
};
/// Field that contains a UTC date value
class UtcDateField : public FieldBase
{
public:
explicit UtcDateField( int field, const UtcDate& data )
: FieldBase( field, UtcDateConvertor::convert( data ) ) {}
UtcDateField( int field )
: FieldBase( field, UtcDateConvertor::convert( UtcDate() ) ) {}
void setValue( const UtcDate& value )
{ setString( UtcDateConvertor::convert( value ) ); }
UtcDate getValue() const throw ( IncorrectDataFormat )
{ try
{ return UtcDateConvertor::convert( getString() ); }
catch( FieldConvertError& )
{ throw IncorrectDataFormat( getField(), getString() ); } }
operator UtcDate() const
{ return getValue(); }
bool operator<( const UtcDateField& rhs ) const
{ return getValue() < rhs.getValue(); }
bool operator==( const UtcDateField& rhs ) const
{ return getValue() == rhs.getValue(); }
bool operator!=( const UtcDateField& rhs ) const
{ return getValue() != rhs.getValue(); }
};
/// Field that contains a UTC time value
class UtcTimeOnlyField : public FieldBase
{
public:
explicit UtcTimeOnlyField( int field, const UtcTimeOnly& data, bool showMilliseconds = false )
: FieldBase( field, UtcTimeOnlyConvertor::convert( data, showMilliseconds ) ) {}
UtcTimeOnlyField( int field, bool showMilliseconds = false )
: FieldBase( field, UtcTimeOnlyConvertor::convert( UtcTimeOnly(), showMilliseconds ) ) {}
void setValue( const UtcTimeOnly& value )
{ setString( UtcTimeOnlyConvertor::convert( value ) ); }
UtcTimeOnly getValue() const throw ( IncorrectDataFormat )
{ try
{ return UtcTimeOnlyConvertor::convert( getString() ); }
catch( FieldConvertError& )
{ throw IncorrectDataFormat( getField(), getString() ); } }
operator UtcTimeOnly() const
{ return getValue(); }
bool operator<( const UtcTimeOnlyField& rhs ) const
{ return getValue() < rhs.getValue(); }
bool operator==( const UtcTimeOnlyField& rhs ) const
{ return getValue() == rhs.getValue(); }
bool operator!=( const UtcTimeOnlyField& rhs ) const
{ return getValue() != rhs.getValue(); }
};
/// Field that contains a checksum value
class CheckSumField : public FieldBase
{
public:
explicit CheckSumField( int field, int data )
: FieldBase( field, CheckSumConvertor::convert( data ) ) {}
CheckSumField( int field )
: FieldBase( field, "" ) {}
void setValue( int value )
{ setString( CheckSumConvertor::convert( value ) ); }
int getValue() const throw ( IncorrectDataFormat )
{ try
{ return CheckSumConvertor::convert( getString() ); }
catch( FieldConvertError& )
{ throw IncorrectDataFormat( getField(), getString() ); } }
operator const int() const
{ return getValue(); }
};
typedef DoubleField PriceField;
typedef DoubleField AmtField;
typedef DoubleField QtyField;
typedef StringField CurrencyField;
typedef StringField MultipleValueStringField;
typedef StringField MultipleStringValueField;
typedef StringField MultipleCharValueField;
typedef StringField ExchangeField;
typedef StringField LocalMktDateField;
typedef StringField DataField;
typedef DoubleField FloatField;
typedef DoubleField PriceOffsetField;
typedef StringField MonthField;
typedef StringField MonthYearField;
typedef StringField DayOfMonthField;
typedef UtcDateField UtcDateOnlyField;
typedef IntField LengthField;
typedef IntField NumInGroupField;
typedef IntField SeqNumField;
typedef DoubleField PercentageField;
typedef StringField CountryField;
typedef StringField TzTimeOnlyField;
typedef StringField TzTimeStampField;
}
#define DEFINE_FIELD_CLASS_NUM( NAME, TOK, TYPE, NUM ) \
class NAME : public TOK##Field { public: \
NAME() : TOK##Field(NUM) {} \
NAME(const TYPE& value) : TOK##Field(NUM, value) {} \
}
#define DEFINE_FIELD_CLASS( NAME, TOK, TYPE ) \
DEFINE_FIELD_CLASS_NUM(NAME, TOK, TYPE, FIELD::NAME)
#define DEFINE_DEPRECATED_FIELD_CLASS( NAME, TOK, TYPE ) \
DEFINE_FIELD_CLASS_NUM(NAME, TOK, TYPE, DEPRECATED_FIELD::NAME)
#define DEFINE_FIELD_TIMECLASS_NUM( NAME, TOK, TYPE, NUM ) \
class NAME : public TOK##Field { public: \
NAME() : TOK##Field(NUM, false) {} \
NAME(bool showMilliseconds) : TOK##Field(NUM, showMilliseconds) {} \
NAME(const TYPE& value) : TOK##Field(NUM, value) {} \
NAME(const TYPE& value, bool showMilliseconds) : TOK##Field(NUM, value, showMilliseconds) {} \
}
#define DEFINE_FIELD_TIMECLASS( NAME, TOK, TYPE ) \
DEFINE_FIELD_TIMECLASS_NUM(NAME, TOK, TYPE, FIELD::NAME)
#define DEFINE_DEPRECATED_FIELD_TIMECLASS( NAME, TOK, TYPE ) \
DEFINE_FIELD_TIMECLASS_NUM(NAME, TOK, TYPE, DEPRECATED_FIELD::NAME)
#define DEFINE_CHECKSUM( NAME ) \
DEFINE_FIELD_CLASS(NAME, CheckSum, FIX::INT)
#define DEFINE_STRING( NAME ) \
DEFINE_FIELD_CLASS(NAME, String, FIX::STRING)
#define DEFINE_CHAR( NAME ) \
DEFINE_FIELD_CLASS(NAME, Char, FIX::CHAR)
#define DEFINE_PRICE( NAME ) \
DEFINE_FIELD_CLASS(NAME, Price, FIX::PRICE)
#define DEFINE_INT( NAME ) \
DEFINE_FIELD_CLASS(NAME, Int, FIX::INT)
#define DEFINE_AMT( NAME ) \
DEFINE_FIELD_CLASS(NAME, Amt, FIX::AMT)
#define DEFINE_QTY( NAME ) \
DEFINE_FIELD_CLASS(NAME, Qty, FIX::QTY)
#define DEFINE_CURRENCY( NAME ) \
DEFINE_FIELD_CLASS(NAME, Currency, FIX::CURRENCY)
#define DEFINE_MULTIPLEVALUESTRING( NAME ) \
DEFINE_FIELD_CLASS(NAME, MultipleValueString, FIX::MULTIPLEVALUESTRING)
#define DEFINE_MULTIPLESTRINGVALUE( NAME ) \
DEFINE_FIELD_CLASS(NAME, MultipleStringValue, FIX::MULTIPLESTRINGVALUE)
#define DEFINE_MULTIPLECHARVALUE( NAME ) \
DEFINE_FIELD_CLASS(NAME, MultipleCharValue, FIX::MULTIPLECHARVALUE)
#define DEFINE_EXCHANGE( NAME ) \
DEFINE_FIELD_CLASS(NAME, Exchange, FIX::EXCHANGE)
#define DEFINE_UTCTIMESTAMP( NAME ) \
DEFINE_FIELD_TIMECLASS(NAME, UtcTimeStamp, FIX::UTCTIMESTAMP)
#define DEFINE_BOOLEAN( NAME ) \
DEFINE_FIELD_CLASS(NAME, Bool, FIX::BOOLEAN)
#define DEFINE_LOCALMKTDATE( NAME ) \
DEFINE_FIELD_CLASS(NAME, String, FIX::LOCALMKTDATE)
#define DEFINE_DATA( NAME ) \
DEFINE_FIELD_CLASS(NAME, Data, FIX::DATA)
#define DEFINE_FLOAT( NAME ) \
DEFINE_FIELD_CLASS(NAME, Float, FIX::FLOAT)
#define DEFINE_PRICEOFFSET( NAME ) \
DEFINE_FIELD_CLASS(NAME, PriceOffset, FIX::PRICEOFFSET)
#define DEFINE_MONTHYEAR( NAME ) \
DEFINE_FIELD_CLASS(NAME, MonthYear, FIX::MONTHYEAR)
#define DEFINE_DAYOFMONTH( NAME ) \
DEFINE_FIELD_CLASS(NAME, DayOfMonth, FIX::DAYOFMONTH)
#define DEFINE_UTCDATE( NAME ) \
DEFINE_FIELD_CLASS(NAME, UtcDate, FIX::UTCDATE)
#define DEFINE_UTCDATEONLY( NAME ) \
DEFINE_FIELD_CLASS(NAME, UtcDateOnly, FIX::UTCDATEONLY)
#define DEFINE_UTCTIMEONLY( NAME ) \
DEFINE_FIELD_CLASS(NAME, UtcTimeOnly, FIX::UTCTIMEONLY)
#define DEFINE_NUMINGROUP( NAME ) \
DEFINE_FIELD_CLASS(NAME, NumInGroup, FIX::NUMINGROUP)
#define DEFINE_SEQNUM( NAME ) \
DEFINE_FIELD_CLASS(NAME, SeqNum, FIX::SEQNUM)
#define DEFINE_LENGTH( NAME ) \
DEFINE_FIELD_CLASS(NAME, Length, FIX::LENGTH)
#define DEFINE_PERCENTAGE( NAME ) \
DEFINE_FIELD_CLASS(NAME, Percentage, FIX::PERCENTAGE)
#define DEFINE_COUNTRY( NAME ) \
DEFINE_FIELD_CLASS(NAME, Country, FIX::COUNTRY)
#define DEFINE_TZTIMEONLY( NAME ) \
DEFINE_FIELD_CLASS(NAME, String, FIX::TZTIMEONLY)
#define DEFINE_TZTIMESTAMP( NAME ) \
DEFINE_FIELD_CLASS(NAME, String, FIX::TZTIMESTAMP)
#define DEFINE_XMLDATA( NAME ) \
DEFINE_FIELD_CLASS(NAME, String, FIX::XMLDATA)
#define DEFINE_LANGUAGE( NAME ) \
DEFINE_FIELD_CLASS(NAME, String, FIX::LANGUAGE)
#define USER_DEFINE_STRING( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, String, FIX::STRING, NUM)
#define USER_DEFINE_CHAR( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Char, FIX::CHAR, NUM)
#define USER_DEFINE_PRICE( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Price, FIX::PRICE, NUM)
#define USER_DEFINE_INT( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Int, FIX::INT, NUM)
#define USER_DEFINE_AMT( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Amt, FIX::AMT, NUM)
#define USER_DEFINE_QTY( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Qty, FIX::QTY, NUM)
#define USER_DEFINE_CURRENCY( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Currency, FIX::CURRENCY, NUM)
#define USER_DEFINE_MULTIPLEVALUESTRING( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, MultipleValueString, FIX::MULTIPLEVALUESTRING, NUM)
#define USER_DEFINE_MULTIPLESTRINGVALUE( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, MultipleStringValue, FIX::MULTIPLESTRINGVALUE, NUM)
#define USER_DEFINE_MULTIPLECHARVALUE( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, MultipleCharValue, FIX::MULTIPLECHARVALUE, NUM)
#define USER_DEFINE_EXCHANGE( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Exchange, FIX::EXCHANGE, NUM)
#define USER_DEFINE_UTCTIMESTAMP( NAME, NUM ) \
DEFINE_FIELD_TIMECLASS_NUM(NAME, UtcTimeStamp, FIX::UTCTIMESTAMP, NUM)
#define USER_DEFINE_BOOLEAN( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Bool, FIX::BOOLEAN, NUM)
#define USER_DEFINE_LOCALMKTDATE( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, String, FIX::STRING, NUM)
#define USER_DEFINE_DATA( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Data, FIX::DATA, NUM)
#define USER_DEFINE_FLOAT( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Float, FIX::FLOAT, NUM)
#define USER_DEFINE_PRICEOFFSET( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, PriceOffset, FIX::PRICEOFFSET, NUM)
#define USER_DEFINE_MONTHYEAR( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, MonthYear, FIX::MONTHYEAR, NUM)
#define USER_DEFINE_DAYOFMONTH( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, DayOfMonth, FIX::DAYOFMONTH, NUM)
#define USER_DEFINE_UTCDATE( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, UtcDate, FIX::UTCDATE, NUM)
#define USER_DEFINE_UTCDATEONLY( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, UtcDateOnly, FIX::UTCDATEONLY, NUM)
#define USER_DEFINE_UTCTIMEONLY( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, UtcTimeOnly, FIX::UTCTIMEONLY, NUM)
#define USER_DEFINE_NUMINGROUP( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, NumInGroup, FIX::NUMINGROUP, NUM)
#define USER_DEFINE_SEQNUM( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, SeqNum, FIX::SEQNUM, NUM)
#define USER_DEFINE_LENGTH( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Length, FIX::LENGTH, NUM)
#define USER_DEFINE_PERCENTAGE( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Percentage, FIX::PERCENTAGE, NUM)
#define USER_DEFINE_COUNTRY( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, Country, FIX::COUNTRY, NUM)
#define USER_DEFINE_TZTIMEONLY( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, String, FIX::TZTIMEONLY, NUM)
#define USER_DEFINE_TZTIMESTAMP( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, String, FIX::TZTIMESTAMP, NUM)
#define USER_DEFINE_XMLDATA( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, String, FIX::XMLDATA, NUM)
#define USER_DEFINE_LANGUAGE( NAME, NUM ) \
DEFINE_FIELD_CLASS_NUM(NAME, String, FIX::LANGUAGE, NUM)
#endif
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