libquickfix-dev 1.13.3+dfsg-4 / usr / include / quickfix / fix50sp2 / NewOrderCross.h

This file is indexed.

/usr/include/quickfix/fix50sp2/NewOrderCross.h is in libquickfix-dev 1.13.3+dfsg-4.

This file is owned by root:root, with mode 0o644.

The actual contents of the file can be viewed below. 

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#ifndef FIX50SP2_NEWORDERCROSS_H
#define FIX50SP2_NEWORDERCROSS_H

#include "Message.h"

namespace FIX50SP2
{

  class NewOrderCross : public Message
  {
  public:
    NewOrderCross() : Message(MsgType()) {}
    NewOrderCross(const FIX::Message& m) : Message(m) {}
    NewOrderCross(const Message& m) : Message(m) {}
    NewOrderCross(const NewOrderCross& m) : Message(m) {}
    static FIX::MsgType MsgType() { return FIX::MsgType("s"); }

    NewOrderCross(
      const FIX::CrossID& aCrossID,
      const FIX::CrossType& aCrossType,
      const FIX::CrossPrioritization& aCrossPrioritization,
      const FIX::TransactTime& aTransactTime,
      const FIX::OrdType& aOrdType )
    : Message(MsgType())
    {
      set(aCrossID);
      set(aCrossType);
      set(aCrossPrioritization);
      set(aTransactTime);
      set(aOrdType);
    }

    FIELD_SET(*this, FIX::CrossID);
    FIELD_SET(*this, FIX::CrossType);
    FIELD_SET(*this, FIX::CrossPrioritization);
    FIELD_SET(*this, FIX::NoSides);
    class NoSides: public FIX::Group
    {
    public:
    NoSides() : FIX::Group(552,54,FIX::message_order(54,11,526,583,453,229,75,1,660,581,589,590,591,70,78,854,38,152,516,468,469,12,13,479,497,528,529,582,121,120,775,58,354,355,77,203,544,635,377,659,962,1091,41,0)) {}
      FIELD_SET(*this, FIX::Side);
      FIELD_SET(*this, FIX::ClOrdID);
      FIELD_SET(*this, FIX::SecondaryClOrdID);
      FIELD_SET(*this, FIX::ClOrdLinkID);
      FIELD_SET(*this, FIX::NoPartyIDs);
      class NoPartyIDs: public FIX::Group
      {
      public:
      NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
        FIELD_SET(*this, FIX::PartyID);
        FIELD_SET(*this, FIX::PartyIDSource);
        FIELD_SET(*this, FIX::PartyRole);
        FIELD_SET(*this, FIX::NoPartySubIDs);
        class NoPartySubIDs: public FIX::Group
        {
        public:
        NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
          FIELD_SET(*this, FIX::PartySubID);
          FIELD_SET(*this, FIX::PartySubIDType);
        };
      };
      FIELD_SET(*this, FIX::TradeOriginationDate);
      FIELD_SET(*this, FIX::TradeDate);
      FIELD_SET(*this, FIX::Account);
      FIELD_SET(*this, FIX::AcctIDSource);
      FIELD_SET(*this, FIX::AccountType);
      FIELD_SET(*this, FIX::DayBookingInst);
      FIELD_SET(*this, FIX::BookingUnit);
      FIELD_SET(*this, FIX::PreallocMethod);
      FIELD_SET(*this, FIX::AllocID);
      FIELD_SET(*this, FIX::NoAllocs);
      class NoAllocs: public FIX::Group
      {
      public:
      NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {}
        FIELD_SET(*this, FIX::AllocAccount);
        FIELD_SET(*this, FIX::AllocAcctIDSource);
        FIELD_SET(*this, FIX::AllocSettlCurrency);
        FIELD_SET(*this, FIX::IndividualAllocID);
        FIELD_SET(*this, FIX::NoNestedPartyIDs);
        class NoNestedPartyIDs: public FIX::Group
        {
        public:
        NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
          FIELD_SET(*this, FIX::NestedPartyID);
          FIELD_SET(*this, FIX::NestedPartyIDSource);
          FIELD_SET(*this, FIX::NestedPartyRole);
          FIELD_SET(*this, FIX::NoNestedPartySubIDs);
          class NoNestedPartySubIDs: public FIX::Group
          {
          public:
          NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
            FIELD_SET(*this, FIX::NestedPartySubID);
            FIELD_SET(*this, FIX::NestedPartySubIDType);
          };
        };
        FIELD_SET(*this, FIX::AllocQty);
      };
      FIELD_SET(*this, FIX::QtyType);
      FIELD_SET(*this, FIX::OrderQty);
      FIELD_SET(*this, FIX::CashOrderQty);
      FIELD_SET(*this, FIX::OrderPercent);
      FIELD_SET(*this, FIX::RoundingDirection);
      FIELD_SET(*this, FIX::RoundingModulus);
      FIELD_SET(*this, FIX::Commission);
      FIELD_SET(*this, FIX::CommType);
      FIELD_SET(*this, FIX::CommCurrency);
      FIELD_SET(*this, FIX::FundRenewWaiv);
      FIELD_SET(*this, FIX::OrderCapacity);
      FIELD_SET(*this, FIX::OrderRestrictions);
      FIELD_SET(*this, FIX::CustOrderCapacity);
      FIELD_SET(*this, FIX::ForexReq);
      FIELD_SET(*this, FIX::SettlCurrency);
      FIELD_SET(*this, FIX::BookingType);
      FIELD_SET(*this, FIX::Text);
      FIELD_SET(*this, FIX::EncodedTextLen);
      FIELD_SET(*this, FIX::EncodedText);
      FIELD_SET(*this, FIX::PositionEffect);
      FIELD_SET(*this, FIX::CoveredOrUncovered);
      FIELD_SET(*this, FIX::CashMargin);
      FIELD_SET(*this, FIX::ClearingFeeIndicator);
      FIELD_SET(*this, FIX::SolicitedFlag);
      FIELD_SET(*this, FIX::SideComplianceID);
      FIELD_SET(*this, FIX::SideTimeInForce);
      FIELD_SET(*this, FIX::PreTradeAnonymity);
      FIELD_SET(*this, FIX::OrigClOrdID);
    };
    FIELD_SET(*this, FIX::Symbol);
    FIELD_SET(*this, FIX::SymbolSfx);
    FIELD_SET(*this, FIX::SecurityID);
    FIELD_SET(*this, FIX::SecurityIDSource);
    FIELD_SET(*this, FIX::Product);
    FIELD_SET(*this, FIX::CFICode);
    FIELD_SET(*this, FIX::SecurityType);
    FIELD_SET(*this, FIX::SecuritySubType);
    FIELD_SET(*this, FIX::MaturityMonthYear);
    FIELD_SET(*this, FIX::MaturityDate);
    FIELD_SET(*this, FIX::CouponPaymentDate);
    FIELD_SET(*this, FIX::IssueDate);
    FIELD_SET(*this, FIX::RepoCollateralSecurityType);
    FIELD_SET(*this, FIX::RepurchaseTerm);
    FIELD_SET(*this, FIX::RepurchaseRate);
    FIELD_SET(*this, FIX::Factor);
    FIELD_SET(*this, FIX::CreditRating);
    FIELD_SET(*this, FIX::InstrRegistry);
    FIELD_SET(*this, FIX::CountryOfIssue);
    FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
    FIELD_SET(*this, FIX::LocaleOfIssue);
    FIELD_SET(*this, FIX::RedemptionDate);
    FIELD_SET(*this, FIX::StrikePrice);
    FIELD_SET(*this, FIX::StrikeCurrency);
    FIELD_SET(*this, FIX::OptAttribute);
    FIELD_SET(*this, FIX::ContractMultiplier);
    FIELD_SET(*this, FIX::CouponRate);
    FIELD_SET(*this, FIX::SecurityExchange);
    FIELD_SET(*this, FIX::Issuer);
    FIELD_SET(*this, FIX::EncodedIssuerLen);
    FIELD_SET(*this, FIX::EncodedIssuer);
    FIELD_SET(*this, FIX::SecurityDesc);
    FIELD_SET(*this, FIX::EncodedSecurityDescLen);
    FIELD_SET(*this, FIX::EncodedSecurityDesc);
    FIELD_SET(*this, FIX::Pool);
    FIELD_SET(*this, FIX::ContractSettlMonth);
    FIELD_SET(*this, FIX::CPProgram);
    FIELD_SET(*this, FIX::CPRegType);
    FIELD_SET(*this, FIX::DatedDate);
    FIELD_SET(*this, FIX::InterestAccrualDate);
    FIELD_SET(*this, FIX::SecurityStatus);
    FIELD_SET(*this, FIX::SettleOnOpenFlag);
    FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
    FIELD_SET(*this, FIX::StrikeMultiplier);
    FIELD_SET(*this, FIX::StrikeValue);
    FIELD_SET(*this, FIX::MinPriceIncrement);
    FIELD_SET(*this, FIX::PositionLimit);
    FIELD_SET(*this, FIX::NTPositionLimit);
    FIELD_SET(*this, FIX::UnitOfMeasure);
    FIELD_SET(*this, FIX::TimeUnit);
    FIELD_SET(*this, FIX::MaturityTime);
    FIELD_SET(*this, FIX::SecurityGroup);
    FIELD_SET(*this, FIX::MinPriceIncrementAmount);
    FIELD_SET(*this, FIX::UnitOfMeasureQty);
    FIELD_SET(*this, FIX::ProductComplex);
    FIELD_SET(*this, FIX::PriceUnitOfMeasure);
    FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
    FIELD_SET(*this, FIX::SettlMethod);
    FIELD_SET(*this, FIX::ExerciseStyle);
    FIELD_SET(*this, FIX::OptPayoutAmount);
    FIELD_SET(*this, FIX::PriceQuoteMethod);
    FIELD_SET(*this, FIX::ListMethod);
    FIELD_SET(*this, FIX::CapPrice);
    FIELD_SET(*this, FIX::FloorPrice);
    FIELD_SET(*this, FIX::PutOrCall);
    FIELD_SET(*this, FIX::FlexibleIndicator);
    FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
    FIELD_SET(*this, FIX::ValuationMethod);
    FIELD_SET(*this, FIX::ContractMultiplierUnit);
    FIELD_SET(*this, FIX::FlowScheduleType);
    FIELD_SET(*this, FIX::RestructuringType);
    FIELD_SET(*this, FIX::Seniority);
    FIELD_SET(*this, FIX::NotionalPercentageOutstanding);
    FIELD_SET(*this, FIX::OriginalNotionalPercentageOutstanding);
    FIELD_SET(*this, FIX::AttachmentPoint);
    FIELD_SET(*this, FIX::DetachmentPoint);
    FIELD_SET(*this, FIX::StrikePriceDeterminationMethod);
    FIELD_SET(*this, FIX::StrikePriceBoundaryMethod);
    FIELD_SET(*this, FIX::StrikePriceBoundaryPrecision);
    FIELD_SET(*this, FIX::UnderlyingPriceDeterminationMethod);
    FIELD_SET(*this, FIX::OptPayoutType);
    FIELD_SET(*this, FIX::NoUnderlyings);
    class NoUnderlyings: public FIX::Group
    {
    public:
    NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,435,308,306,362,363,307,364,365,877,878,318,879,810,882,883,884,885,886,972,975,973,974,998,1000,1038,1039,1044,1045,1046,1213,315,1419,1423,1424,1425,1437,1441,1453,1454,1455,1456,1459,1460,0)) {}
      FIELD_SET(*this, FIX::UnderlyingSymbol);
      FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
      FIELD_SET(*this, FIX::UnderlyingSecurityID);
      FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
      FIELD_SET(*this, FIX::UnderlyingProduct);
      FIELD_SET(*this, FIX::UnderlyingCFICode);
      FIELD_SET(*this, FIX::UnderlyingSecurityType);
      FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
      FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
      FIELD_SET(*this, FIX::UnderlyingMaturityDate);
      FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
      FIELD_SET(*this, FIX::UnderlyingIssueDate);
      FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
      FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
      FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
      FIELD_SET(*this, FIX::UnderlyingFactor);
      FIELD_SET(*this, FIX::UnderlyingCreditRating);
      FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
      FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
      FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
      FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
      FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
      FIELD_SET(*this, FIX::UnderlyingStrikePrice);
      FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
      FIELD_SET(*this, FIX::UnderlyingOptAttribute);
      FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
      FIELD_SET(*this, FIX::UnderlyingCouponRate);
      FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
      FIELD_SET(*this, FIX::UnderlyingIssuer);
      FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
      FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
      FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
      FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
      FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
      FIELD_SET(*this, FIX::UnderlyingCPProgram);
      FIELD_SET(*this, FIX::UnderlyingCPRegType);
      FIELD_SET(*this, FIX::UnderlyingCurrency);
      FIELD_SET(*this, FIX::UnderlyingQty);
      FIELD_SET(*this, FIX::UnderlyingPx);
      FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
      FIELD_SET(*this, FIX::UnderlyingEndPrice);
      FIELD_SET(*this, FIX::UnderlyingStartValue);
      FIELD_SET(*this, FIX::UnderlyingCurrentValue);
      FIELD_SET(*this, FIX::UnderlyingEndValue);
      FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
      FIELD_SET(*this, FIX::UnderlyingSettlementType);
      FIELD_SET(*this, FIX::UnderlyingCashAmount);
      FIELD_SET(*this, FIX::UnderlyingCashType);
      FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
      FIELD_SET(*this, FIX::UnderlyingTimeUnit);
      FIELD_SET(*this, FIX::UnderlyingCapValue);
      FIELD_SET(*this, FIX::UnderlyingSettlMethod);
      FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
      FIELD_SET(*this, FIX::UnderlyingFXRate);
      FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
      FIELD_SET(*this, FIX::UnderlyingMaturityTime);
      FIELD_SET(*this, FIX::UnderlyingPutOrCall);
      FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
      FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
      FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
      FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
      FIELD_SET(*this, FIX::UnderlyingContractMultiplierUnit);
      FIELD_SET(*this, FIX::UnderlyingFlowScheduleType);
      FIELD_SET(*this, FIX::UnderlyingRestructuringType);
      FIELD_SET(*this, FIX::UnderlyingSeniority);
      FIELD_SET(*this, FIX::UnderlyingNotionalPercentageOutstanding);
      FIELD_SET(*this, FIX::UnderlyingOriginalNotionalPercentageOutstanding);
      FIELD_SET(*this, FIX::UnderlyingAttachmentPoint);
      FIELD_SET(*this, FIX::UnderlyingDetachmentPoint);
    };
    FIELD_SET(*this, FIX::NoLegs);
    class NoLegs: public FIX::Group
    {
    public:
    NoLegs() : FIX::Group(555,600,FIX::message_order(600,601,602,603,607,608,609,764,610,611,248,249,250,251,252,253,257,599,596,597,598,254,612,942,613,614,615,616,617,618,619,620,621,622,623,624,556,740,739,955,956,999,1001,1017,566,1212,1358,1420,1224,1421,1422,1436,1440,0)) {}
      FIELD_SET(*this, FIX::LegSymbol);
      FIELD_SET(*this, FIX::LegSymbolSfx);
      FIELD_SET(*this, FIX::LegSecurityID);
      FIELD_SET(*this, FIX::LegSecurityIDSource);
      FIELD_SET(*this, FIX::LegProduct);
      FIELD_SET(*this, FIX::LegCFICode);
      FIELD_SET(*this, FIX::LegSecurityType);
      FIELD_SET(*this, FIX::LegSecuritySubType);
      FIELD_SET(*this, FIX::LegMaturityMonthYear);
      FIELD_SET(*this, FIX::LegMaturityDate);
      FIELD_SET(*this, FIX::LegCouponPaymentDate);
      FIELD_SET(*this, FIX::LegIssueDate);
      FIELD_SET(*this, FIX::LegRepoCollateralSecurityType);
      FIELD_SET(*this, FIX::LegRepurchaseTerm);
      FIELD_SET(*this, FIX::LegRepurchaseRate);
      FIELD_SET(*this, FIX::LegFactor);
      FIELD_SET(*this, FIX::LegCreditRating);
      FIELD_SET(*this, FIX::LegInstrRegistry);
      FIELD_SET(*this, FIX::LegCountryOfIssue);
      FIELD_SET(*this, FIX::LegStateOrProvinceOfIssue);
      FIELD_SET(*this, FIX::LegLocaleOfIssue);
      FIELD_SET(*this, FIX::LegRedemptionDate);
      FIELD_SET(*this, FIX::LegStrikePrice);
      FIELD_SET(*this, FIX::LegStrikeCurrency);
      FIELD_SET(*this, FIX::LegOptAttribute);
      FIELD_SET(*this, FIX::LegContractMultiplier);
      FIELD_SET(*this, FIX::LegCouponRate);
      FIELD_SET(*this, FIX::LegSecurityExchange);
      FIELD_SET(*this, FIX::LegIssuer);
      FIELD_SET(*this, FIX::EncodedLegIssuerLen);
      FIELD_SET(*this, FIX::EncodedLegIssuer);
      FIELD_SET(*this, FIX::LegSecurityDesc);
      FIELD_SET(*this, FIX::EncodedLegSecurityDescLen);
      FIELD_SET(*this, FIX::EncodedLegSecurityDesc);
      FIELD_SET(*this, FIX::LegRatioQty);
      FIELD_SET(*this, FIX::LegSide);
      FIELD_SET(*this, FIX::LegCurrency);
      FIELD_SET(*this, FIX::LegPool);
      FIELD_SET(*this, FIX::LegDatedDate);
      FIELD_SET(*this, FIX::LegContractSettlMonth);
      FIELD_SET(*this, FIX::LegInterestAccrualDate);
      FIELD_SET(*this, FIX::LegUnitOfMeasure);
      FIELD_SET(*this, FIX::LegTimeUnit);
      FIELD_SET(*this, FIX::LegOptionRatio);
      FIELD_SET(*this, FIX::LegPrice);
      FIELD_SET(*this, FIX::LegMaturityTime);
      FIELD_SET(*this, FIX::LegPutOrCall);
      FIELD_SET(*this, FIX::LegExerciseStyle);
      FIELD_SET(*this, FIX::LegUnitOfMeasureQty);
      FIELD_SET(*this, FIX::LegPriceUnitOfMeasure);
      FIELD_SET(*this, FIX::LegPriceUnitOfMeasureQty);
      FIELD_SET(*this, FIX::LegContractMultiplierUnit);
      FIELD_SET(*this, FIX::LegFlowScheduleType);
    };
    FIELD_SET(*this, FIX::SettlType);
    FIELD_SET(*this, FIX::SettlDate);
    FIELD_SET(*this, FIX::HandlInst);
    FIELD_SET(*this, FIX::ExecInst);
    FIELD_SET(*this, FIX::MinQty);
    FIELD_SET(*this, FIX::MaxFloor);
    FIELD_SET(*this, FIX::ExDestination);
    FIELD_SET(*this, FIX::NoTradingSessions);
    class NoTradingSessions: public FIX::Group
    {
    public:
    NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
      FIELD_SET(*this, FIX::TradingSessionID);
      FIELD_SET(*this, FIX::TradingSessionSubID);
    };
    FIELD_SET(*this, FIX::ProcessCode);
    FIELD_SET(*this, FIX::PrevClosePx);
    FIELD_SET(*this, FIX::LocateReqd);
    FIELD_SET(*this, FIX::TransactTime);
    FIELD_SET(*this, FIX::NoStipulations);
    class NoStipulations: public FIX::Group
    {
    public:
    NoStipulations() : FIX::Group(232,233,FIX::message_order(233,234,0)) {}
      FIELD_SET(*this, FIX::StipulationType);
      FIELD_SET(*this, FIX::StipulationValue);
    };
    FIELD_SET(*this, FIX::OrdType);
    FIELD_SET(*this, FIX::PriceType);
    FIELD_SET(*this, FIX::Price);
    FIELD_SET(*this, FIX::StopPx);
    FIELD_SET(*this, FIX::Spread);
    FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
    FIELD_SET(*this, FIX::BenchmarkCurveName);
    FIELD_SET(*this, FIX::BenchmarkCurvePoint);
    FIELD_SET(*this, FIX::BenchmarkPrice);
    FIELD_SET(*this, FIX::BenchmarkPriceType);
    FIELD_SET(*this, FIX::BenchmarkSecurityID);
    FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
    FIELD_SET(*this, FIX::YieldType);
    FIELD_SET(*this, FIX::Yield);
    FIELD_SET(*this, FIX::YieldCalcDate);
    FIELD_SET(*this, FIX::YieldRedemptionDate);
    FIELD_SET(*this, FIX::YieldRedemptionPrice);
    FIELD_SET(*this, FIX::YieldRedemptionPriceType);
    FIELD_SET(*this, FIX::Currency);
    FIELD_SET(*this, FIX::ComplianceID);
    FIELD_SET(*this, FIX::IOIID);
    FIELD_SET(*this, FIX::QuoteID);
    FIELD_SET(*this, FIX::TimeInForce);
    FIELD_SET(*this, FIX::EffectiveTime);
    FIELD_SET(*this, FIX::ExpireDate);
    FIELD_SET(*this, FIX::ExpireTime);
    FIELD_SET(*this, FIX::GTBookingInst);
    FIELD_SET(*this, FIX::MaxShow);
    FIELD_SET(*this, FIX::PegOffsetValue);
    FIELD_SET(*this, FIX::PegMoveType);
    FIELD_SET(*this, FIX::PegOffsetType);
    FIELD_SET(*this, FIX::PegLimitType);
    FIELD_SET(*this, FIX::PegRoundDirection);
    FIELD_SET(*this, FIX::PegScope);
    FIELD_SET(*this, FIX::PegPriceType);
    FIELD_SET(*this, FIX::PegSecurityIDSource);
    FIELD_SET(*this, FIX::PegSecurityID);
    FIELD_SET(*this, FIX::PegSymbol);
    FIELD_SET(*this, FIX::PegSecurityDesc);
    FIELD_SET(*this, FIX::DiscretionInst);
    FIELD_SET(*this, FIX::DiscretionOffsetValue);
    FIELD_SET(*this, FIX::DiscretionMoveType);
    FIELD_SET(*this, FIX::DiscretionOffsetType);
    FIELD_SET(*this, FIX::DiscretionLimitType);
    FIELD_SET(*this, FIX::DiscretionRoundDirection);
    FIELD_SET(*this, FIX::DiscretionScope);
    FIELD_SET(*this, FIX::TargetStrategy);
    FIELD_SET(*this, FIX::TargetStrategyParameters);
    FIELD_SET(*this, FIX::ParticipationRate);
    FIELD_SET(*this, FIX::CancellationRights);
    FIELD_SET(*this, FIX::MoneyLaunderingStatus);
    FIELD_SET(*this, FIX::RegistID);
    FIELD_SET(*this, FIX::Designation);
    FIELD_SET(*this, FIX::NoStrategyParameters);
    class NoStrategyParameters: public FIX::Group
    {
    public:
    NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {}
      FIELD_SET(*this, FIX::StrategyParameterName);
      FIELD_SET(*this, FIX::StrategyParameterType);
      FIELD_SET(*this, FIX::StrategyParameterValue);
    };
    FIELD_SET(*this, FIX::TransBkdTime);
    FIELD_SET(*this, FIX::NoRootPartyIDs);
    class NoRootPartyIDs: public FIX::Group
    {
    public:
    NoRootPartyIDs() : FIX::Group(1116,1117,FIX::message_order(1117,1118,1119,1120,0)) {}
      FIELD_SET(*this, FIX::RootPartyID);
      FIELD_SET(*this, FIX::RootPartyIDSource);
      FIELD_SET(*this, FIX::RootPartyRole);
      FIELD_SET(*this, FIX::NoRootPartySubIDs);
      class NoRootPartySubIDs: public FIX::Group
      {
      public:
      NoRootPartySubIDs() : FIX::Group(1120,1121,FIX::message_order(1121,1122,0)) {}
        FIELD_SET(*this, FIX::RootPartySubID);
        FIELD_SET(*this, FIX::RootPartySubIDType);
      };
    };
    FIELD_SET(*this, FIX::MatchIncrement);
    FIELD_SET(*this, FIX::MaxPriceLevels);
    FIELD_SET(*this, FIX::SecondaryDisplayQty);
    FIELD_SET(*this, FIX::DisplayWhen);
    FIELD_SET(*this, FIX::DisplayMethod);
    FIELD_SET(*this, FIX::DisplayLowQty);
    FIELD_SET(*this, FIX::DisplayHighQty);
    FIELD_SET(*this, FIX::DisplayMinIncr);
    FIELD_SET(*this, FIX::RefreshQty);
    FIELD_SET(*this, FIX::DisplayQty);
    FIELD_SET(*this, FIX::PriceProtectionScope);
    FIELD_SET(*this, FIX::TriggerType);
    FIELD_SET(*this, FIX::TriggerAction);
    FIELD_SET(*this, FIX::TriggerPrice);
    FIELD_SET(*this, FIX::TriggerSymbol);
    FIELD_SET(*this, FIX::TriggerSecurityID);
    FIELD_SET(*this, FIX::TriggerSecurityIDSource);
    FIELD_SET(*this, FIX::TriggerSecurityDesc);
    FIELD_SET(*this, FIX::TriggerPriceType);
    FIELD_SET(*this, FIX::TriggerPriceTypeScope);
    FIELD_SET(*this, FIX::TriggerPriceDirection);
    FIELD_SET(*this, FIX::TriggerNewPrice);
    FIELD_SET(*this, FIX::TriggerOrderType);
    FIELD_SET(*this, FIX::TriggerNewQty);
    FIELD_SET(*this, FIX::TriggerTradingSessionID);
    FIELD_SET(*this, FIX::TriggerTradingSessionSubID);
    FIELD_SET(*this, FIX::ExDestinationIDSource);
  };

}

#endif

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